Articles on MetaTrader 5 integration using MQL5
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 11): Multi-Timeframe Causality Detection using Granger Analysis
This article implements a multi‑timeframe Granger causality monitor for MetaTrader 5. A Jupyter notebook tests predefined timeframe pairs, selects lags, applies multiple‑testing control, and exports a calibration table. An MQL5 Expert Advisor reloads the setup, recomputes the F‑test live on rolling windows, and marks pairs VALID/INVALID to gate its vote‑based BUY/SELL generator. The workflow shows alignment rules, live/offline parity, and a filtered vs unfiltered comparison on EURUSD.
Estimate the Probability of Large-range Sessions (Part 1): Build and Check EURUSD Forecasts
We estimate the probability, at broker time 08:00, that EURUSD's 08:00–16:00 range exceeds 1.25 times the mean of the previous 20 complete, valid target ranges. A two-feature SPSS logistic regression model employs the completed 00:00–08:00 H1 window. Coefficients from 2020–2023 sessions are fixed for the 2024 holdout comparison against constant and 60-outcome rolling frequency baselines, using Brier scores and log losses. MQL5 scripts allow readers to extract broker data and recreate the probabilities in MetaTrader 5.
Native AWS S3 Integration in MQL5: A Signature V4 Client for Model and Feature Artifact Storage
This article builds an AWS SigV4 signer in pure MQL5 and wraps it in a small S3 client for PutObject, GetObject, and ListObjectsV2. It explains canonicalization, HMAC‑SHA256, and key derivation, and shows how to handle empty‑payload hashing and GMT timestamps to avoid SignatureDoesNotMatch. A script uploads a model and a CSV, downloads them back, and compares SHA‑256 checksums, providing a practical, DLL‑free path to centralized artifact storage.
Why Backtested Scalpers Diverge in Live Trading (Part 1): Building an Intelligent Friction Guard for Dynamic Spread and Micro-Volatility Filtering
The article addresses the backtest–live gap in scalping by formalizing market friction and screening trades at quote time. It estimates tick velocity and arrival frequency, detects spread anomalies with a hybrid Welford–EWMA variance model, and evaluates a Friction Ratio against a configurable execution horizon. The MQL5 gatekeeper and diagnostic terminal radar classify market conditions into four regimes and gate order initiation when spreads widen or projected movement is insufficient.
Creating a Cairo-Inspired Graphics Library for MetaTrader 5 (Part 8): Paint, from Solid Colors to Gradients
Gradients are introduced by making the source a polymorphic paint: the rasterizer calls ColorAt(x, y) for each pixel. This enables solid, linear and radial fills on any path with a single inner‑loop change, keeping Path.mqh untouched. The article details color stops and padding, corner‑based normalization for linear gradients, normalized centers/radii for radial ones, a CCairoFillStyle handle, and compatibility with the legacy uint Fill().