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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Gradient boosting in transductive and active machine learning
In this article, we will consider active machine learning methods utilizing real data, as well discuss their pros and cons. Perhaps you will find these methods useful and will include them in your arsenal of machine learning models. Transduction was introduced by Vladimir Vapnik, who is the co-inventor of the Support-Vector Machine (SVM).
Using PatchTST Machine Learning Algorithm for Predicting Next 24 Hours of Price Action
In this article, we apply a relatively complex neural network algorithm released in 2023 called PatchTST for predicting the price action for the next 24 hours. We will use the official repository, make slight modifications, train a model for EURUSD, and apply it to making future predictions both in Python and MQL5.
Other classes in DoEasy library (Part 67): Chart object class
In this article, I will create the chart object class (of a single trading instrument chart) and improve the collection class of MQL5 signal objects so that each signal object stored in the collection updates all its parameters when updating the list.
The Most Active MQL5.community Members Have Been Awarded iPhones!
After we decided to reward the most outstanding MQL5.com participants, we have selected the key criteria to determine each participant's contribution to the Community development. As a result, we have the following champions who published the greatest amount of articles on the website - investeo (11 articles) and victorg (10 articles), and who submitted their programs to Code Base – GODZILLA (340 programs), Integer (61 programs) and abolk (21 programs).
How to add Trailing Stop using Parabolic SAR
When creating a trading strategy, we need to test a variety of protective stop options. Here is where a dynamic pulling up of the Stop Loss level following the price comes to mind. The best candidate for this is the Parabolic SAR indicator. It is difficult to think of anything simpler and visually clearer.
Graphical interfaces X: New features for the Rendered table (build 9)
Until today, the CTable was the most advanced type of tables among all presented in the library. This table is assembled from edit boxes of the OBJ_EDIT type, and its further development becomes problematic. Therefore, in terms of maximum capabilities, it is better to develop rendered tables of the CCanvasTable type even at the current development stage of the library. Its current version is completely lifeless, but starting from this article, we will try to fix the situation.
Structures in MQL5 and methods for printing their data
In this article we will look at the MqlDateTime, MqlTick, MqlRates and MqlBookInfo strutures, as well as methods for printing data from them. In order to print all the fields of a structure, there is a standard ArrayPrint() function, which displays the data contained in the array with the type of the handled structure in a convenient tabular format.
A Library for Constructing a Chart via Google Chart API
The construction of various types of diagrams is an essential part of the analyses of the market situation and the testing of a trading system. Frequently, in order to construct a nice looking diagram, it is necessary to organize the data output into a file, after which it is used in applications such as MS Excel. This is not very convenient and deprives us of the ability to dynamically update the data. Google Charts API provided the means for creating charts in online modes, by sending a special request to the server. In this article we attempt to automate the process of creating such a request and obtaining a chart from the Google server.
Formulating Dynamic Multi-Pair EA (Part 3): Mean Reversion and Momentum Strategies
In this article, we will explore the third part of our journey in formulating a Dynamic Multi-Pair Expert Advisor (EA), focusing specifically on integrating Mean Reversion and Momentum trading strategies. We will break down how to detect and act on price deviations from the mean (Z-score), and how to measure momentum across multiple forex pairs to determine trade direction.
Creating a Trading Administrator Panel in MQL5 (Part XII): Integration of a Forex Values Calculator
Accurate calculation of key trading values is an indispensable part of every trader’s workflow. In this article, we will discuss, the integration of a powerful utility—the Forex Calculator—into the Trade Management Panel, further extending the functionality of our multi-panel Trading Administrator system. Efficiently determining risk, position size, and potential profit is essential when placing trades, and this new feature is designed to make that process faster and more intuitive within the panel. Join us as we explore the practical application of MQL5 in building advanced, trading panels.
Introduction to MQL5 (Part 10): A Beginner's Guide to Working with Built-in Indicators in MQL5
This article introduces working with built-in indicators in MQL5, focusing on creating an RSI-based Expert Advisor (EA) using a project-based approach. You'll learn to retrieve and utilize RSI values, handle liquidity sweeps, and enhance trade visualization using chart objects. Additionally, the article emphasizes effective risk management, including setting percentage-based risk, implementing risk-reward ratios, and applying risk modifications to secure profits.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 5): Bollinger Bands On Keltner Channel — Indicators Signal
The Multi-Currency Expert Advisor in this article is an Expert Advisor or Trading Robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than one symbol pair from only one symbol chart. In this article we will use signals from two indicators, in this case Bollinger Bands® on Keltner Channel.
