MQL4 and MQL5 Programming Articles

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Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.

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The Order of Object Creation and Destruction in MQL5
The Order of Object Creation and Destruction in MQL5

The Order of Object Creation and Destruction in MQL5

Every object, whether it is a custom object, a dynamic array or an array of objects, is created and deleted in MQL5-program in its particular way. Often, some objects are part of other objects, and the order of object deleting at deinitialization becomes especially important. This article provides some examples that cover the mechanisms of working with objects.
MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties
MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties

MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties

It is time to briefly summarize the information provided in the previous articles on position properties. In this article, we will create a few additional functions to get the properties that can only be obtained after accessing the history of deals. We will also get familiar with data structures that will allow us to access position and symbol properties in a more convenient way.
Combination scalping: analyzing trades from the past to increase the performance of future trades
Combination scalping: analyzing trades from the past to increase the performance of future trades

Combination scalping: analyzing trades from the past to increase the performance of future trades

The article provides the description of the technology aimed at increasing the effectiveness of any automated trading system. It provides a brief explanation of the idea, as well as its underlying basics, possibilities and disadvantages.
Cross-Platform Expert Advisor: The CExpertAdvisor and CExpertAdvisors Classes
Cross-Platform Expert Advisor: The CExpertAdvisor and CExpertAdvisors Classes

Cross-Platform Expert Advisor: The CExpertAdvisor and CExpertAdvisors Classes

This article deals primarily with the classes CExpertAdvisor and CExpertAdvisors, which serve as the container for all the other components described in this article-series regarding cross-platform expert advisors.
Library for easy and quick development of MetaTrader programs (part II). Collection of historical orders and deals
Library for easy and quick development of MetaTrader programs (part II). Collection of historical orders and deals

Library for easy and quick development of MetaTrader programs (part II). Collection of historical orders and deals

In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. We created the COrder abstract object which is a base object for storing data on history orders and deals, as well as on market orders and positions. Now we will develop all the necessary objects for storing account history data in collections.
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Design Patterns in software development and MQL5 (Part 4): Behavioral Patterns 2

Design Patterns in software development and MQL5 (Part 4): Behavioral Patterns 2

In this article, we will complete our series about the Design Patterns topic, we mentioned that there are three types of design patterns creational, structural, and behavioral. We will complete the remaining patterns of the behavioral type which can help set the method of interaction between objects in a way that makes our code clean.
Strings: Table of ASCII Symbols and Its Use
Strings: Table of ASCII Symbols and Its Use

Strings: Table of ASCII Symbols and Its Use

In this article we will analyze the table of ASCII symbols and the ways it can be used. We will also deal with some new functions, the principle of operation of which is based on the peculiarities of the ASCII table, and then we will create a new library, which will include these functions. They are quite popular in other programming languages, but they are not included into the list of built-in functions. Besides, we will examine in details the basics of working with strings. So, I think you will certainly learn something new about this useful type of data.
Universal Expert Advisor: the Event Model and Trading Strategy Prototype (Part 2)
Universal Expert Advisor: the Event Model and Trading Strategy Prototype (Part 2)

Universal Expert Advisor: the Event Model and Trading Strategy Prototype (Part 2)

This article continues the series of publications on a universal Expert Advisor model. This part describes in detail the original event model based on centralized data processing, and considers the structure of the CStrategy base class of the engine.
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Can Heiken-Ashi Combined With Moving Averages Provide Good Signals Together?

Can Heiken-Ashi Combined With Moving Averages Provide Good Signals Together?

