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 XI: Rendered controls (build 14.2)
Graphical Interfaces XI: Rendered controls (build 14.2)

Graphical Interfaces XI: Rendered controls (build 14.2)

In the new version of the library, all controls will be drawn on separate graphical objects of the OBJ_BITMAP_LABEL type. We will also continue to describe the optimization of code: changes in the core classes of the library will be discussed.
Graphics in DoEasy library (Part 95): Composite graphical object controls
Graphics in DoEasy library (Part 95): Composite graphical object controls

Graphics in DoEasy library (Part 95): Composite graphical object controls

In this article, I will consider the toolkit for managing composite graphical objects - controls for managing an extended standard graphical object. Today, I will slightly digress from relocating a composite graphical object and implement the handler of change events on a chart featuring a composite graphical object. Besides, I will focus on the controls for managing a composite graphical object.
Graphics in DoEasy library (Part 77): Shadow object class
Graphics in DoEasy library (Part 77): Shadow object class

Graphics in DoEasy library (Part 77): Shadow object class

In this article, I will create a separate class for the shadow object, which is a descendant of the graphical element object, as well as add the ability to fill the object background with a gradient fill.
Optimization. A Few Simple Ideas
Optimization. A Few Simple Ideas

Optimization. A Few Simple Ideas

The optimization process can require significant resources of your computer or even of the MQL5 Cloud Network test agents. This article comprises some simple ideas that I use for work facilitation and improvement of the MetaTrader 5 Strategy Tester. I got these ideas from the documentation, forum and articles.
Custom Graphical Controls. Part 2. Control Library
Custom Graphical Controls. Part 2. Control Library

Custom Graphical Controls. Part 2. Control Library

The second article of the "Custom Graphical Controls" series introduces a control library for handling the main problems arising in interaction between a program (Expert Advisor, script, indicator) and a user. The library contains a great number of classes (CInputBox, CSpinInputBox, CCheckBox, CRadioGroup, CVSсrollBar, CHSсrollBar, CList, CListMS, CComBox, CHMenu, CVMenu, CHProgress, CDialer, CDialerInputBox, CTable) and examples of their use.
Effective Averaging Algorithms with Minimal Lag: Use in Indicators
Effective Averaging Algorithms with Minimal Lag: Use in Indicators

Effective Averaging Algorithms with Minimal Lag: Use in Indicators

The article describes custom averaging functions of higher quality developed by the author: JJMASeries(), JurXSeries(), JLiteSeries(), ParMASeries(), LRMASeries(), T3Series(). The article also deals with application of the above functions in indicators. The author introduces a rich indicators library based on the use of these functions.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 6): Two RSI indicators cross each other's lines

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 6): Two RSI indicators cross each other's lines

The multi-currency expert advisor in this article is an expert advisor or trading robot that uses two RSI indicators with crossing lines, the Fast RSI which crosses with the Slow RSI.
Drawing Indicator's Emissions in MQL5
Drawing Indicator's Emissions in MQL5

Drawing Indicator's Emissions in MQL5

In this article, we will consider the emission of indicators - a new approach to the market research. The calculation of emission is based on the intersection of different indicators: more and more points with different colors and shapes appear after each tick. They form numerous clusters like nebulae, clouds, tracks, lines, arcs, etc. These shapes help to detect the invisible springs and forces that affect the movement of market prices.
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Price Action Analysis Toolkit Development (Part 1): Chart Projector

Price Action Analysis Toolkit Development (Part 1): Chart Projector

This project aims to leverage the MQL5 algorithm to develop a comprehensive set of analysis tools for MetaTrader 5. These tools—ranging from scripts and indicators to AI models and expert advisors—will automate the market analysis process. At times, this development will yield tools capable of performing advanced analyses with no human involvement and forecasting outcomes to appropriate platforms. No opportunity will ever be missed. Join me as we explore the process of building a robust market analysis custom tools' chest. We will begin by developing a simple MQL5 program that I have named, Chart Projector.
MQL5 Cookbook - Multi-Currency Expert Advisor and Working with Pending Orders in MQL5
MQL5 Cookbook - Multi-Currency Expert Advisor and Working with Pending Orders in MQL5

MQL5 Cookbook - Multi-Currency Expert Advisor and Working with Pending Orders in MQL5

