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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Price Action Analysis Toolkit Development (Part 22): Correlation Dashboard

Price Action Analysis Toolkit Development (Part 22): Correlation Dashboard

This tool is a Correlation Dashboard that calculates and displays real-time correlation coefficients across multiple currency pairs. By visualizing how pairs move in relation to one another, it adds valuable context to your price-action analysis and helps you anticipate inter-market dynamics. Read on to explore its features and applications.
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From Novice to Expert: Detecting Liquidity Zone Flips Using MQL5

From Novice to Expert: Detecting Liquidity Zone Flips Using MQL5

This article presents an MQL5 indicator that detects and manages liquidity zone flips. It identifies supply and demand zones from higher timeframes using a base–impulse pattern, applies objective breakout and impulse thresholds, and flips zones automatically when structure changes. The result is a dynamic support‑resistance map that reduces manual redraws and gives you clear, actionable context for signals and retests.
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From Novice to Expert: Revealing the Candlestick Shadows (Wicks)

From Novice to Expert: Revealing the Candlestick Shadows (Wicks)

In this discussion, we take a step forward to uncover the underlying price action hidden within candlestick wicks. By integrating a wick visualization feature into the Market Periods Synchronizer, we enhance the tool with greater analytical depth and interactivity. This upgraded system allows traders to visualize higher-timeframe price rejections directly on lower-timeframe charts, revealing detailed structures that were once concealed within the shadows.
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Building an Object-Oriented FVG Scanner in MQL5

Building an Object-Oriented FVG Scanner in MQL5

Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC arrays with CopyRates, manages rectangles without leaks, and monitors mitigation in real time. It also shows how to integrate this class into an Expert Advisor with a strict new bar filter for stable and efficient execution.
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MQL5 Wizard Techniques you should know (Part 37): Gaussian Process Regression with Linear and Matérn Kernels

MQL5 Wizard Techniques you should know (Part 37): Gaussian Process Regression with Linear and Matérn Kernels

Linear Kernels are the simplest matrix of its kind used in machine learning for linear regression and support vector machines. The Matérn kernel on the other hand is a more versatile version of the Radial Basis Function we looked at in an earlier article, and it is adept at mapping functions that are not as smooth as the RBF would assume. We build a custom signal class that utilizes both kernels in forecasting long and short conditions.
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Combine Fundamental And Technical Analysis Strategies in MQL5 For Beginners

Combine Fundamental And Technical Analysis Strategies in MQL5 For Beginners

In this article, we will discuss how to integrate trend following and fundamental principles seamlessly into one Expert Advisors to build a strategy that is more robust. This article will demonstrate how easy it is for anyone to get up and running building customized trading algorithms using MQL5.
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Neural Networks in Trading: Unified Trajectory Generation Model (UniTraj)

Neural Networks in Trading: Unified Trajectory Generation Model (UniTraj)

Understanding agent behavior is important in many different areas, but most methods focus on just one of the tasks (understanding, noise removal, or prediction), which reduces their effectiveness in real-world scenarios. In this article, we will get acquainted with a model that can adapt to solving various problems.
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Data label for time series mining (Part 6):Apply and Test in EA Using ONNX

Data label for time series mining (Part 6):Apply and Test in EA Using ONNX

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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Design Patterns in software development and MQL5 (Part 2): Structural Patterns

Design Patterns in software development and MQL5 (Part 2): Structural Patterns

In this article, we will continue our articles about Design Patterns after learning how much this topic is more important for us as developers to develop extendable, reliable applications not only by the MQL5 programming language but others as well. We will learn about another type of Design Patterns which is the structural one to learn how to design systems by using what we have as classes to form larger structures.
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Neural Networks in Trading: Lightweight Models for Time Series Forecasting

Neural Networks in Trading: Lightweight Models for Time Series Forecasting

Lightweight time series forecasting models achieve high performance using a minimum number of parameters. This, in turn, reduces the consumption of computing resources and speeds up decision-making. Despite being lightweight, such models achieve forecast quality comparable to more complex ones.
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Neural networks made easy (Part 46): Goal-conditioned reinforcement learning (GCRL)

