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From the Creator of the Most Popular Algorithmic Trading Course on Udemy with over 16,000 students!
Course last updated January 2017!
This course is the first of a 4-part mega course. Scroll down to see the full list of Chapters.
Price will increase as more lectures are added.
The author of this course is one the most viewed writers in Algorithmic Trading on Quora and has been featured on Investopedia.
Huh? What is a Trading Robot?
A Trading Robot is a set of programming code that analyses and trades the market on its own. Trading Robots allow you to trade the markets without human intervention!
What is MetaTrader 5 (MT5) and MQL5?
MetaTrader 5 is a software that allows us to build trading robots. It is the successor to MetaTrader 4. MQL5 is the programming language we use in MT5. When MT5 was initially released in 2010, it was not very popular. However, recent updates to MT5 (changes to the hedging issue) has increased its popularity among traders and brokers.
MT5 may be the future, so let’s master this stuff now!
Some highlights of MT5 (aka benefits over MT4):
What does this course offer?
This course teaches the knowledge required to effectively build trading robots using MT5 and MQL5.
You will be able to build advanced strategies that span across multiple financial products (Stocks, Futures, Forex and CFDs), shorten optimisation times from hours to minutes and increase your backtest accuracy by testing on real ticks.
So yea, these are massive improvements over MetaTrader 4! (It’s kind of a big deal)
We do NOT promise that you will strike it rich overnight. We do not make ridiculous claims (like those you see in newspapers and online ads) that you will make $3722 every night.
This course WILL, however, offer you the years of experience we have in building Robots. You will understand the pitfalls and keys to success to design great robots. You will avoid the hundreds of mistakes we made in our journey.
What is an 8-Currency Hedging Trading Robot?
MetaTrader 5 allows us to backtest and execute advanced strategies that span across multiple financial products (this is not possible with MT4), so we’ll utilise that to build advanced multi-asset strategies.
We will build an 8-Currency hedging trading robot. This trading robot analyses the 8 major currencies (USD, EUR, JPY, GBP, AUD, CAD, CHF and NZD) and exploits inefficiencies when any of them goes out of whack. This trading robot will serve as a good template for you to experiment and build your own strategies.
Full Syllabus (These are Chapters not Lectures!)
<Course 1: Learn MQL5: Build an 8-Currency Hedging Robot (MetaTrader 5)>
<Course 2: Learn MQL5: Master OOP + Time Manipulation>
<Course 3: Learn MQL5: Semi-Algo Robots and Trading on News>
<Course 4: Learn MQL5: Multi-Asset Arbitrage - Futures and Stocks>
Frequently Asked Questions
// I'm a complete beginner. Is this course suitable for me?
Yes, this course is designed for beginners. The course is prepared in a progressive manner. It entails a graphical, step-by-step approach with minimal technical jargons. But of course, you will need to put in more effort than someone with a stronger background to master the content.
// I can't code! Is this course suitable for me?
Yes, this course is designed for those who are new to programming. We have a 24/7 support channel to assist you with coding issues!
// I can code! Is this course suitable for me?
If you are an expert at MQL5. Congratulations! You don't need this course. For everyone else, welcome aboard.
// What if I am unhappy with the course?
We would never want you to be unhappy! If you are unsatisfied with your purchase, contact Udemy within the first 30 days and they will issue you a full refund. No questions asked.
// How long do I have access to the course?
How does lifetime access sound? After enrolling, you have unlimited access to this course for as long as you like - across any and all devices you own.
// Are we expecting more content in this course?
Yes! We are adding 10 more sections worth of content to this course. Content will be added weekly.
// Do you teach conceptual theories on Algorithmic Trading?
Yes we do, but not in this course. Check out our other courses for that.
About the Course
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30 day money back guarantee.
Learn on the go.
Desktop, iOS and Android.
Certificate of completion.
|Section 1: Here's What You Are In For!|
Intro - What are Trading Robots? (And why should I build them?)Preview
The First Step - How To Start Your Journey?
