Publish Your Article Code to MQL5 Algo Forge in 10 Minutes: A Step-by-Step Guide
The article provides a step-by-step guide on how to migrate code from a published project into a fully-fledged MQL5 Algo Forge project. You will set up the environment and authentication in MetaEditor, create a project in Shared Projects, select the type, arrange the files, add README.md, check the encoding and build, commit the changes to Git, and open the repository publicly. The article helps to build a working structure and preserve version history for the convenience of readers.
Mastering Log Records (Part 3): Exploring Handlers to Save Logs
In this article, we will explore the concept of handlers in the logging library, understand how they work, and create three initial implementations: Console, Database, and File. We will cover everything from the basic structure of handlers to practical testing, preparing the ground for their full functionality in future articles.
Covariance Matrix Adaptation Evolution Strategy (CMA-ES)
The article explores one of the most interesting non-gradient optimization algorithms, which learns to understand the geometry of the objective function. We will focus on the classical implementation of CMA-ES with a slight modification - replacing the normal distribution with the power one. We will thoroughly examine the math behind the algorithm, as well as practical implementation, and check where CMA-ES is unbeatable and where it should be avoided.
Implementation of a table model in MQL5: Applying the MVC concept
In this article, we look at the process of developing a table model in MQL5 using the MVC (Model-View-Controller) architectural pattern to separate data logic, presentation, and control, enabling structured, flexible, and scalable code. We consider implementation of classes for building a table model, including the use of linked lists for storing data.
Price-Driven CGI Model: Advanced Data Post-Processing and Implementation
In this article, we will explore the development of a fully customizable Price Data export script using MQL5, marking new advancements in the simulation of the Price Man CGI Model. We have implemented advanced refinement techniques to ensure that the data is user-friendly and optimized for animation purposes. Additionally, we will uncover the capabilities of Blender 3D in effectively working with and visualizing price data, demonstrating its potential for creating dynamic and engaging animations.
Mastering Log Records (Part 8): Error Records That Translate Themselves
In this eighth installment of the Mastering Log Records series, we explore the implementation of multilingual error messages in Logify, a powerful logging library for MQL5. You’ll learn how to structure errors with context, translate messages into multiple languages, and dynamically format logs by severity level. All of this with a clean, extensible, and production-ready design.
Population optimization algorithms: Resistance to getting stuck in local extrema (Part I)
This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.
From Basic to Intermediate: Floating point
This article is a brief introduction to the concept of floating-point numbers. Since this text is very complex please, read it attentively and carefully. Do not expect to quickly master the floating-point system. It only becomes clear over time, as you gain experience using it. But this article will help you understand why your application sometimes produces results different from what you expect.
MQL5 Trading Tools (Part 33): Building a Rich Content Markup Documentation System for MQL5 Programs
We extend the Part 9 setup wizard to build a canvas-based, in-chart documentation system for MetaTrader 5. The panel is tabbed and scrollable, supports inline styling, images, and interactive controls, and renders with supersampled anti-aliasing. The result is a reusable engine that any MQL5 program can embed to deliver self-contained documentation directly on the chart.
Engineering Trading Discipline into Code (Part 4): Enforcing Trading Hours and News Disabling in MQL5
An MQL5 control system that blocks orders outside scheduled trading hours and during scheduled news releases, converting time rules into executable restrictions. It combines a permissions management mechanism, a transaction-level expert advisor, and a visual dashboard for real-time status and upcoming restrictions. Configuration is accomplished using editable files, with caching and a CSV audit log for traceability.
MQL5 Trading Tools (Part 18): Rounded Speech Bubbles/Balloons with Orientation Control
This article shows how to build rounded speech bubbles in MQL5 by combining a rounded rectangle with a pointer triangle and controlling orientation (up, down, left, right). It details geometry precomputation, supersampled filling, rounded apex arcs, and segmented borders with an extension ratio for seamless joins. Readers get configurable code for size, radii, colors, opacity, and thickness, ready for alerts or tooltips in trading interfaces.