Neural networks made easy (Part 46): Goal-conditioned reinforcement learning (GCRL)

In this article, we will have a look at yet another reinforcement learning approach. It is called goal-conditioned reinforcement learning (GCRL). In this approach, an agent is trained to achieve different goals in specific scenarios.
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Building AI-Powered Trading Systems in MQL5 (Part 8): UI Polish with Animations, Timing Metrics, and Response Management Tools

Building AI-Powered Trading Systems in MQL5 (Part 8): UI Polish with Animations, Timing Metrics, and Response Management Tools

In this article, we enhance the AI-powered trading system in MQL5 with user interface improvements, including loading animations for request preparation and thinking phases, as well as timing metrics displayed in responses for better feedback. We add response management tools like regenerate buttons to re-query the AI and export options to save the last response to a file, streamlining interaction.
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Price Action Analysis Toolkit Development (Part 59): Using Geometric Asymmetry to Identify Precision Breakouts from Fractal Consolidation

Price Action Analysis Toolkit Development (Part 59): Using Geometric Asymmetry to Identify Precision Breakouts from Fractal Consolidation

While studying a wide range of breakout setups, I noticed that failed breakouts were rarely caused by a lack of volatility, but more often by weak internal structure. That observation led to the framework presented in this article. The approach identifies patterns where the final price leg shows superior length, steepness, and speed—clear signs of momentum accumulation ahead of directional expansion. By detecting these subtle geometric imbalances within consolidation, traders can anticipate higher-probability breakouts before price exits the range. Continue reading to see how this fractal-based, geometric framework translates structural imbalance into precise breakout signals.
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Developing a multi-currency Expert Advisor (Part 6): Automating the selection of an instance group

Developing a multi-currency Expert Advisor (Part 6): Automating the selection of an instance group

After optimizing the trading strategy, we receive sets of parameters. We can use them to create several instances of trading strategies combined in one EA. Previously, we did this manually. Here we will try to automate this process.
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Automating Market Memory Zones Indicator: Where Price is Likely to Return

Automating Market Memory Zones Indicator: Where Price is Likely to Return

This article turns Market Memory Zones from a chart-only concept into a complete MQL5 Expert Advisor. It automates Displacement, Structure Transition (CHoCH), and Liquidity Sweep zones using ATR- and candle-structure filters, applies lower-timeframe confirmation, and enforces risk-based position sizing with dynamic SL and structure-based TP. You will get the code architecture for detection, entries, trade management, and visualization, plus a brief backtest review.
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Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases

Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases

In part 2, we extend the news filter to protect existing positions during news events. Instead of closing trades, we temporarily remove stop-loss and take-profit levels, storing them safely in memory. When the news window ends, stops are deterministically restored, adjusted if price has already crossed the original levels, while respecting broker minimum distance rules. The result is a mechanism that preserves trade integrity without interfering with entry logic, keeping the EA in control through volatility.
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Reimagining Classic Strategies (Part V): Multiple Symbol Analysis on USDZAR

Reimagining Classic Strategies (Part V): Multiple Symbol Analysis on USDZAR

In this series of articles, we revisit classical strategies to see if we can improve the strategy using AI. In today's article, we will examine a popular strategy of multiple symbol analysis using a basket of correlated securities, we will focus on the exotic USDZAR currency pair.
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Creating a Trading Administrator Panel in MQL5 (Part II): Enhancing Responsiveness and Quick Messaging

Creating a Trading Administrator Panel in MQL5 (Part II): Enhancing Responsiveness and Quick Messaging

In this article, we will enhance the responsiveness of the Admin Panel that we previously created. Additionally, we will explore the significance of quick messaging in the context of trading signals.
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Codex Pipelines: From Python to MQL5 for Indicator Selection — A Multi-Quarter Analysis of the FXI ETF

Codex Pipelines: From Python to MQL5 for Indicator Selection — A Multi-Quarter Analysis of the FXI ETF

