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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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.
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Creating Custom Indicators in MQL5 (Part 4): Smart WaveTrend Crossover with Dual Oscillators

Creating Custom Indicators in MQL5 (Part 4): Smart WaveTrend Crossover with Dual Oscillators

In this article, we develop a custom indicator in MQL5 called Smart WaveTrend Crossover, utilizing dual WaveTrend oscillators—one for generating crossover signals and another for trend filtering—with customizable parameters for channel, average, and moving average lengths. The indicator plots colored candles based on the trend direction, displays buy and sell arrow signals on crossovers, and includes options to enable trend confirmation and adjust visual elements like colors and offsets.
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From Novice to Expert: Collaborative Debugging in MQL5

From Novice to Expert: Collaborative Debugging in MQL5

Problem-solving can establish a concise routine for mastering complex skills, such as programming in MQL5. This approach allows you to concentrate on solving problems while simultaneously developing your skills. The more problems you tackle, the more advanced expertise is transferred to your brain. Personally, I believe that debugging is the most effective way to master programming. Today, we will walk through the code-cleaning process and discuss the best techniques for transforming a messy program into a clean, functional one. Read through this article and uncover valuable insights.
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Trading Robot Based on a GPT Language Model

Trading Robot Based on a GPT Language Model

The article presents a complete implementation of TimeGPT, a specialized Transformer-based architecture for forecasting financial time series on the MetaTrader 5 platform. Adaptation of the attention mechanism to financial data, selective tokenization of price changes, hardware-aware optimizations, and advanced learning techniques are discussed. Included are practical testing results showing 87% forecast accuracy over a 24-bar horizon with a training time of 15 minutes on the CPU. We also present a ready-made trading EA with automatic retraining.
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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.
Tricolor Indicators and Some Opportunities for Maximal Simplification of Writing Indicators
Tricolor Indicators and Some Opportunities for Maximal Simplification of Writing Indicators

Tricolor Indicators and Some Opportunities for Maximal Simplification of Writing Indicators

In this article the author dwells on some means of increasing indicators' informational value for visual trading. The author analyzes the realization of tricolor indicators, indicators, for building which data from other timeframes is used, and continues to dwell on the library of indicators, described in the article "Effective Averaging Algorithms with Minimal Lag: Use in Indicators"
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Non-linear regression models on the stock exchange

Non-linear regression models on the stock exchange

Non-linear regression models on the stock exchange: Is it possible to predict financial markets? Let's consider creating a model for forecasting prices for EURUSD, and make two robots based on it - in Python and MQL5.
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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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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.
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MQL5 Trading Tools (Part 21): Adding Cyberpunk Theme to Regression Graphs

MQL5 Trading Tools (Part 21): Adding Cyberpunk Theme to Regression Graphs

In this article, we enhance the regression graphing tool in MQL5 by adding a cyberpunk theme mode with neon glows, animations, and holographic effects for immersive visualization. We integrate theme toggling, dynamic backgrounds with stars, glowing borders, and neon points/lines, while maintaining standard mode compatibility. This dual-theme system elevates pair analysis with futuristic aesthetics, supporting real-time updates and interactions for engaging trading insights.
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Neural Networks in Trading: Probabilistic Time Series Forecasting (Encoder)

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.
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Creating an EA that works automatically (Part 07): Account types (II)

Creating an EA that works automatically (Part 07): Account types (II)

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. The trader should always be aware of what the automatic EA is doing, so that if it "goes off the rails", the trader could remove it from the chart as soon as possible and take control of the situation.
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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.
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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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The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert

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.
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Developing a multi-currency Expert Advisor (Part 12): Developing prop trading level risk manager

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.
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Population optimization algorithms: ElectroMagnetism-like algorithm (ЕМ)

Population optimization algorithms: ElectroMagnetism-like algorithm (ЕМ)

The article describes the principles, methods and possibilities of using the Electromagnetic Algorithm in various optimization problems. The EM algorithm is an efficient optimization tool capable of working with large amounts of data and multidimensional functions.
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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.
Three-Dimensional Graphs - a Professional Tool of Market Analyzing
Three-Dimensional Graphs - a Professional Tool of Market Analyzing

Three-Dimensional Graphs - a Professional Tool of Market Analyzing

In this article we will write a simple library for the construction of 3D graphs and their further viewing in Microsoft Excel. We will use standard MQL4 options to prepare and export data into *.csv file.
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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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MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase

MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase

Discover how to effortlessly import and utilize the History Manager EX5 library in your MQL5 source code to process trade histories in your MetaTrader 5 account in this series' final article. With simple one-line function calls in MQL5, you can efficiently manage and analyze your trading data. Additionally, you will learn how to create different trade history analytics scripts and develop a price-based Expert Advisor as practical use-case examples. The example EA leverages price data and the History Manager EX5 library to make informed trading decisions, adjust trade volumes, and implement recovery strategies based on previously closed trades.
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Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs (III) – Adapter-Tuning

Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs (III) – Adapter-Tuning

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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Price Action Analysis Toolkit Development (Part 2):  Analytical Comment Script

