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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Data Science and Machine Learning (Part 22): Leveraging Autoencoders Neural Networks for Smarter Trades by Moving from Noise to Signal
In the fast-paced world of financial markets, separating meaningful signals from the noise is crucial for successful trading. By employing sophisticated neural network architectures, autoencoders excel at uncovering hidden patterns within market data, transforming noisy input into actionable insights. In this article, we explore how autoencoders are revolutionizing trading practices, offering traders a powerful tool to enhance decision-making and gain a competitive edge in today's dynamic markets.
Implementing of a Breakeven Mechanism in MQL5 (Part 1): Base Class and Fixed-Points Breakeven Mode
This article discusses the application of a breakeven mechanism in automated strategies using the MQL5 language. We will start with a simple explanation of what the breakeven mode is, how it is implemented, and its possible variations. Next, this functionality will be integrated into the Order Blocks expert advisor, which we created in our last article on risk management. To evaluate its effectiveness, we will run two backtests under specific conditions: one using the breakeven mechanism and the other without it.
MQL5 Trading Tools (Part 7): Informational Dashboard for Multi-Symbol Position and Account Monitoring
In this article, we develop an informational dashboard in MQL5 for monitoring multi-symbol positions and account metrics like balance, equity, and free margin. We implement a sortable grid with real-time updates, CSV export, and a glowing header effect to enhance usability and visual appeal.
Trend criteria in trading
Trends are an important part of many trading strategies. In this article, we will look at some of the tools used to identify trends and their characteristics. Understanding and correctly interpreting trends can significantly improve trading efficiency and minimize risks.
Trading with the MQL5 Economic Calendar (Part 9): Elevating News Interaction with a Dynamic Scrollbar and Polished Display
In this article, we enhance the MQL5 Economic Calendar with a dynamic scrollbar for intuitive news navigation. We ensure seamless event display and efficient updates. We validate the responsive scrollbar and polished dashboard through testing.
MQL5 Wizard Techniques you should know (Part 80): Using Patterns of Ichimoku and the ADX-Wilder with TD3 Reinforcement Learning
This article follows up ‘Part-74’, where we examined the pairing of Ichimoku and the ADX under a Supervised Learning framework, by moving our focus to Reinforcement Learning. Ichimoku and ADX form a complementary combination of support/resistance mapping and trend strength spotting. In this installment, we indulge in how the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm can be used with this indicator set. As with earlier parts of the series, the implementation is carried out in a custom signal class designed for integration with the MQL5 Wizard, which facilitates seamless Expert Advisor assembly.
Neural networks made easy (Part 22): Unsupervised learning of recurrent models
We continue to study unsupervised learning algorithms. This time I suggest that we discuss the features of autoencoders when applied to recurrent model training.
Quantitative analysis in MQL5: Implementing a promising algorithm
We will analyze the question of what quantitative analysis is and how it is used by major players. We will create one of the quantitative analysis algorithms in the MQL5 language.
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.
The Statistic Analysis of Market Movements and Their Prognoses
The present article contemplates the wide opportunities of the statistic approach to marketing. Unfortunately, beginner traders deliberately fail to apply the really mighty science of statistics. Meanwhile, it is the only thing they use subconsciously while analyzing the market. Besides, statistics can give answers to many questions.
Neural networks made easy (Part 18): Association rules
As a continuation of this series of articles, let's consider another type of problems within unsupervised learning methods: mining association rules. This problem type was first used in retail, namely supermarkets, to analyze market baskets. In this article, we will talk about the applicability of such algorithms in trading.
Data Science and ML (Part 26): The Ultimate Battle in Time Series Forecasting — LSTM vs GRU Neural Networks
In the previous article, we discussed a simple RNN which despite its inability to understand long-term dependencies in the data, was able to make a profitable strategy. In this article, we are discussing both the Long-Short Term Memory(LSTM) and the Gated Recurrent Unit(GRU). These two were introduced to overcome the shortcomings of a simple RNN and to outsmart it.