We continue our look at how MetaTrader can be used outside its forex trading ‘comfort-zone’ by looking at another tradable asset in the form of the FXI ETF. Unlike in the last article where we tried to do ‘too-much’ by delving into not just indicator selection, but also considering indicator pattern combinations, for this article we will swim slightly upstream by focusing more on indicator selection. Our end product for this is intended as a form of pipeline that can help recommend indicators for various assets, provided we have a reasonable amount of their price history.
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Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)

Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)

In this article, I propose to look at the issue of building a trading strategy from a different angle. We will not predict future price movements, but will try to build a trading system based on the analysis of historical data.
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From Novice to Expert: The Essential Journey Through MQL5 Trading

From Novice to Expert: The Essential Journey Through MQL5 Trading

Unlock your potential! You're surrounded by opportunities. Discover 3 top secrets to kickstart your MQL5 journey or take it to the next level. Let's dive into discussion of tips and tricks for beginners and pros alike.
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Self Optimizing Expert Advisors in MQL5 (Part 16): Supervised Linear System Identification

Self Optimizing Expert Advisors in MQL5 (Part 16): Supervised Linear System Identification

Linear system identifcation may be coupled to learn to correct the error in a supervised learning algorithm. This allows us to build applications that depend on statistical modelling techniques without necessarily inheriting the fragility of the model's restrictive assumptions. Classical supervised learning algorithms have many needs that may be supplemented by pairing these models with a feedback controller that can correct the model to keep up with current market conditions.
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Category Theory in MQL5 (Part 22): A different look at Moving Averages

Category Theory in MQL5 (Part 22): A different look at Moving Averages

In this article we attempt to simplify our illustration of concepts covered in these series by dwelling on just one indicator, the most common and probably the easiest to understand. The moving average. In doing so we consider significance and possible applications of vertical natural transformations.
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Creating an MQL5-Telegram Integrated Expert Advisor (Part 7): Command Analysis for Indicator Automation on Charts

Creating an MQL5-Telegram Integrated Expert Advisor (Part 7): Command Analysis for Indicator Automation on Charts

In this article, we explore how to integrate Telegram commands with MQL5 to automate the addition of indicators on trading charts. We cover the process of parsing user commands, executing them in MQL5, and testing the system to ensure smooth indicator-based trading
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Automating Market Entropy Indicator: Trading System Based on Information Theory

Automating Market Entropy Indicator: Trading System Based on Information Theory

This article presents an EA that automates the previously introduced Market Entropy methodology. It computes fast and slow entropy, momentum, and compression states, validates signals, and executes orders with SL/TP and optional position reversal. The result is a practical, configurable tool that applies information-theoretic signals without manual interpretation.
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Neural networks made easy (Part 45): Training state exploration skills

Neural networks made easy (Part 45): Training state exploration skills

Training useful skills without an explicit reward function is one of the main challenges in hierarchical reinforcement learning. Previously, we already got acquainted with two algorithms for solving this problem. But the question of the completeness of environmental research remains open. This article demonstrates a different approach to skill training, the use of which directly depends on the current state of the system.
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Developing a multi-currency Expert Advisor (Part 15): Preparing EA for real trading

Developing a multi-currency Expert Advisor (Part 15): Preparing EA for real trading

As we gradually approach to obtaining a ready-made EA, we need to pay attention to issues that seem secondary at the stage of testing a trading strategy, but become important when moving on to real trading.
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Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part III)

Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part III)

This part of the article series is dedicated to integrating WhatsApp with MetaTrader 5 for notifications. We have included a flow chart to simplify understanding and will discuss the importance of security measures in integration. The primary purpose of indicators is to simplify analysis through automation, and they should include notification methods for alerting users when specific conditions are met. Discover more in this article.
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Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester

Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester

Learn how to build a manual backtesting EA for MetaTrader 5's visual tester by adding chart buttons with CButton, executing orders through CTrade, and filtering positions with a magic number. The article implements Buy/Sell and Close All controls, configurable lot size and initial SL, and a trailing stop via CPositionInfo. You will also see how to load indicators with tester.tpl to validate ideas faster before automation and narrow optimization ranges.
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Reusing Invalidated Orderblocks As Mitigation Blocks (SMC)

