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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Developing Smart Chart Objects in MQL5 (Part 1): Building a Stateful Trendline Management Framework

Developing Smart Chart Objects in MQL5 (Part 1): Building a Stateful Trendline Management Framework

This article details a practical framework for converting MetaTrader 5 trendlines from static drawings into managed runtime entities. It covers object discovery, event-driven synchronization of user edits, and confirmation logic based on ATR multipliers and closed candles. A central manager coordinates multiple lines and updates their visual state. Readers can implement consistent, extensible rules for detecting proximity, validating bounces, and confirming breakouts.
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Integrating External Applications with MQL5 Community OAuth

Integrating External Applications with MQL5 Community OAuth

Learn how to add “Sign in with MQL5” to your Android app using the OAuth 2.0 authorization code flow. The guide covers app registration, endpoints, redirect URI, Custom Tabs, deep-link handling, and a PHP backend that exchanges the code for an access token over HTTPS. You will authenticate real MQL5 users and access profile data such as rank and reputation.
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Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model

Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model

The article describes the process of fine-tuning a language model for trading based on real historical data from MetaTrader 5. The base model, which has only theoretical knowledge of technical analysis, is trained on a thousand examples of the real behavior of currency pairs (EURUSD, GBPUSD, USDCHF, USDCAD) over 180 days. After being trained using Ollama, the model begins to understand the specific characteristics of each instrument.
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Brain Storm Optimization algorithm (Part I): Clustering

Brain Storm Optimization algorithm (Part I): Clustering

In this article, we will look at an innovative optimization method called BSO (Brain Storm Optimization) inspired by a natural phenomenon called "brainstorming". We will also discuss a new approach to solving multimodal optimization problems the BSO method applies. It allows finding multiple optimal solutions without the need to pre-determine the number of subpopulations. We will also consider the K-Means and K-Means++ clustering methods.
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Deterministic Oscillatory Search (DOS)

Deterministic Oscillatory Search (DOS)

Deterministic Oscillatory Search (DOS) algorithm is an innovative global optimization method that combines the advantages of gradient and swarm algorithms without the use of random numbers. The fitness oscillation and slope mechanism allows DOS to explore complex search spaces in a deterministic manner.
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Requesting in Connexus (Part 6): Creating an HTTP Request and Response

Requesting in Connexus (Part 6): Creating an HTTP Request and Response

In this sixth article of the Connexus library series, we will focus on a complete HTTP request, covering each component that makes up a request. We will create a class that represents the request as a whole, which will help us bring together the previously created classes.
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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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Market Simulation (Part 19): First Steps with SQL (II)

Market Simulation (Part 19): First Steps with SQL (II)

As we explained in the first article about SQL, there is no point in spending time programming procedures to do what is already built into SQL. However, without knowing the basics, you won’t be able to do anything with SQL or take full advantage of everything this tool offers. Therefore, in this article, we will look at how to perform basic tasks in databases.
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Implementing Practical Modules from Other Languages in MQL5 (Part 06): Python-Like File IO operations in MQL5

Implementing Practical Modules from Other Languages in MQL5 (Part 06): Python-Like File IO operations in MQL5

This article shows how to simplify complex MQL5 file operations by building a Python-style interface for effortless reading and writing. It explains how to recreate Python’s intuitive file-handling patterns through custom functions and classes. The result is a cleaner, more reliable approach to MQL5 file I/O.
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Overcoming Accessibility Problems in MQL5 Trading Tools (Part III): Bidirectional Speech Communication Between a Trader and an Expert Advisor

Overcoming Accessibility Problems in MQL5 Trading Tools (Part III): Bidirectional Speech Communication Between a Trader and an Expert Advisor

Build a local, bidirectional voice interface for MetaTrader 5 using MQL5 WebRequest and two Python services. The article implements offline speech recognition with Vosk, wake‑word detection, an HTTP command endpoint, and a text‑to‑speech server on localhost. You will wire an Expert Advisor that fetches commands, executes trades, and returns spoken confirmations for hands‑free operation.
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Developing an MQTT client for MetaTrader 5: a TDD approach — Part 2

Developing an MQTT client for MetaTrader 5: a TDD approach — Part 2

This article is part of a series describing our development steps of a native MQL5 client for the MQTT protocol. In this part we describe our code organization, the first header files and classes, and how we are writing our tests. This article also includes brief notes about the Test-Driven-Development practice and how we are applying it to this project.
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MQL5 Wizard Techniques you should know (Part 68):  Using Patterns of TRIX and the Williams Percent Range with a Cosine Kernel Network