Developing a trading Expert Advisor from scratch (Part 24): Providing system robustness (I)
In this article, we will make the system more reliable to ensure a robust and secure use. One of the ways to achieve the desired robustness is to try to re-use the code as much as possible so that it is constantly tested in different cases. But this is only one of the ways. Another one is to use OOP.
Design Patterns in software development and MQL5 (Part I): Creational Patterns
There are methods that can be used to solve many problems that can be repeated. Once understand how to use these methods it can be very helpful to create your software effectively and apply the concept of DRY ((Do not Repeat Yourself). In this context, the topic of Design Patterns will serve very well because they are patterns that provide solutions to well-described and repeated problems.
Circle Search Algorithm (CSA)
The article presents a new metaheuristic optimization Circle Search Algorithm (CSA) based on the geometric properties of a circle. The algorithm uses the principle of moving points along tangents to find the optimal solution, combining the phases of global exploration and local exploitation.
MQL5 Trading Toolkit (Part 1): Developing A Positions Management EX5 Library
Learn how to create a developer's toolkit for managing various position operations with MQL5. In this article, I will demonstrate how to create a library of functions (ex5) that will perform simple to advanced position management operations, including automatic handling and reporting of the different errors that arise when dealing with position management tasks with MQL5.
Neural networks made easy (Part 56): Using nuclear norm to drive research
The study of the environment in reinforcement learning is a pressing problem. We have already looked at some approaches previously. In this article, we will have a look at yet another method based on maximizing the nuclear norm. It allows agents to identify environmental states with a high degree of novelty and diversity.
How to view deals directly on the chart without weltering in trading history
In this article, we will create a simple tool for convenient viewing of positions and deals directly on the chart with key navigation. This will allow traders to visually examine individual deals and receive all the information about trading results right on the spot.
DRAW_ARROW drawing type in multi-symbol multi-period indicators
In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.
MQL5 Wizard techniques you should know (Part 04): Linear Discriminant Analysis
Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders in this effort.
DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling
In the article, we will complete the development of the horizontal scrollbar object functionality. We will also make it possible to scroll the contents of the container by moving the scrollbar slider and rotating the mouse wheel, as well as make additions to the library, taking into account the new order execution policy and new runtime error codes in MQL5.
Developing a Replay System — Market simulation (Part 04): adjusting the settings (II)
Let's continue creating the system and controls. Without the ability to control the service, it is difficult to move forward and improve the system.
Metalanguage of Graphical Lines-Requests. Trading and Qualified Trading Learning
The article describes a simple, accessible language of graphical trading requests compatible with traditional technical analysis. The attached Gterminal is a half-automated Expert Advisor using in trading results of graphical analysis. Better used for self-education and training of beginning traders.
Monitoring trading with push notifications — example of a MetaTrader 5 service
In this article, we will look at creating a service app for sending notifications to a smartphone about trading results. We will learn how to handle lists of Standard Library objects to organize a selection of objects by required properties.
Neural networks made easy (Part 54): Using random encoder for efficient research (RE3)
Whenever we consider reinforcement learning methods, we are faced with the issue of efficiently exploring the environment. Solving this issue often leads to complication of the algorithm and training of additional models. In this article, we will look at an alternative approach to solving this problem.
Data label for time series mining (Part 3)：Example for using label data
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!
Predicting Renko Bars with CatBoost AI
How to use Renko bars with AI? Let's look at Renko trading on Forex with forecast accuracy of up to 59.27%. We will explore the benefits of Renko bars for filtering market noise, learn why volume is more important than price patterns, and how to set the optimal Renko block size for EURUSD. This is a step-by-step guide on integrating CatBoost, Python, and MetaTrader 5 to create your own Renko Forex forecasting system. It is ideal for traders looking to go beyond traditional technical analysis.
