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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Processing of trade events in Expert Advisor using the OnTrade() function
Processing of trade events in Expert Advisor using the OnTrade() function

Processing of trade events in Expert Advisor using the OnTrade() function

MQL5 gave a mass of innovations, including work with events of various types (timer events, trade events, custom events, etc.). Ability to handle events allows you to create completely new type of programs for automatic and semi-automatic trading. In this article we will consider trade events and write some code for the OnTrade() function, that will process the Trade event.
Finding Errors and Logging
Finding Errors and Logging

Finding Errors and Logging

MetaEditor 5 has the debugging feature. But when you write your MQL5 programs, you often want to display not the individual values, but all messages that appear during testing and online work. When the log file contents have large size, it is obvious to automate quick and easy retrieval of required message. In this article we will consider ways of finding errors in MQL5 programs and methods of logging. Also we will simplify logging into files and will get to know a simple program LogMon for comfortable viewing of logs.
EA remote control methods
EA remote control methods

EA remote control methods

The main advantage of trading robots lies in the ability to work 24 hours a day on a remote VPS server. But sometimes it is necessary to intervene in their work, while there may be no direct access to the server. Is it possible to manage EAs remotely? The article proposes one of the options for controlling EAs via external commands.
Native Twitter Client: Part 2
Native Twitter Client: Part 2

Native Twitter Client: Part 2

A Twitter client implemented as MQL class to allow you to send tweets with photos. All you need is to include a single self contained include file and off you go to tweet all your wonderful charts and signals.
Library for easy and quick development of MetaTrader programs (part XIII): Account object events
Library for easy and quick development of MetaTrader programs (part XIII): Account object events

Library for easy and quick development of MetaTrader programs (part XIII): Account object events

The article considers working with account events for tracking important changes in account properties affecting the automated trading. We have already implemented some functionality for tracking account events in the previous article when developing the account object collection.
Parallel Calculations in MetaTrader 5
Parallel Calculations in MetaTrader 5

Parallel Calculations in MetaTrader 5

Time has been a great value throughout the history of mankind, and we strive not to waste it unnecessarily. This article will tell you how to accelerate the work of your Expert Advisor if your computer has a multi-core processor. Moreover, the implementation of the proposed method does not require the knowledge of any other languages besides MQL5.
Why Is It Important to Update MetaTrader 4 to the Latest Build by August 1?
Why Is It Important to Update MetaTrader 4 to the Latest Build by August 1?

Why Is It Important to Update MetaTrader 4 to the Latest Build by August 1?

From August 1, 2014, MetaTrader 4 desktop terminals older than build 600 will no longer be supported. However, many traders still work with outdated versions and are unaware of the updated platform's features. We have put a lot of effort into development and would like to move on with traders and abandon the older builds. In this article, we will describe the advantages of the new MetaTrader 4.
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Practical application of neural networks in trading. Python (Part I)

Practical application of neural networks in trading. Python (Part I)

In this article, we will analyze the step-by-step implementation of a trading system based on the programming of deep neural networks in Python. This will be performed using the TensorFlow machine learning library developed by Google. We will also use the Keras library for describing neural networks.
Graphical Interfaces X: The Multiline Text box control (build 8)
Graphical Interfaces X: The Multiline Text box control (build 8)

Graphical Interfaces X: The Multiline Text box control (build 8)

The Multiline Text box control is discussed. Unlike the graphical objects of the OBJ_EDIT type, the presented version will not have restrictions on the number of input characters. It also adds the mode for turning the text box into a simple text editor, where the cursor can be moved using the mouse or keys.
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Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG

Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG

Elevate your trading with Smart Money Concepts (SMC) by combining Order Blocks (OB), Break of Structure (BOS), and Fair Value Gaps (FVG) into one powerful EA. Choose automatic strategy execution or focus on any individual SMC concept for flexible and precise trading.
Using the Object Pointers in MQL5
Using the Object Pointers in MQL5

Using the Object Pointers in MQL5

By default, all objects in MQL5 are passed by reference, but there is a possibility to use the object pointers. However it's necessary to perform the pointer checking, because the object may be not initialized. In this case, the MQL5 program will be terminated with critical error and unloaded. The objects, created automatically, doesn't cause such an error, so in this sence, they are quite safe. In this article, we will try to understand the difference between the object reference and object pointer, and consider how to write secure code, that uses the pointers.
Working with Doubles in MQL4
Working with Doubles in MQL4

Working with Doubles in MQL4

In this note we will consider a typical programming errors, that occurs while working with double numbers in MQL4 programs.
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MQL5 Cookbook – Economic Calendar

