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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Price Action Analysis Toolkit Development (Part 37): Sentiment Tilt Meter
Market sentiment is one of the most overlooked yet powerful forces influencing price movement. While most traders rely on lagging indicators or guesswork, the Sentiment Tilt Meter (STM) EA transforms raw market data into clear, visual guidance, showing whether the market is leaning bullish, bearish, or staying neutral in real-time. This makes it easier to confirm trades, avoid false entries, and time market participation more effectively.
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.
Reusing Invalidated Orderblocks As Mitigation Blocks (SMC)
In this article, we explore how previously invalidated orderblocks can be reused as mitigation blocks within Smart Money Concepts (SMC). These zones reveal where institutional traders re-enter the market after a failed orderblock, providing high-probability areas for trade continuation in the dominant trend.
Population ADAM (Adaptive Moment Estimation)
The article presents the transformation of the well-known and popular ADAM gradient optimization method into a population algorithm and its modification with the introduction of hybrid individuals. The new approach allows creating agents that combine elements of successful decisions using probability distribution. The key innovation is the formation of hybrid population individuals that adaptively accumulate information from the most promising solutions, increasing the efficiency of search in complex multidimensional spaces.
Atomic Orbital Search (AOS) algorithm
The article considers the Atomic Orbital Search (AOS) algorithm, which uses the concepts of the atomic orbital model to simulate the search for solutions. The algorithm is based on probability distributions and the dynamics of interactions in the atom. The article discusses in detail the mathematical aspects of AOS, including updating the positions of candidate solutions and the mechanisms of energy absorption and release. AOS opens new horizons for applying quantum principles to computing problems by offering an innovative approach to optimization.
From Novice to Expert: Animated News Headline Using MQL5 (III) — Indicator Insights
In this article, we’ll advance the News Headline EA by introducing a dedicated indicator insights lane—a compact, on-chart display of key technical signals generated from popular indicators such as RSI, MACD, Stochastic, and CCI. This approach eliminates the need for multiple indicator subwindows on the MetaTrader 5 terminal, keeping your workspace clean and efficient. By leveraging the MQL5 API to access indicator data in the background, we can process and visualize market insights in real-time using custom logic. Join us as we explore how to manipulate indicator data in MQL5 to create an intelligent and space-saving scrolling insights system, all within a single horizontal lane on your trading chart.
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.
Build Self Optimizing Expert Advisors in MQL5 (Part 7): Trading With Multiple Periods At Once
In this series of articles, we have considered multiple different ways of identifying the best period to use our technical indicators with. Today, we shall demonstrate to the reader how they can instead perform the opposite logic, that is to say, instead of picking the single best period to use, we will demonstrate to the reader how to employ all available periods effectively. This approach reduces the amount of data discarded, and offers alternative use cases for machine learning algorithms beyond ordinary price prediction.
DoEasy. Service functions (Part 3): Outside Bar pattern
In this article, we will develop the Outside Bar Price Action pattern in the DoEasy library and optimize the methods of access to price pattern management. In addition, we will fix errors and shortcomings identified during library tests.
Mastering Log Records (Part 1): Fundamental Concepts and First Steps in MQL5
Welcome to the beginning of another journey! This article opens a special series where we will create, step by step, a library for log manipulation, tailored for those who develop in the MQL5 language.
Self Optimizing Expert Advisors in MQL5 (Part 13): A Gentle Introduction To Control Theory Using Matrix Factorization
Financial markets are unpredictable, and trading strategies that look profitable in the past often collapse in real market conditions. This happens because most strategies are fixed once deployed and cannot adapt or learn from their mistakes. By borrowing ideas from control theory, we can use feedback controllers to observe how our strategies interact with markets and adjust their behavior toward profitability. Our results show that adding a feedback controller to a simple moving average strategy improved profits, reduced risk, and increased efficiency, proving that this approach has strong potential for trading applications.
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.
From Novice to Expert: Animated News Headline Using MQL5 (X)—Multiple Symbol Chart View for News Trading
Today we will develop a multi-chart view system using chart objects. The goal is to enhance news trading by applying MQL5 algorithms that help reduce trader reaction time during periods of high volatility, such as major news releases. In this case, we provide traders with an integrated way to monitor multiple major symbols within a single all-in-one news trading tool. Our work is continuously advancing with the News Headline EA, which now features a growing set of functions that add real value both for traders using fully automated systems and for those who prefer manual trading assisted by algorithms. Explore more knowledge, insights, and practical ideas by clicking through and joining this discussion.
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 (Part 76): New Chart Trade (III)
In this article, we'll look at how the code of DispatchMessage, missing from the previous article, works. We will laso introduce the topic of the next article. For this reason, it is important to understand how this code works before moving on to the next topic. 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 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.
Technical Analysis: Make the Impossible Possible!
The article answers the question: Why can the impossible become possible where much suggests otherwise? Technical analysis reasoning.
Multiple Symbol Analysis With Python And MQL5 (Part I): NASDAQ Integrated Circuit Makers
Join us as we discuss how you can use AI to optimize your position sizing and order quantities to maximize the returns of your portfolio. We will showcase how to algorithmically identify an optimal portfolio and tailor your portfolio to your returns expectations or risk tolerance levels. In this discussion, we will use the SciPy library and the MQL5 language to create an optimal and diversified portfolio using all the data we have.
From Novice to Expert: Automating Intraday Strategies
We translate the EMA‑50 retest idea into a behavior‑driven Expert Advisor for intraday trading. The study formalizes trend bias, EMA interaction (pierce and close), reaction confirmation, and optional filters, then implements them in MQL5 with modular functions and resource‑safe handles. Visual testing in the Strategy Tester verifies signal correctness. The result is a clear template for coding discretionary bounces.