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.
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Neural networks made easy (Part 51): Behavior-Guided Actor-Critic (BAC)

Neural networks made easy (Part 51): Behavior-Guided Actor-Critic (BAC)

The last two articles considered the Soft Actor-Critic algorithm, which incorporates entropy regularization into the reward function. This approach balances environmental exploration and model exploitation, but it is only applicable to stochastic models. The current article proposes an alternative approach that is applicable to both stochastic and deterministic models.
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Trading with the MQL5 Economic Calendar (Part 10): Draggable Dashboard and Interactive Hover Effects for Seamless News Navigation

Trading with the MQL5 Economic Calendar (Part 10): Draggable Dashboard and Interactive Hover Effects for Seamless News Navigation

In this article, we enhance the MQL5 Economic Calendar by introducing a draggable dashboard that allows us to reposition the interface for better chart visibility. We implement hover effects for buttons to improve interactivity and ensure seamless navigation with a dynamically positioned scrollbar.
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Neural Networks in Trading: Contrastive Pattern Transformer

Neural Networks in Trading: Contrastive Pattern Transformer

The Contrastive Transformer is designed to analyze markets both at the level of individual candlesticks and based on entire patterns. This helps improve the quality of market trend modeling. Moreover, the use of contrastive learning to align representations of candlesticks and patterns fosters self-regulation and improves the accuracy of forecasts.
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Neural Networks in Trading: Controlled Segmentation (Final Part)

Neural Networks in Trading: Controlled Segmentation (Final Part)

We continue the work started in the previous article on building the RefMask3D framework using MQL5. This framework is designed to comprehensively study multimodal interaction and feature analysis in a point cloud, followed by target object identification based on a description provided in natural language.
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Trading with the MQL5 Economic Calendar (Part 7): Preparing for Strategy Testing with Resource-Based News Event Analysis

Trading with the MQL5 Economic Calendar (Part 7): Preparing for Strategy Testing with Resource-Based News Event Analysis

In this article, we prepare our MQL5 trading system for strategy testing by embedding economic calendar data as a resource for non-live analysis. We implement event loading and filtering for time, currency, and impact, then validate it in the Strategy Tester. This enables effective backtesting of news-driven strategies.
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MQL5 Trading Tools (Part 5): Creating a Rolling Ticker Tape for Real-Time Symbol Monitoring

MQL5 Trading Tools (Part 5): Creating a Rolling Ticker Tape for Real-Time Symbol Monitoring

In this article, we develop a rolling ticker tape in MQL5 for real-time monitoring of multiple symbols, displaying bid prices, spreads, and daily percentage changes with scrolling effects. We implement customizable fonts, colors, and scroll speeds to highlight price movements and trends effectively.
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Developing a multi-currency Expert Advisor (Part 16): Impact of different quote histories on test results

Developing a multi-currency Expert Advisor (Part 16): Impact of different quote histories on test results

The EA under development is expected to show good results when trading with different brokers. But for now we have been using quotes from a MetaQuotes demo account to perform tests. Let's see if our EA is ready to work on a trading account with different quotes compared to those used during testing and optimization.
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Trading Options Without Options (Part 1): Basic Theory and Emulation Through Underlying Assets

Trading Options Without Options (Part 1): Basic Theory and Emulation Through Underlying Assets

The article describes a variant of options emulation through an underlying asset implemented in the MQL5 programming language. The pros and cons of the chosen approach are compared with real exchange options using the example of the FORTS futures market of the MOEX Moscow exchange and the Bybit crypto exchange.
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Neural Networks Made Easy (Part 85): Multivariate Time Series Forecasting

Neural Networks Made Easy (Part 85): Multivariate Time Series Forecasting

In this article, I would like to introduce you to a new complex timeseries forecasting method, which harmoniously combines the advantages of linear models and transformers.
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Neural Networks Made Easy (Part 86): U-Shaped Transformer

Neural Networks Made Easy (Part 86): U-Shaped Transformer

We continue to study timeseries forecasting algorithms. In this article, we will discuss another method: the U-shaped Transformer.