MQL4 and MQL5 Programming Articles

We are going to create a matrix forecasting model based on a Markov chain. What are Markov chains, and how can we use a Markov chain for Forex trading?

It was only this summer that Vitaly Antonov (beast) has learned about the upcoming Automated Trading Championship and got to know MetaTrader 5 terminal. Time was running out, besides, Vitaly was a newcomer. So, he randomly chose GBPUSD currency pair to develop his trading system. And the choice turned out to be successful. It would have been impossible to use other symbols with the strategy.

Of all the things that we have developed so far, this system, as you will probably notice and eventually agree, is the most complex. Now we need to do something very simple: make our system simulate the operation of a trading server. This need to accurately implement the way the trading server operates seems like a no-brainer. At least in words. But we need to do this so that the everything is seamless and transparent for the user of the replay/simulation system.

The EA under development is expected to show good results when trading with different brokers. But for now we have been using quotes from a MetaQuotes demo account to perform tests. Let's see if our EA is ready to work on a trading account with different quotes compared to those used during testing and optimization.

In this article, I will create the class of an auxiliary panel separator object for the SplitContainer control.

Antonio Morillas from Spain (sallirom, by the way - it is reversed surname!) was first who doubled his starting balance from the beginning of the Championship and thus attracted our attention. His trading strategy is extremely risky. We decided to talk to Antonio about risk and luck as these are part and parcel of Automated Trading Championship.

In the current article, I will implement the ability to change the properties and appearance of the newly created SplitContainer control.

Boris Odintsov is one of the most impressive participants of the Championship who managed to go beyond $100,000 on the third week of the competition. Boris explains the rapid rise of his expert Advisor as a favorable combination of circumstances. In this interview he tells about what is important in trading, and what market would be unfavorable for his EA.

Interview with Olexandr Topchylo (Better) is the second publication within the "ATC Champions League" project. Having won the Automated Trading Championship 2007, this professional trader caught the attention of investors. Olexandr says that his first place in the ATC 2007 is one of the major events of his trading experience. However, later on this popularity helped him discover the biggest disappointment - it is so easy to lose investors after the first drawdown on an investor account.

The article delivers a dynamic MetaTrader 5 indicator that detects liquidity sweeps via swing‑point logic, wick‑ratio thresholds, and engulfing confirmation. It recognizes single‑wick and dual‑candle patterns without a fixed window, updates buy‑/sell‑side targets as price evolves, and invalidates broken levels to maintain a reliable liquidity map.

As we progressed, we used more and more simultaneously running instances of trading strategies in one EA. Let's try to figure out how many instances we can get to before we hit resource limitations.

An in-depth walkthrough of building a Larry Williams inspired volatility breakout Expert Advisor in MQL5, combining swing structure, volatility-based entries, trade day of the week filtering, time filters, and flexible risk management, with a complete implementation and reproducible test setup.

Build an MQL5 Expert Advisor that automates Larry Williams Hidden Smash Day reversals. It reads confirmed signals from a custom indicator, applies context filters (Supertrend alignment and optional trading‑day rules), and manages risk with stop‑loss models based on smash‑bar structure or ATR and a fixed or risk‑based position size. The result is a reproducible framework ready for testing and extension.

It is sometimes necessary to perform identical operations with a group of files. If you have a list of files included into a group, then it is no problem. However, if you need to make this list yourself, then a question arises: "How can I do this?" The article proposes doing this using functions FindFirstFile() and FindNextFile() included in kernel32.dll.

In this article, we explore how to build a position information visualization tool using the MQL5 Standard Library’s CCanvas. This project strengthens your skills in working with library modules while providing traders with a practical tool to visualize and interact with open positions directly on a live chart. Join the discussion to learn more.

This is the first interview in the "ATC Champions League" project. Roman Zamozhniy (Rich) from Ukraine was the winner of the first Automated Trading Championship in 2006. In addition, he is a regular participant of our Championships - he has not missed a single contest. In this interview, we talked about Roman's first place and tried to figure out what is necessary for successful participation.

The article extends a liquidity-based strategy with a simple trend constraint: trade liquidity zones only in the direction of the EMA(50). It explains filtering rules, presents a reusable TrendFilter.mqh class and EA integration in MQL5, and compares baseline versus filtered tests. Readers gain a clear directional bias, reduced overtrading in countertrend phases, and ready-to-use source files.

Using a ready-made solution in trading without concerning yourself with the internal workings of the system may sound comforting, but this is not always the case for developers. Eventually, an upgrade, misperformance, or unexpected error will arise, and it becomes essential to trace exactly where the issue originates to diagnose and resolve it quickly. Today’s discussion focuses on uncovering what normally happens behind the scenes of a trading Expert Advisor, and on developing a custom dedicated class for displaying and logging backend processes using MQL5. This gives both developers and traders the ability to quickly locate errors, monitor behavior, and access diagnostic information specific to each EA.