See the MQL5.com article section. It was a big effort for me to get it finished, topped off at the end by their somewhat tricky article editing software. But the editor, Eugene, was very helpful, and it's now up there. A nice WebMoney payment, and an MQL5.com rating that has jumped to 588.
What now? It's been hanging over my head for so long. I get the feeling that it will be rather overwhelming for most readers, although I hope it is taken up by advanced coders and cleaned up in the process. The fact remains that it is really the only way to manage multiple orders on the one symbol in MT5. I'm very prepared to spend time responding to questions and fixing bugs.
But what I really want to do now is to finish off my Neural Network EA, and discover whether the approach that I've been thinking about for so long is going to work. It's coded, but something's wrong with the learning process, and will probably require many hours to find out why.
Hi Paul
ReplyDeleteThank you for your VOM article. I am also developing a neural network EA. I did my M. Eng in pattern recognition and know a little on the subject. I was looking at FANN as a possible solution but it seems that it will be diffcult to get it to optimise on a network of agents. I have a network with several i7s and would like to use the performance. I'm new to MQL5 but have built several EAs for MT4.
Anyway my email address is marthindebeer@gmail.com. If you get stuck with the NNs you are welcome to bounce the general problem off me without being specific.
Have you ever tested VOM on multiple agents under the strategy tester?
Regards
Marthinus
Hi Mathinus, happy to discuss NN's with you. If you scan through my ealiest blog posts you'll see a lot more background. When I get a moment I will post a summary of where I'm at.
ReplyDeleteYou would no doubt be interested in http://articles.mql4.com/777, which was one of the key articles which set me on my current course.
Although I haven't tried it, the VOM code should have no problems optimise across a strategy tester network because it is self-contained within MQL5 code - it certainly utilises all 8 threads in my single i7. You are probably correct that a strategy tester network will not work with dll's such as FANN though, at least not without installing the dlls on the remote machines first.
The other reason for writing everything in MQL5 is to work towards a competition EA for the trading championships.
Dear Paul,
ReplyDeleteThank you very much for your article, I beleived that one nice day we will see it.
By the way, today it has been published in Russian, the Russian MQL5.Community has been delighted :)
Comments from http://www.mql5.com/ru/forum/985:
by DC2008:"The virtual orders are the best way to simulate the MQL4 trading functions in MetaTrader 5. Thank for the idea and artice."
by Dezil:"Just few days ago I have think that sooner or later one brilliant mind will create a similar library.
Thank you very much, it's that I needed, a few time ago the absence of a such thing stopped me to study MT5."
by CoreWinTT: "Greeeaat!"
by HideYourRichess: That can I say, we (the Russians) just have weep at forums about the no hedge in MT5, but the foreign part of MT Community just done it. The contrast is in the way to solve the problem, it's sad that we wasn't first who had solved it.
In addition, I would like to thank you, it's one of the best articles I have read.
We are looking forward for new articles ;)
Best wishes,
Eugene, Editor,
Metaquotes Software Corp.
Thanks Eugene! I even felt inpired enough by the Russian comments to post a ponderous reply on the Russian site using Google translate
ReplyDeleteHi, you must automated trade 2010... very very good.
ReplyDeletePaul,
ReplyDeleteWill you continue to work on the future development of VOM?
Hi Winsor,
ReplyDeleteyes, I'm continuing to work on it, and have updated a few of the files with some minor changes. I suggest you post something on the published article site http://www.mql5.com/en/forum/978 if you're interested in any enhancements.
Здравствуйте. Может выложите обновленную и доделанную версию где нибудь, допустим там же на mql5 или здесь? Буду очень признателен.
ReplyDeleteЯ (aharata) вам написал письма и сообщения на почту и в mql5.
Большое спасибо за проделанную работу.
Привет Ильнур - спасибо вам за интерес - оригинальная статья находится здесь http://www.mql5.com/en/articles/88, но я обновил VOM количество раз, чтобы исправить ошибки и расширить его, и я действительно должен загрузить еще один экземпляр. Я сделаю все, что в этот вечер.
ReplyDeleteHi - thank you for you interest - the original article is here http://www.mql5.com/en/articles/88, but I have updated the VOM a number of times to fix bugs and extend it, and I really should upload a further copy. I'll do that this evening.