Combinations of strategies may offer better opportunities. We can combine indicators or patterns together, or even better, indicators with patterns, so that we get an extra confirmation factor. Moving averages help us confirm and ride the trend. They are the most known technical indicators and this is because of their simplicity and their proven track record of adding value to analyses.
MQL5 Cookbook: Development of a Multi-Symbol Indicator to Analyze Price Divergence
MQL5 Cookbook: Development of a Multi-Symbol Indicator to Analyze Price Divergence

MQL5 Cookbook: Development of a Multi-Symbol Indicator to Analyze Price Divergence

In this article, we will consider the development of a multi-symbol indicator to analyze price divergence in a specified period of time. The core topics have been already discussed in the previous article on the programming of multi-currency indicators "MQL5 Cookbook: Developing a Multi-Symbol Volatility Indicator in MQL5". So this time we will dwell only on those new features and functions that have been changed dramatically. If you are new to the programming of multi-currency indicators, I recommend you to first read the previous article.
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Scalping Orderflow for MQL5

Scalping Orderflow for MQL5

This MetaTrader 5 Expert Advisor implements a Scalping OrderFlow strategy with advanced risk management. It uses multiple technical indicators to identify trading opportunities based on order flow imbalances. Backtesting shows potential profitability but highlights the need for further optimization, especially in risk management and trade outcome ratios. Suitable for experienced traders, it requires thorough testing and understanding before live deployment.
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Learn how to design a trading system by MFI

Learn how to design a trading system by MFI

The new article from our series about designing a trading system based on the most popular technical indicators considers a new technical indicator - the Money Flow Index (MFI). We will learn it in detail and develop a simple trading system by means of MQL5 to execute it in MetaTrader 5.
Transferring an Indicator Code into an Expert Advisor Code. General Structural Schemes of an Expert Advisor and Indicator Functions
Transferring an Indicator Code into an Expert Advisor Code. General Structural Schemes of an Expert Advisor and Indicator Functions

Transferring an Indicator Code into an Expert Advisor Code. General Structural Schemes of an Expert Advisor and Indicator Functions

This article dwells on the ways of transferring an indicator code into an Expert Advisor Code and on writing Expert Advisors with no calling to custom indicators, and with the whole program code for the calculation of necessary indicator values inside the Expert Advisor. This article gives a general scheme of Expert Advisor changing and the idea of building an indicator function based on a custom indicator. The article is intended for readers, already having experience of programming in MQL4 language.
Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list
Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list

Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list

This article starts a new series about the creation of the DoEasy library for easy and fast program development. In the current article, we will implement the library functionality for accessing and working with symbol timeseries data. We are going to create the Bar object storing the main and extended timeseries bar data, and place bar objects to the timeseries list for convenient search and sorting of the objects.
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Using the CCanvas class in MQL applications

Using the CCanvas class in MQL applications

The article considers the use of the CCanvas class in MQL applications. The theory is accompanied by detailed explanations and examples for thorough understanding of CCanvas basics.
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Making charts more interesting: Adding a background

Making charts more interesting: Adding a background

Many workstations contain some representative image which shows something about the user. These images make the working environment more beautiful and exciting. Let's see how to make the charts more interesting by adding a background.
Liquid Chart
Liquid Chart

Liquid Chart

Would you like to see an hourly chart with bars opening from the second and the fifth minute of the hour? What does a redrawn chart look like when the opening time of bars is changing every minute? What advantages does trading on such charts have? You will find answers to these questions in this article.
Simulink: a Guide for the Developers of Expert Advisors
Simulink: a Guide for the Developers of Expert Advisors

Simulink: a Guide for the Developers of Expert Advisors

I am not a professional programmer. And thus, the principle of "going from the simple to the complex" is of primary importance to me when I am working on trading system development. What exactly is simple for me? First of all, it is the visualization of the process of creating the system, and the logic of its work. Also, it is a minimum of handwritten code. In this article, I will attempt to create and test the trading system, based on a Matlab package, and then write an Expert Advisor for MetaTrader 5. The historical data from MetaTrader 5 will be used for the testing process.
Prices and Signals in DoEasy library (Part 65): Depth of Market collection and the class for working with MQL5.com Signals
Prices and Signals in DoEasy library (Part 65): Depth of Market collection and the class for working with MQL5.com Signals

Prices and Signals in DoEasy library (Part 65): Depth of Market collection and the class for working with MQL5.com Signals

In this article, I will create the collection class of Depths of Market of all symbols and start developing the functionality for working with the MQL5.com Signals service by creating the signal object class.
Neural Networks Cheap and Cheerful - Link NeuroPro with MetaTrader 5
Neural Networks Cheap and Cheerful - Link NeuroPro with MetaTrader 5

