MQL4 and MQL5 Programming Articles

A technical history of MQL evolution: from the limited MQL and MQL II languages, through procedural MQL4, to object-oriented MQL5 with native compilation, rich APIs, and a full-fledged engineering environment. We show here the key capabilities of the language and its integrations with Python, OpenCL, ONNX, OpenBLAS, databases, DirectX, the agentic AI Assistant, and the Model Context Protocol (MCP), which connects AI systems with the terminal, MetaEditor, market data, trading operations, and development tools. This article examines archival materials on the origins of MetaQuotes and MetaTrader, the launch of MQL4.COM and MQL5.COM, the championships, Algo Forge, and their impact on the ecosystem.

An MQL5 framework that brings institutional-grade execution algorithms (TWAP, VWAP, Iceberg) to retail traders through a unified execution manager and performance analyzer for smoother, more precise order slicing and analytics.

In this article, we examine the Profitunity System by Bill Williams, breaking down its core components and unique approach to trading within market chaos. We guide readers through implementing the system in MQL5, focusing on automating key indicators and entry/exit signals. Finally, we test and optimize the strategy, providing insights into its performance across various market scenarios.

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.

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.

Smart Money Concept (Break Of Structure) coupled with the RSI Indicator to make informed automated trading decisions based on the market structure.

In this article, we demonstrated how the fascinating mathematical concept of the Butterfly Curve can be transformed into a practical trading tool. We constructed the Butterfly Oscillator and built a foundational trading strategy around it. The strategy effectively combines the oscillator's unique cyclical signals with traditional trend confirmation from moving averages, creating a systematic approach for identifying potential market entries.

In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.

The article presents an improved brute force version, based on the goals set in the previous article. I will try to cover this topic as broadly as possible using Expert Advisors with settings obtained using this method. A new program version is attached to this article.

Stop loss and take profit can have a significant impact on trading results. In this article, we will look at several ways to find optimal stop order values.

The popularity of these two methods grows, so a lot of libraries have been developed in Matlab, R, Python, C++ and others, which receive a training set as input and automatically create an appropriate network for the problem. Let us try to understand how the basic neural network type works (including single-neuron perceptron and multilayer perceptron). We will consider an exciting algorithm which is responsible for network training - gradient descent and backpropagation. Existing complex models are often based on such simple network models.

In this article, we will consider pair trading, namely what its principles are and if there are any prospects for its practical application. We will also try to create a pair trading strategy.