Articles with MQL5 programming examples

This article shows how to represent market structure as a graph in MQL5, turning swing highs/lows into nodes with features and linking them by edges. It trains a Graph Neural Network to score potential liquidity zones, exports the model to ONNX, and runs real-time inference in an Expert Advisor. Readers learn how to build the data pipeline, integrate the model, visualize zones on the chart, and use the signals for rule-based execution.

We created a log suppression system in the Logify library. It details how the CLogifySuppression class reduces console noise by applying configurable rules to avoid repetitive or irrelevant messages. We also cover the external configuration framework, validation mechanisms, and comprehensive testing to ensure robustness and flexibility in log capture during bot or indicator development.

This article shows how to drastically simplify the use of the Logify library with the Builder pattern and automatic default configurations. It explains the structure of the specialized builders, how to use them with smart auto-completion, and how to ensure a functional log even without manual configuration. It also covers tweaks for MetaTrader 5 build 5100.

This article explores the development of a Market Entropy Indicator based on principles from Information Theory to measure the uncertainty and information content within financial markets. By applying concepts such as Shannon Entropy to price movements, the indicator quantifies whether the market is structured (trending), transitioning, or chaotic.

If everything seemed right to you up to this point, it means you're not really thinking about the long term, when you start developing applications. Over time you will no longer need to program new applications, you will just have to make them work together. So let's see how to finish assembling the mouse indicator.

In this article, we will look at how to solve certain problems and issues that arise when using Python code within other programs. More specifically, we will demonstrate a common issue encountered when using Excel in conjunction with MetaTrader 5, although we will be using Python to facilitate this interaction. However, this implementation has a minor drawback. It does not occur in all cases, but only in certain specific situations. When it does happen, it is necessary to understand the cause. In today’s article, we will begin explaining how to resolve this issue.

The article extends our copula toolkit with mixed copulas implemented natively in MQL5. We construct Clayton–Frank–Gumbel and Clayton–Student–t–Gumbel mixtures, estimate them via EM, and enable sparsity control through SCAD with cross‑validation. Provided scripts tune hyperparameters, compare mixtures using information criteria, and save trained models. Practitioners can apply these components to capture asymmetric tail dependence and embed the selected model in indicators or Expert Advisors.

In this article, we will see that not everything always needs to be implemented in a certain specific way. There are alternative approaches to problem-solving. To properly understand this article, it is necessary to grasp the concepts described in the previous articles. The materials presented here are for educational purposes only. Do not regard it as a finished application. Its purpose is to study the concepts presented here.

This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.

In this article, we will explore the concept of handlers in the logging library, understand how they work, and create three initial implementations: Console, Database, and File. We will cover everything from the basic structure of handlers to practical testing, preparing the ground for their full functionality in future articles.

The article covers the process of developing a base graphical element for the View component as part of the implementation of tables in the MVC (Model-View-Controller) paradigm in MQL5. This is the first article on the View component and the third one in a series of articles on creating tables for the MetaTrader 5 client terminal.

In this article, we explored the concept of body in HTTP requests, which is essential for sending data such as JSON and plain text. We discussed and explained how to use it correctly with the appropriate headers. We also introduced the ChttpBody class, part of the Connexus library, which will simplify working with the body of requests.

In this final installment of our Connexus library series, we explored the implementation of the Observer pattern, as well as essential refactorings to file paths and method names. This series covered the entire development of Connexus, designed to simplify HTTP communication in complex applications.

This article explains how to deal with one of the most difficult programming situations you can encounter: using different types in the same function or procedure template. Although we have spent most of our time focusing only on functions, everything covered here is useful and can be applied to procedures.