Articles with MQL5 programming examples
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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Feature Engineering With Python And MQL5 (Part I): Forecasting Moving Averages For Long-Range AI Models
The moving averages are by far the best indicators for our AI models to predict. However, we can improve our accuracy even further by carefully transforming our data. This article will demonstrate, how you can build AI Models capable of forecasting further into the future than you may currently be practicing without significant drops to your accuracy levels. It is truly remarkable, how useful the moving averages are.
Formulating Dynamic Multi-Pair EA (Part 3): Mean Reversion and Momentum Strategies
In this article, we will explore the third part of our journey in formulating a Dynamic Multi-Pair Expert Advisor (EA), focusing specifically on integrating Mean Reversion and Momentum trading strategies. We will break down how to detect and act on price deviations from the mean (Z-score), and how to measure momentum across multiple forex pairs to determine trade direction.
Idleness is the Stimulus to Progress. Semiautomatic Marking a Template
Among the dozens of examples of how to work with charts, there is a method of manual marking a template. Trend lines, channels, support/resistance levels, etc. are imposed in a chart. Surely, there are some special programs for this kind of work. Everyone decides on his/her own which method to use. In this article, I offer you for your consideration the methods of manual marking with subsequent automating some elements of the repeated routine actions.
Simultaneous Displaying of the Signals of Several Indicators from the Four Timeframes
While manual trading you have to keep an eye on the values of several indicators. It is a little bit different from mechanical trading. If you have two or three indicators and you have chosen a one timeframe for trading, it is not a complicated task. But what will you do if you have five or six indicators and your trading strategy requires considering the signals on the several timeframes?
DoEasy. Controls (Part 21): SplitContainer control. Panel separator
In this article, I will create the class of an auxiliary panel separator object for the SplitContainer control.
Moving Average in MQL5 from scratch: Plain and simple
Using simple examples, we will examine the principles of calculating moving averages, as well as learn about the ways to optimize indicator calculations, including moving averages.
Developing a Replay System — Market simulation (Part 17): Ticks and more ticks (I)
Here we will see how to implement something really interesting, but at the same time very difficult due to certain points that can be very confusing. The worst thing that can happen is that some traders who consider themselves professionals do not know anything about the importance of these concepts in the capital market. Well, although we focus here on programming, understanding some of the issues involved in market trading is paramount to what we are going to implement.
From Basic to Intermediate: Array (I)
This article is a transition between what has been discussed so far and a new stage of research. To understand this article, you need to read the previous ones. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
Developing a Trading System Based on the Order Book (Part I): Indicator
Depth of Market is undoubtedly a very important element for executing fast trades, especially in High Frequency Trading (HFT) algorithms. In this series of articles, we will look at this type of trading events that can be obtained through a broker on many tradable symbols. We will start with an indicator, where you can customize the color palette, position and size of the histogram displayed directly on the chart. We will also look at how to generate BookEvent events to test the indicator under certain conditions. Other possible topics for future articles include how to store price distribution data and how to use it in a strategy tester.
Turtle Shell Evolution Algorithm (TSEA)
This is a unique optimization algorithm inspired by the evolution of the turtle shell. The TSEA algorithm emulates the gradual formation of keratinized skin areas, which represent optimal solutions to a problem. The best solutions become "harder" and are located closer to the outer surface, while the less successful solutions remain "softer" and are located inside. The algorithm uses clustering of solutions by quality and distance, allowing to preserve less successful options and providing flexibility and adaptability.
Elastic net regression using coordinate descent in MQL5
In this article we explore the practical implementation of elastic net regression to minimize overfitting and at the same time automatically separate useful predictors from those that have little prognostic power.
Developing a Replay System — Market simulation (Part 11): Birth of the SIMULATOR (I)
In order to use the data that forms the bars, we must abandon replay and start developing a simulator. We will use 1 minute bars because they offer the least amount of difficulty.
Creating a Trading Administrator Panel in MQL5 (Part VIII): Analytics Panel
Today, we delve into incorporating useful trading metrics within a specialized window integrated into the Admin Panel EA. This discussion focuses on the implementation of MQL5 to develop an Analytics Panel and highlights the value of the data it provides to trading administrators. The impact is largely educational, as valuable lessons are drawn from the development process, benefiting both upcoming and experienced developers. This feature demonstrates the limitless opportunities this development series offers in equipping trade managers with advanced software tools. Additionally, we'll explore the implementation of the PieChart and ChartCanvas classes as part of the continued expansion of the Trading Administrator panel’s capabilities.