This time we are going to create a multi-currency Expert Advisor with a trading algorithm based on work with the pending orders Buy Stop and Sell Stop. This article considers the following matters: trading in a specified time range, placing/modifying/deleting pending orders, checking if the last position was closed at Take Profit or Stop Loss and control of the deals history for each symbol.
Creating Information Boards Using Standard Library Classes and Google Chart API
Creating Information Boards Using Standard Library Classes and Google Chart API

Creating Information Boards Using Standard Library Classes and Google Chart API

The MQL5 programming language primarily targets the creation of automated trading systems and complex instruments of technical analyses. But aside from this, it allows us to create interesting information systems for tracking market situations, and provides a return connection with the trader. The article describes the MQL5 Standard Library components, and shows examples of their use in practice for reaching these objectives. It also demonstrates an example of using Google Chart API for the creation of charts.
Prices in DoEasy library (part 63): Depth of Market and its abstract request class
Prices in DoEasy library (part 63): Depth of Market and its abstract request class

Prices in DoEasy library (part 63): Depth of Market and its abstract request class

In the article, I will start developing the functionality for working with the Depth of Market. I will also create the class of the Depth of Market abstract order object and its descendants.
Construction of Fractal Lines
Construction of Fractal Lines

Construction of Fractal Lines

The article describes construction of fractal lines of various types using trend lines and fractals.
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How to create a trading journal with MetaTrader and Google Sheets

How to create a trading journal with MetaTrader and Google Sheets

Create a trading journal using MetaTrader and Google Sheets! You will learn how to sync your trading data via HTTP POST and retrieve it using HTTP requests. In the end, You have a trading journal that will help you keep track of your trades effectively and efficiently.
Multiple Null Bar Re-Count in Some Indicators
Multiple Null Bar Re-Count in Some Indicators

Multiple Null Bar Re-Count in Some Indicators

The article is concerned with the problem of re-counting of the indicator value in the MetaTrader 4 Client Terminal when the null bar changes. It outlines general idea of how to add to the indicator code some extra program items that allow to restore program code saved before multiple re-counting.
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Evaluating ONNX models using regression metrics

Evaluating ONNX models using regression metrics

Regression is a task of predicting a real value from an unlabeled example. The so-called regression metrics are used to assess the accuracy of regression model predictions.
Graphical Interfaces II: Setting Up the Event Handlers of the Library (Chapter 3)
Graphical Interfaces II: Setting Up the Event Handlers of the Library (Chapter 3)

Graphical Interfaces II: Setting Up the Event Handlers of the Library (Chapter 3)

The previous articles contain the implementation of the classes for creating constituent parts of the main menu. Now, it is time to take a close look at the event handlers in the principle base classes and in the classes of the created controls. We will also pay special attention to managing the state of the chart depending on the location of the mouse cursor.
Visual Optimization of Indicator and Signal Profitability
Visual Optimization of Indicator and Signal Profitability

Visual Optimization of Indicator and Signal Profitability

This article is a continuation and development of my previous article "Visual Testing of Profitability of Indicators and Alerts". Having added some interactivity to the parameter changing process and having reworked the study objectives, I have managed to get a new tool that does not only show the prospective trade results based on the signals used but also allows you to immediately get a layout of deals, balance chart and the end result of trading by moving virtual sliders that act as controls for signal parameter values in the main chart.
Other classes in DoEasy library (Part 72): Tracking and recording chart object parameters in the collection
Other classes in DoEasy library (Part 72): Tracking and recording chart object parameters in the collection

Other classes in DoEasy library (Part 72): Tracking and recording chart object parameters in the collection

In this article, I will complete working with chart object classes and their collection. I will also implement auto tracking of changes in chart properties and their windows, as well as saving new parameters to the object properties. Such a revision allows the future implementation of an event functionality for the entire chart collection.
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Neural networks made easy (Part 6): Experimenting with the neural network learning rate

Neural networks made easy (Part 6): Experimenting with the neural network learning rate

We have previously considered various types of neural networks along with their implementations. In all cases, the neural networks were trained using the gradient decent method, for which we need to choose a learning rate. In this article, I want to show the importance of a correctly selected rate and its impact on the neural network training, using examples.
Programming EA's Modes Using Object-Oriented Approach
Programming EA's Modes Using Object-Oriented Approach

