Articles with MQL5 programming examples

A custom forward simulation engine detects fast/slow EMA crossovers and immediately projects synthetic candles ahead of the signal bar. It generates bodies and wicks using controlled logic, draws them with chart objects, and refreshes on every new signal or anchor change. You get a clear forward-looking view to test timing, visualize scenarios, and manage invalidation on the chart.

This article builds the user interface layer of an Account Audit System in MQL5 using CChartObject classes. We construct an on-chart dashboard that displays key metrics such as start/end balance, net profit, total trades, wins/losses, win rate, withdrawals, and a star-based performance rating. A menu button lets you show or hide the panel and restores one-click trading, delivering a clean, usable foundation for the broader audit pipeline.

In this series of articles, we analyze classical trading strategies using modern algorithms to determine whether we can improve the strategy using AI. In today's article, we revisit a classical approach for trading the SP500 using the relationship it has with US Treasury Notes.

In this article, we will practically understand the difference between passing by value and passing by reference. Although this seems like something simple and common and not causing any problems, many experienced programmers often face real failures in working on the code precisely because of this small detail. Knowing when, how, and why to use pass by value or pass by reference will make a huge difference in our lives as programmers. 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.

This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.

In this article, we explore the File Operations classes of the MQL5 Standard Library to build a robust reporting module that automatically generates Excel-ready CSV files. Along the way, we clearly distinguish between manually executed trades and algorithmically executed orders, laying the groundwork for reliable, auditable trade reporting.

In this article, we present an MQL5 library for modeling volatility, designed to function similarly to Python's arch package. The library currently supports the specification of common conditional mean (HAR, AR, Constant Mean, Zero Mean) and conditional volatility (Constant Variance, ARCH, GARCH) models.

Most people who want or dream of learning to program don't actually have a clue what they're doing. Their activity consists of trying to create things in a certain way. However, programming is not about tailoring suitable solutions. Doing it this way can create more problems than solutions. Here we will be doing something more advanced and therefore different.

Today we will begin to study structures in a simpler, more practical, and comfortable way. Structures are among the foundations of programming, whether they are structured or not. I know many people think of structures as just collections of data, but I assure you that they are much more than just structures. And here we will begin to explore this new universe in the most didactic way.

Tired of wasting time searching for that very file that you application needs in order to work? How about including everything in the executable? This way you won't have to search for the things. I know that many people use this form of distribution and storage, but there is a much more suitable way. At least as far as the distribution of executable files and their storage is concerned. The method that will be presented here can be very useful, since you can use MetaTrader 5 itself as an excellent assistant, as well as MQL5. Furthermore, it is not that difficult to understand.

In this discussion, we follow up on the previously developed multi-signal Expert Advisor with the objective of exploring and applying available optimization methods. The aim is to determine whether the trading performance of the EA can be meaningfully improved through systematic optimization based on historical data.

Traditional machine learning teaches practitioners to be vigilant not to overfit their models. However, this ideology is being challenged by new insights published by diligent researches from Harvard, who have discovered that what appears to be overfitting may in some circumstances be the results of terminating your training procedures prematurely. We will demonstrate how we can use the ideas published in the research paper, to improve our use of AI in forecasting market returns.

Whale Optimization Algorithm (WOA) is a metaheuristic algorithm inspired by the behavior and hunting strategies of humpback whales. The main idea of WOA is to mimic the so-called "bubble-net" feeding method, in which whales create bubbles around prey and then attack it in a spiral motion.

ROC curves are graphical representations used to evaluate the performance of classifiers. Despite ROC graphs being relatively straightforward, there exist common misconceptions and pitfalls when using them in practice. This article aims to provide an introduction to ROC graphs as a tool for practitioners seeking to understand classifier performance evaluation.

The article explores why trading results can differ significantly between brokers, even when using the same strategy and financial symbol, due to decentralized pricing and data discrepancies. The piece helps MQL5 developers understand why their products may receive mixed reviews on the MQL5 Marketplace, and urges developers to tailor their approaches to specific brokers to ensure transparent and reproducible outcomes. This could grow to become an important domain-bound best practice that will serve our community well if the practice were to be widely adopted.

In this article, we'll look at how you can do something very similar to what's implemented in languages like C, C++, and Java. I am talking about passing a virtually infinite number of parameters inside a function or procedure. While this may seem like a fairly advanced topic, in my opinion, what will be shown here can be easily implemented by anyone who has understood the previous concepts. Provided that they were really properly understood.

Today we will look at why we need the iSpread feature. At the same time, we will understand how the system informs us about the remaining time of the bar when there is not a single tick available for it. 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.

Build a local, bidirectional voice interface for MetaTrader 5 using MQL5 WebRequest and two Python services. The article implements offline speech recognition with Vosk, wake‑word detection, an HTTP command endpoint, and a text‑to‑speech server on localhost. You will wire an Expert Advisor that fetches commands, executes trades, and returns spoken confirmations for hands‑free operation.

Here we will consider the evolution of the ACS algorithm: three modifications aimed at improving the convergence characteristics and the algorithm efficiency. Transformation of one of the leading optimization algorithms. From matrix modifications to revolutionary approaches regarding population formation.

A modular indicator search system for MetaTrader 5 that replaces manual navigation through built-in indicator categories with a searchable interface. The application integrates an indicator catalog, search engine, chart launcher, and graphical panel, allowing indicators to be located, filtered, and attached to the appropriate chart window from a single interface.

In this article, we will discuss the first part of the topic, which is not so easy for beginners to understand. In order not to get even more confused and to explain this topic correctly, we will divide the explanation into stages. We will devote this article to the first stage. However, although at the end of the article it may seem that we have reached the deadlock, in fact we will take a step towards another situation, which will be better understood in the next article.

Today's article is a continuation of the previous one. We will look at the implementation of an Expert Advisor, focusing mainly on how the server code is executed. The code given in the previous article is not enough to make everything work as expected, so we need to dig a little deeper into it. Therefore, it is necessary to read both articles to better understand what will happen.

Today we will continue to develop the order system. As you will see, we will be massively reusing what has already been shown in other articles. Nevertheless, you will receive a small reward in this article. First, we will develop a system that can be used with a real trading server, both from a demo account or from a real one. We will make extensive use of the MetaTrader 5 platform, which will provide us with all the necessary support from the beginning.

Here we will dive into the world of hybridization of optimization algorithms by looking at three key types: strategy mixing, sequential and parallel hybridization. We will conduct a series of experiments combining and testing relevant optimization algorithms.

In this article, we discuss and demonstrate how to convert nominal predictors into numerical formats that are suitable for machine learning algorithms, using both Python and MQL5.

Sockets. Do you know what they are for or how to use them in MetaTrader 5? If the answer is no, let's start by studying them. In today's article, we'll cover the basics. Since there are several ways to do the same thing, and we are always interested in the result, I want to show that there is indeed a simple way to transfer data from MetaTrader 5 to other programs, such as Excel. However, the main idea is not to transfer data from MetaTrader 5 to Excel, but the opposite, that is, to transfer data from Excel or any other program to MetaTrader 5.