Creating a Trading Administrator Panel in MQL5 (Part V): Two-Factor Authentication (2FA)
Today, we will discuss enhancing security for the Trading Administrator Panel currently under development. We will explore how to implement MQL5 in a new security strategy, integrating the Telegram API for two-factor authentication (2FA). This discussion will provide valuable insights into the application of MQL5 in reinforcing security measures. Additionally, we will examine the MathRand function, focusing on its functionality and how it can be effectively utilized within our security framework. Continue reading to discover more!
DoEasy. Controls (Part 12): Base list object, ListBox and ButtonListBox WinForms objects
In this article, I am going to create the base object of WinForms object lists, as well as the two new objects: ListBox and ButtonListBox.
Master MQL5 from beginner to pro (Part IV): About Arrays, Functions and Global Terminal Variables
The article is a continuation of the series for beginners. It covers in detail data arrays, the interaction of data and functions, as well as global terminal variables that allow data exchange between different MQL5 programs.
MQL5 Trading Toolkit (Part 2): Expanding and Implementing the Positions Management EX5 Library
Learn how to import and use EX5 libraries in your MQL5 code or projects. In this continuation article, we will expand the EX5 library by adding more position management functions to the existing library and creating two Expert Advisors. The first example will use the Variable Index Dynamic Average Technical Indicator to develop a trailing stop trading strategy expert advisor, while the second example will utilize a trade panel to monitor, open, close, and modify positions. These two examples will demonstrate how to use and implement the upgraded EX5 position management library.
GIT: What is it?
In this article, I will introduce a very important tool for developers. If you are not familiar with GIT, read this article to get an idea of what it is and how to use it with MQL5.
Reimagining Classic Strategies (Part V): Multiple Symbol Analysis on USDZAR
In this series of articles, we revisit classical strategies to see if we can improve the strategy using AI. In today's article, we will examine a popular strategy of multiple symbol analysis using a basket of correlated securities, we will focus on the exotic USDZAR currency pair.
Technical Analysis: Make the Impossible Possible!
The article answers the question: Why can the impossible become possible where much suggests otherwise? Technical analysis reasoning.
Artificial Electric Field Algorithm (AEFA)
The article presents an artificial electric field algorithm (AEFA) inspired by Coulomb's law of electrostatic force. The algorithm simulates electrical phenomena to solve complex optimization problems using charged particles and their interactions. AEFA exhibits unique properties in the context of other algorithms related to laws of nature.
Trading Insights Through Volume: Moving Beyond OHLC Charts
Algorithmic trading system that combines volume analysis with machine learning techniques, specifically LSTM neural networks. Unlike traditional trading approaches that primarily focus on price movements, this system emphasizes volume patterns and their derivatives to predict market movements. The methodology incorporates three main components: volume derivatives analysis (first and second derivatives), LSTM predictions for volume patterns, and traditional technical indicators.
Developing a Replay System — Market simulation (Part 08): Locking the indicator
In this article, we will look at how to lock the indicator while simply using the MQL5 language, and we will do it in a very interesting and amazing way.
Developing a Replay System — Market simulation (Part 10): Using only real data for Replay
Here we will look at how we can use more reliable data (traded ticks) in the replay system without worrying about whether it is adjusted or not.
MQL5 Wizard Techniques you should know (Part 16): Principal Component Analysis with Eigen Vectors
Principal Component Analysis, a dimensionality reducing technique in data analysis, is looked at in this article, with how it could be implemented with Eigen values and vectors. As always, we aim to develop a prototype expert-signal-class usable in the MQL5 wizard.
Master MQL5 from beginner to pro (Part V): Fundamental control flow operators
This article explores the key operators used to modify the program's execution flow: conditional statements, loops, and switch statements. Utilizing these operators will allow the functions we create to behave more "intelligently".
Introduction to MQL5 (Part 16): Building Expert Advisors Using Technical Chart Patterns
This article introduces beginners to building an MQL5 Expert Advisor that identifies and trades a classic technical chart pattern — the Head and Shoulders. It covers how to detect the pattern using price action, draw it on the chart, set entry, stop loss, and take profit levels, and automate trade execution based on the pattern.
