Articles on the MQL5 programming and use of trading robots

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Expert Advisors created for the MetaTrader platform perform a variety of functions implemented by their developers. Trading robots can track financial symbols 24 hours a day, copy deals, create and send reports, analyze news and even provide specific custom graphical interface.

The articles describe programming techniques, mathematical ideas for data processing, tips on creating and ordering of trading robots.

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Automated grid trading using limit orders on Moscow Exchange (MOEX)

Automated grid trading using limit orders on Moscow Exchange (MOEX)

The article considers the development of an MQL5 Expert Advisor (EA) for MetaTrader 5 aimed at working on MOEX. The EA is to follow a grid strategy while trading on MOEX using MetaTrader 5 terminal. The EA involves closing positions by stop loss and take profit, as well as removing pending orders in case of certain market conditions.
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Introduction to MQL5 (Part 9): Understanding and Using Objects in MQL5

Introduction to MQL5 (Part 9): Understanding and Using Objects in MQL5

Learn to create and customize chart objects in MQL5 using current and historical data. This project-based guide helps you visualize trades and apply MQL5 concepts practically, making it easier to build tools tailored to your trading needs.
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Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover

Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover

This article outlines the design of a double moving average crossover strategy that uses signals from a higher timeframe (D1) to guide entries on a lower timeframe (M15), with stop-loss levels calculated from an intermediate risk timeframe (H4). It introduces system constants, custom enumerations, and logic for trend-following and mean-reverting modes, while emphasizing modularity and future optimization using a genetic algorithm. The approach allows for flexible entry and exit conditions, aiming to reduce signal lag and improve trade timing by aligning lower-timeframe entries with higher-timeframe trends.
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MQL5 Wizard techniques you should know (Part 02): Kohonen Maps

MQL5 Wizard techniques you should know (Part 02): Kohonen Maps

These series of articles will proposition that the MQL5 Wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 Wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.
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Creating an EA that works automatically (Part 13): Automation (V)

Creating an EA that works automatically (Part 13): Automation (V)

Do you know what a flowchart is? Can you use it? Do you think flowcharts are for beginners? I suggest that we proceed to this new article and learn how to work with flowcharts.
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Developing a multi-currency Expert Advisor (Part 1): Collaboration of several trading strategies

Developing a multi-currency Expert Advisor (Part 1): Collaboration of several trading strategies

There are quite a lot of different trading strategies. So, it might be useful to apply several strategies working in parallel to diversify risks and increase the stability of trading results. But if each strategy is implemented as a separate Expert Advisor (EA), then managing their work on one trading account becomes much more difficult. To solve this problem, it would be reasonable to implement the operation of different trading strategies within a single EA.
Working with GSM Modem from an MQL5 Expert Advisor
Working with GSM Modem from an MQL5 Expert Advisor

Working with GSM Modem from an MQL5 Expert Advisor

There is currently a fair number of means for a comfortable remote monitoring of a trading account: mobile terminals, push notifications, working with ICQ. But it all requires Internet connection. This article describes the process of creating an Expert Advisor that will allow you to stay in touch with your trading terminal even when mobile Internet is not available, through calls and text messaging.
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Neural networks made easy (Part 28): Policy gradient algorithm

Neural networks made easy (Part 28): Policy gradient algorithm

We continue to study reinforcement learning methods. In the previous article, we got acquainted with the Deep Q-Learning method. In this method, the model is trained to predict the upcoming reward depending on the action taken in a particular situation. Then, an action is performed in accordance with the policy and the expected reward. But it is not always possible to approximate the Q-function. Sometimes its approximation does not generate the desired result. In such cases, approximation methods are applied not to utility functions, but to a direct policy (strategy) of actions. One of such methods is Policy Gradient.
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Developing a trading Expert Advisor from scratch (Part 29): The talking platform

