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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Automating Trading Strategies in MQL5 (Part 8): Building an Expert Advisor with Butterfly Harmonic Patterns

Automating Trading Strategies in MQL5 (Part 8): Building an Expert Advisor with Butterfly Harmonic Patterns

In this article, we build an MQL5 Expert Advisor to detect Butterfly harmonic patterns. We identify pivot points and validate Fibonacci levels to confirm the pattern. We then visualize the pattern on the chart and automatically execute trades when confirmed.
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Automating Trading Strategies in MQL5 (Part 5): Developing the Adaptive Crossover RSI Trading Suite Strategy

Automating Trading Strategies in MQL5 (Part 5): Developing the Adaptive Crossover RSI Trading Suite Strategy

In this article, we develop the Adaptive Crossover RSI Trading Suite System, which uses 14- and 50-period moving average crossovers for signals, confirmed by a 14-period RSI filter. The system includes a trading day filter, signal arrows with annotations, and a real-time dashboard for monitoring. This approach ensures precision and adaptability in automated trading.
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Learn how to design a trading system by VIDYA

Learn how to design a trading system by VIDYA

Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).
Video: Simple automated trading – How to create a simple Expert Advisor with MQL5
Video: Simple automated trading – How to create a simple Expert Advisor with MQL5

Video: Simple automated trading – How to create a simple Expert Advisor with MQL5

The majority of students in my courses felt that MQL5 was really difficult to understand. In addition to this, they were searching for a straightforward method to automate a few processes. Find out how to begin working with MQL5 right now by reading the information contained in this article. Even if you have never done any form of programming before. And even in the event that you are unable to comprehend the previous illustrations that you have observed.
Horizontal diagrams on MеtaTrader 5 charts
Horizontal diagrams on MеtaTrader 5 charts

Horizontal diagrams on MеtaTrader 5 charts

Horizontal diagrams are not a common occurrence on the terminal charts but they can still be of use in a number of tasks, for example when developing indicators displaying volume or price distribution for a certain period, when creating various market depth versions, etc. The article considers constructing and managing horizontal diagrams as arrays of graphical primitives.
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters

MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters

In this article, we will create a pattern that uses a single set of parameters for optimization of a trading system, while allowing for unlimited number of parameters. The list of symbols will be created in a standard text file (*.txt). Input parameters for each symbol will also be stored in files. This way we will be able to circumvent the restriction of the terminal on the number of input parameters of an Expert Advisor.
Combinatorics and probability theory for trading (Part III): The first mathematical model
Combinatorics and probability theory for trading (Part III): The first mathematical model

Combinatorics and probability theory for trading (Part III): The first mathematical model

A logical continuation of the earlier discussed topic would be the development of multifunctional mathematical models for trading tasks. In this article, I will describe the entire process related to the development of the first mathematical model describing fractals, from scratch. This model should become an important building block and be multifunctional and universal. It will build up our theoretical basis for further development of this idea.
Graphic Expert Advisor: AutoGraf
Graphic Expert Advisor: AutoGraf

Graphic Expert Advisor: AutoGraf

The article shows the workability of graphics in creation of a convenient interface to manage trading.
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Engineering Trading Discipline into Code (Part 1): Creating Structural Discipline in Live Trading with MQL5

Engineering Trading Discipline into Code (Part 1): Creating Structural Discipline in Live Trading with MQL5

Discipline becomes reliable when it is produced by system design, not willpower. Using MQL5, the article implements real-time constraints—trade-frequency caps and daily equity-based stops—that monitor behavior and trigger actions on breach. Readers gain a practical template for governance layers that stabilize execution under market pressure.
Cross-Platform Expert Advisor: Stops
Cross-Platform Expert Advisor: Stops

Cross-Platform Expert Advisor: Stops

This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.
Testing Performance of Moving Averages Calculation in MQL5
Testing Performance of Moving Averages Calculation in MQL5

Testing Performance of Moving Averages Calculation in MQL5

A number of indicators have appeared since the time of first Moving Average indicator creation. Many of them use the similar smoothing methods, but the performances of different moving averages algorithms have not been studied. In this article, we will consider possible ways of use the Moving Averages in MQL5 and compare their performance.
Creating and Publishing of Trade Reports and SMS Notification
Creating and Publishing of Trade Reports and SMS Notification

Creating and Publishing of Trade Reports and SMS Notification

Traders don't always have ability and desire to seat at the trading terminal for hours. Especially, if trading system is more or less formalized and can automatically identify some of the market states. This article describes how to generate a report of trade results (using Expert Advisor, Indicator or Script) as HTML-file and upload it via FTP to WWW-server. We will also consider sending notification of trade events as SMS to mobile phone.
How to Add New UI Languages to the MetaTrader 5 Platform
How to Add New UI Languages to the MetaTrader 5 Platform