A Generic Optimization Formulation (GOF) to Implement Custom Max with Constraints
In this article we will present a way to implement optimization problems with multiple objectives and constraints when selecting "Custom Max" in the Setting tab of the MetaTrader 5 terminal. As an example, the optimization problem could be: Maximize Profit Factor, Net Profit, and Recovery Factor, such that the Draw Down is less than 10%, the number of consecutive losses is less than 5, and the number of trades per week is more than 5.
Time Evolution Travel Algorithm (TETA)
This is my own algorithm. The article presents the Time Evolution Travel Algorithm (TETA) inspired by the concept of parallel universes and time streams. The basic idea of the algorithm is that, although time travel in the conventional sense is impossible, we can choose a sequence of events that lead to different realities.
Self Optimizing Expert Advisors in MQL5 (Part 8): Multiple Strategy Analysis (2)
Join us for our follow-up discussion, where we will merge our first two trading strategies into an ensemble trading strategy. We shall demonstrate the different schemes possible for combining multiple strategies and also how to exercise control over the parameter space, to ensure that effective optimization remains possible even as our parameter size grows.
Alternative risk return metrics in MQL5
In this article we present the implementation of several risk return metrics billed as alternatives to the Sharpe ratio and examine hypothetical equity curves to analyze their characteristics.
From Novice to Expert: Backend Operations Monitor using MQL5
Using a ready-made solution in trading without concerning yourself with the internal workings of the system may sound comforting, but this is not always the case for developers. Eventually, an upgrade, misperformance, or unexpected error will arise, and it becomes essential to trace exactly where the issue originates to diagnose and resolve it quickly. Today’s discussion focuses on uncovering what normally happens behind the scenes of a trading Expert Advisor, and on developing a custom dedicated class for displaying and logging backend processes using MQL5. This gives both developers and traders the ability to quickly locate errors, monitor behavior, and access diagnostic information specific to each EA.
GUI: Tips and Tricks for creating your own Graphic Library in MQL
We'll go through the basics of GUI libraries so that you can understand how they work or even start making your own.
Population optimization algorithms: Differential Evolution (DE)
In this article, we will consider the algorithm that demonstrates the most controversial results of all those discussed previously - the differential evolution (DE) algorithm.
Developing a Replay System (Part 42): Chart Trade Project (I)
Let's create something more interesting. I don't want to spoil the surprise, so follow the article for a better understanding. From the very beginning of this series on developing the replay/simulator system, I was saying that the idea is to use the MetaTrader 5 platform in the same way both in the system we are developing and in the real market. It is important that this is done properly. No one wants to train and learn to fight using one tool while having to use another one during the fight.
DoEasy. Controls (Part 31): Scrolling the contents of the ScrollBar control
In this article, I will implement the functionality of scrolling the contents of the container using the buttons of the horizontal scrollbar.
From Basic to Intermediate: Operators
In this article we will look at the main operators. Although the topic is simple to understand, there are certain points that are of great importance when it comes to including mathematical expressions in the code format. Without an adequate understanding of these details, programmers with little or no experience eventually give up trying to create their own solutions.
Connexus Helper (Part 5): HTTP Methods and Status Codes
In this article, we will understand HTTP methods and status codes, two very important pieces of communication between client and server on the web. Understanding what each method does gives you the control to make requests more precisely, informing the server what action you want to perform and making it more efficient.
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.
Category Theory in MQL5 (Part 4): Spans, Experiments, and Compositions
Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL5 community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that provides insight while hopefully furthering the use of this remarkable field in Traders' strategy development.
Developing a Replay System (Part 73): An Unusual Communication (II)
In this article, we will look at how to transmit information in real time between the indicator and the service, and also understand why problems may arise when changing the timeframe and how to solve them. As a bonus, you will get access to the latest version of the replay /simulation app.
Developing A Swing Entries Monitoring (EA)
As the year approaches its end, long-term traders often reflect on market history to analyze its behavior and trends, aiming to project potential future movements. In this article, we will explore the development of a long-term entry monitoring Expert Advisor (EA) using MQL5. The objective is to address the challenge of missed long-term trading opportunities caused by manual trading and the absence of automated monitoring systems. We'll use one of the most prominently traded pairs as an example to strategize and develop our solution effectively.
From Basic to Intermediate: Template and Typename (V)
In this article, we'll explore one last simple use case for templates, and discuss the benefits and necessity of using typename in your code. Although this article may seem a bit complicated at first, it is important to understand it properly in order to use templates and typename later.
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.
From Basic to Intermediate: Indicator (I)
In this article, we will create our first fully practical and functional indicator. The goal is not to show how to create an application, but to help you understand how you can develop your own ideas and give you the opportunity to apply them in a safe, simple, and practical way.
The MQL5 Standard Library Explorer (Part 7): Interactive Position Labeling with CCanvas
In this article, we explore how to build a position information visualization tool using the MQL5 Standard Library’s CCanvas. This project strengthens your skills in working with library modules while providing traders with a practical tool to visualize and interact with open positions directly on a live chart. Join the discussion to learn more.
Graph Theory: Traversal Depth-First Search (DFS) Applied in Trading
This article applies Depth-First Search to market structure by modeling swing highs and lows as graph nodes and tracking one structural path as deeply as conditions remain valid. When a key swing is broken, the algorithm backtracks and explores an alternative branch. Readers gain a practical framework to formalize structural bias and test whether the current path aligns with targets like liquidity pools or supply and demand zones.
From Basic to Intermediate: Variables (III)
Today we will look at how to use predefined MQL5 language variables and constants. In addition, we will analyze another special type of variables: functions. Knowing how to properly work with these variables can mean the difference between an application that works and one that doesn't. In order to understand what is presented here, it is necessary to understand the material that was discussed in previous articles.