MQL5 Wizard Techniques you should know (Part 68): Using Patterns of TRIX and the Williams Percent Range with a Cosine Kernel Network

We follow up our last article, where we introduced the indicator pair of TRIX and Williams Percent Range, by considering how this indicator pairing could be extended with Machine Learning. TRIX and William’s Percent are a trend and support/ resistance complimentary pairing. Our machine learning approach uses a convolution neural network that engages the cosine kernel in its architecture when fine-tuning the forecasts of this indicator pairing. As always, this is done in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
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Central Force Optimization (CFO) algorithm

Central Force Optimization (CFO) algorithm

The article presents the Central Force Optimization (CFO) algorithm inspired by the laws of gravity. It explores how principles of physical attraction can solve optimization problems where "heavier" solutions attract less successful counterparts.
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Market Simulation (Part 17): Sockets (XI)

Market Simulation (Part 17): Sockets (XI)

The implementation of the part of the code that will run in MetaTrader 5 does not present any difficulty. However, there are several points that need to be taken into account. This is necessary so that you can make the system work. Remember one important thing: not just one program will be running. In reality, we will have to run three programs simultaneously. It is important to implement and structure each of them in such a way that they can interact and communicate with one another, and that each of them understands what the others are trying or intending to do.
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Applying Localized Feature Selection in Python and MQL5

Applying Localized Feature Selection in Python and MQL5

This article explores a feature selection algorithm introduced in the paper 'Local Feature Selection for Data Classification' by Narges Armanfard et al. The algorithm is implemented in Python to build binary classifier models that can be integrated with MetaTrader 5 applications for inference.
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Implementing Practical Modules from Other Languages in MQL5 (Part 01): Building the SQLite3 Library, Inspired by Python

Implementing Practical Modules from Other Languages in MQL5 (Part 01): Building the SQLite3 Library, Inspired by Python

The sqlite3 module in Python offers a straightforward approach for working with SQLite databases, it is fast and convenient. In this article, we are going to build a similar module on top of built-in MQL5 functions for working with databases to make it easier to work with SQLite3 databases in MQL5 as in Python.
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Building a Divergence System: Creating the MPO4 Custom Indicator

Building a Divergence System: Creating the MPO4 Custom Indicator

We introduce MPO4, a pressure-based oscillator that emphasizes the body and direction of candles in the context of current volatility. The article details its mathematics, normalization into a bounded range, and the EMA smoothing, then builds a pivot-driven divergence module designed not to repaint. You get complete MQL5 implementation and practical guidance for interpreting signals, including a comparison with RSI as an alternative source.
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Can DOOM Run in MetaTrader 5: DLLs, Rendering, and MQL5 Input?

Can DOOM Run in MetaTrader 5: DLLs, Rendering, and MQL5 Input?

This article demonstrates how to run DOOM inside MetaTrader 5 by integrating a native Windows DLL with an MQL5 Expert Advisor. We cover building the DLL, real-time framebuffer rendering via ResourceCreate, keyboard input with a key-up workaround using GetAsyncKeyState, and running the game loop on a background thread. The techniques are directly applicable to custom visualization, external data bridges, and robust MQL5–native code integration.
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Analyzing weather impact on currencies of agricultural countries using Python

Analyzing weather impact on currencies of agricultural countries using Python

What is the relationship between weather and Forex? Classical economic theory has long ignored the influence of such factors as weather on market behavior. But everything has changed. Let's try to find connections between the weather conditions and the position of agricultural currencies on the market.
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Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine

Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine

Let's discuss how we can make our Expert Advisors speech‑capable using text‑to‑speech technology, partnering Python and MQL5. After reading this article, you will walk away with a working example of an EA that speaks dynamic market information. You will master the application of TTS, the WebRequest function, and learn how Python libraries integrate with the MQL5 language to create a truly voice‑aware trading tool.
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MQL5 Wizard Techniques you should know (Part 54): Reinforcement Learning with hybrid SAC and Tensors

MQL5 Wizard Techniques you should know (Part 54): Reinforcement Learning with hybrid SAC and Tensors

Soft Actor Critic is a Reinforcement Learning algorithm that we looked at in a previous article, where we also introduced python and ONNX to these series as efficient approaches to training networks. We revisit the algorithm with the aim of exploiting tensors, computational graphs that are often exploited in Python.
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MetaTrader 5 Machine Learning Blueprint (Part 17): CPCV Backtesting — From Python Model to Tick-Level Evidence

MetaTrader 5 Machine Learning Blueprint (Part 17): CPCV Backtesting — From Python Model to Tick-Level Evidence