Neural Networks Cheap and Cheerful - Link NeuroPro with MetaTrader 5

If specific neural network programs for trading seem expensive and complex or, on the contrary, too simple, try NeuroPro. It is free and contains the optimal set of functionalities for amateurs. This article will tell you how to use it in conjunction with MetaTrader 5.
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Creating an MQL5 Expert Advisor Based on the Daily Range Breakout Strategy

Creating an MQL5 Expert Advisor Based on the Daily Range Breakout Strategy

In this article, we create an MQL5 Expert Advisor based on the Daily Range Breakout strategy. We cover the strategy’s key concepts, design the EA blueprint, and implement the breakout logic in MQL5. In the end, we explore techniques for backtesting and optimizing the EA to maximize its effectiveness.
Program Folder of MetaTrader 4 Client Terminal
Program Folder of MetaTrader 4 Client Terminal

Program Folder of MetaTrader 4 Client Terminal

The article describes the contents of the program folder of MetaTrader 4 Client Terminal. The article will be useful for those who have already started to grasp into the details of the client terminal operation.
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Multiple indicators on one chart (Part 01): Understanding the concepts

Multiple indicators on one chart (Part 01): Understanding the concepts

Today we will learn how to add multiple indicators running simultaneously on one chart, but without occupying a separate area on it. Many traders feel more confident if they monitor multiple indicators at a time (for example, RSI, STOCASTIC, MACD, ADX and some others), or in some cases even at different assets which an index is made of.
Create your own Market Watch using the Standard Library Classes
Create your own Market Watch using the Standard Library Classes

Create your own Market Watch using the Standard Library Classes

The new MetaTrader 5 client terminal and the MQL5 Language provides new opportunities for presenting visual information to the trader. In this article, we propose a universal and extensible set of classes, which handles all the work of organizing displaying of the arbitrary text information on the chart. The example of Market Watch indicator is presented.
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Creating an MQL5-Telegram Integrated Expert Advisor (Part 1): Sending Messages from MQL5 to Telegram

Creating an MQL5-Telegram Integrated Expert Advisor (Part 1): Sending Messages from MQL5 to Telegram

In this article, we create an Expert Advisor (EA) in MQL5 to send messages to Telegram using a bot. We set up the necessary parameters, including the bot's API token and chat ID, and then perform an HTTP POST request to deliver the messages. Later, we handle the response to ensure successful delivery and troubleshoot any issues that arise in case of failure. This ensures we send messages from MQL5 to Telegram via the created bot.
Another MQL5 OOP Class
Another MQL5 OOP Class

Another MQL5 OOP Class

This article shows you how to build an Object-Oriented Expert Advisor from scratch, from conceiving a theoretical trading idea to programming a MQL5 EA that makes that idea real in the empirical world. Learning by doing is IMHO a solid approach to succeed, so I am showing a practical example in order for you to see how you can order your ideas to finally code your Forex robots. My goal is also to invite you to adhere the OO principles.
Sorting methods and their visualization using MQL5
Sorting methods and their visualization using MQL5

Sorting methods and their visualization using MQL5

The Graphic.mqh library has been designed to work with graphics in MQL5. The article provides an example of its practical application and explains the idea of sorting. The general concept of sorting is described here since each type of sorting already has at least one separate article, while some of sorting types are objects of detailed studies.
Cross-Platform Expert Advisor: Introduction
Cross-Platform Expert Advisor: Introduction

Cross-Platform Expert Advisor: Introduction

This article details a method by which cross-platform expert advisors can be developed faster and easier. The proposed method consolidates the features shared by both versions into a single class, and splits the implementation on derived classes for incompatible features.
LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing
LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing

LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing

How to make the testing process more visual? The answer is simple: you need to use one or more indicators in the Strategy Tester, including a tick indicator, an indicator of balance and equity, an indicator of drawdown and deposit load. This solution will help you visually track the nature of ticks, balance and equity changes, as well as drawdown and deposit load.
Using MetaTrader 5 as a Signal Provider for MetaTrader 4
Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Analyse and examples of techniques how trading analysis can be performed on MetaTrader 5 platform, but executed by MetaTrader 4. Article will show you how to create simple signal provider in your MetaTrader 5, and connect to it with multiple clients, even running MetaTrader 4. Also you will find out how you can follow participants of Automated Trading Championship in your real MetaTrader 4 account.
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Finding seasonal patterns in the forex market using the CatBoost algorithm