Price Action Analysis Toolkit Development (Part 2): Analytical Comment Script

Aligned with our vision of simplifying price action, we are pleased to introduce another tool that can significantly enhance your market analysis and help you make well-informed decisions. This tool displays key technical indicators such as previous day's prices, significant support and resistance levels, and trading volume, while automatically generating visual cues on the chart.
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Larry Williams Market Secrets (Part 9): Patterns to Profit

Larry Williams Market Secrets (Part 9): Patterns to Profit

An empirical study of Larry Williams' short-term trading patterns, showing how classic setups can be automated in MQL5, tested on real market data, and evaluated for consistency, profitability, and practical trading value.
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Self Optimizing Expert Advisors in MQL5 (Part 17): Ensemble Intelligence

Self Optimizing Expert Advisors in MQL5 (Part 17): Ensemble Intelligence

All algorithmic trading strategies are difficult to set up and maintain, regardless of complexity—a challenge shared by beginners and experts alike. This article introduces an ensemble framework where supervised models and human intuition work together to overcome their shared limitations. By aligning a moving average channel strategy with a Ridge Regression model on the same indicators, we achieve centralized control, faster self-correction, and profitability from otherwise unprofitable systems.
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Integrating AI into 3 Smart Money Concepts (SMC): OB, BOS, and FVG

Integrating AI into 3 Smart Money Concepts (SMC): OB, BOS, and FVG

This guide integrates a trained XGBoost model (ONNX) into an SMC EA to evaluate trade setups before execution. The Python pipeline labels historical XAUUSD events and produces a 12-feature representation aligned with the EA. The result is a reproducible method to train, export, and embed the model so the EA can filter OB, FVG, and BOS signals programmatically.
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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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Experiments with neural networks (Part 7): Passing indicators

Experiments with neural networks (Part 7): Passing indicators

Examples of passing indicators to a perceptron. The article describes general concepts and showcases the simplest ready-made Expert Advisor followed by the results of its optimization and forward test.
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MetaTrader Meets Google Sheets with Pythonanywhere: A Guide to Secure Data Flow

MetaTrader Meets Google Sheets with Pythonanywhere: A Guide to Secure Data Flow

This article demonstrates a secure way to export MetaTrader data to Google Sheets. Google Sheet is the most valuable solution as it is cloud based and the data saved in there can be accessed anytime and from anywhere. So traders can access trading and related data exported to google sheet and do further analysis for future trading anytime and wherever they are at the moment.
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Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators

Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators

In the article, complete development of objects of multi-period multi-symbol standard indicators. Using Ichimoku Kinko Hyo standard indicator example, analyze creation of compound custom indicators which have auxiliary drawn buffers for displaying data on the chart.
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Market Simulation (Part 18): First Steps with SQL (I)

Market Simulation (Part 18): First Steps with SQL (I)

It doesn't matter which SQL program we use: MySQL, SQL Server, SQLite, OpenSQL, or another. They all have something in common, and the common element is the SQL language. Even if we do not intend to use Workbench, we can manipulate or work with the database directly in MetaEditor or through MQL5 to perform actions in MetaTrader 5, but to do so, you will need knowledge of SQL. So here, we will learn at least the basics.
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Deconstructing examples of trading strategies in the client terminal

Deconstructing examples of trading strategies in the client terminal

The article uses block diagrams to examine the logic of the candlestick-based training EAs located in the Experts\Free Robots folder of the terminal.
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Creating a market making algorithm in MQL5

Creating a market making algorithm in MQL5

How do market makers work? Let's consider this issue and create a primitive market-making algorithm.
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From Novice to Expert: Detecting Liquidity Zone Flips Using MQL5

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.
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Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies

Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies

Let's continue developing a multi-currency EA with several strategies working in parallel. Let's try to move all the work associated with opening market positions from the strategy level to the level of the EA managing the strategies. The strategies themselves will trade only virtually, without opening market positions.
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Automating Classic Market Methods in MQL5 (Part 5): The Original Turtle Trading Rules

Automating Classic Market Methods in MQL5 (Part 5): The Original Turtle Trading Rules

This article builds a complete MQL5 Expert Advisor that implements the original Turtle Trading rules from Curtis Faith. It covers both systems: 20/55-day breakouts, the System 1 skip rule, N (Wilder ATR) for volatility-adjusted sizing, a four‑unit pyramid with N/2 adds, a unified 2N stop, and 10/20-day exits. You will get compilable code, implementation details, and a backtesting procedure on EURUSD.
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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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Finding custom currency pair patterns in Python using MetaTrader 5

Finding custom currency pair patterns in Python using MetaTrader 5

Are there any repeating patterns and regularities in the Forex market? I decided to create my own pattern analysis system using Python and MetaTrader 5. A kind of symbiosis of math and programming for conquering Forex.
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part VII)
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part VII)

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

In this article, the author gives an example Expert Advisor meeting the requirements stated in the Rules of the Automated Trading Championship 2008
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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.