Спасибо за быстрый ответ. Спасибо, что ведете такие проекты. Вообще, в связи с развитием платформы mt5, я б vom в завершенном виде выложил бы в маркете.
ReplyDeleteА в чемпионате от mql5 намерены поучаствовать, тем более что готовите вроде как стратегию? Было бы здорово увидеть там ваш проект
Я хочу, чтобы у меня была система, которая потенциально может выиграть чемпионат, но я считаю, что победители принять огромный риск и не являются жизнеспособными на длительный срок торговли.Пакет VOM сейчас очень хорош в управлении несколькими заказов в один EA. Я по-прежнему необходимо загрузить обновленную версию.
ReplyDeleteI wish that I had a system that could potentially win the championship, but my view is that the winners take a huge risk and are not viable for long term trading. The VOM package is now very good at managing multiple orders within the one EA. I still need to upload an updated version.
Буду ждать обновленной версии VOM и вашего участия в чемпионате. Я думаю что обновление будет доступно через mql5, поэтому подписался на изменения в статье.
ReplyDeleteУспехов!
http://www.mql5.com/en/articles/88 has been updated with VOM 2.0 :)
ReplyDeleteDirect link is http://p.mql5.com/data/2/88/VOM2_0.zip
Hi Paul,
ReplyDeleteI can see that you have started much earlier before me. Have not seen your code but must be very complex. I also developed a virtual position management method, based on simplier principles than yours. It runs in real time since short time only but seems to work fine.
If you are interested in some discussion about this topic I am open to do that.
Kind regards,
Sandor
Hi Paul, great work indeed. A bit of a naive question. Can one use the VOM .mqh files in mql4 experts? Thanks
ReplyDeleteNow about 1000 of company provide Forex signals. Lot of company spam ,some company just update website not provide signals and there cheat members money, but I said that Usa Forex Signal provide 100% real Whatsapp, Skype and Email via forex signals company. Usa Forex Signal 100% challenging Forex signals company in the world wide.100% satisfaction Forex signals provider company Usa Forex signal provide right Entry and Exit price. And monthly Specials signals provide. Usa Forex Signal provide better timing to penetrate and get out trade not need to spend much time waiting before the screen.Usa Forex Signal provide consider entrepreneurship as traders full-time and part-time can make reference to commercial success. 100% challenging forex signals provider is Usa Forex Signal .
ReplyDeleteForeign exchange trading is a handsome platform for incomes profits. For people who apprehend how currencies behave, it is straightforward to generate a consistent flow of inflowing funds from this market. But, there are those who are new to this realm, and want help which will get into the device. This is where we step in.
ReplyDeleteThe Hotforexsignal is a business enterprise of skilled specialists, presenting day by day foreign exchange indicators to help you get established in this business. Our daily forex indicators are generated the usage of professional enter and consequently, can constantly be relied upon. Hotforexsignal have got personnel of specialists who've been in forex buying and selling for over ten years. They examine the marketplace and generate a relatively dependable sample with the intention to use for making investments. Hotforexsignal send their every day forex signals every day at 7:30 a.M., london time. If you are a person who is just stepping into this enterprise, it's miles highly recommended which you check in an account with us, and start receiving our exceedingly accurate day by day forex alerts.
Registering with us will bring you astonishing blessings on your foreign exchange trading commercial enterprise. One of the maximum distinguished ones is receiving every day foreign exchange indicators free! Receiving foreign exchange signals commonly charges you quite a few cash, if making a decision to start trading. Additionally, the reliability of these alerts cannot be ascertained. At the hotforexsignal.Com, we provide you the nice each day foreign exchange signals for free, with a reliability that you have by no means visible before. Our each day Forex signals totally free will enable you to put money into foreign exchange with full self assurance, without having to worry about incurring losses. Our forestall loss and take income indices are solid and honest. With the Hotforexsignal, you've got not anything to lose and the entirety to benefit!
Hotforexsignal every day foreign exchange alerts are unfastened, dependable, well timed and surely well-researched. Hotforexsignal provide you the subsequent conveniences:
Hotforexsignal email the alerts to you
Hotforexsignal alert the registered individuals about signals through sms
Hotforexsignal have a committed Forex trade copier system And much extra!
If you are about to start buying and selling in foreign exchange, do consider registering with us for dependable signals to maximise profits.