Currency Index - MetaTrader 4 Indicator

Currency Index Indicator for MetaTrader 4

20 October 2017

In this post, we describe the purpose, composition, parity, calculation logic and construction of a Currency Index for each of the 8 major currencies. These include: EUR – Euro USD – US Dollar GBP – British Pound JPY – Japanese Yen AUD – Australian Dollar NZD – New Zealand Dollar CHF – Swiss Franc CAD […]

MetaTrader 4 Backtesting

DO’s and DONT’s of MT4 Backtesting

16 October 2017

This post presents a number of best practices for backtesting trading strategies in the MetaTrader 4 Strategy Tester. Watch the Webinar Recording by clicking here. Simulating a strategy’s historical performance correctly, increases the probability of it generalizing well to unseen market data in future. As such, it’s important that all backtesting be conducted robustly, careful […]

ZeroMQ - Distributed Trading Infrastructure

ZeroMQ – How To Interface Python/R with MetaTrader 4

27 August 2017

In this post, we present a technique employing ZeroMQ (an Open Source, Asynchronous Messaging Library and Concurrency Framework) for building a basic – but easily extensible – high performance bridge between external (non-MQL) programming languages and MetaTrader 4.   Reasons for writing this post: Lack of comprehensive, publicly available literature about this topic on the […]