Developing an MQL5 RL agent with RestAPI integration (Part 2): MQL5 functions for HTTP interaction with the tic-tac-toe game REST API
In this article we will talk about how MQL5 can interact with Python and FastAPI, using HTTP calls in MQL5 to interact with the tic-tac-toe game in Python. The article discusses the creation of an API using FastAPI for this integration and provides a test script in MQL5, highlighting the versatility of MQL5, the simplicity of Python, and the effectiveness of FastAPI in connecting different technologies to create innovative solutions.
Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns
In this article, we explore the fundamentals of harmonic patterns, their structures, and how they are applied in trading. You’ll learn about Fibonacci retracements, extensions, and how to implement harmonic pattern detection in MQL5, setting the foundation for building advanced trading tools and Expert Advisors.
Requirements Applicable to Articles Offered for Publishing at MQL4.com
Requirements Applicable to Articles Offered for Publishing at MQL4.com
Neural Networks in Trading: Probabilistic Time Series Forecasting (Encoder)
We invite you to explore a new approach that combines classical methods and modern neural networks for time series analysis. The article provides a detailed explanation of the architecture and operating principles of the K²VAE model.
Data Science and Machine Learning (Part 18): The battle of Mastering Market Complexity, Truncated SVD Versus NMF
Truncated Singular Value Decomposition (SVD) and Non-Negative Matrix Factorization (NMF) are dimensionality reduction techniques. They both play significant roles in shaping data-driven trading strategies. Discover the art of dimensionality reduction, unraveling insights, and optimizing quantitative analyses for an informed approach to navigating the intricacies of financial markets.
Building A Candlestick Trend Constraint Model(Part 3): Detecting changes in trends while using this system
This article explores how economic news releases, investor behavior, and various factors can influence market trend reversals. It includes a video explanation and proceeds by incorporating MQL5 code into our program to detect trend reversals, alert us, and take appropriate actions based on market conditions. This builds upon previous articles in the series.
Mastering File Operations in MQL5: From Basic I/O to Building a Custom CSV Reader
This article focuses on essential MQL5 file-handling techniques, spanning trade logs, CSV processing, and external data integration. It offers both conceptual understanding and hands-on coding guidance. Readers will learn to build a custom CSV importer class step-by-step, gaining practical skills for real-world applications.
The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert
In this session, we will build a sophisticated, multi-signal Expert Advisor using the MQL5 Standard Library. This approach allows us to seamlessly blend built-in signals with our own custom logic, demonstrating how to construct a powerful and flexible trading algorithm. For more, click to read further.
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.
From Novice to Expert: Detecting Liquidity Zone Flips Using MQL5
This article presents an MQL5 indicator that detects and manages liquidity zone flips. It identifies supply and demand zones from higher timeframes using a base–impulse pattern, applies objective breakout and impulse thresholds, and flips zones automatically when structure changes. The result is a dynamic support‑resistance map that reduces manual redraws and gives you clear, actionable context for signals and retests.
Developing a multi-currency Expert Advisor (Part 12): Developing prop trading level risk manager
In the EA being developed, we already have a certain mechanism for controlling drawdown. But it is probabilistic in nature, as it is based on the results of testing on historical price data. Therefore, the drawdown can sometimes exceed the maximum expected values (although with a small probability). Let's try to add a mechanism that ensures guaranteed compliance with the specified drawdown level.
Discrete Hartley transform
In this article, we will consider one of the methods of spectral analysis and signal processing - the discrete Hartley transform. It allows filtering signals, analyzing their spectrum and much more. The capabilities of DHT are no less than those of the discrete Fourier transform. However, unlike DFT, DHT uses only real numbers, which makes it more convenient for implementation in practice, and the results of its application are more visual.
Secrets of MetaTrader 4 Client Terminal: File Library in MetaEditor
When creating custom programs, code editor is of great importance. The more functions are available in the editor, the faster and more convenient is creation of the program. Many programs are created on basis of an already existing code. Do you use an indicator or a script that does not fully suit your purposes? Download the code of this program from our website and customize it for yourselves.