MQL5 Cookbook – Economic Calendar

The article highlights the programming features of the Economic Calendar and considers creating a class for a simplified access to the calendar properties and receiving event values. Developing an indicator using CFTC non-commercial net positions serves as a practical example.
Statistical distributions in the form of histograms without indicator buffers and arrays
Statistical distributions in the form of histograms without indicator buffers and arrays

Statistical distributions in the form of histograms without indicator buffers and arrays

The article discusses the possibility of plotting statistical distribution histograms of market conditions with the help of the graphical memory meaning no indicator buffers and arrays are applied. Sample histograms are described in details and the "hidden" functionality of MQL5 graphical objects is shown.
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WebSockets for MetaTrader 5 — Using the Windows API

WebSockets for MetaTrader 5 — Using the Windows API

In this article, we will use the WinHttp.dll to create a WebSocket client for MetaTrader 5 programs. The client will ultimately be implemented as a class and also tested against the Deriv.com WebSocket API.
Universal Expert Advisor: Trading Modes of Strategies (Part 1)
Universal Expert Advisor: Trading Modes of Strategies (Part 1)

Universal Expert Advisor: Trading Modes of Strategies (Part 1)

Any Expert Advisor developer, regardless of programming skills, is daily confronted with the same trading tasks and algorithmic problems, which should be solved to organize a reliable trading process. The article describes the possibilities of the CStrategy trading engine that can undertake the solution of these tasks and provide a user with convenient mechanism for describing a custom trading idea.
Error Handling and Logging in MQL5
Error Handling and Logging in MQL5

Error Handling and Logging in MQL5

This article focuses on general issues linked to handling software errors. Furthermore, the logging term is brought up and the examples of logging implementation with MQL5 tools are shown.
Library for easy and quick development of MetaTrader programs (part XIV): Symbol object
Library for easy and quick development of MetaTrader programs (part XIV): Symbol object

Library for easy and quick development of MetaTrader programs (part XIV): Symbol object

In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for their further analysis and comparison.
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Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot

Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot

The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language.
Cross-Platform Expert Advisor: Signals
Cross-Platform Expert Advisor: Signals

Cross-Platform Expert Advisor: Signals

This article discusses the CSignal and CSignals classes which will be used in cross-platform expert advisors. It examines the differences between MQL4 and MQL5 on how particular data needed for evaluation of trade signals are accessed to ensure that the code written will be compatible with both compilers.
SQL and MQL5: Working with SQLite Database
SQL and MQL5: Working with SQLite Database

SQL and MQL5: Working with SQLite Database

This article is intended for developers who would be interested in using SQL in their projects. It explains the functionality and advantages of SQLite. The article does not require special knowledge of SQLite functions, yet minimum understanding of SQL would be beneficial.
Graphical Interfaces I: Form for Controls (Chapter 2)
Graphical Interfaces I: Form for Controls (Chapter 2)

Graphical Interfaces I: Form for Controls (Chapter 2)

In this article we will create the first and main element of the graphical interface - a form for controls. Multiple controls can be attached to this form anywhere and in any combination.
Cross-Platform Expert Advisor: Time Filters
Cross-Platform Expert Advisor: Time Filters

Cross-Platform Expert Advisor: Time Filters

This article discusses the implementation of various methods of time filtering a cross-platform expert advisor. The time filter classes are responsible for checking whether or not a given time falls under a certain time configuration setting.
Improving Panels: Adding transparency, changing background color and inheriting from CAppDialog/CWndClient
Improving Panels: Adding transparency, changing background color and inheriting from CAppDialog/CWndClient

Improving Panels: Adding transparency, changing background color and inheriting from CAppDialog/CWndClient

In this article, we continue studying the use of CAppDialog. Now we will learn how to set color for the background, borders and header of the dialog box. Also, this article provides a step-by-step description of how to add transparency for an application window when dragging it within the chart. We will consider how to create child classes of CAppDialog or CWndClient and analyze new specifics of working with controls. Finally, we will review new Projects from a new perspective.
Secrets of MetaTrader 4 Client Terminal: Alerting System
Secrets of MetaTrader 4 Client Terminal: Alerting System

Secrets of MetaTrader 4 Client Terminal: Alerting System

How to be aware of what happens in the terminal and on your account without permanent looking at the monitor. System events; custom events; wave and executable files; electronic messages; setting up SMTP server access; publications; setting up FTP server access.
How to copy signals using an EA by your rules?
How to copy signals using an EA by your rules?

How to copy signals using an EA by your rules?