We bridge Python-native artifacts to MQL5 for tick-accurate CPCV backtesting. The export script converts the ONNX model, calibrator, feature spec, and path masks to flat files, while the expert advisor rebuilds features, performs ONNX inference with calibration, and trades on real ticks. The Strategy Tester runs each combinatorial path, and Python aggregates per-path equities into a path Sharpe distribution to assess robustness after spread, slippage, and commission.
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Role of random number generator quality in the efficiency of optimization algorithms

Role of random number generator quality in the efficiency of optimization algorithms

In this article, we will look at the Mersenne Twister random number generator and compare it with the standard one in MQL5. We will also find out the influence of the random number generator quality on the results of optimization algorithms.
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Population optimization algorithms: Evolution of Social Groups (ESG)

Population optimization algorithms: Evolution of Social Groups (ESG)

We will consider the principle of constructing multi-population algorithms. As an example of this type of algorithm, we will have a look at the new custom algorithm - Evolution of Social Groups (ESG). We will analyze the basic concepts, population interaction mechanisms and advantages of this algorithm, as well as examine its performance in optimization problems.
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Detecting and Classifying Fractal Patterns Using Machine Learning

Detecting and Classifying Fractal Patterns Using Machine Learning

In this article, we will touch upon the intriguing topic of fractal analysis and market forecasting using machine learning. These are just the first steps towards exploring the diverse fractal structures that form on financial price charts. We will use the correlation to find patterns and the CatBoost algorithm to classify these patterns.
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MQL5 Trading Toolkit (Part 5): Expanding the History Management EX5 Library with Position Functions

MQL5 Trading Toolkit (Part 5): Expanding the History Management EX5 Library with Position Functions

Discover how to create exportable EX5 functions to efficiently query and save historical position data. In this step-by-step guide, we will expand the History Management EX5 library by developing modules that retrieve key properties of the most recently closed position. These include net profit, trade duration, pip-based stop loss, take profit, profit values, and various other important details.
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Database Is Easy (Part 1): A Lightweight ORM Framework for MQL5 Using SQLite

Database Is Easy (Part 1): A Lightweight ORM Framework for MQL5 Using SQLite

This article presents a structured way to manage SQLite data in MQL5 through an ORM layer for MetaTrader 5. It introduces core classes for entity modeling and database access, a fluent CRUD API, reflection hooks for OnGet/OnSet, and macros to define models quickly. Practical code shows creating tables, binding fields, inserting, updating, querying, and deleting records. Developers gain reusable, type-safe components that minimize repetitive SQL.
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Population optimization algorithms: Charged System Search (CSS) algorithm

Population optimization algorithms: Charged System Search (CSS) algorithm

In this article, we will consider another optimization algorithm inspired by inanimate nature - Charged System Search (CSS) algorithm. The purpose of this article is to present a new optimization algorithm based on the principles of physics and mechanics.
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Interactive Supply and Demand Zone Manager in MQL5 (Part II): Event-Driven Architecture and Persistent Lifecycle Logging

Interactive Supply and Demand Zone Manager in MQL5 (Part II): Event-Driven Architecture and Persistent Lifecycle Logging

This article advances the stateful supply and demand zone framework for MetaTrader 5 by replacing polling with an event-driven model based on OnChartEvent(). We split synchronization into dedicated handlers for creation, modification, and deletion, and separate market logic in OnTick() from user interactions in OnChartEvent(). A persistent, append-only CSV logger records all lifecycle events, improving responsiveness, state consistency, and recoverable history for downstream analysis.
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CRUD Operations in Firebase using MQL

CRUD Operations in Firebase using MQL

This article offers a step-by-step guide to mastering CRUD (Create, Read, Update, Delete) operations in Firebase, focusing on its Realtime Database and Firestore. Discover how to use Firebase SDK methods to efficiently manage data in web and mobile apps, from adding new records to querying, modifying, and deleting entries. Explore practical code examples and best practices for structuring and handling data in real-time, empowering developers to build dynamic, scalable applications with Firebase’s flexible NoSQL architecture.
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MQL5 Wizard Techniques you should know (Part 81):  Using Patterns of Ichimoku and the ADX-Wilder with Beta VAE Inference Learning

MQL5 Wizard Techniques you should know (Part 81): Using Patterns of Ichimoku and the ADX-Wilder with Beta VAE Inference Learning

This piece follows up ‘Part-80’, where we examined the pairing of Ichimoku and the ADX under a Reinforcement Learning framework. We now shift focus to Inference Learning. Ichimoku and ADX are complimentary as already covered, however we are going to revisit the conclusions of the last article related to pipeline use. For our inference learning, we are using the Beta algorithm of a Variational Auto Encoder. We also stick with the implementation of a custom signal class designed for integration with the MQL5 Wizard.
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Creating a Trading Administrator Panel in MQL5 (Part VII): Trusted User, Recovery and Cryptography

