MQL programming

Guidelines for writing portfolio expert advisors in MQL5

Portfolio expert advisors, as well as the more complex multiasset expert advisors, were awaited by the retail trading community ever since limitations of the MT4 backtester became obvious, that is, about 4 – 5 years ago. The difference between multiasset and portfolio EAs is that multiasset EAs have…
Read more »

MQL5 : A portfolio moving average sample expert

MQL5 : A portfolio moving average sample expert

I wrote this expert advisor to as a full demonstration on writing portfolio expert advisors, following the principles presented in Guidelines for writing portfolio expert advisors in MQL5. The expert will work on the chosen timeframe, only when a…
Read more »

Trading systems virtualization to achieve equity line fitting – a myth ?

Trading systems virtualization to achieve equity line fitting – a myth ?

Did you ever think that you’d like to have a moving average over the equity of a trading system, so you can turn it on and off ? This would be called equity line fitting. The frustrating aspect is…
Read more »

MQL5 : Implementation of a simple CEP engine

MQL5 : Implementation of a simple CEP engine

This edition was harder to make than any of the previous editions. The late release of Strategy Tester and the large number of…
Read more »

Combinatorics in MQL5

Combinatorics in MQL5

Long time ago I wrote on my former blog about generation of permutations, however I never dwelved too much into explaining the algorithm…
Read more »

DLL Hell, MQL5 edition : UNICODE vs ANSI

Many many years ago, when we were kids, in the beginning years of the crazy 90s, two languages were in battle in developer…
Read more »

MQL5 : Connecting to MySQL

This article is dedicated to sending data from MQL5 to a MySQL database. The article is at the same time an example for…
Read more »

Working with files. Part IV

This article is the last from the ‘Working with files’ series and it will treat the file reading functions exclusively. Functions that deal…
Read more »

Accessing Market Data in MQL5

February 28, 2010
By Bogdan Baltatu, MQLmagazine editor

In this article I’ll present the functions that access market data in MQL5, and I’ll compare tot the function that was doing this…
Read more »

Working with files. Part III

February 28, 2010
By Bogdan Baltatu, MQLmagazine editor

This is the third article of the ‘Working with files’ series and I care to announce you that this is one of the…
Read more »