Metatrader 5 / Metatrader 4 for MQL5 / MQL4 articles preview

Custom symbols in MetaTrader 5 offer new opportunities for developing trading systems and analyzing any financial markets. Now traders are able to plot charts and test trading strategies on an unlimited number of financial instruments. To do this, they only need to create their custom symbol based on a tick or minute history. Custom symbols can be used to test any trading robot from the Market or the free source code library.



Apart from your own agents, you are able to use agents from a local network and remote agents to optimize trading strategies on custom symbols. This is yet another advantage of the MetaTrader 5 strategy tester allowing you to shorten the time spent searching for optimal parameters of your trading system.

more here

Cloud technologies are becoming more popular in the modern world. We are able to use paid or free storage services of various sizes. But is it possible to use them in practical trading? This article proposes a technology for exchanging data between terminals using cloud storage services.

You may ask, why we need a cloud storage for this when we already have solutions for a direct connection between terminals. But I think, this approach has a number of advantages. First, a provider remains anonymous: users get access to a cloud server instead of the provider's PC. Thus, the provider's computer is protected from virus attacks, and it does not have to be permanently connected to the internet. It should connect only to send messages to the server. Second, a cloud may contain virtually unlimited number of providers. And third, as their number of users increases, providers do not have to improve their computing capacities.

Let's use the free cloud storage of 15 GB provided by Google as an example. This is more than enough for our objectives.

more...

Contents

• Introduction
• 1. Sample selection
• 2. Dimensionality reduction
  
  • 2.1. Principal component analysis (PCA)
  • 2.2. Independent component analysis (ICA)
  • 2.3. Probabilistic principal component analysis (PPCA)
  • 2.4. Autoencoder (nonlinear PCA)
  • 2.5. Inverse nonlinear PCA (NLPCA)
  
  
• 3. Dividing the data set into the train/valid/test sets
• Conclusion
• Application

more...

Table of Contents

1. Introduction
2. Custom Stops
3. Modification of Stop Level
4. Breakeven
5. Trailingstop
6. Trailing Takeprofit
7. Implementation
8. CTrails (Container)
9. Extending CTrail
10. Examples

more...

Contents

• Introduction
• 1. Brief description of the package capabilities
  
  • 1.1. Initialization functions of neurons
  • 1.2. Activation functions of neurons
  • 1.3. Training methods
  • 1.4. Methods of regulation and stabilization
  • 1.5. Methods and parameters of training an RBM
  • 1.6. Methods and parameters of training a DNN
• 2. Testing the quality of work of a DNN depending on the used parameters
  
  • 2.1. Experiments
    
    • 2.1.1. Input data (preparation)
    • 2.1.2. Basic model of comparison
    • 2.1.3. Structure of a DNN
    • 2.1.4. Variants of training
      
      • With pretraining
      • Without pretraining
  • 2.2. Result analysis
• Conclusion
• Application

more...

Contents

• Introduction
• Changes in the library scheme
• Application for testing the properties of the chart
• Application for testing the properties of the chart curves
• Application with an animated hypocycloid chart
• New version of the test application from previous updates
• Conclusion

more...

In this article, we will draw on the idea of Ralph Vince on managing position volumes (in this connection, it will be useful to recall the Kelly formula as well). This is also known as the optimal f. In this theory, f is the fraction of funds that is at risk in every deal.

more...

Contents

• Introduction
• Divergence and convergence (concept definition)
• Methods for determining the price and indicator movement direction
  
  • Defining tops/bottoms using bars
  • Defining tops/bottoms by a threshold value
  • Maximum/minimum value above/below the indicator center line
  • Divergence classification systems
  • Complete systematization of the price and indicator movement
  • Triple divergence
  
  
• Universal indicator for defining divergence
  
  • Selecting an oscillator
  • Creating a new indicator
  • Applying a universal oscillator
  • Defining the oscillator extreme values
  • Extreme values definition classes
  • Defining extreme values by bars
  • Defining extreme values by a threshold value
  • Defining extreme values by their position relative to the oscillator's midpoint
  • Method of setting the divergence type
  • Classes for checking divergence conditions
  • Preparing for checking the divergence conditions
  • Defining divergence
  • Indicator completion
  
  
• Conclusion
• Attachments

more...

The trading strategy presented in this article was first described by Vladimir Kravchuk in the "Currency speculator" magazine in 2001 - 2002. The system is based on the use of digital filters and spectral estimation of discrete time series.

A live chart of quote changes may have an arbitrary form. In mathematics, such functions are called non-analytic. The famous Fourier theorem implies that any function on a finite time interval can be represented as an infinite sum of sinusoidal functions. Consequently, any time signals can be uniquely represented by frequency functions, which are called their frequency spectra.

For non-random signals, the transition from the time-domain to frequency-domain representation (i.e., calculation of the frequency spectrum) is performed using the Fourier transform. Random processes are represented by the process' power spectral density (PSD), which is a Fourier transform not of the random process itself, but that of its autocorrelation function.

more...

Traders often use classical technical analysis methods. However, there are many different ways and approaches, which can also be useful. In this article, I suggest a non-standard method for searching and interpreting divergences. Based on this approach, we will create a trading strategy.

more...