Articles on MetaTrader 5 integration using MQL5

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Traders meet interesting challenges which often require an innovative approach. This category features articles that offer the most unexpected solutions for evaluating, analyzing and processing price data and trading results. The articles describe various integration solutions, including connection of databases and ICQ, use of OpenCL and social networks, use of Delphi and C#.

Read on to learn how to use specialized mathematical and neural packages, and much more. Become an author and share unique ideas with the MQL5.community members.

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Integrating MQL5 with Data Processing Packages (Part 8): Using Graph Neural Networks for Liquidity Zone Recognition

Integrating MQL5 with Data Processing Packages (Part 8): Using Graph Neural Networks for Liquidity Zone Recognition

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.
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Neuro-Structural Trading Engine — NSTE (Part I): How to Build a Prop-Firm-Safe Multi-Account System

Neuro-Structural Trading Engine — NSTE (Part I): How to Build a Prop-Firm-Safe Multi-Account System

This article lays the system architecture for a multi‑account algorithmic trading setup that operates cryptocurrency CFDs on MetaTrader 5 while respecting prop‑firm constraints. It defines three core principles—fixed dollar risk, one script per account, and centralized configuration—then details the Python–MQL5 split, the 60‑second processing loop, and JSON-based signaling. Readers get practical lot‑size computation, safety checks, and position management patterns for reliable deployment.
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The MQL5 Standard Library Explorer (Part 10): Polynomial Regression Channel

The MQL5 Standard Library Explorer (Part 10): Polynomial Regression Channel

Today, we explore another component of ALGLIB, leveraging its mathematical capabilities to develop a Polynomial Regression Channel indicator. By the end of this discussion, you will gain practical insights into indicator development using the MQL5 Standard Library, along with a fully functional, mathematically driven indicator source code.
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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.