Programming EA's Modes Using Object-Oriented Approach

This article explains the idea of multi-mode trading robot programming in MQL5. Every mode is implemented with the object-oriented approach. Instances of both mode classes hierarchy and classes for testing are provided. Multi-mode programming of trading robots is supposed to take into account all peculiarities of every operational mode of an EA written in MQL5. Functions and enumeration are created for identifying the mode.
Library for easy and quick development of MetaTrader programs (part VII): StopLimit order activation events, preparing the functionality for order and position modification events
Library for easy and quick development of MetaTrader programs (part VII): StopLimit order activation events, preparing the functionality for order and position modification events

Library for easy and quick development of MetaTrader programs (part VII): StopLimit order activation events, preparing the functionality for order and position modification events

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 sixth part, we trained the library to work with positions on netting accounts. Here we will implement tracking StopLimit orders activation and prepare the functionality to track order and position modification events.
Studying the CCanvas Class. Anti-aliasing and Shadows
Studying the CCanvas Class. Anti-aliasing and Shadows

Studying the CCanvas Class. Anti-aliasing and Shadows

An anti-aliasing algorithm of the CCanvas class is the base for all constructions where anti-aliasing is being used. The article contains information about how this algorithm operates, and provides relevant examples of visualization. It also covers drawing shades of graphic objects and has a detailed algorithm developed for drawing shades on canvas. The numerical analysis library ALGLIB is used for calculations.
Recipes for Neuronets
Recipes for Neuronets

Recipes for Neuronets

The article is intended for beginners in baking "multi-layered" cakes.
Alert and Comment for External Indicators
Alert and Comment for External Indicators

Alert and Comment for External Indicators

In practical work a trader can face the following situation: it is necessary to get "alert" or a text message on a display (in a chart window) indicating about an appeared signal of an indicator. The article contains an example of displaying information about graphical objects created by an external indicator.
How to Quickly Create an Expert Advisor for Automated Trading Championship 2010
How to Quickly Create an Expert Advisor for Automated Trading Championship 2010

How to Quickly Create an Expert Advisor for Automated Trading Championship 2010

In order to develop an expert to participate in Automated Trading Championship 2010, let's use a template of ready expert advisor. Even novice MQL5 programmer will be capable of this task, because for your strategies the basic classes, functions, templates are already developed. It's enough to write a minimal amount of code to implement your trading idea.
MQL5 Programming Basics: Global Variables of the Terminal
MQL5 Programming Basics: Global Variables of the Terminal

MQL5 Programming Basics: Global Variables of the Terminal

This article highlights object-oriented capabilities of the MQL5 language for creating objects facilitating work with global variables of the terminal. As a practical example I consider a case when global variables are used as control points for implementation of program stages.
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Price Action Analysis Toolkit Development (Part 52): Master Market Structure with Multi-Timeframe Visual Analysis

Price Action Analysis Toolkit Development (Part 52): Master Market Structure with Multi-Timeframe Visual Analysis

This article presents the Multi‑Timeframe Visual Analyzer, an MQL5 Expert Advisor that reconstructs and overlays higher‑timeframe candles directly onto your active chart. It explains the implementation, key inputs, and practical outcomes, supported by an animated demo and chart examples showing instant toggling, multi‑timeframe confirmation, and configurable alerts. Read on to see how this tool can make chart analysis faster, clearer, and more efficient.
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Formulating Dynamic Multi-Pair EA (Part 5): Scalping vs Swing Trading Approaches

Formulating Dynamic Multi-Pair EA (Part 5): Scalping vs Swing Trading Approaches

This part explores how to design a Dynamic Multi-Pair Expert Advisor capable of adapting between Scalping and Swing Trading modes. It covers the structural and algorithmic differences in signal generation, trade execution, and risk management, allowing the EA to intelligently switch strategies based on market behavior and user input.
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Price Action Analysis Toolkit Development (Part 3): Analytics Master — EA

