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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Neural networks made easy (Part 13): Batch Normalization

Neural networks made easy (Part 13): Batch Normalization

In the previous article, we started considering methods aimed at improving neural network training quality. In this article, we will continue this topic and will consider another approach — batch data normalization.
How to Write Fast Non-Redrawing ZigZags
How to Write Fast Non-Redrawing ZigZags

How to Write Fast Non-Redrawing ZigZags

A rather universal approach to writing indicators of the ZigZag type is proposed. The method includes a significant part of ZigZags already described and allows you to create new ones relatively easily.
Alert and Comment for External Indicators (Part Two)
Alert and Comment for External Indicators (Part Two)

Alert and Comment for External Indicators (Part Two)

Since I published the article "Alert and Comment for External Indicators", I have been receiving requests and questions regarding the possibility of developing an external informer operating based on indicator lines. Having analyzed the questions, I have decided to continue with the subject. Getting data stored in indicator buffers turned out to be another area of interest to users.
Tracing, Debugging and Structural Analysis of Source Code
Tracing, Debugging and Structural Analysis of Source Code

Tracing, Debugging and Structural Analysis of Source Code

The entire complex of problems of creating a structure of an executed code and its tracing can be solved without serious difficulties. This possibility has appeared in MetaTrader 5 due to the new feature of the MQL5 language - automatic creation of variables of complex type of data (structures and classes) and their elimination when going out of local scope. The article contains the description of the methodology and the ready-made tool.
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Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine

Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine

In Part 38, we build a production-grade MT5 monitoring panel that converts raw ticks into actionable signals. The EA buffers tick data to compute tick-level VWAP, a short-window imbalance (flow) metric, and ATR-based position sizing. It then visualizes spread, ATR, and flow with low-flicker bars. The system calculates a suggested lot size and a 1R stop, and issues configurable alerts for tight spreads, strong flow, and edge conditions. Auto-trading is intentionally disabled; the focus remains on robust signal generation and a clean user experience.
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Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Simplify your MetaTrader  5 charts with the Multi  Indicator  Handler EA. This interactive dashboard merges trend, momentum, and volatility indicators into one real‑time panel. Switch instantly between profiles to focus on the analysis you need most. Declutter with one‑click Hide/Show controls and stay focused on price action. Read on to learn step‑by‑step how to build and customize it yourself in MQL5.
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Analytical Volume Profile Trading (AVPT): Liquidity Architecture, Market Memory, and Algorithmic Execution

Analytical Volume Profile Trading (AVPT): Liquidity Architecture, Market Memory, and Algorithmic Execution

Analytical Volume Profile Trading (AVPT) explores how liquidity architecture and market memory shape price behavior, enabling more profound insight into institutional positioning and volume-driven structure. By mapping POC, HVNs, LVNs, and Value Areas, traders can identify acceptance, rejection, and imbalance zones with precision.
Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection
Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection

Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection

In this article, I will expand the functionality of chart objects and arrange navigation through charts, creation of screenshots, as well as saving and applying templates to charts. Also, I will implement auto update of the collection of chart objects, their windows and indicators within them.
Graphics in DoEasy library (Part 81): Integrating graphics into library objects
Graphics in DoEasy library (Part 81): Integrating graphics into library objects

Graphics in DoEasy library (Part 81): Integrating graphics into library objects

It is time to start the integration of the already created objects into the previously created library objects. This will ultimately endow each library object with its own graphical object allowing users to interact with the program.
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Integration of Broker APIs with Expert Advisors using MQL5 and Python

Integration of Broker APIs with Expert Advisors using MQL5 and Python

In this article, we will discuss the implementation of MQL5 in partnership with Python to perform broker-related operations. Imagine having a continuously running Expert Advisor (EA) hosted on a VPS, executing trades on your behalf. At some point, the ability of the EA to manage funds becomes paramount. This includes operations such as topping up your trading account and initiating withdrawals. In this discussion, we will shed light on the advantages and practical implementation of these features, ensuring seamless integration of fund management into your trading strategy. Stay tuned!
MetaEditor:Templates as a Spot to Stand On
MetaEditor:Templates as a Spot to Stand On

MetaEditor:Templates as a Spot to Stand On

It may be news to many our readers that all preparations for writing an EA can be performed once and then used continuously.
Graphical Interfaces XI: Refactoring the Library code (build 14.1)
Graphical Interfaces XI: Refactoring the Library code (build 14.1)

Graphical Interfaces XI: Refactoring the Library code (build 14.1)

As the library grows, its code must be optimized again in order to reduce its size. The version of the library described in this article has become even more object-oriented. This made the code easier to learn. A detailed description of the latest changes will allow the readers to develop the library independently based on their own needs.
Timeseries in DoEasy library (part 45): Multi-period indicator buffers
Timeseries in DoEasy library (part 45): Multi-period indicator buffers