Using optimization algorithms to configure EA parameters on the fly
The article discusses the practical aspects of using optimization algorithms to find the best EA parameters on the fly, as well as virtualization of trading operations and EA logic. The article can be used as an instruction for implementing optimization algorithms into an EA.
Graphics in DoEasy library (Part 87): Graphical object collection - managing object property modification on all open charts
In this article, I will continue my work on tracking standard graphical object events and create the functionality allowing users to control changes in the properties of graphical objects placed on any charts opened in the terminal.
How to create and test custom MOEX symbols in MetaTrader 5
The article describes the creation of a custom exchange symbol using the MQL5 language. In particular, it considers the use of exchange quotes from the popular Finam website. Another option considered in this article is the possibility to work with an arbitrary format of text files used in the creation of the custom symbol. This allows working with any financial symbols and data sources. After creating a custom symbol, we can use all the capabilities of the MetaTrader 5 Strategy Tester to test trading algorithms for exchange instruments.
Automating Trading Strategies in MQL5 (Part 2): The Kumo Breakout System with Ichimoku and Awesome Oscillator
In this article, we create an Expert Advisor (EA) that automates the Kumo Breakout strategy using the Ichimoku Kinko Hyo indicator and the Awesome Oscillator. We walk through the process of initializing indicator handles, detecting breakout conditions, and coding automated trade entries and exits. Additionally, we implement trailing stops and position management logic to enhance the EA's performance and adaptability to market conditions.
Neural networks made easy (Part 36): Relational Reinforcement Learning
In the reinforcement learning models we discussed in previous article, we used various variants of convolutional networks that are able to identify various objects in the original data. The main advantage of convolutional networks is the ability to identify objects regardless of their location. At the same time, convolutional networks do not always perform well when there are various deformations of objects and noise. These are the issues which the relational model can solve.
Running MetaTrader 4 Client Terminal on Linux-Desktop
Description of a step-by-step Linux-desktop setup using a non-emulator wine for running MetaTrader 4 Client Terminal on it.
Automating Trading Strategies in MQL5 (Part 29): Creating a price action Gartley Harmonic Pattern system
In this article, we develop a Gartley Pattern system in MQL5 that identifies bullish and bearish Gartley harmonic patterns using pivot points and Fibonacci ratios, executing trades with precise entry, stop loss, and take-profit levels. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the XABCD pattern structure.
Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy
The Darvas Box Breakout Strategy, created by Nicolas Darvas, is a technical trading approach that spots potential buy signals when a stock’s price rises above a set "box" range, suggesting strong upward momentum. In this article, we will apply this strategy concept as an example to explore three advanced machine learning techniques. These include using a machine learning model to generate signals rather than to filter trades, employing continuous signals rather than discrete ones, and using models trained on different timeframes to confirm trades.
Gain An Edge Over Any Market
Learn how you can get ahead of any market you wish to trade, regardless of your current level of skill.
Calculation of Integral Characteristics of Indicator Emissions
Indicator emissions are a little-studied area of market research. Primarily, this is due to the difficulty of analysis that is caused by the processing of very large arrays of time-varying data. Existing graphical analysis is too resource intensive and has therefore triggered the development of a parsimonious algorithm that uses time series of emissions. This article demonstrates how visual (intuitive image) analysis can be replaced with the study of integral characteristics of emissions. It can be of interest to both traders and developers of automated trading systems.
DoEasy. Controls (Part 2): Working on the CPanel class
In the current article, I will get rid of some errors related to handling graphical elements and continue the development of the CPanel control. In particular, I will implement the methods for setting the parameters of the font used by default for all panel text objects.
Automating Trading Strategies in MQL5 (Part 21): Enhancing Neural Network Trading with Adaptive Learning Rates
In this article, we enhance a neural network trading strategy in MQL5 with an adaptive learning rate to boost accuracy. We design and implement this mechanism, then test its performance. The article concludes with optimization insights for algorithmic trading.
