MQL4 and MQL5 Programming Articles

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CGrid class. The CGrid class is an auxiliary control that acts as a container for other containers and controls using a grid layout.

In the article, I will start developing the functionality for working with the Depth of Market. I will also create the class of the Depth of Market abstract order object and its descendants.

In this update of the library, the Table control (the CTable class) will be supplemented with new options. The lineup of controls in the table cells is expanded, this time adding text edit boxes and combo boxes. As an addition, this update also introduces the ability to resize the window of an MQL application during its runtime.

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 sixth part, we trained the library to work with positions on netting accounts. Here we will implement tracking StopLimit orders activation and prepare the functionality to track order and position modification events.

Trading Signals service recently introduced in MetaTrader 5 allows traders to copy trading operations of any signals provider. Users can select any signal, subscribe to it and all deals will be copied at their accounts. Signals providers can set their subscription prices and receive a fixed monthly fee from their subscribers.

A new version of the graphics library for creating scientific charts (the CGraphic class) has been presented recently. This update of the developed library for creating graphical interfaces will introduce a version with a new control for creating charts. Now it is even easier to visualize data of different types.

Today we will learn how to link an MetaTrader 5 terminal with Twitter so that you can tweet your EAs' trading signals. We are developing a Social Decision Support System in PHP based on a RESTful web service. This idea comes from a particular conception of automatic trading called computer-assisted trading. We want the cognitive abilities of human traders to filter those trading signals which otherwise would be automatically placed on the market by the Expert Advisors.

This article considers the application of multiple regression analysis to macroeconomic statistics. It also gives an insight into the evaluation of the statistics impact on the currency exchange rate fluctuation based on the example of the currency pair EURUSD. Such evaluation allows automating the fundamental analysis which becomes available to even novice traders.

The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes, based on a pre-built syntax tree.

The present article develops the idea of using Kohonen Maps in MetaTrader 5, covered in some previous publications. The improved and enhanced classes provide tools to solve application tasks.

The article describes custom averaging functions of higher quality developed by the author: JJMASeries(), JurXSeries(), JLiteSeries(), ParMASeries(), LRMASeries(), T3Series(). The article also deals with application of the above functions in indicators. The author introduces a rich indicators library based on the use of these functions.

Another quarter of the year has passed and we have decided to sum up its results for MetaTrader AppStore - the largest store of trading robots and technical indicators for MetaTrader platforms. More than 500 developers have placed over 1 200 products in the Market by the end of the reported quarter.

This time we are going to create a multi-currency Expert Advisor with a trading algorithm based on work with the pending orders Buy Stop and Sell Stop. This article considers the following matters: trading in a specified time range, placing/modifying/deleting pending orders, checking if the last position was closed at Take Profit or Stop Loss and control of the deals history for each symbol.

In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom programs. I will add the missing functionality to the calculated buffer objects allowing us to create multi-symbol multi-period standard indicators.

Step-by-step instructions of how to organize data transfer from Matlab to MetaTrader 4 using DDE.

The MQL5 programming language primarily targets the creation of automated trading systems and complex instruments of technical analyses. But aside from this, it allows us to create interesting information systems for tracking market situations, and provides a return connection with the trader. The article describes the MQL5 Standard Library components, and shows examples of their use in practice for reaching these objectives. It also demonstrates an example of using Google Chart API for the creation of charts.

The first demonstration of testing results of a strategy based on 0.1 lot is becoming a standard de facto in the Forum. Having received "not so bad" from professionals, a beginner sees that "0.1" testing brings rather modest results and decides to introduce an aggressive money management thinking that positive mathematic expectation automatically provides positive results. Let's see what results can be achieved. Together with that we will try to construct several artificial balance graphs that are very instructive.

The article describes construction of fractal lines of various types using trend lines and fractals.

In order to develop an expert to participate in Automated Trading Championship 2010, let's use a template of ready expert advisor. Even novice MQL5 programmer will be capable of this task, because for your strategies the basic classes, functions, templates are already developed. It's enough to write a minimal amount of code to implement your trading idea.

An automated system will not be successful without proper security. However, security will not be ensured without a good understanding of certain things. In this article, we will explore why achieving maximum security in automated systems is such a challenge.

The optimization process can require significant resources of your computer or even of the MQL5 Cloud Network test agents. This article comprises some simple ideas that I use for work facilitation and improvement of the MetaTrader 5 Strategy Tester. I got these ideas from the documentation, forum and articles.

In this article, I will create a separate class for the shadow object, which is a descendant of the graphical element object, as well as add the ability to fill the object background with a gradient fill.

In this article an example of optimization by profit/drawdown criterion with results returned into a file is developed for a standard Expert Advisor - Moving Average.

Developers of order modification/closing algorithms suffer from an imperishable woe - how to compare results obtained by different methods? The mechanism of checking is well known - it is Strategy Tester. But how to make an EA to work equally for opening/closing orders? The article describes a tool that provides strong repetition of order openings that allows us to maintain a mathematically correct platform to compare the results of different algorithms for trailing stops and for exiting the market.

In this article, I will complete working with chart object classes and their collection. I will also implement auto tracking of changes in chart properties and their windows, as well as saving new parameters to the object properties. Such a revision allows the future implementation of an event functionality for the entire chart collection.

The article describes a way of programming without using templates but keeping the style of programming iherenet to them. It tells about implementation of templates using custom methods and has a ready-made script attached for creating a code on the basis of specified templates.

In practical work a trader can face the following situation: it is necessary to get "alert" or a text message on a display (in a chart window) indicating about an appeared signal of an indicator. The article contains an example of displaying information about graphical objects created by an external indicator.

The second article of the "Custom Graphical Controls" series introduces a control library for handling the main problems arising in interaction between a program (Expert Advisor, script, indicator) and a user. The library contains a great number of classes (CInputBox, CSpinInputBox, CCheckBox, CRadioGroup, CVSсrollBar, CHSсrollBar, CList, CListMS, CComBox, CHMenu, CVMenu, CHProgress, CDialer, CDialerInputBox, CTable) and examples of their use.

This article explains the idea of multi-mode trading robot programming in MQL5. Every mode is implemented with the object-oriented approach. Instances of both mode classes hierarchy and classes for testing are provided. Multi-mode programming of trading robots is supposed to take into account all peculiarities of every operational mode of an EA written in MQL5. Functions and enumeration are created for identifying the mode.

Since I published the article "Alert and Comment for External Indicators", I have been receiving requests and questions regarding the possibility of developing an external informer operating based on indicator lines. Having analyzed the questions, I have decided to continue with the subject. Getting data stored in indicator buffers turned out to be another area of interest to users.

In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer objects for receiving and displaying data from any timeframe on the current symbol chart.

Developing a system of SMS notifications that informs you of the status of your EA so that you are always aware of any critical situation, wherever you may be.

An anti-aliasing algorithm of the CCanvas class is the base for all constructions where anti-aliasing is being used. The article contains information about how this algorithm operates, and provides relevant examples of visualization. It also covers drawing shades of graphic objects and has a detailed algorithm developed for drawing shades on canvas. The numerical analysis library ALGLIB is used for calculations.

The article regards spindle chart plotting and its usage in trading strategies and experts. First let's discuss the chart's appearance, plotting and connection with japanese candlestick chart. Next we analyze the indicator's implementation in the source code in the MQL5 language. Let's test the expert based on indicator and formulate the trading strategy.