How To Collect Forex Tick Data in MetaTrader 4 and 5

How To Download Tick Data in MetaTrader 4 & 5

28 March 2018

This post describes how to download and save tick data offline, from both MT4 and MT5. Functional code samples (MetaTrader indicators) have been provided via GitHub, along with instructions on how to download and use them to begin extracting tick data from MetaTrader 4 or 5. Each tick data point extracted using this post’s implementation contains: […]

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

MetaTrader Backtesting – Best Practices for Algorithmic Traders

16 October 2017

MetaTrader backtesting can be tricky business for algorithmic traders. Follow these best practices to engineer robust, reliable trading strategies. Watch the full video tutorial here (36 minutes). 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 […]

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 […]

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