Developing a trading Expert Advisor from scratch (Part 29): The talking platform

In this article, we will learn how to make the MetaTrader 5 platform talk. What if we make the EA more fun? Financial market trading is often too boring and monotonous, but we can make this job less tiring. Please note that this project can be dangerous for those who experience problems such as addiction. However, in a general case, it just makes things less boring.
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Creating an EA that works automatically (Part 14): Automation (VI)

Creating an EA that works automatically (Part 14): Automation (VI)

In this article, we will put into practice all the knowledge from this series. We will finally build a 100% automated and functional system. But before that, we still have to learn one last detail.
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Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback

Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback

In this article, we develop an AB=CD Pattern EA in MQL5 that identifies bullish and bearish AB=CD harmonic patterns using pivot points and Fibonacci ratios, executing trades with precise entry, stop loss, and take-profit levels. We enhance trader insight with visual feedback through chart objects.
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Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)

Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)

In this article, we will discuss the hybrid trading system StockFormer, which combines predictive coding and reinforcement learning (RL) algorithms. The framework uses 3 Transformer branches with an integrated Diversified Multi-Head Attention (DMH-Attn) mechanism that improves on the vanilla attention module with a multi-headed Feed-Forward block, allowing it to capture diverse time series patterns across different subspaces.
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Developing a trading Expert Advisor from scratch (Part 8): A conceptual leap

Developing a trading Expert Advisor from scratch (Part 8): A conceptual leap

What is the easiest way to implement new functionality? In this article, we will take one step back and then two steps forward.
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Manual Backtesting Made Easy: Building a Custom Toolkit for Strategy Tester in MQL5

Manual Backtesting Made Easy: Building a Custom Toolkit for Strategy Tester in MQL5

In this article, we design a custom MQL5 toolkit for easy manual backtesting in the Strategy Tester. We explain its design and implementation, focusing on interactive trade controls. We then show how to use it to test strategies effectively
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MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.
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MQL5 Wizard Techniques you should know (Part 48): Bill Williams Alligator

MQL5 Wizard Techniques you should know (Part 48): Bill Williams Alligator

The Alligator Indicator, which was the brain child of Bill Williams, is a versatile trend identification indicator that yields clear signals and is often combined with other indicators. The MQL5 wizard classes and assembly allow us to test a variety of signals on a pattern basis, and so we consider this indicator as well.
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Automating Trading Strategies in MQL5 (Part 15): Price Action Harmonic Cypher Pattern with Visualization

Automating Trading Strategies in MQL5 (Part 15): Price Action Harmonic Cypher Pattern with Visualization

In this article, we explore the automation of the Cypher harmonic pattern in MQL5, detailing its detection and visualization on MetaTrader 5 charts. We implement an Expert Advisor that identifies swing points, validates Fibonacci-based patterns, and executes trades with clear graphical annotations. The article concludes with guidance on backtesting and optimizing the program for effective trading.
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Neural networks made easy (Part 24): Improving the tool for Transfer Learning

Neural networks made easy (Part 24): Improving the tool for Transfer Learning

In the previous article, we created a tool for creating and editing the architecture of neural networks. Today we will continue working on this tool. We will try to make it more user friendly. This may see, top be a step away form our topic. But don't you think that a well organized workspace plays an important role in achieving the result.
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Introduction to MQL5 (Part 4): Mastering Structures, Classes, and Time Functions

Introduction to MQL5 (Part 4): Mastering Structures, Classes, and Time Functions

Unlock the secrets of MQL5 programming in our latest article! Delve into the essentials of structures, classes, and time functions, empowering your coding journey. Whether you're a beginner or an experienced developer, our guide simplifies complex concepts, providing valuable insights for mastering MQL5. Elevate your programming skills and stay ahead in the world of algorithmic trading!
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Data Science and Machine Learning (Part 12): Can Self-Training Neural Networks Help You Outsmart the Stock Market?

Data Science and Machine Learning (Part 12): Can Self-Training Neural Networks Help You Outsmart the Stock Market?

