This is a discussion on Metatrader 5 / Metatrader 4 for MQL5 / MQL4 articles preview within the General Discussion forums, part of the Trading Forum category; That is exactly what the Sigma Score indicator does. It converts the latest return into a z-score (also called a ...
more...That is exactly what the Sigma Score indicator does. It converts the latest return into a z-score (also called a standard score) and plots it in a separate window. In simple terms, the Sigma Score answers one question:
“How many standard deviations is the current bar’s return away from the average return of the last N bars?”
more...Welcome back to Part 37 of the Introduction to MQL5 series! In the previous article, we introduced the basics of API signatures and explored how secure requests are created in MQL5 using hashing and HMAC-based techniques. We focused on why signatures are necessary, how they protect sensitive requests, and how MQL5 handles signature generation at a conceptual level.
This article builds on that foundation by taking the next useful step. Here, we will write an MQL5 script that retrieves account balance data for every asset that is accessible by sending authenticated API queries to Binance. This will compile all the previously discussed topics, such as using WebRequest, handling timestamps, creating signatures, and interacting with private API endpoints. You will have a firm grasp of how to safely interact with Binance and retrieve actual account information straight from MQL5 at the end of this article.
Keeping MT4 for old EAs and MT5 for faster tester seems good mix. Anyone here run same strategy on both and notice different fills or slippage
more...In this article, we present an implementation of the Truncated Newton Conjugate-Gradient (TNC) algorithm. In addition to covering the underlying theory, we will test its ability to find the global minimum of the RosenBrock function, as well as demonstrate its practical application by using it to implement logistic regression as an alternative to the LBFGS optimizer.
more...This article will explore in detail an EA that is specifically designed for traders who are keen on learning how to optimally identify and use PD arrays, which usually offer excellent trading opportunities when trading in an identified trend and narrative, avoiding trading against the trend direction, and selling at a discount or buying at a premium. It will also be designed to identify market structure shifts as a trade entry criterion as they occurs at specific market points, such as the end of trends or some major reversals on the higher time frame. It is also specifically optimized to identify PD arrays, and once it determines if price is at discounted or premium, it executes accordingly. Lastly, it keeps track of imbalances on this PD arrays, as they can be very key reaction areas, providing ample opportunity for trade setups.
The Sigma Score concept looks useful because it gives a cleaner way to spot unusual price behavior without making the chart too noisy. I think tools like this work best as a filter on hfm, not as a standalone trigger
more...You run an Expert Advisor in MT5, tune parameters, and accumulate runtime state—and then the terminal closes, the chart refreshes, or the EA is removed, and everything in memory is lost. The advisor restarts “from zero”: saved settings, computed values, and coordinated configurations disappear, which is especially painful when the same EA runs on several terminals and must rely on a single shared parameter set. What you need is a simple, fast, reproducible store that survives restarts and can be shared among terminals on the same PC. This article shows how to pack EA parameters into a simple MQL5 struct and persistently save and load it from a shared binary file (FILE COMMON + FILE BIN) without manual text conversion.
I have read many MQL articles over time, and the most useful ones are always the practical ones that can be tested fast on chart. From my experience, one small coding idea that survives forward testing is worth more than ten nice theories
more...In the previous article, «From Basic to Intermediate: Struct (VII)», we began working with a structured program that, although it may seem quite complex at first glance, ultimately proves to be very engaging and interesting. I know this because at the beginning of my journey, I found it very difficult to understand why some codes work and others do not. After many years of struggle and persistence, I finally grasped the concepts that I am trying to convey to you in these articles. Many people believe that you can learn to program by taking a course or simply by studying other programmers' code.
One solid MQL article with code examples teaches more than many random videos. I always test the logic in HFM Strategy Tester first, because even a simple idea can fail fast when market conditions change
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