MQL4 and MQL5 Programming Articles

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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Tracing, Debugging and Structural Analysis of Source Code

The entire complex of problems of creating a structure of an executed code and its tracing can be solved without serious difficulties. This possibility has appeared in MetaTrader 5 due to the new feature of the MQL5 language - automatic creation of variables of complex type of data (structures and classes) and their elimination when going out of local scope. The article contains the description of the methodology and the ready-made tool.

Price series discretization, random component and noise

We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements? Discretization of an audio signal at regular intervals is an acceptable solution because an audio signal is a function that changes over time. The signal itself is an amplitude which depends on time. This signal property is fundamental.

Graphics in DoEasy library (Part 81): Integrating graphics into library objects

It is time to start the integration of the already created objects into the previously created library objects. This will ultimately endow each library object with its own graphical object allowing users to interact with the program.

Algorithmic trading based on 3D reversal patterns

Discovering a new world of automated trading on 3D bars. What does a trading robot look like on multidimensional price bars? Are "yellow" clusters of 3D bars able to predict trend reversals? What does multidimensional trading look like?

Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine

In Part 38, we build a production-grade MT5 monitoring panel that converts raw ticks into actionable signals. The EA buffers tick data to compute tick-level VWAP, a short-window imbalance (flow) metric, and ATR-based position sizing. It then visualizes spread, ATR, and flow with low-flicker bars. The system calculates a suggested lot size and a 1R stop, and issues configurable alerts for tight spreads, strong flow, and edge conditions. Auto-trading is intentionally disabled; the focus remains on robust signal generation and a clean user experience.

Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Simplify your MetaTrader  5 charts with the Multi  Indicator  Handler EA. This interactive dashboard merges trend, momentum, and volatility indicators into one real‑time panel. Switch instantly between profiles to focus on the analysis you need most. Declutter with one‑click Hide/Show controls and stay focused on price action. Read on to learn step‑by‑step how to build and customize it yourself in MQL5.

MetaEditor:Templates as a Spot to Stand On

It may be news to many our readers that all preparations for writing an EA can be performed once and then used continuously.

Creating Documentation Based on MQL5 Source Code

This article considers creation of documentation for MQL5 code starting with the automated markup of required tags. It also provides the description of how to use the Doxygen software, how to properly configure it and how to receive results in different formats, including html, HtmlHelp and PDF.

Analytical Volume Profile Trading (AVPT): Liquidity Architecture, Market Memory, and Algorithmic Execution

Analytical Volume Profile Trading (AVPT) explores how liquidity architecture and market memory shape price behavior, enabling more profound insight into institutional positioning and volume-driven structure. By mapping POC, HVNs, LVNs, and Value Areas, traders can identify acceptance, rejection, and imbalance zones with precision.

Automating Trading Strategies in MQL5 (Part 22): Creating a Zone Recovery System for Envelopes Trend Trading

In this article, we develop a Zone Recovery System integrated with an Envelopes trend-trading strategy in MQL5. We outline the architecture for using RSI and Envelopes indicators to trigger trades and manage recovery zones to mitigate losses. Through implementation and backtesting, we show how to build an effective automated trading system for dynamic markets

Integration of Broker APIs with Expert Advisors using MQL5 and Python

In this article, we will discuss the implementation of MQL5 in partnership with Python to perform broker-related operations. Imagine having a continuously running Expert Advisor (EA) hosted on a VPS, executing trades on your behalf. At some point, the ability of the EA to manage funds becomes paramount. This includes operations such as topping up your trading account and initiating withdrawals. In this discussion, we will shed light on the advantages and practical implementation of these features, ensuring seamless integration of fund management into your trading strategy. Stay tuned!

Timeseries in DoEasy library (part 45): Multi-period indicator buffers

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.

Graphical Interfaces XI: Refactoring the Library code (build 14.1)

As the library grows, its code must be optimized again in order to reduce its size. The version of the library described in this article has become even more object-oriented. This made the code easier to learn. A detailed description of the latest changes will allow the readers to develop the library independently based on their own needs.

Introduction to MQL5 (Part 26): Building an EA Using Support and Resistance Zones

This article teaches you how to build an MQL5 Expert Advisor that automatically detects support and resistance zones and executes trades based on them. You’ll learn how to program your EA to identify these key market levels, monitor price reactions, and make trading decisions without manual intervention.

Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection

In this article, I will expand the functionality of chart objects and arrange navigation through charts, creation of screenshots, as well as saving and applying templates to charts. Also, I will implement auto update of the collection of chart objects, their windows and indicators within them.

Complex indicators made easy using objects

This article provides a method to create complex indicators while also avoiding the problems that arise when dealing with multiple plots, buffers and/or combining data from multiple sources.

Creating multi-symbol, multi-period indicators

In this article, we will look at the principles of creating multi-symbol, multi-period indicators. We will also see how to access the data of such indicators from Expert Advisors and other indicators. We will consider the main features of using multi-indicators in Expert Advisors and indicators and will see how to plot them through custom indicator buffers.

MetaTrader 4 Working under Antiviruses and Firewalls

The most of traders use special programs to protect their PCs. Unfortunately, these programs don't only protect computers against intrusions, viruses and Trojans, but also consume a significant amount of resources. This relates to network traffic, first of all, which is wholly controlled by various intelligent antiviruses and firewalls. The reason for writing this article was that traders complained of slowed MetaTrader 4 Client Terminal when working with Outpost Firewall. We decided to make our own research using Kaspersky Antivirus 6.0 and Outpost Firewall Pro 4.0.

