MQL4 and MQL5 Programming Articles

icon

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.

Follow our new publications and discuss them on the Forum!

Add a new article
latest | best
Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects
Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects

Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects

The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of buffers that can be created in MQL indicators is 512).
Working with Files. An Example of Important Market Events Visualization
Working with Files. An Example of Important Market Events Visualization

Working with Files. An Example of Important Market Events Visualization

The article deals with the outlook of using MQL4 for more productive work at FOREX markets.
Alternative Log File with the Use of HTML and CSS
Alternative Log File with the Use of HTML and CSS

Alternative Log File with the Use of HTML and CSS

In this article we will describe the process of writing a simple but a very powerful library for making the html files, will learn to adjust their displaying and will see how they can be easily implemented and used in your expert or the script.
preview
Neural networks made easy (Part 24): Improving the tool for Transfer Learning

Neural networks made easy (Part 24): Improving the tool for Transfer Learning

In the previous article, we created a tool for creating and editing the architecture of neural networks. Today we will continue working on this tool. We will try to make it more user friendly. This may see, top be a step away form our topic. But don't you think that a well organized workspace plays an important role in achieving the result.
preview
How to Create an Interactive MQL5 Dashboard/Panel Using the Controls Class (Part 2): Adding Button Responsiveness

How to Create an Interactive MQL5 Dashboard/Panel Using the Controls Class (Part 2): Adding Button Responsiveness

In this article, we focus on transforming our static MQL5 dashboard panel into an interactive tool by enabling button responsiveness. We explore how to automate the functionality of the GUI components, ensuring they react appropriately to user clicks. By the end of the article, we establish a dynamic interface that enhances user engagement and trading experience.
Other classes in DoEasy library (Part 69): Chart object collection class
Other classes in DoEasy library (Part 69): Chart object collection class

Other classes in DoEasy library (Part 69): Chart object collection class

With this article, I start the development of the chart object collection class. The class will store the collection list of chart objects with their subwindows and indicators providing the ability to work with any selected charts and their subwindows or with a list of several charts at once.
Trend-Hunting
Trend-Hunting

Trend-Hunting

The article describes an algorithm of volume increase of a profit trade. Its implementation using MQL4 means is presented in the article.
preview
Neural networks made easy (Part 19): Association rules using MQL5

Neural networks made easy (Part 19): Association rules using MQL5

We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.
preview
Reimagining Classic Strategies (Part 18): Searching For Candlestick Patterns

Reimagining Classic Strategies (Part 18): Searching For Candlestick Patterns

This article helps new community members search for and discover their own candlestick patterns. Describing these patterns can be daunting, as it requires manually searching and creatively identifying improvements. Here, we introduce the engulfing candlestick pattern and show how it can be enhanced for more profitable trading applications.
MQL5 Cookbook: Handling Custom Chart Events
MQL5 Cookbook: Handling Custom Chart Events

MQL5 Cookbook: Handling Custom Chart Events

This article considers aspects of design and development of custom chart events system in the MQL5 environment. An example of an approach to the events classification can also be found here, as well as a program code for a class of events and a class of custom events handler.
preview
Ready-made templates for including indicators to Expert Advisors (Part 1): Oscillators

Ready-made templates for including indicators to Expert Advisors (Part 1): Oscillators

The article considers standard indicators from the oscillator category. We will create ready-to-use templates for their use in EAs - declaring and setting parameters, indicator initialization and deinitialization, as well as receiving data and signals from indicator buffers in EAs.
Better Programmer (Part 03): Give Up doing these 5 things to become a successful MQL5 Programmer
Better Programmer (Part 03): Give Up doing these 5 things to become a successful MQL5 Programmer

Better Programmer (Part 03): Give Up doing these 5 things to become a successful MQL5 Programmer

This is the must-read article for anyone wanting to improve their programming career. This article series is aimed at making you the best programmer you can possibly be, no matter how experienced you are. The discussed ideas work for MQL5 programming newbies as well as professionals.
preview
Graphics in DoEasy library (Part 97): Independent handling of form object movement

Graphics in DoEasy library (Part 97): Independent handling of form object movement

In this article, I will consider the implementation of the independent dragging of any form objects using a mouse. Besides, I will complement the library by error messages and new deal properties previously implemented into the terminal and MQL5.
Graphical Control of External Parameters of Indicators
Graphical Control of External Parameters of Indicators

Graphical Control of External Parameters of Indicators

External variables of indicators are controlled using a special window where parameters can be changed and the indicator is then run again. The obvious inconvenience of these manipulations has given rise to the need for displaying the required parameters on the screen and controlling the indicator graphically.
preview
Creating an EA that works automatically (Part 05): Manual triggers (II)