Covariance Matrix Adaptation Evolution Strategy (CMA-ES)
The article explores one of the most interesting non-gradient optimization algorithms, which learns to understand the geometry of the objective function. We will focus on the classical implementation of CMA-ES with a slight modification - replacing the normal distribution with the power one. We will thoroughly examine the math behind the algorithm, as well as practical implementation, and check where CMA-ES is unbeatable and where it should be avoided.
MQL5 Trading Toolkit (Part 7): Expanding the History Management EX5 Library with the Last Canceled Pending Order Functions
Learn how to complete the creation of the final module in the History Manager EX5 library, focusing on the functions responsible for handling the most recently canceled pending order. This will provide you with the tools to efficiently retrieve and store key details related to canceled pending orders with MQL5.
Population optimization algorithms: Resistance to getting stuck in local extrema (Part I)
This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.
MQL5 Trading Tools (Part 33): Building a Rich Content Markup Documentation System for MQL5 Programs
We extend the Part 9 setup wizard to build a canvas-based, in-chart documentation system for MetaTrader 5. The panel is tabbed and scrollable, supports inline styling, images, and interactive controls, and renders with supersampled anti-aliasing. The result is a reusable engine that any MQL5 program can embed to deliver self-contained documentation directly on the chart.
The View component for tables in the MQL5 MVC paradigm: Base graphical element
The article covers the process of developing a base graphical element for the View component as part of the implementation of tables in the MVC (Model-View-Controller) paradigm in MQL5. This is the first article on the View component and the third one in a series of articles on creating tables for the MetaTrader 5 client terminal.
MQL5 Wizard Techniques you should know (Part 29): Continuation on Learning Rates with MLPs
We wrap up our look at learning rate sensitivity to the performance of Expert Advisors by primarily examining the Adaptive Learning Rates. These learning rates aim to be customized for each parameter in a layer during the training process and so we assess potential benefits vs the expected performance toll.
MetaTrader 5 Machine Learning Blueprint (Part 16): Nested CV for Unbiased Evaluation
The article presents a V-in-V nested cross-validation pipeline for financial data that breaks leakage at three decision points: hyperparameter search, calibration, and final evaluation. A temporal three‑zone split isolates an inner walk‑forward search with the 1‑SE rule from an outer walk‑forward or CPCV evaluation, while OOF isotonic calibration is fitted independently. The resulting UnifiedValidationCalibrator delivers unbiased out‑of‑sample scores and well‑calibrated probabilities for deployment.
Developing a Replay System (Part 56): Adapting the Modules
Although the modules already interact with each other properly, an error occurs when trying to use the mouse pointer in the replay service. We need to fix this before moving on to the next step. Additionally, we will fix an issue in the mouse indicator code. So this version will be finally stable and properly polished.
Mastering Log Records (Part 5): Optimizing the Handler with Cache and Rotation
This article improves the logging library by adding formatters in handlers, the CIntervalWatcher class to manage execution cycles, optimization with caching and file rotation, performance tests and practical examples. With these improvements, we ensure an efficient, scalable and adaptable logging system to different development scenarios.
Market Simulation (Part 24): Getting Started with SQL (VII)
In the previous article, we completed the necessary introduction to SQL. And, in my opinion, we properly clarified what we wanted to show and explain about SQL. This was done so that anyone who comes to look at the market replay/simulation system being built can at least get an idea of what may be happening there. The point is that there is no sense in programming things that SQL handles perfectly.
MQL5 Trading Tools (Part 30): Class-Based Tool Palette Sidebar
We refactor the Tools Palette from a flat, function-based panel into a modular, class-driven sidebar in MQL5. The design introduces supersampled canvas rendering for anti-aliased shapes, theme control, a category registry, snap alignment, and selective corner rounding. The result is a reusable, scalable sidebar foundation that you can extend with tool selection, dragging, and fly-out menus in future steps.
