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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Graphics in DoEasy library (Part 98): Moving pivot points of extended standard graphical objects

Graphics in DoEasy library (Part 98): Moving pivot points of extended standard graphical objects

In the article, I continue the development of extended standard graphical objects and create the functionality for moving pivot points of composite graphical objects using the control points for managing the coordinates of the graphical object pivot points.
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Example of Auto Optimized Take Profits and Indicator Parameters with SMA and EMA

Example of Auto Optimized Take Profits and Indicator Parameters with SMA and EMA

This article presents a sophisticated Expert Advisor for forex trading, combining machine learning with technical analysis. It focuses on trading Apple stock, featuring adaptive optimization, risk management, and multiple strategies. Backtesting shows promising results with high profitability but also significant drawdowns, indicating potential for further refinement.
A Trader's Assistant Based on Extended MACD Analysis
A Trader's Assistant Based on Extended MACD Analysis

A Trader's Assistant Based on Extended MACD Analysis

Script 'Trader's Assistant' helps you to make a decision on opening positions, based on the extended analysis of the MACD status for the last three bars in the real-time trading on any timeframe. It can also be used for back testing.
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Developing a multi-currency Expert Advisor (Part 17): Further preparation for real trading

Developing a multi-currency Expert Advisor (Part 17): Further preparation for real trading

Currently, our EA uses the database to obtain initialization strings for single instances of trading strategies. However, the database is quite large and contains a lot of information that is not needed for the actual EA operation. Let's try to ensure the EA's functionality without a mandatory connection to the database.
Interview with Evgeny Gnidko (ATC 2012)
Interview with Evgeny Gnidko (ATC 2012)

Interview with Evgeny Gnidko (ATC 2012)

The Expert Advisor of Evgeny Gnidko (FIFO) currently seems to be the most stable one at the Automated Trading Championship 2012. This trading robot entered TOP-10 at the third week remaining one of the leading Expert Advisors ever since.
Object Approach in MQL
Object Approach in MQL

Object Approach in MQL

This article will be interesting first of all for programmers both beginners and professionals working in MQL environment. Also it would be useful if this article were read by MQL environment developers and ideologists, because questions that are analyzed here may become projects for future implementation of MetaTrader and MQL.
Interview with Li Fang (ATC 2011)
Interview with Li Fang (ATC 2011)

Interview with Li Fang (ATC 2011)

On the seventh week of the Championship, Li Fang's Expert Advisor (lf8749) set a new record - it earned over $100,000 in 10 trades. This successful series helped the Expert Advisor to stay at the very top of the Automated Trading Championship 2011 rating for two weeks. In this interview we tried to find out the secret of Li Fang's success.
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Expert Advisor based on the universal MLP approximator

Expert Advisor based on the universal MLP approximator

The article presents a simple and accessible way to use a neural network in a trading EA that does not require deep knowledge of machine learning. The method eliminates the target function normalization, as well as overcomes "weight explosion" and "network stall" issues offering intuitive training and visual control of the results.
Considering Orders in a Large Program
Considering Orders in a Large Program

Considering Orders in a Large Program

General principles of considering orders in a large and complex program are discussed.
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Simplifying Databases in MQL5 (Part 1): Introduction to Databases and SQL

Simplifying Databases in MQL5 (Part 1): Introduction to Databases and SQL

We explore how to manipulate databases in MQL5 using the language's native functions. We cover everything from table creation, insertion, updating, and deletion to data import and export, all with sample code. The content serves as a solid foundation for understanding the internal mechanics of data access, paving the way for the discussion of ORM, where we'll build one in MQL5.
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Neural networks made easy (Part 58): Decision Transformer (DT)

Neural networks made easy (Part 58): Decision Transformer (DT)

We continue to explore reinforcement learning methods. In this article, I will focus on a slightly different algorithm that considers the Agent’s policy in the paradigm of constructing a sequence of actions.
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Price Action Analysis Toolkit Development (Part 50): Developing the RVGI, CCI and SMA Confluence Engine in MQL5

Price Action Analysis Toolkit Development (Part 50): Developing the RVGI, CCI and SMA Confluence Engine in MQL5

Many traders struggle to identify genuine reversals. This article presents an EA that combines RVGI, CCI (±100), and an SMA trend filter to produce a single clear reversal signal. The EA includes an on-chart panel, configurable alerts, and the full source file for immediate download and testing.
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Developing an MQTT client for MetaTrader 5: a TDD approach

Developing an MQTT client for MetaTrader 5: a TDD approach

This article reports the first attempts in the development of a native MQTT client for MQL5. MQTT is a Client Server publish/subscribe messaging transport protocol. It is lightweight, open, simple, and designed to be easy to implement. These characteristics make it ideal for use in many situations.
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Building A Candlestick Trend Constraint Model (Part 1): For EAs And Technical Indicators

Building A Candlestick Trend Constraint Model (Part 1): For EAs And Technical Indicators

