Articles with MQL5 programming examples

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Access a huge collection of articles with code examples showing how to create indicators and trading robots for the MetaTrader platform in the MQL5 language. Source codes are attached to the articles, so you can open them in MetaEditor and run them to see how the applications work.

These articles will be useful both for those who have just started exploring automated trading and for professional traders with programming experience. They feature not only examples, but also contain new ideas.

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Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)
Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)

Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)

The library code needs to be optimized: it should be more regularized, which is — more readable and comprehensible for studying. In addition, we will continue to develop the controls created previously: lists, tables and scrollbars.
Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events
Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events

Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events

In this article, we will create a new base class of all library objects adding the event functionality to all its descendants and develop the class for tracking symbol collection events based on the new base class. We will also change account and account event classes for developing the new base object functionality.
Getting Rid of Self-Made DLLs
Getting Rid of Self-Made DLLs

Getting Rid of Self-Made DLLs

If MQL5 language functional is not enough for fulfilling tasks, an MQL5 programmer has to use additional tools. He\she has to pass to another programming language and create an intermediate DLL. MQL5 has the possibility to present various data types and transfer them to API but, unfortunately, MQL5 cannot solve the issue concerning data extraction from the accepted pointer. In this article we will dot all the "i"s and show simple mechanisms of exchanging and working with complex data types.
MQL5 Cookbook: Processing of the TradeTransaction Event
MQL5 Cookbook: Processing of the TradeTransaction Event

MQL5 Cookbook: Processing of the TradeTransaction Event

This article considers capabilities of the MQL5 language from the point of view of the event-driven programming. The greatest advantage of this approach is that the program can receive information about phased implementation of a trade operation. The article also contains an example of receiving and processing information about ongoing trade operation using the TradeTransaction event handler. In my opinion, such an approach can be used for copying deals from one terminal to another.
Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)
Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)

Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)

Development of the library for creating graphical interfaces continues. The Time and List of checkboxes controls will be covered this time. In addition, the CTable class now provides the ability to sort data in ascending or descending order.
How to Secure Your Expert Advisor While Trading on the Moscow Exchange
How to Secure Your Expert Advisor While Trading on the Moscow Exchange

How to Secure Your Expert Advisor While Trading on the Moscow Exchange

The article delves into the trading methods ensuring the security of trading operations at the stock and low-liquidity markets through the example of Moscow Exchange's Derivatives Market. It brings practical approach to the trading theory described in the article "Principles of Exchange Pricing through the Example of Moscow Exchange's Derivatives Market".
Creating an Indicator with Graphical Control Options
Creating an Indicator with Graphical Control Options

Creating an Indicator with Graphical Control Options

Those who are familiar with market sentiments, know the MACD indicator (its full name is Moving Average Convergence/Divergence) - the powerful tool for analyzing the price movement, used by traders from the very first moments of appearance of the computer analysis methods. In this article we'll consider possible modifications of MACD and implement them in one indicator with the possibility to graphically switch between the modifications.
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Using the CCanvas class in MQL applications

Using the CCanvas class in MQL applications

The article considers the use of the CCanvas class in MQL applications. The theory is accompanied by detailed explanations and examples for thorough understanding of CCanvas basics.
Graphical Interfaces VII: The Tabs Control (Chapter 2)
Graphical Interfaces VII: The Tabs Control (Chapter 2)

Graphical Interfaces VII: The Tabs Control (Chapter 2)

The first chapter of seventh part introduced three classes of controls for creating tables: text label table (CLabelsTable), edit box table (CTable) and rendered table (CCanvasTable). In this article (chapter two) we are going to consider the Tabs control.
Graphic Expert Advisor: AutoGraf
Graphic Expert Advisor: AutoGraf

Graphic Expert Advisor: AutoGraf

The article shows the workability of graphics in creation of a convenient interface to manage trading.
Graphics in DoEasy library (Part 76): Form object and predefined color themes
Graphics in DoEasy library (Part 76): Form object and predefined color themes

Graphics in DoEasy library (Part 76): Form object and predefined color themes

In this article, I will describe the concept of building various library GUI design themes, create the Form object, which is a descendant of the graphical element class object, and prepare data for creating shadows of the library graphical objects, as well as for further development of the functionality.
Horizontal diagrams on MеtaTrader 5 charts
Horizontal diagrams on MеtaTrader 5 charts

Horizontal diagrams on MеtaTrader 5 charts

Horizontal diagrams are not a common occurrence on the terminal charts but they can still be of use in a number of tasks, for example when developing indicators displaying volume or price distribution for a certain period, when creating various market depth versions, etc. The article considers constructing and managing horizontal diagrams as arrays of graphical primitives.
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Neural networks made easy (Part 12): Dropout

