Introduction to MetaTrader 5 and Programming with MQL5 · Create your 1st Investment Robot with MQL5 step by step from ZERO. by Santos, Rafael F.V.C. -- Read -- Imperial Library of Trantor

Index

Summary 1.Introduction

1.1.Digital Age 1.2.Artificial Intelligence 1.3.High Frequency Trading - HFT 1.4.Computer Programming 1.5.What will we learn? 1.6.Why MetaTrader 5? 1.7.EA Strategy 1.8.Advantages of Using EA 1.9.E-book Summary

2.MetaTrader 5

2.1.Downloading and installing MetaTrader 5 2.2.Main elements of the MetaTrader 5 2.3.Navigator Field 2.4.Field Toolbox 2.5.Looking for Candels 2.6.Saving Templates 2.7.Drawing Objects 2.8.Transition between Graph Times 2.9.Adding Indicators 2.10.Data Window

3.MQL5 Community 4.MetaEditor MQL5

4.1.MetaEditor 4.2.Creating a new Project 4.3.OnInit() 4.4.OnDeinit() 4.5.OnTick() 4.6.Programming Accessories

4.6.1.Comments

4.7.EA Properties 4.8.MetaTrader and MetaEditor File Types 4.9.Adding Libraries

5.Basic Programming Logic with MQL5

5.1.Types of Variables 5.2.Declaration of Variables

5.2.1.Integer Type 5.2.2.Type Double 5.2.3.Type String 5.2.4.Type bool 5.2.5.Type Datetime

5.3.Declaring Constants 5.4.Vector Variables: Arrays 5.5.For loop 5.6.Enum 5.7.Input Type Variables 5.8.Local and Global Variables

5.8.1.Local variables 5.8.2.Global Variables

5.9.Variables Predefined by MQL5 5.10.Math Operations 5.11.Logical and Conditional Relationships 5.12.Ternary Operator 5.13.Methods or Functions 5.14.Candles and Tick Variables 5.15.Functions Comment () and Alert ()

5.15.1.Comment() 5.15.2.Alert()

5.16.Adding MQL5 Indicators

6.Programming the EA

6.1.Strategy overview

6.1.1.Moving Averages 6.1.2.Relative Strength Index (RSI)

6.2.Creating EA 6.3.Declaration of Global Variables

6.3.1.Variables for the User 6.3.2.Global Variables

6.4.OnInit () Function 6.5.Function OnDeinit() 6.6.Expert Advisor Functions

6.6.1.Error Handling

6.7.Function: OnTick()

7.Backtests

7.1.Backtest in MetaTrader 5 7.2.Analyzing the Backtest 7.3.Performance Charts