This article is aimed at beginners and pro-MQL5 developers. It provides a piece of code to define and constrain signal-generating indicators to trends in higher timeframes. In this way, traders can enhance their strategies by incorporating a broader market perspective, leading to potentially more robust and reliable trading signals.
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Developing a Replay System — Market simulation (Part 05): Adding Previews

Developing a Replay System — Market simulation (Part 05): Adding Previews

We have managed to develop a way to implement the market replay system in a realistic and accessible way. Now let's continue our project and add data to improve the replay behavior.
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Neural networks made easy (Part 23): Building a tool for Transfer Learning

Neural networks made easy (Part 23): Building a tool for Transfer Learning

In this series of articles, we have already mentioned Transfer Learning more than once. However, this was only mentioning. in this article, I suggest filling this gap and taking a closer look at Transfer Learning.
Outline of MetaTrader Market (Infographics)
Outline of MetaTrader Market (Infographics)

Outline of MetaTrader Market (Infographics)

A few weeks ago we published the infographic on Freelance service. We also promised to reveal some statistics of the MetaTrader Market. Now, we invite you to examine the data we have gathered.
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part IV)
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part IV)

Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part IV)

In this article the author continues to analyze implementation algorithms of simplest trading systems and introduces recording of optimization results in backtesting into one html file in the form of a table. The article will be useful for beginning traders and EA writers.
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Robustness Testing on Expert Advisors

Robustness Testing on Expert Advisors

In strategy development, there are many intricate details to consider, many of which are not highlighted for beginner traders. As a result, many traders, myself included, have had to learn these lessons the hard way. This article is based on my observations of common pitfalls that most beginner traders encounter when developing strategies on MQL5. It will offer a range of tips, tricks, and examples to help identify the disqualification of an EA and test the robustness of our own EAs in an easy-to-implement way. The goal is to educate readers, helping them avoid future scams when purchasing EAs as well as preventing mistakes in their own strategy development.
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Analyzing all price movement options on the IBM quantum computer

Analyzing all price movement options on the IBM quantum computer

We will use a quantum computer from IBM to discover all price movement options. Sounds like science fiction? Welcome to the world of quantum computing for trading!
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Developing Market Memory Zones Indicator: Where Price Is Likely To Return

Developing Market Memory Zones Indicator: Where Price Is Likely To Return

In this discussion, we will develop an indicator to identify price zones created by strong market activity, such as impulsive moves, structure shifts, and liquidity events. These zones represent areas where the market has left “memory” due to unfilled orders or rapid price displacement. By marking these regions on the chart, the indicator highlights where price is statistically more likely to revisit and react in the future.
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From Novice to Expert: Animated News Headline Using MQL5 (II)

From Novice to Expert: Animated News Headline Using MQL5 (II)

Today, we take another step forward by integrating an external news API as the source of headlines for our News Headline EA. In this phase, we’ll explore various news sources—both established and emerging—and learn how to access their APIs effectively. We'll also cover methods for parsing the retrieved data into a format optimized for display within our Expert Advisor. Join the discussion as we explore the benefits of accessing news headlines and the economic calendar directly on the chart, all within a compact, non-intrusive interface.
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Mastering JSON: Create Your Own JSON Reader from Scratch in MQL5

Mastering JSON: Create Your Own JSON Reader from Scratch in MQL5

Experience a step-by-step guide on creating a custom JSON parser in MQL5, complete with object and array handling, error checking, and serialization. Gain practical insights into bridging your trading logic and structured data with this flexible solution for handling JSON in MetaTrader 5.
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DoEasy. Controls (Part 26): Finalizing the ToolTip WinForms object and moving on to ProgressBar development

DoEasy. Controls (Part 26): Finalizing the ToolTip WinForms object and moving on to ProgressBar development

In this article, I will complete the development of the ToolTip control and start the development of the ProgressBar WinForms object. While working on objects, I will develop universal functionality for animating controls and their components.
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Price Action Analysis Toolkit Development Part (4): Analytics Forecaster EA

Price Action Analysis Toolkit Development Part (4): Analytics Forecaster EA

We are moving beyond simply viewing analyzed metrics on charts to a broader perspective that includes Telegram integration. This enhancement allows important results to be delivered directly to your mobile device via the Telegram app. Join us as we explore this journey together in this article.
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Integrating ML models with the Strategy Tester (Conclusion): Implementing a regression model for price prediction

Integrating ML models with the Strategy Tester (Conclusion): Implementing a regression model for price prediction

This article describes the implementation of a regression model based on a decision tree. The model should predict prices of financial assets. We have already prepared the data, trained and evaluated the model, as well as adjusted and optimized it. However, it is important to note that this model is intended for study purposes only and should not be used in real trading.
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From Novice to Expert: Automating Trade Discipline with an MQL5 Risk Enforcement EA

From Novice to Expert: Automating Trade Discipline with an MQL5 Risk Enforcement EA

For many traders, the gap between knowing a risk rule and following it consistently is where accounts go to die. Emotional overrides, revenge trading, and simple oversight can dismantle even the best strategy. Today, we will transform the MetaTrader 5 platform into an unwavering enforcer of your trading rules by developing a Risk Enforcement Expert Advisor. Join this discussion to find out more.
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Integrate Your Own LLM into EA (Part 2): Example of Environment Deployment