Neural networks made easy (Part 12): Dropout

As the next step in studying neural networks, I suggest considering the methods of increasing convergence during neural network training. There are several such methods. In this article we will consider one of them entitled Dropout.
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters

MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters

In this article, we will create a pattern that uses a single set of parameters for optimization of a trading system, while allowing for unlimited number of parameters. The list of symbols will be created in a standard text file (*.txt). Input parameters for each symbol will also be stored in files. This way we will be able to circumvent the restriction of the terminal on the number of input parameters of an Expert Advisor.
Graphical Interfaces II: The Main Menu Element (Chapter 4)
Graphical Interfaces II: The Main Menu Element (Chapter 4)

Graphical Interfaces II: The Main Menu Element (Chapter 4)

This is the final chapter of the second part of the series about graphical interfaces. Here, we are going to consider the creation of the main menu. The development of this control and setting up handlers of the library classes for correct reaction to the user's actions will be demonstrated here. We will also discuss how to attach context menus to the items of the main menu. Adding to that, we will mention blocking currently inactive elements.
MQL5 Cookbook: Handling Typical Chart Events
MQL5 Cookbook: Handling Typical Chart Events

MQL5 Cookbook: Handling Typical Chart Events

This article considers typical chart events and includes examples of their processing. We will focus on mouse events, keystrokes, creation/modification/removal of a graphical object, mouse click on a chart and on a graphical object, moving a graphical object with a mouse, finish editing of text in a text field, as well as on chart modification events. A sample of an MQL5 program is provided for each type of event considered.
Cross-Platform Expert Advisor: Stops
Cross-Platform Expert Advisor: Stops

Cross-Platform Expert Advisor: Stops

This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.
Creating and Publishing of Trade Reports and SMS Notification
Creating and Publishing of Trade Reports and SMS Notification

Creating and Publishing of Trade Reports and SMS Notification

Traders don't always have ability and desire to seat at the trading terminal for hours. Especially, if trading system is more or less formalized and can automatically identify some of the market states. This article describes how to generate a report of trade results (using Expert Advisor, Indicator or Script) as HTML-file and upload it via FTP to WWW-server. We will also consider sending notification of trade events as SMS to mobile phone.
MQL5 Cookbook: ОСО Orders
MQL5 Cookbook: ОСО Orders

MQL5 Cookbook: ОСО Orders

Any trader's trading activity involves various mechanisms and interrelationships including relations among orders. This article suggests a solution of OCO orders processing. Standard library classes are extensively involved, as well as new data types are created herein.
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Neural networks made easy (Part 8): Attention mechanisms

Neural networks made easy (Part 8): Attention mechanisms

In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I suggest considering Attention Mechanisms, the appearance of which gave impetus to the development of language models.
The Last Crusade
The Last Crusade

The Last Crusade

Take a look at your trading terminal. What means of price presentation can you see? Bars, candlesticks, lines. We are chasing time and prices whereas we only profit from prices. Shall we only give attention to prices when analyzing the market? This article proposes an algorithm and a script for point and figure charting ("naughts and crosses") Consideration is given to various price patterns whose practical use is outlined in recommendations provided.
Indicator Alternative Ichimoku – Setup, Examples of Usage
Indicator Alternative Ichimoku – Setup, Examples of Usage

Indicator Alternative Ichimoku – Setup, Examples of Usage

How to set up Alternative Ichimoku correctly? Read the description of parameters setting up. The article will help you understand the methods of setting up parameters not only of the indicator Ichimoku. Certainly you will also better understand how to set up the standard Ichimoku Kinko Hyo.
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CCI indicator. Upgrade and new features

CCI indicator. Upgrade and new features

In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

We are still discussing the development of the library for creating graphical interfaces in the MetaTrader environment. In the first article of the fifth part of the series, we will write classes for creating vertical and horizontal scrollbars.
Guide to writing a DLL for MQL5 in Delphi
Guide to writing a DLL for MQL5 in Delphi

Guide to writing a DLL for MQL5 in Delphi

The article examines the mechanism of creating a DLL module, using the popular programming language of ObjectPascal, within a Delphi programming environment. The materials, provided in this article, are designed to primarily target beginner programmers, who are working with problems, which breach the boundaries of the embedded programming language of MQL5, by connecting the outside DLL modules.
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)

Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)

The second chapter of the part nine is dedicated to the progress bar and line chart controls. As always, there will be detailed examples provided to reveal how these controls can be used in custom MQL applications.
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects

Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects

In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the collection of account objects and prepare the functionality for tracking account events.
Interaction between MеtaTrader 4 and MATLAB Engine (Virtual MATLAB Machine)
Interaction between MеtaTrader 4 and MATLAB Engine (Virtual MATLAB Machine)

Interaction between MеtaTrader 4 and MATLAB Engine (Virtual MATLAB Machine)

The article contains considerations regarding creation of a DLL library - wrapper that will enable the interaction of MetaTrader 4 and the MATLAB mathematical desktop package. It describes "pitfalls" and ways to overcome them. The article is intended for prepared C/C++ programmers that use the Borland C++ Builder 6 compiler.
Testing Performance of Moving Averages Calculation in MQL5
Testing Performance of Moving Averages Calculation in MQL5

Testing Performance of Moving Averages Calculation in MQL5

A number of indicators have appeared since the time of first Moving Average indicator creation. Many of them use the similar smoothing methods, but the performances of different moving averages algorithms have not been studied. In this article, we will consider possible ways of use the Moving Averages in MQL5 and compare their performance.
A Pause between Trades
A Pause between Trades

A Pause between Trades

The article deals with the problem of how to arrange pauses between trade operations when a number of experts work on one МТ 4 Client Terminal. It is intended for users who have basic skills in both working with the terminal and programming in MQL 4.
Interaction between MetaTrader 4 and Matlab via CSV Files
Interaction between MetaTrader 4 and Matlab via CSV Files

Interaction between MetaTrader 4 and Matlab via CSV Files

Step-by-step instructions of how to organize data arrays exchange between MetaTrader 4 and Matlab via CSV files.
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started improving the library classes for working with MQL4. Here we will continue improving the library to ensure its full compatibility with MQL4.
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Build Self Optmising Expert Advisors in MQL5

Build Self Optmising Expert Advisors in MQL5

Build expert advisors that look forward and adjust themselves to any market.
How to Add New UI Languages to the MetaTrader 5 Platform
How to Add New UI Languages to the MetaTrader 5 Platform

How to Add New UI Languages to the MetaTrader 5 Platform

User interface of the MetaTrader 5 platform is translated into several languages. Don't worry if your native language is not among the supported ones. You can easily complete the translation using the special MetaTrader 5 MultiLanguage Pack utility, offered by MetaQuotes Software Corp. for free to all comers. In this article we will show some examples of how to add a new user interface languages to the MetaTrader 5 platform.
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Data Science and Machine Learning (Part 03): Matrix Regressions

Data Science and Machine Learning (Part 03): Matrix Regressions

This time our models are being made by matrices, which allows flexibility while it allows us to make powerful models that can handle not only five independent variables but also many variables as long as we stay within the calculations limits of a computer, this article is going to be an interesting read, that's for sure.
The Prototype of a Trading Robot
The Prototype of a Trading Robot

The Prototype of a Trading Robot

This article summarizes and systematizes the principles of creating algorithms and elements of trading systems. The article considers designing of expert algorithm. As an example the CExpertAdvisor class is considered, which can be used for quick and easy development of trading systems.
Graphical Interfaces IV: Informational Interface Elements (Chapter 1)
Graphical Interfaces IV: Informational Interface Elements (Chapter 1)

Graphical Interfaces IV: Informational Interface Elements (Chapter 1)

At the current stage of development, the library for creating graphical interfaces contains a form and several controls that can be attached to it. It was mentioned before that one of the future articles would be dedicated to the multi-window mode. Now, we have everything ready for that and we will deal with it in the following chapter. In this chapter, we will write classes for creating the status bar and tooltip informational interface elements.
Using cloud storage services for data exchange between terminals
Using cloud storage services for data exchange between terminals

Using cloud storage services for data exchange between terminals

Cloud technologies are becoming more popular. Nowadays, we can choose between paid and free storage services. Is it possible to use them in trading? This article proposes a technology for exchanging data between terminals using cloud storage services.
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DoEasy. Controls (Part 25): Tooltip WinForms object

DoEasy. Controls (Part 25): Tooltip WinForms object

In this article, I will start developing the Tooltip control, as well as new graphical primitives for the library. Naturally, not every element has a tooltip, but every graphical object has the ability to set it.
MQL5 Cookbook: Position Properties on the Custom Info Panel
MQL5 Cookbook: Position Properties on the Custom Info Panel

MQL5 Cookbook: Position Properties on the Custom Info Panel

This time we will create a simple Expert Advisor that will get position properties on the current symbol and display them on the custom info panel during manual trading. The info panel will be created using graphical objects and displayed information will be refreshed at every tick. This is going to be much more convenient than all the time having to manually run the script described in the previous article of the series called "MQL5 Cookbook: Getting Position Properties".