Timeseries in DoEasy library (part 45): Multi-period indicator buffers

In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer objects for receiving and displaying data from any timeframe on the current symbol chart.
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Complex indicators made easy using objects

Complex indicators made easy using objects

This article provides a method to create complex indicators while also avoiding the problems that arise when dealing with multiple plots, buffers and/or combining data from multiple sources.
Library for easy and quick development of MetaTrader programs (part VI): Netting account events
Library for easy and quick development of MetaTrader programs (part VI): Netting account events

Library for easy and quick development of MetaTrader programs (part VI): Netting account 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 fifth part of the article series, we created trading event classes and the event collection, from which the events are sent to the base object of the Engine library and the control program chart. In this part, we will let the library to work on netting accounts.
MetaTrader 4 Working under Antiviruses and Firewalls
MetaTrader 4 Working under Antiviruses and Firewalls

MetaTrader 4 Working under Antiviruses and Firewalls

The most of traders use special programs to protect their PCs. Unfortunately, these programs don't only protect computers against intrusions, viruses and Trojans, but also consume a significant amount of resources. This relates to network traffic, first of all, which is wholly controlled by various intelligent antiviruses and firewalls. The reason for writing this article was that traders complained of slowed MetaTrader 4 Client Terminal when working with Outpost Firewall. We decided to make our own research using Kaspersky Antivirus 6.0 and Outpost Firewall Pro 4.0.
Building a Spectrum Analyzer
Building a Spectrum Analyzer

Building a Spectrum Analyzer

This article is intended to get its readers acquainted with a possible variant of using graphical objects of the MQL5 language. It analyses an indicator, which implements a panel of managing a simple spectrum analyzer using the graphical objects. The article is meant for readers acquianted with basics of MQL5.
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Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.
Graphical Interfaces VIII: The Tree View Control (Chapter 2)
Graphical Interfaces VIII: The Tree View Control (Chapter 2)

Graphical Interfaces VIII: The Tree View Control (Chapter 2)

The previous chapter of part VIII on graphical interfaces has focused on the elements of static and drop-down calendar. The second chapter will be dedicated to an equally complex element — a tree view, that is included in every complete library used for creating graphical interfaces. A tree view implemented in this article contains multiple flexible settings and modes, thus allowing to adjust this element of control to your needs.
Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality
Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality

Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality

Currently, the library is able to track standard graphical objects on the client terminal chart, including their removal and modification of some of their parameters. At the moment, it lacks the ability to create standard graphical objects from custom programs.
EA Status SMS Notifications
EA Status SMS Notifications

EA Status SMS Notifications

Developing a system of SMS notifications that informs you of the status of your EA so that you are always aware of any critical situation, wherever you may be.
Transferring an Indicator Code into an Expert Advisor Code. Conclusion
Transferring an Indicator Code into an Expert Advisor Code. Conclusion

Transferring an Indicator Code into an Expert Advisor Code. Conclusion

This is the final article, devoted to transferring an indicator code into an Expert Advisor code. Here the author transforms on a certain example a code of an Expert Advisor so, that this EA is presented in a single file without calling custom indicators.
Statistical Estimations
Statistical Estimations

Statistical Estimations

Estimation of statistical parameters of a sequence is very important, since most of mathematical models and methods are based on different assumptions. For example, normality of distribution law or dispersion value, or other parameters. Thus, when analyzing and forecasting of time series we need a simple and convenient tool that allows quickly and clearly estimating the main statistical parameters. The article shortly describes the simplest statistical parameters of a random sequence and several methods of its visual analysis. It offers the implementation of these methods in MQL5 and the methods of visualization of the result of calculations using the Gnuplot application.
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From Novice to Expert: Support and Resistance Strength Indicator (SRSI)

From Novice to Expert: Support and Resistance Strength Indicator (SRSI)

In this article, we will share insights on how to leverage MQL5 programming to pinpoint market levels—differentiating between weaker and strongest price levels. We will fully develop a working, Support and Resistance Strength Indicator (SRSI).
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The Kalman Filter for Forex Mean-Reversion Strategies

The Kalman Filter for Forex Mean-Reversion Strategies

The Kalman filter is a recursive algorithm used in algorithmic trading to estimate the true state of a financial time series by filtering out noise from price movements. It dynamically updates predictions based on new market data, making it valuable for adaptive strategies like mean reversion. This article first introduces the Kalman filter, covering its calculation and implementation. Next, we apply the filter to a classic mean-reversion forex strategy as an example. Finally, we conduct various statistical analyses by comparing the filter with a moving average across different forex pairs.
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From Novice to Expert: Developing a Liquidity Strategy