Library for easy and quick development of MetaTrader programs (part VI): Netting account events

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 fifth part of the article series, we created trading event classes and the event collection, from which the events are sent to the base object of the Engine library and the control program chart. In this part, we will let the library to work on netting accounts.

Building a Spectrum Analyzer

This article is intended to get its readers acquainted with a possible variant of using graphical objects of the MQL5 language. It analyses an indicator, which implements a panel of managing a simple spectrum analyzer using the graphical objects. The article is meant for readers acquianted with basics of MQL5.

Regression models of the Scikit-learn Library and their export to ONNX

In this article, we will explore the application of regression models from the Scikit-learn package, attempt to convert them into ONNX format, and use the resultant models within MQL5 programs. Additionally, we will compare the accuracy of the original models with their ONNX versions for both float and double precision. Furthermore, we will examine the ONNX representation of regression models, aiming to provide a better understanding of their internal structure and operational principles.

Creating an EA that works automatically (Part 12): Automation (IV)

If you think automated systems are simple, then you probably don't fully understand what it takes to create them. In this article, we will talk about the problem that kills a lot of Expert Advisors. The indiscriminate triggering of orders is a possible solution to this problem.

Graphical Interfaces VIII: The Tree View Control (Chapter 2)

The previous chapter of part VIII on graphical interfaces has focused on the elements of static and drop-down calendar. The second chapter will be dedicated to an equally complex element — a tree view, that is included in every complete library used for creating graphical interfaces. A tree view implemented in this article contains multiple flexible settings and modes, thus allowing to adjust this element of control to your needs.

Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality

Currently, the library is able to track standard graphical objects on the client terminal chart, including their removal and modification of some of their parameters. At the moment, it lacks the ability to create standard graphical objects from custom programs.

EA Status SMS Notifications

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.

Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.

Automating Trading Strategies in MQL5 (Part 23): Zone Recovery with Trailing and Basket Logic

In this article, we enhance our Zone Recovery System by introducing trailing stops and multi-basket trading capabilities. We explore how the improved architecture uses dynamic trailing stops to lock in profits and a basket management system to handle multiple trade signals efficiently. Through implementation and backtesting, we demonstrate a more robust trading system tailored for adaptive market performance.

Transferring an Indicator Code into an Expert Advisor Code. Conclusion

This is the final article, devoted to transferring an indicator code into an Expert Advisor code. Here the author transforms on a certain example a code of an Expert Advisor so, that this EA is presented in a single file without calling custom indicators.

Statistical Estimations

Estimation of statistical parameters of a sequence is very important, since most of mathematical models and methods are based on different assumptions. For example, normality of distribution law or dispersion value, or other parameters. Thus, when analyzing and forecasting of time series we need a simple and convenient tool that allows quickly and clearly estimating the main statistical parameters. The article shortly describes the simplest statistical parameters of a random sequence and several methods of its visual analysis. It offers the implementation of these methods in MQL5 and the methods of visualization of the result of calculations using the Gnuplot application.

Developing a Replay System — Market simulation (Part 01): First experiments (I)

How about creating a system that would allow us to study the market when it is closed or even to simulate market situations? Here we are going to start a new series of articles in which we will deal with this topic.

Price Action Analysis Toolkit Development (Part 47): Tracking Forex Sessions and Breakouts in MetaTrader 5

Global market sessions shape the rhythm of the trading day, and understanding their overlap is vital to timing entries and exits. In this article, we’ll build an interactive trading sessions  EA that brings those global hours to life directly on your chart. The EA automatically plots color‑coded rectangles for the Asia, Tokyo, London, and New York sessions, updating in real time as each market opens or closes. It features on‑chart toggle buttons, a dynamic information panel, and a scrolling ticker headline that streams live status and breakout messages. Tested on different brokers, this EA combines precision with style—helping traders see volatility transitions, identify cross‑session breakouts, and stay visually connected to the global market’s pulse.

Automating Trading Strategies in MQL5 (Part 19): Envelopes Trend Bounce Scalping — Trade Execution and Risk Management (Part II)

In this article, we implement trade execution and risk management for the Envelopes Trend Bounce Scalping Strategy in MQL5. We implement order placement and risk controls like stop-loss and position sizing. We conclude with backtesting and optimization, building on Part 18’s foundation.

Learn how to design a trading system by Force Index

Welcome to a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will learn about a new technical indicator and how to create a trading system using the Force Index indicator.

Neural networks made easy (Part 30): Genetic algorithms

Today I want to introduce you to a slightly different learning method. We can say that it is borrowed from Darwin's theory of evolution. It is probably less controllable than the previously discussed methods but it allows training non-differentiable models.

MQL5 Wizard techniques you should know (Part 05): Markov Chains

Markov chains are a powerful mathematical tool that can be used to model and forecast time series data in various fields, including finance. In financial time series modelling and forecasting, Markov chains are often used to model the evolution of financial assets over time, such as stock prices or exchange rates. One of the main advantages of Markov chain models is their simplicity and ease of use.

From Novice to Expert: Developing a Liquidity Strategy

Liquidity zones are commonly traded by waiting for the price to return and retest the zone of interest, often through the placement of pending orders within these areas. In this article, we leverage MQL5 to bring this concept to life, demonstrating how such zones can be identified programmatically and how risk management can be systematically applied. Join the discussion as we explore both the logic behind liquidity-based trading and its practical implementation.

Creating an EA that works automatically (Part 06): Account types (I)