Creating a Trading Administrator Panel in MQL5 (Part VII): Trusted User, Recovery and Cryptography

Security prompts, such as those triggered every time you refresh the chart, add a new pair to the chat with the Admin Panel EA, or restart the terminal, can become tedious. In this discussion, we will explore and implement a feature that tracks the number of login attempts to identify a trusted user. After a set number of failed attempts, the application will transition to an advanced login procedure, which also facilitates passcode recovery for users who may have forgotten it. Additionally, we will cover how cryptography can be effectively integrated into the Admin Panel to enhance security.
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MQL5 Trading Tools (Part 33): Building a Rich Content Markup Documentation System for MQL5 Programs

MQL5 Trading Tools (Part 33): Building a Rich Content Markup Documentation System for MQL5 Programs

We extend the Part 9 setup wizard to build a canvas-based, in-chart documentation system for MetaTrader 5. The panel is tabbed and scrollable, supports inline styling, images, and interactive controls, and renders with supersampled anti-aliasing. The result is a reusable engine that any MQL5 program can embed to deliver self-contained documentation directly on the chart.
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Implementing a Breakeven Mechanism in MQL5 (Part 2): ATR- and RRR-Based Breakeven

Implementing a Breakeven Mechanism in MQL5 (Part 2): ATR- and RRR-Based Breakeven

This article completes the implementation of ATR- and RRRR-based breakeven mechanisms in MQL5 and develops, from scratch, a class that makes it easy to switch breakeven modes without having to enter the parameters again. To evaluate the effectiveness of each breakeven type, several backtests are run, analyzing their advantages and disadvantages in the context of algorithmic trading.
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Developing a Terminal Manager (Part 2): Running Multiple Terminal Instances

Developing a Terminal Manager (Part 2): Running Multiple Terminal Instances

Let's move on to using multiple terminal instances on the server by setting up a simple control panel for starting and stopping them. Now it is time to expand the functionality and move on to the next stages — implementing more complex features, such as managing multiple terminal instances, state persistence, integration with the MetaTrader 5 API, and a web interface with comprehensive information about the terminals.
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MQL5 Wizard Techniques you should know (Part 60): Inference Learning (Wasserstein-VAE) with Moving Average and Stochastic Oscillator Patterns

MQL5 Wizard Techniques you should know (Part 60): Inference Learning (Wasserstein-VAE) with Moving Average and Stochastic Oscillator Patterns

We wrap our look into the complementary pairing of the MA & Stochastic oscillator by examining what role inference-learning can play in a post supervised-learning & reinforcement-learning situation. There are clearly a multitude of ways one can choose to go about inference learning in this case, our approach, however, is to use variational auto encoders. We explore this in python before exporting our trained model by ONNX for use in a wizard assembled Expert Advisor in MetaTrader.
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The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5

The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5

In this article we describe the implementation of the Multilayered Iterative Algorithm of the Group Method of Data Handling in MQL5.
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Introduction to MQL5 (Part 36): Mastering API and WebRequest Function in MQL5 (X)

Introduction to MQL5 (Part 36): Mastering API and WebRequest Function in MQL5 (X)

This article introduces the basic concepts behind HMAC-SHA256 and API signatures in MQL5, explaining how messages and secret keys are combined to securely authenticate requests. It lays the foundation for signing API calls without exposing sensitive data.
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Engineering Trading Discipline into Code (Part 6): Building a Unified Discipline Framework in MQL5

Engineering Trading Discipline into Code (Part 6): Building a Unified Discipline Framework in MQL5

The article introduces a unified MQL5 discipline framework that consolidates the symbol whitelist, trading‑hours and news filters, and daily trade‑limit modules under CDisciplineEngine.mqh. It explains centralized trade validation and state synchronization shared by a chart dashboard and an enforcement Expert Advisor. Readers learn how to authorize orders through a single gate, monitor permissions in real time, and automatically enforce rules across the terminal.
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Developing an MQL5 RL agent with RestAPI integration (Part 4): Organizing functions in classes in MQL5

Developing an MQL5 RL agent with RestAPI integration (Part 4): Organizing functions in classes in MQL5

This article discusses the transition from procedural coding to object-oriented programming (OOP) in MQL5 with an emphasis on integration with the REST API. Today we will discuss how to organize HTTP request functions (GET and POST) into classes. We will take a closer look at code refactoring and show how to replace isolated functions with class methods. The article contains practical examples and tests.