From Novice to Expert: Developing a Liquidity Strategy

Liquidity zones are commonly traded by waiting for the price to return and retest the zone of interest, often through the placement of pending orders within these areas. In this article, we leverage MQL5 to bring this concept to life, demonstrating how such zones can be identified programmatically and how risk management can be systematically applied. Join the discussion as we explore both the logic behind liquidity-based trading and its practical implementation.
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Trade transactions. Request and response structures, description and logging

Trade transactions. Request and response structures, description and logging

The article considers handling trade request structures, namely creating a request, its preliminary verification before sending it to the server, the server's response to a trade request and the structure of trade transactions. We will create simple and convenient functions for sending trading orders to the server and, based on everything discussed, create an EA informing of trade transactions.
LibMatrix: Library of Matrix Algebra (Part One)
LibMatrix: Library of Matrix Algebra (Part One)

LibMatrix: Library of Matrix Algebra (Part One)

The author familiarizes the readers with a simple library of matrix algebra and provides descriptions and peculiarities of the main functions.
Graphics in DoEasy library (Part 94): Moving and deleting composite graphical objects
Graphics in DoEasy library (Part 94): Moving and deleting composite graphical objects

Graphics in DoEasy library (Part 94): Moving and deleting composite graphical objects

In this article, I will start the development of various composite graphical object events. We will also partially consider moving and deleting a composite graphical object. In fact, here I am going to fine-tune the things I implemented in the previous article.
DIY technical indicator
DIY technical indicator

DIY technical indicator

In this article, I will consider the algorithms allowing you to create your own technical indicator. You will learn how to obtain pretty complex and interesting results with very simple initial assumptions.
Growing Neural Gas: Implementation in MQL5
Growing Neural Gas: Implementation in MQL5

Growing Neural Gas: Implementation in MQL5

The article shows an example of how to develop an MQL5-program implementing the adaptive algorithm of clustering called Growing neural gas (GNG). The article is intended for the users who have studied the language documentation and have certain programming skills and basic knowledge in the area of neuroinformatics.
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Price Action Analysis Toolkit Development (Part 26): Pin Bar, Engulfing Patterns and RSI Divergence (Multi-Pattern) Tool

Price Action Analysis Toolkit Development (Part 26): Pin Bar, Engulfing Patterns and RSI Divergence (Multi-Pattern) Tool

Aligned with our goal of developing practical price-action tools, this article explores the creation of an EA that detects pin bar and engulfing patterns, using RSI divergence as a confirmation trigger before generating any trading signals.
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MQL5 Cookbook — Services

MQL5 Cookbook — Services

The article describes the versatile capabilities of services — MQL5 programs that do not require binding graphs. I will also highlight the differences of services from other MQL5 programs and emphasize the nuances of the developer's work with services. As examples, the reader is offered various tasks covering a wide range of functionality that can be implemented as a service.
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Population optimization algorithms: Particle swarm (PSO)

Population optimization algorithms: Particle swarm (PSO)

In this article, I will consider the popular Particle Swarm Optimization (PSO) algorithm. Previously, we discussed such important characteristics of optimization algorithms as convergence, convergence rate, stability, scalability, as well as developed a test stand and considered the simplest RNG algorithm.
Graphics in DoEasy library (Part 80): "Geometric animation frame" object class
Graphics in DoEasy library (Part 80): "Geometric animation frame" object class

Graphics in DoEasy library (Part 80): "Geometric animation frame" object class

In this article, I will optimize the code of classes from the previous articles and create the geometric animation frame object class allowing us to draw regular polygons with a given number of vertices.
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Monte Carlo Permutation Tests in MetaTrader 5

Monte Carlo Permutation Tests in MetaTrader 5

In this article we take a look at how we can conduct permutation tests based on shuffled tick data on any expert advisor using only Metatrader 5.
Better Programmer (Part 04): How to become a faster developer
Better Programmer (Part 04): How to become a faster developer

Better Programmer (Part 04): How to become a faster developer

Every developer wants to be able to write code faster, and being able to code faster and effective is not some kind of special ability that only a few people are born with. It's a skill that can be learned by every coder, regardless of years of experience on the keyboard.
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

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 eighth part, we implemented the class for tracking order and position modification events. Here, we will improve the library by making it fully compatible with MQL4.
Drawing Horizontal Break-Through Levels Using Fractals
Drawing Horizontal Break-Through Levels Using Fractals

Drawing Horizontal Break-Through Levels Using Fractals

The article describes creation of an indicator that would display the support/resistance levels using up/down fractals.
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Automated Parameter Optimization for Trading Strategies Using Python and MQL5

Automated Parameter Optimization for Trading Strategies Using Python and MQL5

There are several types of algorithms for self-optimization of trading strategies and parameters. These algorithms are used to automatically improve trading strategies based on historical and current market data. In this article we will look at one of them with python and MQL5 examples.