How to Add New UI Languages to the MetaTrader 5 Platform

User interface of the MetaTrader 5 platform is translated into several languages. Don't worry if your native language is not among the supported ones. You can easily complete the translation using the special MetaTrader 5 MultiLanguage Pack utility, offered by MetaQuotes Software Corp. for free to all comers. In this article we will show some examples of how to add a new user interface languages to the MetaTrader 5 platform.
Indicator Alternative Ichimoku – Setup, Examples of Usage
Indicator Alternative Ichimoku – Setup, Examples of Usage

Indicator Alternative Ichimoku – Setup, Examples of Usage

How to set up Alternative Ichimoku correctly? Read the description of parameters setting up. The article will help you understand the methods of setting up parameters not only of the indicator Ichimoku. Certainly you will also better understand how to set up the standard Ichimoku Kinko Hyo.
Price Forecasting Using Neural Networks
Price Forecasting Using Neural Networks

Price Forecasting Using Neural Networks

Many traders speak about neural networks, but what they are and what they really can is known to few people. This article sheds some light on the world of artificial intelligence. It describes, how to prepare correctly the data for the network. Here you will also find an example of forecasting using means of the program Matlab.
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Gradient Boosting (CatBoost) in the development of trading systems. A naive approach

Gradient Boosting (CatBoost) in the development of trading systems. A naive approach

Training the CatBoost classifier in Python and exporting the model to mql5, as well as parsing the model parameters and a custom strategy tester. The Python language and the MetaTrader 5 library are used for preparing the data and for training the model.
Graphical Interfaces II: The Main Menu Element (Chapter 4)
Graphical Interfaces II: The Main Menu Element (Chapter 4)

Graphical Interfaces II: The Main Menu Element (Chapter 4)

This is the final chapter of the second part of the series about graphical interfaces. Here, we are going to consider the creation of the main menu. The development of this control and setting up handlers of the library classes for correct reaction to the user's actions will be demonstrated here. We will also discuss how to attach context menus to the items of the main menu. Adding to that, we will mention blocking currently inactive elements.
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Learn how to design a trading system by Parabolic SAR

Learn how to design a trading system by Parabolic SAR

In this article, we will continue our series about how to design a trading system using the most popular indicators. In this article, we will learn about the Parabolic SAR indicator in detail and how we can design a trading system to be used in MetaTrader 5 using some simple strategies.
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The Inverse Fair Value Gap Trading Strategy

The Inverse Fair Value Gap Trading Strategy

An inverse fair value gap(IFVG) occurs when price returns to a previously identified fair value gap and, instead of showing the expected supportive or resistive reaction, fails to respect it. This failure can signal a potential shift in market direction and offer a contrarian trading edge. In this article, I'm going to introduce my self-developed approach to quantifying and utilizing inverse fair value gap as a strategy for MetaTrader 5 expert advisors.
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Neural networks made easy (Part 8): Attention mechanisms

Neural networks made easy (Part 8): Attention mechanisms

In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I suggest considering Attention Mechanisms, the appearance of which gave impetus to the development of language models.
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Improve Your Trading Charts With Interactive GUI's in MQL5 (Part III): Simple Movable Trading GUI

Improve Your Trading Charts With Interactive GUI's in MQL5 (Part III): Simple Movable Trading GUI

Join us in Part III of the "Improve Your Trading Charts With Interactive GUIs in MQL5" series as we explore the integration of interactive GUIs into movable trading dashboards in MQL5. This article builds on the foundations set in Parts I and II, guiding readers to transform static trading dashboards into dynamic, movable ones.
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Learn how to design a trading system by Relative Vigor Index

Learn how to design a trading system by Relative Vigor Index

A new article in our series about how to design a trading system by the most popular technical indicator. In this article, we will learn how to do that by the Relative Vigor Index indicator.
Extending Strategy Builder Functionality
Extending Strategy Builder Functionality

Extending Strategy Builder Functionality

In the previous two articles, we discussed the application of Merrill patterns to various data types. An application was developed to test the presented ideas. In this article, we will continue working with the Strategy Builder, to improve its efficiency and to implement new features and capabilities.
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)

Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)

The second chapter of the part nine is dedicated to the progress bar and line chart controls. As always, there will be detailed examples provided to reveal how these controls can be used in custom MQL applications.
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

We are still discussing the development of the library for creating graphical interfaces in the MetaTrader environment. In the first article of the fifth part of the series, we will write classes for creating vertical and horizontal scrollbars.
Building a Social Technology Startup, Part II: Programming an MQL5 REST Client
Building a Social Technology Startup, Part II: Programming an MQL5 REST Client

Building a Social Technology Startup, Part II: Programming an MQL5 REST Client

Let's now shape the PHP-based Twitter idea which was introduced in the first part of this article. We are assembling the different parts of the SDSS. Regarding the client side of the system architecture, we are relying on the new MQL5 WebRequest() function for sending trading signals via HTTP.
Testing patterns that arise when trading currency pair baskets. Part II
Testing patterns that arise when trading currency pair baskets. Part II