When you subscribe to signals, such situation may occur: your trade account has a leverage of 1:100, the provider has a leverage of 1:500 and trades using the minimal lot, and your trade balances are virtually equal — but the copy ratio will comprise only 10% to 15%. This article describes how to increase the copy rate in such cases.
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How to master Machine Learning

How to master Machine Learning

Check out this selection of useful materials which can assist traders in improving their algorithmic trading knowledge. The era of simple algorithms is passing, and it is becoming harder to succeed without the use of Machine Learning techniques and Neural Networks.
Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)
Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)

Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)

Let us consider the button control. We will discuss examples of several classes for creating a simple button, buttons with extended functionality (icon button and split button) and interconnected buttons (button groups and radio button). Added to that, we will introduce some additions to existing classes for controls to broaden their capability.
Practical application of neural networks in trading
Practical application of neural networks in trading

Practical application of neural networks in trading

In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot.
Manual charting and trading toolkit (Part I). Preparation: structure description and helper class
Manual charting and trading toolkit (Part I). Preparation: structure description and helper class

Manual charting and trading toolkit (Part I). Preparation: structure description and helper class

This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press one key and a trendline appears, you press another key — this will create a Fibonacci fan with the necessary parameters. It will also be possible to switch timeframes, to rearrange layers or to delete all objects from the chart.
MQL5 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension
MQL5 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension

MQL5 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension

This article describes the MQL5 Standard Library extension, which allows to create Expert Advisors, place orders, Stop Losses and Take Profits using the MQL5 Wizard by the prices received from included modules. This approach does not apply any additional restrictions on the number of modules and does not cause conflicts in their joint work.
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Master MQL5 from beginner to pro (Part I): Getting started with programming

Master MQL5 from beginner to pro (Part I): Getting started with programming

This article is an introduction to a series of articles about programming. It is assumed here that the reader has never dealt with programming before. So, this series starts from the very basics. Programming knowledge level: Absolute Beginner.
The power of ZigZag (part I). Developing the base class of the indicator
The power of ZigZag (part I). Developing the base class of the indicator

The power of ZigZag (part I). Developing the base class of the indicator

Many researchers do not pay enough attention to determining the price behavior. At the same time, complex methods are used, which very often are simply “black boxes”, such as machine learning or neural networks. The most important question arising in that case is what data to submit for training a particular model.
Expert Advisor for Trading in the Channel
Expert Advisor for Trading in the Channel

Expert Advisor for Trading in the Channel

The Expert Advisor plots the channel lines. The upper and lower channel lines act as support and resistance levels. The Expert Advisor marks datum points, provides sound notification every time the price reaches or crosses the channel lines and draws the relevant marks. Upon fractal formation, the corresponding arrows appear on the last bars. Line breakouts may suggest the possibility of a growing trend. The Expert Advisor is extensively commented throughout.
Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program
Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program

Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program

The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these events in custom programs. The "New tick" class is used to determine the need to update timeseries for the non-current chart symbol and periods.
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Continuous Walk-Forward Optimization (Part 7): Binding Auto Optimizer's logical part with graphics and controlling graphics from the program

Continuous Walk-Forward Optimization (Part 7): Binding Auto Optimizer's logical part with graphics and controlling graphics from the program

This article describes the connection of the graphical part of the auto optimizer program with its logical part. It considers the optimization launch process, from a button click to task redirection to the optimization manager.
Creating an Expert Advisor, which Trades on a Number of Instruments
Creating an Expert Advisor, which Trades on a Number of Instruments

Creating an Expert Advisor, which Trades on a Number of Instruments

The concept of diversification of assets on financial markets is quiet old, and has always attracted beginner traders. In this article, the author proposes a maximally simple approach to a construction of a multi-currency Expert Advisor, for an initial introduction to this direction of trading strategies.
Trading DiNapoli levels
Trading DiNapoli levels

Trading DiNapoli levels

The article considers one of the variants for Expert Advisor practical realization to trade DiNapoli levels using MQL5 standard tools. Its performance is tested and conclusions are made.
Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server
Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server

Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server

After we send a trading order to the server, we need to check the error codes or the absence of errors. In this article, we will consider handling errors returned by the trade server and prepare for creating pending trading requests.
How to analyze the trades of the Signal selected in the chart
How to analyze the trades of the Signal selected in the chart

How to analyze the trades of the Signal selected in the chart

The trade Signals service develops in leaps and bounds. Trusting our funds to a signal provider, we would like to minimize the risk of losing our deposit. So how to puzzle out in this forest of trade signals? How to find the one that would produce profits? This paper proposes to create a tool for visually analyzing the history of trades on trade signals in a symbol chart.