Building AI-Powered Trading Systems in MQL5 (Part 2): Developing a ChatGPT-Integrated Program with User Interface
In this article, we develop a ChatGPT-integrated program in MQL5 with a user interface, leveraging the JSON parsing framework from Part 1 to send prompts to OpenAI’s API and display responses on a MetaTrader 5 chart. We implement a dashboard with an input field, submit button, and response display, handling API communication and text wrapping for user interaction.
Backpropagation Neural Networks using MQL5 Matrices
The article describes the theory and practice of applying the backpropagation algorithm in MQL5 using matrices. It provides ready-made classes along with script, indicator and Expert Advisor examples.
Moving Average in MQL5 from scratch: Plain and simple
Using simple examples, we will examine the principles of calculating moving averages, as well as learn about the ways to optimize indicator calculations, including moving averages.
Tables in the MVC Paradigm in MQL5: Customizable and sortable table columns
In the article, we will make the table column widths adjustable using the mouse cursor, sort the table by column data, and add a new class to simplify the creation of tables based on any data sets.
Lite_EXPERT2.mqh: Functional Kit for Developers of Expert Advisors
This article continues the series of articles "Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization". It familiarizes the readers with a more universal function library of the Lite_EXPERT2.mqh file.
Rebuy algorithm: Math model for increasing efficiency
In this article, we will use the rebuy algorithm for a deeper understanding of the efficiency of trading systems and start working on the general principles of improving trading efficiency using mathematics and logic, as well as apply the most non-standard methods of increasing efficiency in terms of using absolutely any trading system.
Creating an EA that works automatically (Part 15): Automation (VII)
To complete this series of articles on automation, we will continue discussing the topic of the previous article. We will see how everything will fit together, making the EA run like clockwork.
Graphics in DoEasy library (Part 79): "Animation frame" object class and its descendant objects
In this article, I will develop the class of a single animation frame and its descendants. The class is to allow drawing shapes while maintaining and then restoring the background under them.
Implementing the Deus EA: Automated Trading with RSI and Moving Averages in MQL5
This article outlines the steps to implement the Deus EA based on the RSI and Moving Average indicators for guiding automated trading.
Using cryptography with external applications
In this article, we consider encryption/decryption of objects in MetaTrader and in external applications. Our purpose is to determine the conditions under which the same results will be obtained with the same initial data.
ALGLIB numerical analysis library in MQL5
The article takes a quick look at the ALGLIB 3.19 numerical analysis library, its applications and new algorithms that can improve the efficiency of financial data analysis.
Master MQL5 from beginner to pro (Part II): Basic data types and use of variable
This is a continuation of the series for beginners. In this article, we'll look at how to create constants and variables, write dates, colors, and other useful data. We will learn how to create enumerations like days of the week or line styles (solid, dotted, etc.). Variables and expressions are the basis of programming. They are definitely present in 99% of programs, so understanding them is critical. Therefore, if you are new to programming, this article can be very useful for you. Required programming knowledge level: very basic, within the limits of my previous article (see the link at the beginning).
Data Science and Machine Learning (Part 10): Ridge Regression
Ridge regression is a simple technique to reduce model complexity and prevent over-fitting which may result from simple linear regression
Population optimization algorithms: Ant Colony Optimization (ACO)
This time I will analyze the Ant Colony optimization algorithm. The algorithm is very interesting and complex. In the article, I make an attempt to create a new type of ACO.
Reimagining Classic Strategies (Part 19): Deep Dive Into Moving Average Crossovers
This article revisits the classic moving average crossover strategy and examines why it often fails in noisy, fast-moving markets. It presents five alternative filtering methods designed to strengthen signal quality and remove weak or unprofitable trades. The discussion highlights how statistical models can learn and correct the errors that human intuition and traditional rules miss. Readers leave with a clearer understanding of how to modernize an outdated strategy and of the pitfalls of relying solely on metrics like RMSE in financial modeling.
Canvas based indicators: Filling channels with transparency
In this article I'll introduce a method for creating custom indicators whose drawings are made using the class CCanvas from standard library and see charts properties for coordinates conversion. I'll approach specially indicators which need to fill the area between two lines using transparency.