Price Action Analysis Toolkit Development (Part 5): Volatility Navigator EA
Determining market direction can be straightforward, but knowing when to enter can be challenging. As part of the series titled "Price Action Analysis Toolkit Development", I am excited to introduce another tool that provides entry points, take profit levels, and stop loss placements. To achieve this, we have utilized the MQL5 programming language. Let’s delve into each step in this article.
Self Optimizing Expert Advisor With MQL5 And Python (Part IV): Stacking Models
Today, we will demonstrate how you can build AI-powered trading applications capable of learning from their own mistakes. We will demonstrate a technique known as stacking, whereby we use 2 models to make 1 prediction. The first model is typically a weaker learner, and the second model is typically a more powerful model that learns the residuals of our weaker learner. Our goal is to create an ensemble of models, to hopefully attain higher accuracy.
Matrix Factorization: A more practical modeling
You might not have noticed that the matrix modeling was a little strange, since only columns were specified, not rows and columns. This looks very strange when reading the code that performs matrix factorizations. If you were expecting to see the rows and columns listed, you might get confused when trying to factorize. Moreover, this matrix modeling method is not the best. This is because when we model matrices in this way, we encounter some limitations that force us to use other methods or functions that would not be necessary if the modeling were done in a more appropriate way.
Developing a Replay System — Market simulation (Part 09): Custom events
Here we'll see how custom events are triggered and how the indicator reports the state of the replay/simulation service.
Simple solutions for handling indicators conveniently
In this article, I will describe how to make a simple panel to change the indicator settings directly from the chart, and what changes need to be made to the indicator to connect the panel. This article is intended for novice MQL5 users.
DoEasy. Controls (Part 19): Scrolling tabs in TabControl, WinForms object events
In this article, I will create the functionality for scrolling tab headers in TabControl using scrolling buttons. The functionality is meant to place tab headers into a single line from either side of the control.
Master MQL5 from Beginner to Pro (Part VI): Basics of Developing Expert Advisors
This article continues the series for beginners. Here we will discuss the basic principles of developing Expert Advisors (EAs). We will create two EAs: the first one will trade without indicators, using pending orders, and the second one will be based on the standard MA indicator, opening deals at the current price. Here I assume that you are no longer a complete beginner and have a relatively good command of the material from the previous articles.
Self Optimizing Expert Advisor with MQL5 And Python (Part III): Cracking The Boom 1000 Algorithm
In this series of articles, we discuss how we can build Expert Advisors capable of autonomously adjusting themselves to dynamic market conditions. In today's article, we will attempt to tune a deep neural network to Deriv's synthetic markets.
Easy Way to Publish a Video at MQL4.Community
It is usually easier to show, than to explain. We offer a simple and free way to create a video clip using CamStudio for publishing it in MQL.community forums.
Building a Candlestick Trend Constraint Model (Part 10): Strategic Golden and Death Cross (EA)
Did you know that the Golden Cross and Death Cross strategies, based on moving average crossovers, are some of the most reliable indicators for identifying long-term market trends? A Golden Cross signals a bullish trend when a shorter moving average crosses above a longer one, while a Death Cross indicates a bearish trend when the shorter average moves below. Despite their simplicity and effectiveness, manually applying these strategies often leads to missed opportunities or delayed trades. By automating them within the Trend Constraint EA using MQL5, these strategies can operate independently to handle market reversals efficiently, while constrained strategies align with broader trends. This approach revolutionizes performance by ensuring precise execution and seamless integration of reversal and trend-following systems.
Creating a Trading Administrator Panel in MQL5 (Part II): Enhancing Responsiveness and Quick Messaging
In this article, we will enhance the responsiveness of the Admin Panel that we previously created. Additionally, we will explore the significance of quick messaging in the context of trading signals.
All about Automated Trading Championship: Statistical Reports
Creating a profitable and stable trading system is always related to statistical data processing. In this article, we pout together statistical reports of the Automated Trading Championships 2006-2007. It may well be that the information they provide will help you find new trading ideas or correct the existing ones. Analyze the data and save your time.
Angle-based operations for traders
This article will cover angle-based operations. We will look at methods for constructing angles and using them in trading.