Are you tired of constantly trying to predict the stock market? Do you wish you had a crystal ball to help you make more informed investment decisions? Self-trained neural networks might be the solution you've been looking for. In this article, we explore whether these powerful algorithms can help you "ride the wave" and outsmart the stock market. By analyzing vast amounts of data and identifying patterns, self-trained neural networks can make predictions that are often more accurate than human traders. Discover how you can use this cutting-edge technology to maximize your profits and make smarter investment decisions.
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Neural networks made easy (Part 19): Association rules using MQL5

Neural networks made easy (Part 19): Association rules using MQL5

We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.
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From Novice to Expert: Navigating Market Irregularities

From Novice to Expert: Navigating Market Irregularities

Market rules are continuously evolving, and many once-reliable principles gradually lose their effectiveness. What worked in the past no longer works consistently over time. Today’s discussion focuses on probability ranges and how they can be used to navigate market irregularities. We will leverage MQL5 to develop an algorithm capable of trading effectively even in the choppiest market conditions. Join this discussion to find out more.
Working with Files. An Example of Important Market Events Visualization
Working with Files. An Example of Important Market Events Visualization

Working with Files. An Example of Important Market Events Visualization

The article deals with the outlook of using MQL4 for more productive work at FOREX markets.
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How to create a custom True Strength Index indicator using MQL5

How to create a custom True Strength Index indicator using MQL5

Here is a new article about how to create a custom indicator. This time we will work with the True Strength Index (TSI) and will create an Expert Advisor based on it.
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Statistical Arbitrage with predictions

Statistical Arbitrage with predictions

We will walk around statistical arbitrage, we will search with python for correlation and cointegration symbols, we will make an indicator for Pearson's coefficient and we will make an EA for trading statistical arbitrage with predictions done with python and ONNX models.
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Multiple indicators on one chart (Part 05): Turning MetaTrader 5 into a RAD system (I)

Multiple indicators on one chart (Part 05): Turning MetaTrader 5 into a RAD system (I)

There are a lot of people who do not know how to program but they are quite creative and have great ideas. However, the lack of programming knowledge prevents them from implementing these ideas. Let's see together how to create a Chart Trade using the MetaTrader 5 platform itself, as if it were an IDE.
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Creating an EA that works automatically (Part 05): Manual triggers (II)

Creating an EA that works automatically (Part 05): Manual triggers (II)

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. At the end of the previous article, I suggested that it would be appropriate to allow manual use of the EA, at least for a while.
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Improve Your Trading Charts With Interactive GUI's in MQL5 (Part I): Movable GUI (I)

Improve Your Trading Charts With Interactive GUI's in MQL5 (Part I): Movable GUI (I)

Unleash the power of dynamic data representation in your trading strategies or utilities with our comprehensive guide on creating movable GUI in MQL5. Dive into the core concept of chart events and learn how to design and implement simple and multiple movable GUI on the same chart. This article also explores the process of adding elements to your GUI, enhancing their functionality and aesthetic appeal.
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Build Self Optimizing Expert Advisors in MQL5 (Part 5): Self Adapting Trading Rules

Build Self Optimizing Expert Advisors in MQL5 (Part 5): Self Adapting Trading Rules

The best practices, defining how to safely us an indicator, are not always easy to follow. Quiet market conditions may surprisingly produce readings on the indicator that do not qualify as a trading signal, leading to missed opportunities for algorithmic traders. This article will suggest a potential solution to this problem, as we discuss how to build trading applications capable of adapting their trading rules to the available market data.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 3): Added symbols prefixes and/or suffixes and Trading Time Session

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 3): Added symbols prefixes and/or suffixes and Trading Time Session

Several fellow traders sent emails or commented about how to use this Multi-Currency EA on brokers with symbol names that have prefixes and/or suffixes, and also how to implement trading time zones or trading time sessions on this Multi-Currency EA.
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From Novice to Expert: Time Filtered Trading