Creating an EA that works automatically (Part 05): Manual triggers (II)

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. At the end of the previous article, I suggested that it would be appropriate to allow manual use of the EA, at least for a while.
Interview with Leonid Velichkovsky: "The Biggest Myth about Neural Networks is Super-Profitability" (ATC 2010)
Interview with Leonid Velichkovsky: "The Biggest Myth about Neural Networks is Super-Profitability" (ATC 2010)

Interview with Leonid Velichkovsky: "The Biggest Myth about Neural Networks is Super-Profitability" (ATC 2010)

The hero of our interview Leonid Velichkovski (LeoV) has already participated in Automated Trading Championships. In 2008, his multicurrency neural network was like a bright flash in the sky, earning $110,000 in a certain moment, but eventually fell victim to its own aggressive money management. Two years ago, in his interview Leonid share his own trading experience and told us about the features of his Expert Advisor. On the eve of the ATC 2010, Leonid talks about the most common myths and misconceptions associated with neural networks.
preview
Building a Trading System (Part 1): A Quantitative Approach

Building a Trading System (Part 1): A Quantitative Approach

Many traders evaluate strategies based on short-term performance, often abandoning profitable systems too early. Long-term profitability, however, depends on positive expectancy through optimized win rate and risk-reward ratio, along with disciplined position sizing. These principles can be validated using Monte Carlo simulation in Python with back-tested metrics to assess whether a strategy is robust or likely to fail over time.
preview
Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)

Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)

In this article, we will discuss the hybrid trading system StockFormer, which combines predictive coding and reinforcement learning (RL) algorithms. The framework uses 3 Transformer branches with an integrated Diversified Multi-Head Attention (DMH-Attn) mechanism that improves on the vanilla attention module with a multi-headed Feed-Forward block, allowing it to capture diverse time series patterns across different subspaces.
preview
Implementing the Deus EA: Automated Trading with RSI and Moving Averages in MQL5

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.
preview
Creating a mean-reversion strategy based on machine learning

Creating a mean-reversion strategy based on machine learning

This article proposes another original approach to creating trading systems based on machine learning, using clustering and trade labeling for mean reversion strategies.
Testing Visualization: Trade History
Testing Visualization: Trade History

Testing Visualization: Trade History

The article describes the possibilities of convenient viewing the trade history when visualizing tests. Starting from build 196, MetaTrader 4 Client Terminal offers testing visualization function. It allows controlling the Expert Advisors' testing on a brand new level. Now, the trading programmer can watch every action of his or her Expert Advisor checking its operation on history!
preview
Price Action Analysis Toolkit Development (Part 13): RSI Sentinel Tool

Price Action Analysis Toolkit Development (Part 13): RSI Sentinel Tool

Price action can be effectively analyzed by identifying divergences, with technical indicators such as the RSI providing crucial confirmation signals. In the article below, we explain how automated RSI divergence analysis can identify trend continuations and reversals, thereby offering valuable insights into market sentiment.
preview
Population optimization algorithms: Bacterial Foraging Optimization (BFO)

Population optimization algorithms: Bacterial Foraging Optimization (BFO)

E. coli bacterium foraging strategy inspired scientists to create the BFO optimization algorithm. The algorithm contains original ideas and promising approaches to optimization and is worthy of further study.
preview
Multiple indicators on one chart (Part 05): Turning MetaTrader 5 into a RAD system (I)

Multiple indicators on one chart (Part 05): Turning MetaTrader 5 into a RAD system (I)

There are a lot of people who do not know how to program but they are quite creative and have great ideas. However, the lack of programming knowledge prevents them from implementing these ideas. Let's see together how to create a Chart Trade using the MetaTrader 5 platform itself, as if it were an IDE.
preview
Reimagining Classic Strategies (Part 13): Minimizing The Lag in Moving Average Cross-Overs

Reimagining Classic Strategies (Part 13): Minimizing The Lag in Moving Average Cross-Overs

Moving average cross-overs are widely known by traders in our community, and yet the core of the strategy has changed very little since its inception. In this discussion, we will present you with a slight adjustment to the original strategy, that aims to minimize the lag present in the trading strategy. All fans of the original strategy, could consider revising the strategy in accordance with the insights we will discuss today. By using 2 moving averages with the same period, we reduce the lag in the trading strategy considerably, without violating the foundational principles of the strategy.
Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors
Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors

Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors

The article describes custom averaging functions of higher quality developed by the author: JJMASeries(), JurXSeries(), JLiteSeries(), ParMASeries(), LRMASeries(), T3Series() and MASeries(). The author considers the hot substitution of these functions in indicators using the call of the SmoothXSeries() function.
preview
How to create a custom True Strength Index indicator using MQL5

