MQL4 and MQL5 Programming Articles

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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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Price Action Analysis Toolkit Development (Part 23): Currency Strength Meter

Price Action Analysis Toolkit Development (Part 23): Currency Strength Meter

Do you know what really drives a currency pair’s direction? It’s the strength of each individual currency. In this article, we’ll measure a currency’s strength by looping through every pair it appears in. That insight lets us predict how those pairs may move based on their relative strengths. Read on to learn more.
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Creating Custom Indicators in MQL5 (Part 1): Building a Pivot-Based Trend Indicator with Canvas Gradient

Creating Custom Indicators in MQL5 (Part 1): Building a Pivot-Based Trend Indicator with Canvas Gradient

In this article, we create a Pivot-Based Trend Indicator in MQL5 that calculates fast and slow pivot lines over user-defined periods, detects trend directions based on price relative to these lines, and signals trend starts with arrows while optionally extending lines beyond the current bar. The indicator supports dynamic visualization with separate up/down lines in customizable colors, dotted fast lines that change color on trend shifts, and optional gradient filling between lines, using a canvas object for enhanced trend-area highlighting.
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Creating Custom Indicators in MQL5 (Part 9): Order Flow Footprint Chart with Price Level Volume Tracking

Creating Custom Indicators in MQL5 (Part 9): Order Flow Footprint Chart with Price Level Volume Tracking

This article builds an order-flow footprint indicator in MQL5 that aggregates tick-by-tick volume into quantized price levels and supports Bid vs Ask and Delta display modes. A canvas overlay renders color-scaled volume text aligned with the candles and updates on every tick. You will learn sorting of price levels, max-value normalization for color mapping, and responsive redraws on zoom, scroll, and resize to read volume distribution and aggressor dominance inside each bar.
Trader's Statistical Cookbook: Hypotheses
Trader's Statistical Cookbook: Hypotheses

Trader's Statistical Cookbook: Hypotheses

This article considers hypothesis - one of the basic ideas of mathematical statistics. Various hypotheses are examined and verified through examples using methods of mathematical statistics. The actual data is generalized using nonparametric methods. The Statistica package and the ported ALGLIB MQL5 numerical analysis library are used for processing data.
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Integrating Hidden Markov Models in MetaTrader 5

Integrating Hidden Markov Models in MetaTrader 5

In this article we demonstrate how Hidden Markov Models trained using Python can be integrated into MetaTrader 5 applications. Hidden Markov Models are a powerful statistical tool used for modeling time series data, where the system being modeled is characterized by unobservable (hidden) states. A fundamental premise of HMMs is that the probability of being in a given state at a particular time depends on the process's state at the previous time slot.
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Price Action Analysis Toolkit Development (Part 70): Turning Flag Pattern Signals into Automated Trade Execution

Price Action Analysis Toolkit Development (Part 70): Turning Flag Pattern Signals into Automated Trade Execution

The article defines a buffer-based signal architecture for flag breakouts and an EA that consumes it. Breakout arrows and pole height are written to dedicated buffers only after confirmation, preventing repainting and ambiguity. The EA polls buffers with CopyBuffer(), validates signals using configurable filters, and executes trades with fixed or dynamic SL/TP.
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Creating a ticker tape panel: Improved version

Creating a ticker tape panel: Improved version

How do you like the idea of reviving the basic version of our ticker tape panel? The first thing we will do is change the panel to be able to add an image, such as an asset logo or some other image, so that the user could quickly and easily identify the displayed symbol.
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Price Action Analysis Toolkit Development (Part 61): Structural Slanted Trendline Breakouts with 3-Swing Validation

Price Action Analysis Toolkit Development (Part 61): Structural Slanted Trendline Breakouts with 3-Swing Validation

We present a slanted trendline breakout tool that relies on three‑swing validation to generate objective, price‑action signals. The system automates swing detection, trendline construction, and breakout confirmation using crossing logic to reduce noise and standardize execution. The article explains the strategy rules, shows the MQL5 implementation, and reviews testing results; the tool is intended for analysis and signal confirmation, not automated trading.
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Data Science and ML (Part 41): Forex and Stock Markets Pattern Detection using YOLOv8

Data Science and ML (Part 41): Forex and Stock Markets Pattern Detection using YOLOv8