Testing patterns that arise when trading currency pair baskets. Part II

We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the combined WPR graph crossing the moving average. If the answer is yes, we should consider the appropriate usage methods.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR

The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders an more) for more than 1 symbol pair only from one symbol chart.
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CCI indicator. Upgrade and new features

CCI indicator. Upgrade and new features

In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.
Guide to writing a DLL for MQL5 in Delphi
Guide to writing a DLL for MQL5 in Delphi

Guide to writing a DLL for MQL5 in Delphi

The article examines the mechanism of creating a DLL module, using the popular programming language of ObjectPascal, within a Delphi programming environment. The materials, provided in this article, are designed to primarily target beginner programmers, who are working with problems, which breach the boundaries of the embedded programming language of MQL5, by connecting the outside DLL modules.
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Automating Trading Strategies in MQL5 (Part 25): Trendline Trader with Least Squares Fit and Dynamic Signal Generation

Automating Trading Strategies in MQL5 (Part 25): Trendline Trader with Least Squares Fit and Dynamic Signal Generation

In this article, we develop a trendline trader program that uses least squares fit to detect support and resistance trendlines, generating dynamic buy and sell signals based on price touches and open positions based on generated signals.
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Automating Trading Strategies in MQL5 (Part 43): Adaptive Linear Regression Channel Strategy

Automating Trading Strategies in MQL5 (Part 43): Adaptive Linear Regression Channel Strategy

In this article, we implement an adaptive Linear Regression Channel system in MQL5 that automatically calculates the regression line and standard deviation channel over a user-defined period, only activates when the slope exceeds a minimum threshold to confirm a clear trend, and dynamically recreates or extends the channel when the price breaks out by a configurable percentage of channel width.
Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor
Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor

Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor

Just over a year ago joo, in his article "Genetic Algorithms - It's Easy!", gave us a tool for implementation of the genetic algorithm in MQL5. Now utilizing the tool we will create an Expert Advisor that will genetically optimize its own parameters upon certain boundary conditions...
Developing multi-module Expert Advisors
Developing multi-module Expert Advisors

Developing multi-module Expert Advisors

MQL programming language allows implementing the concept of modular development of trading strategies. The article shows an example of developing a multi-module Expert Advisor consisting of separately compiled file modules.
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Automating Trading Strategies in MQL5 (Part 43): Adaptive Linear Regression Channel Strategy

Automating Trading Strategies in MQL5 (Part 43): Adaptive Linear Regression Channel Strategy

In this article, we implement an adaptive Linear Regression Channel system in MQL5 that automatically calculates the regression line and standard deviation channel over a user-defined period, only activates when the slope exceeds a minimum threshold to confirm a clear trend, and dynamically recreates or extends the channel when the price breaks out by a configurable percentage of channel width.
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started improving the library classes for working with MQL4. Here we will continue improving the library to ensure its full compatibility with MQL4.
Interaction between MеtaTrader 4 and MATLAB Engine (Virtual MATLAB Machine)
Interaction between MеtaTrader 4 and MATLAB Engine (Virtual MATLAB Machine)

Interaction between MеtaTrader 4 and MATLAB Engine (Virtual MATLAB Machine)

The article contains considerations regarding creation of a DLL library - wrapper that will enable the interaction of MetaTrader 4 and the MATLAB mathematical desktop package. It describes "pitfalls" and ways to overcome them. The article is intended for prepared C/C++ programmers that use the Borland C++ Builder 6 compiler.
A Pause between Trades
A Pause between Trades

A Pause between Trades

The article deals with the problem of how to arrange pauses between trade operations when a number of experts work on one МТ 4 Client Terminal. It is intended for users who have basic skills in both working with the terminal and programming in MQL 4.
Creating Non-Lagging Digital Filters
Creating Non-Lagging Digital Filters

Creating Non-Lagging Digital Filters

The article describes one of the approaches to determining a useful signal (trend) in stream data. Small filtering (smoothing) tests applied to market quotes demonstrate the potential for creating non-lagging digital filters (indicators) that are not redrawn on the last bars.
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Price Action Analysis Toolkit Development (Part 53): Pattern Density Heatmap for Support and Resistance Zone Discovery

Price Action Analysis Toolkit Development (Part 53): Pattern Density Heatmap for Support and Resistance Zone Discovery

This article introduces the Pattern Density Heatmap, a price‑action mapping tool that transforms repeated candlestick pattern detections into statistically significant support and resistance zones. Rather than treating each signal in isolation, the EA aggregates detections into fixed price bins, scores their density with optional recency weighting, and confirms levels against higher‑timeframe data. The resulting heatmap reveals where the market has historically reacted—levels that can be used proactively for trade timing, risk management, and strategy confidence across any trading style.