Thursday, May 13, 2010

At last, the VOM article has been published

See the 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 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. 


  1. Hi Paul

    Thank 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 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?


  2. 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.

    You would no doubt be interested in, 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.

  3. Dear Paul,
    Thank 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

    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.

  4. Thanks Eugene! I even felt inpired enough by the Russian comments to post a ponderous reply on the Russian site using Google translate

  5. Hi, you must automated trade 2010... very very good.

  6. Paul,

    Will you continue to work on the future development of VOM?

  7. Hi Winsor,

    yes, 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 if you're interested in any enhancements.

  8. Здравствуйте. Может выложите обновленную и доделанную версию где нибудь, допустим там же на mql5 или здесь? Буду очень признателен.
    Я (aharata) вам написал письма и сообщения на почту и в mql5.
    Большое спасибо за проделанную работу.

  9. Привет Ильнур - спасибо вам за интерес - оригинальная статья находится здесь, 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.

    Hi - thank you for you interest - the original article is here, 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.

  10. 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.
    А в чемпионате от mql5 намерены поучаствовать, тем более что готовите вроде как стратегию? Было бы здорово увидеть там ваш проект

  11. 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.

    I 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.

  12. Буду ждать обновленной версии VOM и вашего участия в чемпионате. Я думаю что обновление будет доступно через mql5, поэтому подписался на изменения в статье.

  13. has been updated with VOM 2.0 :)
    Direct link is

  14. Hi Paul,

    I 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,

  15. Hi Paul, great work indeed. A bit of a naive question. Can one use the VOM .mqh files in mql4 experts? Thanks

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