Developing an MQTT client for Metatrader 5: a TDD approach — Part 6
This article is the sixth part of a series describing our development steps of a native MQL5 client for the MQTT 5.0 protocol. In this part we comment on the main changes in our first refactoring, how we arrived at a viable blueprint for our packet-building classes, how we are building PUBLISH and PUBACK packets, and the semantics behind the PUBACK Reason Codes.
MetaTrader 5 Machine Learning Blueprint (Part 17): CPCV Backtesting — From Python Model to Tick-Level Evidence
We bridge Python-native artifacts to MQL5 for tick-accurate CPCV backtesting. The export script converts the ONNX model, calibrator, feature spec, and path masks to flat files, while the expert advisor rebuilds features, performs ONNX inference with calibration, and trades on real ticks. The Strategy Tester runs each combinatorial path, and Python aggregates per-path equities into a path Sharpe distribution to assess robustness after spread, slippage, and commission.
Market Simulation (Part 22): Getting Started with SQL (V)
Before you give up and decide to abandon learning SQL, allow me to remind you, dear readers, that here we are still using only the most basic elements. We have not yet looked at some of SQL's capabilities. Once you understand them, you will see that SQL is far more practical than it seems. Although, most likely, we will eventually change the direction of what we are building, because the creation process is dynamic. We will show a little more about creating different things in SQL, because this is truly important and useful for you. Simply thinking that you are more capable than an entire community of programmers and developers will only lead to wasted time and opportunities. Do not worry, because what comes next will be even more interesting.
Backtracking Search Algorithm (BSA)
What if an optimization algorithm could remember its past journeys and use that memory to find better solutions? BSA does just that – balancing exploration with revisiting the tried and true. In this article, we reveal the secrets of the algorithm. A simple idea, minimum parameters and a stable result.
Introduction to MQL5 (Part 38): Mastering API and WebRequest Function in MQL5 (XII)
Create a practical bridge between MetaTrader 5 and Binance: fetch 30‑minute klines with WebRequest, extract OHLC/time values from JSON, and confirm a bullish engulfing pattern using only completed candles. Then assemble the query string, compute the HMAC‑SHA256 signature, add X‑MBX‑APIKEY, and submit authenticated orders. You get a clear, end‑to‑end EA workflow from data acquisition to order execution.
MetaTrader 5 Machine Learning Blueprint (Part 17): CPCV Backtesting — From Python Model to Tick-Level Evidence
We bridge Python-native artifacts to MQL5 for tick-accurate CPCV backtesting. The export script converts the ONNX model, calibrator, feature spec, and path masks to flat files, while the expert advisor rebuilds features, performs ONNX inference with calibration, and trades on real ticks. The Strategy Tester runs each combinatorial path, and Python aggregates per-path equities into a path Sharpe distribution to assess robustness after spread, slippage, and commission.
Body in Connexus (Part 4): Adding HTTP body support
In this article, we explored the concept of body in HTTP requests, which is essential for sending data such as JSON and plain text. We discussed and explained how to use it correctly with the appropriate headers. We also introduced the ChttpBody class, part of the Connexus library, which will simplify working with the body of requests.
Backtracking Search Algorithm (BSA)
What if an optimization algorithm could remember its past journeys and use that memory to find better solutions? BSA does just that – balancing exploration with revisiting the tried and true. In this article, we reveal the secrets of the algorithm. A simple idea, minimum parameters and a stable result.
MQL5 Trading Tools (Part 28): Filling Sweep Polygons for Butterfly Curve in MQL5
We expand the capabilities of the MetaTrader 5 butterfly curve canvas by adding multi-layered wing fills, vein lines, scale dots, and a full body (abdomen, thorax, head, eyes, antennae). This article implements polygon fills with vertical and radial gradients, as well as filled circles and ellipses, all using supersampling antialiasing. You will also receive reusable MQL5 helper functions and a rendering order that transforms a simple curve into a customizable, detailed chart illustration.