Detecting patterns in financial markets is challenging because it involves seeing what's on the chart, something that's difficult to undertake in MQL5 due to image limitations. In this article, we are going to discuss a decent model made in Python that helps us detect patterns present on the chart with minimal effort.
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Self Optimizing Expert Advisors in MQL5 (Part 11): A Gentle Introduction to the Fundamentals of Linear Algebra

Self Optimizing Expert Advisors in MQL5 (Part 11): A Gentle Introduction to the Fundamentals of Linear Algebra

In this discussion, we will set the foundation for using powerful linear, algebra tools that are implemented in the MQL5 matrix and vector API. For us to make proficient use of this API, we need to have a firm understanding of the principles in linear algebra that govern intelligent use of these methods. This article aims to get the reader an intuitive level of understanding of some of the most important rules of linear algebra that we, as algorithmic traders in MQL5 need,to get started, taking advantage of this powerful library.
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Trading with the MQL5 Economic Calendar (Part 6): Automating Trade Entry with News Event Analysis and Countdown Timers

Trading with the MQL5 Economic Calendar (Part 6): Automating Trade Entry with News Event Analysis and Countdown Timers

In this article, we implement automated trade entry using the MQL5 Economic Calendar by applying user-defined filters and time offsets to identify qualifying news events. We compare forecast and previous values to determine whether to open a BUY or SELL trade. Dynamic countdown timers display the remaining time until news release and reset automatically after a trade.
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Price Action Analysis Toolkit Development (Part 16): Introducing Quarters Theory (II) — Intrusion Detector EA

Price Action Analysis Toolkit Development (Part 16): Introducing Quarters Theory (II) — Intrusion Detector EA

In our previous article, we introduced a simple script called "The Quarters Drawer." Building on that foundation, we are now taking the next step by creating a monitor Expert Advisor (EA) to track these quarters and provide oversight regarding potential market reactions at these levels. Join us as we explore the process of developing a zone detection tool in this article.
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Advanced Variables and Data Types in MQL5

Advanced Variables and Data Types in MQL5

Variables and data types are very important topics not only in MQL5 programming but also in any programming language. MQL5 variables and data types can be categorized as simple and advanced ones. In this article, we will identify and learn about advanced ones because we already mentioned simple ones in a previous article.
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Building AI-Powered Trading Systems in MQL5 (Part 3): Upgrading to a Scrollable Single Chat-Oriented UI

Building AI-Powered Trading Systems in MQL5 (Part 3): Upgrading to a Scrollable Single Chat-Oriented UI

In this article, we upgrade the ChatGPT-integrated program in MQL5 to a scrollable single chat-oriented UI, enhancing conversation history display with timestamps and dynamic scrolling. The system builds on JSON parsing to manage multi-turn messages, supporting customizable scrollbar modes and hover effects for improved user interaction.
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Larry Williams Market Secrets (Part 6): Measuring Volatility Breakouts Using Market Swings

Larry Williams Market Secrets (Part 6): Measuring Volatility Breakouts Using Market Swings

This article demonstrates how to design and implement a Larry Williams volatility breakout Expert Advisor in MQL5, covering swing-range measurement, entry-level projection, risk-based position sizing, and backtesting on real market data.
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Timeseries in DoEasy library (part 53): Abstract base indicator class

Timeseries in DoEasy library (part 53): Abstract base indicator class

The article considers creation of an abstract indicator which further will be used as the base class to create objects of library’s standard and custom indicators.
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Developing a Replay System — Market simulation (Part 06): First improvements (I)

Developing a Replay System — Market simulation (Part 06): First improvements (I)

In this article, we will begin to stabilize the entire system, without which we might not be able to proceed to the next steps.
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Data Science and Machine Learning (Part 15): SVM, A Must-Have Tool in Every Trader's Toolbox

Data Science and Machine Learning (Part 15): SVM, A Must-Have Tool in Every Trader's Toolbox

Discover the indispensable role of Support Vector Machines (SVM) in shaping the future of trading. This comprehensive guide explores how SVM can elevate your trading strategies, enhance decision-making, and unlock new opportunities in the financial markets. Dive into the world of SVM with real-world applications, step-by-step tutorials, and expert insights. Equip yourself with the essential tool that can help you navigate the complexities of modern trading. Elevate your trading game with SVM—a must-have for every trader's toolbox.
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Price Action Analysis Toolkit Development (Part 30): Commodity Channel Index (CCI), Zero Line EA

