There are many encounters in life, forexrebatebest one-way, two-way attention to light, h forexbrokerrebateprogramvy, deep involvement in life, there are also many phases of parting, from contempt, cold, d forex broker rebate programtant to strangers do cashback forex know each other 2004 summer afternoon, I went to visit a friend, he opened a foreign exchange margin company, see the screen There is a trading software I have not seen I asked what software he answered mt4 I habitually open the help file to see that can be automated trading mql4, some surprise, from then on it began my journey to Midak mql4 language content is not a lot from 1. syntax, comments, identifiers, reserved words, 2, data types to 19. workwithevents, a total of 5 copies in the notebook of which two are functions (array to file) part, then is to collect ea, test them, rewrite them, autorebateforex ea on paper again, eyes open some With their own knowledge of the foreign exchange market, and the nature of mt4 (btob software) and the syntax characteristics of mql4 (object-oriented process), I need an object-oriented knowledge base, a fuzzy rough reasoning machine mql4 can only provide generative rules, deterministic reasoning mechanisms coupled with my foreign exchange continuous burst, I gave up using mql4 in 2006, but also concerned about the Midak In 2007, Wealth-LabDeveloper also changed from pascal to c#, RightEdge also launched the connection sqlsever c#, and OpenQuant, QuantDeveloper, NinjaTrader have are used c#, also interested in neural network trading, but NeuroSolutions can not be programmed, Wealth-LabDeveloper that forward neural network is too simple does not apply So Maidaq proposed to face the object of mql5 Maidaq official website is now the earliest information is released on November 2, 2009, 07, 08 years they are ready to develop mql5 news now a can not find I still remember guess what language they use, developers behind the bookshelf of some "c++ technology insider" books, and some syntax adopted by the reader opinion survey see mql5 is now very kind, witnessed the changes in its syntax, from no pointer, to the addition of the current template but still hope that it will change the class inheritance occurrence to multiple inheritance mql5 syntax does not have multiple inheritance, I think this is the biggest failure of mql5 data types than mql4 rich some, ordinary functions than mql4 double, the same name did not change the most important name than mql4. The same name did not change the most important array did not change anything, the function is basically the same as mql4 mql5 has 16 library files there are several particularly important strategy module, trading, indicators mathematical standard library (mathematical statistics) used to deal with probability theory various distribution functions (basically 1 is the function of R overloaded, speed when r 3-7 times) (fuzzy theory) implementation Mamdani and Sugeno fuzzy inference system program library ALGLIB data analysis (clusters, decision trees, linear regression, neural networks), solve differential equations, Fourier transforms, numerical integration, optimization problems, statistical analysis and so on talk about the next ea, I am now also unclear why Maidaq to name it ExpertAdvisor, called ExpertSystem is not better? mql5s ea components 1. knowledge base (mql5 traditional ea is generative rules, neural network ea is the weight matrix) 2. data storage methods (mql5 is with the face of the object way) 3. inference mechanism (usually ea is the rule with or deterministic inference, fuzzy logic is fuzzy operations, neural network is Knowledge acquisition (you can use subjective rules, you can also use the knowledge of machine learning (mql5 help documentation is mostly with R machine learning)) mql5 inside the neural network applications (you can send data to (NeuroPro, NeuroSolutions) neural network operations, but also through the communication interface (Excel, sqlserver, matlab, delphi), the most popular way is to learn with r and python, and then write in c++ synchronous operation average time (9.59 ms), asynchronous operation average time (0.09 ms) market depth update speed (42.7 times per second) mql5 memory footprint An ea about 40 megabytes, if your ea is multi-period, multi-target (trend tracking, fundamental analysis, seasonal trends, spread method, arbitrage, volatility), cross-market (stock, futures, debt, foreign exchange), space complexity will also explode growth mql5 inside many general ea methods and ea wizard, you can write eamql5 step by step according to those examples of general trading system idea is to generate trading signals from CExpertSignal class entry from CExpertTrailing generate tracking out with CExpertMoney class for money management my system trading idea is to create a data class to manage data from CexpertSignal extract data to generate signals a Ctrade class Derived class synthesis (COrderInfo, CDealInfo, CPositionInfo), and then use CexpertMoney class intermediate sub-module according to the teams ability to increase and decrease 10 years of acquaintance, from participating in the mql5ea competition, to search for mql5 related information I learned a lot of thinking from mql5, system, the Artificial intelligence, management knowledge is looking forward to working with this old friend in the future happy The author of this article: www, senior forex trader forex psychology expert, mql research expert
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Please indicate the original link for reprinting： My story with Mql5 from my imagination of mql in 07 to the step by step development of mql5
Please indicate the original link for reprinting： My story with Mql5 from my imagination of mql in 07 to the step by step development of mql5