From Novice to Expert: Time Filtered Trading

Just because ticks are constantly flowing in doesn’t mean every moment is an opportunity to trade. Today, we take an in-depth study into the art of timing—focusing on developing a time isolation algorithm to help traders identify and trade within their most favorable market windows. Cultivating this discipline allows retail traders to synchronize more closely with institutional timing, where precision and patience often define success. Join this discussion as we explore the science of timing and selective trading through the analytical capabilities of MQL5.
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Understanding Programming Paradigms (Part 2): An Object-Oriented Approach to Developing a Price Action Expert Advisor

Understanding Programming Paradigms (Part 2): An Object-Oriented Approach to Developing a Price Action Expert Advisor

Learn about the object-oriented programming paradigm and its application in MQL5 code. This second article goes deeper into the specifics of object-oriented programming, offering hands-on experience through a practical example. You'll learn how to convert our earlier developed procedural price action expert advisor using the EMA indicator and candlestick price data to object-oriented code.
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Larry Williams Market Secrets (Part 5): Automating the Volatility Breakout Strategy in MQL5

Larry Williams Market Secrets (Part 5): Automating the Volatility Breakout Strategy in MQL5

This article demonstrates how to automate Larry Williams’ volatility breakout strategy in MQL5 using a practical, step-by-step approach. You will learn how to calculate daily range expansions, derive buy and sell levels, manage risk with range-based stops and reward-based targets, and structure a professional Expert Advisor for MetaTrader 5. Designed for traders and developers looking to transform Larry Williams’ market concepts into a fully testable and deployable automated trading system.
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Developing a trading Expert Advisor from scratch (Part 22): New order system (V)

Developing a trading Expert Advisor from scratch (Part 22): New order system (V)

Today we will continue to develop the new order system. It is not that easy to implement a new system as we often encounter problems which greatly complicate the process. When these problems appear, we have to stop and re-analyze the direction in which we are moving.
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Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching

Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching

This topic explores how to build an Adaptive Smart Money Architecture (ASMA)—an intelligent Expert Advisor that merges Smart Money Concepts (Order Blocks, Break of Structure, Fair Value Gaps) with real-time market sentiment to automatically choose the best trading strategy depending on current market conditions.
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Experiments with neural networks (Part 5): Normalizing inputs for passing to a neural network

Experiments with neural networks (Part 5): Normalizing inputs for passing to a neural network

Neural networks are an ultimate tool in traders' toolkit. Let's check if this assumption is true. MetaTrader 5 is approached as a self-sufficient medium for using neural networks in trading. A simple explanation is provided.
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Parallel Particle Swarm Optimization

Parallel Particle Swarm Optimization

The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an Expert Advisor and in a parallel multi-threaded mode as an add-on that runs on local tester agents.
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Introduction to MQL5 (Part 19): Automating Wolfe Wave Detection

Introduction to MQL5 (Part 19): Automating Wolfe Wave Detection

This article shows how to programmatically identify bullish and bearish Wolfe Wave patterns and trade them using MQL5. We’ll explore how to identify Wolfe Wave structures programmatically and execute trades based on them using MQL5. This includes detecting key swing points, validating pattern rules, and preparing the EA to act on the signals it finds.
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Swing Extremes and Pullbacks in MQL5 (Part 1): Developing a Multi-Timeframe Indicator

Swing Extremes and Pullbacks in MQL5 (Part 1): Developing a Multi-Timeframe Indicator

In this discussion we will Automate Swing Extremes and the Pullback Indicator, which transforms raw lower-timeframe (LTF) price action into a structured map of market intent, precisely identifying swing highs, swing lows, and corrective phases in real time. By programmatically tracking microstructure shifts, it anticipates potential reversals before they fully unfold—turning noise into actionable insight.
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Data Science and Machine Learning (Part 06): Gradient Descent

Data Science and Machine Learning (Part 06): Gradient Descent

The gradient descent plays a significant role in training neural networks and many machine learning algorithms. It is a quick and intelligent algorithm despite its impressive work it is still misunderstood by a lot of data scientists let's see what it is all about.