How to create a custom True Strength Index indicator using MQL5

Here is a new article about how to create a custom indicator. This time we will work with the True Strength Index (TSI) and will create an Expert Advisor based on it.
preview
MQL5 Wizard Techniques you should know (Part 48): Bill Williams Alligator

MQL5 Wizard Techniques you should know (Part 48): Bill Williams Alligator

The Alligator Indicator, which was the brain child of Bill Williams, is a versatile trend identification indicator that yields clear signals and is often combined with other indicators. The MQL5 wizard classes and assembly allow us to test a variety of signals on a pattern basis, and so we consider this indicator as well.
preview
Deep Learning GRU model with Python to ONNX  with EA, and GRU vs LSTM models

Deep Learning GRU model with Python to ONNX with EA, and GRU vs LSTM models

We will guide you through the entire process of DL with python to make a GRU ONNX model, culminating in the creation of an Expert Advisor (EA) designed for trading, and subsequently comparing GRU model with LSTM model.
preview
Building AI-Powered Trading Systems in MQL5 (Part 2): Developing a ChatGPT-Integrated Program with User Interface

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.
Technical Analysis: How Do We Analyze?
Technical Analysis: How Do We Analyze?

Technical Analysis: How Do We Analyze?

This article briefly describes the author's opinion on redrawing indicators, multi-timeframe indicators and displaying of quotes with Japanese candlesticks. The article contain no programming specifics and is of a general character.
Selection and navigation utility in MQL5 and MQL4: Adding "homework" tabs and saving graphical objects
Selection and navigation utility in MQL5 and MQL4: Adding "homework" tabs and saving graphical objects

Selection and navigation utility in MQL5 and MQL4: Adding "homework" tabs and saving graphical objects

In this article, we are going to expand the capabilities of the previously created utility by adding tabs for selecting the symbols we need. We will also learn how to save graphical objects we have created on the specific symbol chart, so that we do not have to constantly create them again. Besides, we will find out how to work only with symbols that have been preliminarily selected using a specific website.
Enhancing the Quality of the Code with the Help of Unit Test
Enhancing the Quality of the Code with the Help of Unit Test

Enhancing the Quality of the Code with the Help of Unit Test

Even simple programs may often have errors that seem to be unbelievable. "How could I create that?" is our first thought when such an error is revealed. "How can I avoid that?" is the second question which comes to our mind less frequently. It is impossible to create absolutely faultless code, especially in big projects, but it is possible to use technologies for their timely detection. The article describes how the MQL4 code quality can be enhanced with the help of the popular Unit Testing method.
Graphics in DoEasy library (Part 90): Standard graphical object events. Basic functionality
Graphics in DoEasy library (Part 90): Standard graphical object events. Basic functionality

Graphics in DoEasy library (Part 90): Standard graphical object events. Basic functionality

In this article, I will implement the basic functionality for tracking standard graphical object events. I will start from a double click event on a graphical object.
Prices in DoEasy library (part 61): Collection of symbol tick series
Prices in DoEasy library (part 61): Collection of symbol tick series

Prices in DoEasy library (part 61): Collection of symbol tick series

Since a program may use different symbols in its work, a separate list should be created for each of them. In this article, I will combine such lists into a tick data collection. In fact, this will be a regular list based on the class of dynamic array of pointers to instances of CObject class and its descendants of the Standard library.
preview
How to add Trailing Stop using Parabolic SAR

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.
preview
Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback

Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback

In this article, we develop an AB=CD Pattern EA in MQL5 that identifies bullish and bearish AB=CD 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.
preview
Category Theory in MQL5 (Part 1)

Category Theory in MQL5 (Part 1)

Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that attracts comments and discussion while hopefully furthering the use of this remarkable field in Traders' strategy development.
preview
Creating an MQL5-Telegram Integrated Expert Advisor (Part 5): Sending Commands from Telegram to MQL5 and Receiving Real-Time Responses

Creating an MQL5-Telegram Integrated Expert Advisor (Part 5): Sending Commands from Telegram to MQL5 and Receiving Real-Time Responses

In this article, we create several classes to facilitate real-time communication between MQL5 and Telegram. We focus on retrieving commands from Telegram, decoding and interpreting them, and sending appropriate responses back. By the end, we ensure that these interactions are effectively tested and operational within the trading environment
CCI indicator. Three transformation steps
CCI indicator. Three transformation steps

CCI indicator. Three transformation steps

In this article, I will make additional changes to the CCI affecting the very logic of this indicator. Moreover, we will be able to see it in the main chart window.