Finding seasonal patterns in the forex market using the CatBoost algorithm

The article considers the creation of machine learning models with time filters and discusses the effectiveness of this approach. The human factor can be eliminated now by simply instructing the model to trade at a certain hour of a certain day of the week. Pattern search can be provided by a separate algorithm.
Applying OLAP in trading (part 3): Analyzing quotes for the development of trading strategies
Applying OLAP in trading (part 3): Analyzing quotes for the development of trading strategies

Applying OLAP in trading (part 3): Analyzing quotes for the development of trading strategies

In this article we will continue dealing with the OLAP technology applied to trading. We will expand the functionality presented in the first two articles. This time we will consider the operational analysis of quotes. We will put forward and test the hypotheses on trading strategies based on aggregated historical data. The article presents Expert Advisors for studying bar patterns and adaptive trading.
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Neural networks made easy (Part 10): Multi-Head Attention

Neural networks made easy (Part 10): Multi-Head Attention

We have previously considered the mechanism of self-attention in neural networks. In practice, modern neural network architectures use several parallel self-attention threads to find various dependencies between the elements of a sequence. Let us consider the implementation of such an approach and evaluate its impact on the overall network performance.
Graphical Interfaces X: Text selection in the Multiline Text box (build 13)
Graphical Interfaces X: Text selection in the Multiline Text box (build 13)

Graphical Interfaces X: Text selection in the Multiline Text box (build 13)

This article will implement the ability to select text using various key combinations and deletion of the selected text, similar to the way it is done in any other text editor. In addition, we will continue to optimize the code and prepare the classes to move on to the final process of the second stage of the library's evolution, where all controls will be rendered as separate images (canvases).
Analyzing charts using DeMark Sequential and Murray-Gann levels
Analyzing charts using DeMark Sequential and Murray-Gann levels

Analyzing charts using DeMark Sequential and Murray-Gann levels

Thomas DeMark Sequential is good at showing balance changes in the price movement. This is especially evident if we combine its signals with a level indicator, for example, Murray levels. The article is intended mostly for beginners and those who still cannot find their "Grail". I will also display some features of building levels that I have not seen on other forums. So, the article will probably be useful for advanced traders as well... Suggestions and reasonable criticism are welcome...
Developing the symbol selection and navigation utility in MQL5 and MQL4
Developing the symbol selection and navigation utility in MQL5 and MQL4

Developing the symbol selection and navigation utility in MQL5 and MQL4

Experienced traders are well aware of the fact that most time-consuming things in trading are not opening and tracking positions but selecting symbols and looking for entry points. In this article, we will develop an EA simplifying the search for entry points on trading instruments provided by your broker.
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Risk and capital management using Expert Advisors

Risk and capital management using Expert Advisors

This article is about what you can not see in a backtest report, what you should expect using automated trading software, how to manage your money if you are using expert advisors, and how to cover a significant loss to remain in the trading activity when you are using automated procedures.
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Build Self Optmising Expert Advisors in MQL5

Build Self Optmising Expert Advisors in MQL5

Build expert advisors that look forward and adjust themselves to any market.
Synchronization of Expert Advisors, Scripts and Indicators
Synchronization of Expert Advisors, Scripts and Indicators

Synchronization of Expert Advisors, Scripts and Indicators

The article considers the necessity and general principles of developing a bundled program that would contain both an Expert Advisor, a script and an indicator.
MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy
MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy

MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy

In this article, we will develop a framework for a trading system based on the Triple Screen strategy in MQL5. The Expert Advisor will not be developed from scratch. Instead, we will simply modify the program from the previous article "MQL5 Cookbook: Using Indicators to Set Trading Conditions in Expert Advisors" which already substantially serves our purpose. So the article will also demonstrate how you can easily modify patterns of ready-made programs.