Integrate Your Own LLM into EA (Part 2): Example of Environment Deployment

With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
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Neural networks made easy (Part 73): AutoBots for predicting price movements

Neural networks made easy (Part 73): AutoBots for predicting price movements

We continue to discuss algorithms for training trajectory prediction models. In this article, we will get acquainted with a method called "AutoBots".
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Automating Trading Strategies in MQL5 (Part 39): Statistical Mean Reversion with Confidence Intervals and Dashboard

Automating Trading Strategies in MQL5 (Part 39): Statistical Mean Reversion with Confidence Intervals and Dashboard

In this article, we develop an MQL5 Expert Advisor for statistical mean reversion trading, calculating moments like mean, variance, skewness, kurtosis, and Jarque-Bera statistics over a specified period to identify non-normal distributions and generate buy/sell signals based on confidence intervals with adaptive thresholds
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Data label for timeseries mining (Part 2):Make datasets with trend markers using Python

Data label for timeseries mining (Part 2):Make datasets with trend markers using Python

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
How to Cut an EA Code for an Easier Life and Fewer Errors
How to Cut an EA Code for an Easier Life and Fewer Errors

How to Cut an EA Code for an Easier Life and Fewer Errors

A simple concept described in the article allows those developing automated trading systems in MQL4 to simplify existing trading systems, as well as reduce time needed for development of new systems due to shorter codes.
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MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading

MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading

Strategies that are based on multiple time frames cannot be tested in wizard assembled Expert Advisors by default because of the MQL5 code architecture used in the assembly classes. We explore a possible work around this limitation for strategies that look to use multiple time frames in a case study with the quadratic moving average.
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Developing a Trading Strategy: The Flower Volatility Index Trend-Following Approach

Developing a Trading Strategy: The Flower Volatility Index Trend-Following Approach

The relentless quest to decode market rhythms has led traders and quantitative analysts to develop countless mathematical models. This article has introduced the Flower Volatility Index (FVI), a novel approach that transforms the mathematical elegance of Rose Curves into a functional trading tool. Through this work, we have shown how mathematical models can be adapted into practical trading mechanisms capable of supporting both analysis and decision-making in real market conditions.
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Price Action Analysis Toolkit Development (Part 20): External Flow (IV) — Correlation Pathfinder

Price Action Analysis Toolkit Development (Part 20): External Flow (IV) — Correlation Pathfinder

Correlation Pathfinder offers a fresh approach to understanding currency pair dynamics as part of the Price Action Analysis Toolkit Development Series. This tool automates data collection and analysis, providing insight into how pairs like EUR/USD and GBP/USD interact. Enhance your trading strategy with practical, real-time information that helps you manage risk and spot opportunities more effectively.
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Developing Trading Strategies with the Parafrac and Parafrac V2 Oscillators: Single Entry Performance Insights

Developing Trading Strategies with the Parafrac and Parafrac V2 Oscillators: Single Entry Performance Insights

This article introduces the ParaFrac Oscillator and its V2 model as trading tools. It outlines three trading strategies developed using these indicators. Each strategy was tested and optimized to identify their strengths and weaknesses. Comparative analysis highlighted the performance differences between the original and V2 models.
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Price Action Analysis Toolkit Development (Part 15): Introducing Quarters Theory (I) — Quarters Drawer Script

Price Action Analysis Toolkit Development (Part 15): Introducing Quarters Theory (I) — Quarters Drawer Script

Points of support and resistance are critical levels that signal potential trend reversals and continuations. Although identifying these levels can be challenging, once you pinpoint them, you’re well-prepared to navigate the market. For further assistance, check out the Quarters Drawer tool featured in this article, it will help you identify both primary and minor support and resistance levels.
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Data Science and ML(Part 30): The Power Couple for Predicting the Stock Market, Convolutional Neural Networks(CNNs) and Recurrent Neural Networks(RNNs)

Data Science and ML(Part 30): The Power Couple for Predicting the Stock Market, Convolutional Neural Networks(CNNs) and Recurrent Neural Networks(RNNs)

In this article, We explore the dynamic integration of Convolutional Neural Networks (CNNs) and Recurrent Neural Networks (RNNs) in stock market prediction. By leveraging CNNs' ability to extract patterns and RNNs' proficiency in handling sequential data. Let us see how this powerful combination can enhance the accuracy and efficiency of trading algorithms.
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Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)

Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)

Recurrent neural networks (RNNs) excel at leveraging past information to predict future events. Their remarkable predictive capabilities have been applied across various domains with great success. In this article, we will deploy RNN models to predict trends in the forex market, demonstrating their potential to enhance forecasting accuracy in forex trading.
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MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls

MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls

In this article, we create a dynamic holographic dashboard in MQL5 for monitoring symbols and timeframes with RSI, volatility alerts, and sorting options. We add pulse animations, interactive buttons, and holographic effects to make the tool visually engaging and responsive.