Developing a Replay System (Part 63): Playing the service (IV)
In this article, we will finally solve the problems with the simulation of ticks on a one-minute bar so that they can coexist with real ticks. This will help us avoid problems in the future. The material presented here is for educational purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
MQL5 Trading Tools (Part 28): Filling Sweep Polygons for Butterfly Curve in MQL5
We expand the capabilities of the MetaTrader 5 butterfly curve canvas by adding multi-layered wing fills, vein lines, scale dots, and a full body (abdomen, thorax, head, eyes, antennae). This article implements polygon fills with vertical and radial gradients, as well as filled circles and ellipses, all using supersampling antialiasing. You will also receive reusable MQL5 helper functions and a rendering order that transforms a simple curve into a customizable, detailed chart illustration.
Overcoming Accessibility Problems in MQL5 Trading Tools (Part I): How to Add Contextual Voice Alerts in MQL5 Indicators
This article explores an accessibility-focused enhancement that goes beyond default terminal alerts by leveraging MQL5 resource management to deliver contextual voice feedback. Instead of generic tones, the indicator communicates what has occurred and why, allowing traders to understand market events without relying solely on visual observation. This approach is especially valuable for visually impaired traders, but it also benefits busy or multitasking users who prefer hands-free interaction.
Connexus Observer (Part 8): Adding a Request Observer
In this final installment of our Connexus library series, we explored the implementation of the Observer pattern, as well as essential refactorings to file paths and method names. This series covered the entire development of Connexus, designed to simplify HTTP communication in complex applications.
RiskGate: Centralized Risk Management for Multiple EAs
Many MetaTrader 5 setups run several EAs on one account, so risk gets fragmented and correlated exposure slips through. The article introduces RiskGate, a centralized Service that evaluates EA intents account‑wide: EAs send a JSON signal, the Service returns approved, lot and reason. You will see the client/server wiring, example rules (daily loss, exposure and correlation caps), unit‑tested handler design, and an EA example. The result is consistent portfolio‑level risk with simpler EAs.
MQL5 Trading Tools (Part 29): Step-by-Step Butterfly Animation on Canvas
In this article, we expand our butterfly animation program with a four-stage animation pipeline: sequential curve drawing, smooth wing fill fading, detailed body rendering, and continuous flight. We implement a timer-driven state machine, four oscillators for wing flapping, vertical bobbing, horizontal sway, and tilt, as well as a neon glow around the wing outlines and a cyclical color change based on hue. You will learn how to structure these effects on the MetaTrader 5 canvas for clean and controlled playback.
Custom Debugging and Profiling Tools for MQL5 Development (Part II): Profiling EAs and Testing Trading Logic
We build a compact profiler that records calls, min/max/average times, and slow-call counts to CSV, and a simple test runner that writes deterministic pass/fail reports. The article explains where to place measurements in an EA, how to sample ticks, and how to keep pure calculations testable. Running the script first and the profiling EA second provides repeatable evidence for regression analysis.
Price Action Analysis Toolkit Development (Part 74): Building an MQL5 Expert Advisor from Indicator Buffers
This article implements an MQL5 Expert Advisor that connects to a weekend gap indicator via iCustom and CopyBuffer, reading six buffers for buy/sell signals and SL/TP. It validates broker stop-distance rules, handles closed-bar confirmation and duplicate-signal control, and executes orders with a configurable magic number. The EA also includes midpoint stop-loss management and a backtesting procedure so you can verify behavior and adapt parameters to your setup.
Overcoming Accessibility Problems in MQL5 Trading Tools (Part IV): Remote voice trading
Learn a practical way to execute MetaTrader 5 trades from Telegram voice notes using a Python middleware and an MQL5 EA acting as an HTTP client. The article covers architecture, WebRequest polling, in-memory queuing, JSON parsing with null-terminator stripping, and a constrained command grammar with a 0.001-lot default. You will configure the environment and validate round‑trip latency suitable for mobile data connections.