Downloading Our Software (MT5)Preview
MT5 for Mac
Introduction to MT5Preview
MT5 Basic Guide
Download Code Template
Structure of a Trading Robot (Part 1)Preview
Structure of a Trading Robot (Part 2)Preview
Structure of a Trading Robot (Part 3)Preview
MT5 vs MT4 vs Other Software (and Why FX)
Black Algo Trading Design Theory | Our Holy Grail
Luke Code Support + Thanks
|Section 2: Programming Fundamentals 1: Variables And Conditions|
The 3 Types of Code
Syntax - The ABCs of CodingPreview
Download Code for Programming Fundamentals 1
Identifiers - Names of Stuff
Reserved Words - Words you cannot use
Variables - The Basic Building Blocks!
Practice Time: Syntax and Variables
Expressions and Operations (Plus, Minus, Multiplication and Division)
Practice Time: Variables, Operations and Expressions
More info on Datatypes, Operations and Precedence
Get Coding Help – Read the Docs + Errors vs Warnings!
Conditional - If this then that (Part 1)
Conditional - If this then that (Part 2)
Practice Time: Conditional - If this then that
|Section 3: Robot 1: Anna - Our First Robot!|
Background to our Asset Class
Chart Reading 101 + Your First Indicator
Download Codes for Anna
Anna 1.00 - Theory behind Anna
Anna 1.00 - Understanding the Cross
Anna 1.00 - Coding Anna (Part 1)Preview
Anna 1.00 - Coding Anna (Part 2)
Anna 1.00 - Coding Anna (Part 3)
|Section 4: Getting Market Information - Troublesome but Essential Stuff|
Download Codes for Section
Getting Bid and Ask Prices
Anna 1.01 - Using OHLC PricesPreview
Getting Open, High, Low and Close PricesPreview
Getting Indicator Data
Exercise on Referencing OHLC Prices
MQL5 vs MQL4: Differences when Referencing Prices and Indicators
|Section 5: Understanding Our Strategy Tester (Part 1)|
Our Strategy Tester - Where the Magic Happens
Understanding our Tester Visualization Platform
Helpful Links for Understanding our Strategy Tester
|Section 6: Programming Fundamentals 2: Loops + Importing Code|
Download Code for Loops
Loops - Doing something many times (Part 1 - While)
Loops - Doing something many times (Part 2 - For)
Loops Practice 1 - Simple Application to Trading
Multi-Step Loops - Jumps of more than 1
Nested Loops = Loopception
Loop Operators - Break and Continue
Loops Practice 2 - Calculating Price Drawdowns
Include Method - Bringing Other Code In
|Section 7: Programming Fundamentals 3: Functions - Factories that take in X and produce Y|
Theory behind Functions - Our Little Factories (Part 1)
Theory behind Functions - Our Little Factories (Part 2)
Programming Simple Functions
|Section 8: The Confusing Object (OOP) - Mastering Object-Oriented Prog (Coming soon...)|
|Section 9: Robot 2: Bella - Utilising Volatility! (Coming soon...)|
|Section 10: Pseudo Data Management in MT5 (Coming soon...)|
|Section 11: Understanding Our Optimiser (Basic) (Coming soon...)|
|Section 12: Programming Fundamentals 4: Arrays and Indicators (Coming soon...)|
|Section 13: Building Indicators 1: Momentum and Multi-Buffer (Coming soon)|
|Section 14: Bonus Robot 1: Zelda - 7 Currency Arbitrage Robot (Coming soon...)|
Lucas has been designing and building algorithmic trading robots since 2010. He worked at a proprietary trading firm and teaches programming for financial applications to Government of Singapore Investment Corporation (GIC), one of the largest sovereign wealth funds in the world.
Lucas does consulting for algorithmic trading projects. He has over 5 years of experience coaching in MQL4, MATLAB and VBA. He was the Head of the Quantitative Finance Society in Singapore Management University.
Lucas has been featured on Investopedia and is one of the most viewed writers in Algorithmic Trading on Quora.