Price Action Analysis Toolkit Development (Part 3): Analytics Master — EA

Moving from a simple trading script to a fully functioning Expert Advisor (EA) can significantly enhance your trading experience. Imagine having a system that automatically monitors your charts, performs essential calculations in the background, and provides regular updates every two hours. This EA would be equipped to analyze key metrics that are crucial for making informed trading decisions, ensuring that you have access to the most current information to adjust your strategies effectively.
Graphical Interfaces VIII: the File Navigator Control (Chapter 3)
Graphical Interfaces VIII: the File Navigator Control (Chapter 3)

Graphical Interfaces VIII: the File Navigator Control (Chapter 3)

In the previous chapters of the eighth part of the series, our library has been reinforced by several classes for developing mouse pointers, calendars and tree views. The current article deals with the file navigator control that can also be used as part of an MQL application graphical interface.
Handling ZIP Archives in Pure MQL5
Handling ZIP Archives in Pure MQL5

Handling ZIP Archives in Pure MQL5

The MQL5 language keeps evolving, and its new features for working with data are constantly being added. Due to innovation it has recently become possible to operate with ZIP archives using regular MQL5 tools without getting third party DLL libraries involved. This article focuses on how this is done and provides the CZip class, which is a universal tool for reading, creating and modifying ZIP archives, as an example.
Fallacies, Part 1: Money Management is Secondary and Not Very Important
Fallacies, Part 1: Money Management is Secondary and Not Very Important

Fallacies, Part 1: Money Management is Secondary and Not Very Important

The first demonstration of testing results of a strategy based on 0.1 lot is becoming a standard de facto in the Forum. Having received "not so bad" from professionals, a beginner sees that "0.1" testing brings rather modest results and decides to introduce an aggressive money management thinking that positive mathematic expectation automatically provides positive results. Let's see what results can be achieved. Together with that we will try to construct several artificial balance graphs that are very instructive.
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Introduction to Connexus (Part 1): How to Use the WebRequest Function?

Introduction to Connexus (Part 1): How to Use the WebRequest Function?

This article is the beginning of a series of developments for a library called “Connexus” to facilitate HTTP requests with MQL5. The goal of this project is to provide the end user with this opportunity and show how to use this helper library. I intended to make it as simple as possible to facilitate study and to provide the possibility for future developments.
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Day Trading Larry Connors RSI2 Mean-Reversion Strategies

Day Trading Larry Connors RSI2 Mean-Reversion Strategies

Larry Connors is a renowned trader and author, best known for his work in quantitative trading and strategies like the 2-period RSI (RSI2), which helps identify short-term overbought and oversold market conditions. In this article, we’ll first explain the motivation behind our research, then recreate three of Connors’ most famous strategies in MQL5 and apply them to intraday trading of the S&P 500 index CFD.
Using Pseudo-Templates as Alternative to C++ Templates
Using Pseudo-Templates as Alternative to C++ Templates

Using Pseudo-Templates as Alternative to C++ Templates

The article describes a way of programming without using templates but keeping the style of programming iherenet to them. It tells about implementation of templates using custom methods and has a ready-made script attached for creating a code on the basis of specified templates.
Timeseries in DoEasy library (part 46): Multi-period multi-symbol indicator buffers
Timeseries in DoEasy library (part 46): Multi-period multi-symbol indicator buffers

Timeseries in DoEasy library (part 46): Multi-period multi-symbol indicator buffers

In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom programs. I will add the missing functionality to the calculated buffer objects allowing us to create multi-symbol multi-period standard indicators.
Interaction between MetaTrader 4 and Matlab via DDE
Interaction between MetaTrader 4 and Matlab via DDE

Interaction between MetaTrader 4 and Matlab via DDE

Step-by-step instructions of how to organize data transfer from Matlab to MetaTrader 4 using DDE.
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MQL5 — You too can become a master of this language

MQL5 — You too can become a master of this language

This article will be a kind of interview with myself, in which I will tell you how I took my first steps in the MQL5 language. I will show you how you can become a great MQL5 programmer. I will explain the necessary bases for you to achieve this feat. The only prerequisite is a willingness to learn.
Indicator for Spindles Charting
Indicator for Spindles Charting

Indicator for Spindles Charting

The article regards spindle chart plotting and its usage in trading strategies and experts. First let's discuss the chart's appearance, plotting and connection with japanese candlestick chart. Next we analyze the indicator's implementation in the source code in the MQL5 language. Let's test the expert based on indicator and formulate the trading strategy.