Price Action Analysis Toolkit Development (Part 30): Commodity Channel Index (CCI), Zero Line EA

Automating price action analysis is the way forward. In this article, we utilize the Dual CCI indicator, the Zero Line Crossover strategy, EMA, and price action to develop a tool that generates trade signals and sets stop-loss (SL) and take-profit (TP) levels using ATR. Please read this article to learn how we approach the development of the CCI Zero Line EA.
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Modified Grid-Hedge EA in MQL5 (Part III): Optimizing Simple Hedge Strategy (I)

Modified Grid-Hedge EA in MQL5 (Part III): Optimizing Simple Hedge Strategy (I)

In this third part, we revisit the Simple Hedge and Simple Grid Expert Advisors (EAs) developed earlier. Our focus shifts to refining the Simple Hedge EA through mathematical analysis and a brute force approach, aiming for optimal strategy usage. This article delves deep into the mathematical optimization of the strategy, setting the stage for future exploration of coding-based optimization in later installments.
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Developing a multi-currency Expert Advisor (Part 22): Starting the transition to hot swapping of settings

Developing a multi-currency Expert Advisor (Part 22): Starting the transition to hot swapping of settings

If we are going to automate periodic optimization, we need to think about auto updates of the settings of the EAs already running on the trading account. This should also allow us to run the EA in the strategy tester and change its settings within a single run.
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Integrating MQL5 with data processing packages (Part 5): Adaptive Learning and Flexibility

Integrating MQL5 with data processing packages (Part 5): Adaptive Learning and Flexibility

This part focuses on building a flexible, adaptive trading model trained on historical XAUUSD data, preparing it for ONNX export and potential integration into live trading systems.
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Data Science and ML (Part 28): Predicting Multiple Futures for EURUSD, Using AI

Data Science and ML (Part 28): Predicting Multiple Futures for EURUSD, Using AI

It is a common practice for many Artificial Intelligence models to predict a single future value. However, in this article, we will delve into the powerful technique of using machine learning models to predict multiple future values. This approach, known as multistep forecasting, allows us to predict not only tomorrow's closing price but also the day after tomorrow's and beyond. By mastering multistep forecasting, traders and data scientists can gain deeper insights and make more informed decisions, significantly enhancing their predictive capabilities and strategic planning.
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MQL5 Trading Toolkit (Part 3): Developing a Pending Orders Management EX5 Library

MQL5 Trading Toolkit (Part 3): Developing a Pending Orders Management EX5 Library

Learn how to develop and implement a comprehensive pending orders EX5 library in your MQL5 code or projects. This article will show you how to create an extensive pending orders management EX5 library and guide you through importing and implementing it by building a trading panel or graphical user interface (GUI). The expert advisor orders panel will allow users to open, monitor, and delete pending orders associated with a specified magic number directly from the graphical interface on the chart window.
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Testing and optimization of binary options strategies in MetaTrader 5

Testing and optimization of binary options strategies in MetaTrader 5

In this article, I will check and optimize binary options strategies in MetaTrader 5.
MQL5 Market Results for Q1 2013
MQL5 Market Results for Q1 2013

MQL5 Market Results for Q1 2013

Since its founding, the store of trading robots and technical indicators MQL5 Market has already attracted more than 250 developers who have published 580 products. The first quarter of 2013 has turned out to be quite successful for some MQL5 Market sellers who have managed to make handsome profit by selling their products.
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Developing a Calendar-Based News Event Breakout Expert Advisor in MQL5

Developing a Calendar-Based News Event Breakout Expert Advisor in MQL5

Volatility tends to peak around high-impact news events, creating significant breakout opportunities. In this article, we will outline the implementation process of a calendar-based breakout strategy. We'll cover everything from creating a class to interpret and store calendar data, developing realistic backtests using this data, and finally, implementing execution code for live trading.
Testing Visualization: Functionality Enhancement
Testing Visualization: Functionality Enhancement

Testing Visualization: Functionality Enhancement

The article describes software that can make strategy testing highly similar to the real trading.
Expert System 'Commentator'. Practical Use of Embedded Indicators in an MQL4 Program
Expert System 'Commentator'. Practical Use of Embedded Indicators in an MQL4 Program

Expert System 'Commentator'. Practical Use of Embedded Indicators in an MQL4 Program

The article describes the use of technical indicators in programming on MQL4.
Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object
Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object

Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object

In this article, I will consider creation of descendant objects for the terminal abstract standard graphical object. The class object describes the properties that are common for all graphical objects. So, it is simply some kind of a graphical object. To clarify its affiliation with a real graphical object, we need to set the properties inherent in this particular graphical object in the descendant object class.
Visual Testing of the Profitability of Indicators and Alerts
Visual Testing of the Profitability of Indicators and Alerts

Visual Testing of the Profitability of Indicators and Alerts

What indicator of trading alerts or just the methods of their calculating to use is usually decided when testing EAs using these alerts. However, it is not always possible/necessary/reasonable to write an EA for each indicator. You can promptly calculate the profitability of trading on the alerts from other indicators, using a special indicator that collects their alerts itself and draws a picture of ideal trading with them. It can help you both make a visual estimate of the results obtained and quickly choose most optimal parameters.
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Data Science and Machine Learning (Part 08): K-Means Clustering in plain MQL5

Data Science and Machine Learning (Part 08): K-Means Clustering in plain MQL5

Data mining is crucial to a data scientist and a trader because very often, the data isn't as straightforward as we think it is. The human eye can not understand the minor underlying pattern and relationships in the dataset, maybe the K-means algorithm can help us with that. Let's find out...
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Neural networks made easy (Part 33): Quantile regression in distributed Q-learning

Neural networks made easy (Part 33): Quantile regression in distributed Q-learning

We continue studying distributed Q-learning. Today we will look at this approach from the other side. We will consider the possibility of using quantile regression to solve price prediction tasks.
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MQL5 Wizard Techniques you should know (Part 44): Average True Range (ATR) technical indicator

MQL5 Wizard Techniques you should know (Part 44): Average True Range (ATR) technical indicator

The ATR oscillator is a very popular indicator for acting as a volatility proxy, especially in the forex markets where volume data is scarce. We examine this, on a pattern basis as we have with prior indicators, and share strategies & test reports thanks to the MQL5 wizard library classes and assembly.
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Training a multilayer perceptron using the Levenberg-Marquardt algorithm

Training a multilayer perceptron using the Levenberg-Marquardt algorithm

The article presents an implementation of the Levenberg-Marquardt algorithm for training feedforward neural networks. A comparative analysis of performance with algorithms from the scikit-learn Python library has been conducted. Simpler learning methods, such as gradient descent, gradient descent with momentum, and stochastic gradient descent are preliminarily discussed.
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Building a Candlestick Trend Constraint Model (Part 8): Expert Advisor Development (I)

Building a Candlestick Trend Constraint Model (Part 8): Expert Advisor Development (I)

In this discussion, we will create our first Expert Advisor in MQL5 based on the indicator we made in the prior article. We will cover all the features required to make the process automatic, including risk management. This will extensively benefit the users to advance from manual execution of trades to automated systems.
Andrey Voitenko (avoitenko): "Developers benefit from the ideas that they code? Nonsense!"
Andrey Voitenko (avoitenko): "Developers benefit from the ideas that they code? Nonsense!"

Andrey Voitenko (avoitenko): "Developers benefit from the ideas that they code? Nonsense!"

A Ukrainian developer Andrey Voitenko (avoitenko) is an active participant of the "Jobs" service at mql5.com, helping traders from all over the world to implement their ideas. Last year Andrey's Expert Advisor was on the fourth place in the Automated Trading Championship 2010, being slightly behind the bronze winner. This time we are discussing the Jobs service with Andrey.
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Experiments with neural networks (Part 3): Practical application

Experiments with neural networks (Part 3): Practical application

In this article series, I use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 is approached as a self-sufficient tool for using neural networks in trading.
Who Is Who in MQL5.community?
Who Is Who in MQL5.community?

Who Is Who in MQL5.community?

The MQL5.com website remembers all of you quite well! How many of your threads are epic, how popular your articles are and how often your programs in the Code Base are downloaded – this is only a small part of what is remembered at MQL5.com. Your achievements are available in your profile, but what about the overall picture? In this article we will show the general picture of all MQL5.community members achievements.
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DoEasy. Controls (Part 18): Functionality for scrolling tabs in TabControl

DoEasy. Controls (Part 18): Functionality for scrolling tabs in TabControl

In this article, I will place header scrolling control buttons in TabControl WinForms object in case the header bar does not fit the size of the control. Besides, I will implement the shift of the header bar when clicking on the cropped tab header.