MQL5 Programming Articles

icon

Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.

Follow our new publications and discuss them on the Forum!

Add a new article
latest | best
Parsing HTML with curl
Parsing HTML with curl

Parsing HTML with curl

The article provides the description of a simple HTML code parsing library using third-party components. In particular, it covers the possibilities of accessing data which cannot be retrieved using GET and POST requests. We will select a website with not too large pages and will try to obtain interesting data from this site.
Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program
Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program

Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program

The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these events in custom programs. The "New tick" class is used to determine the need to update timeseries for the non-current chart symbol and periods.
Finding Errors and Logging
Finding Errors and Logging

Finding Errors and Logging

MetaEditor 5 has the debugging feature. But when you write your MQL5 programs, you often want to display not the individual values, but all messages that appear during testing and online work. When the log file contents have large size, it is obvious to automate quick and easy retrieval of required message. In this article we will consider ways of finding errors in MQL5 programs and methods of logging. Also we will simplify logging into files and will get to know a simple program LogMon for comfortable viewing of logs.
preview
Continuous Walk-Forward Optimization (Part 7): Binding Auto Optimizer's logical part with graphics and controlling graphics from the program

Continuous Walk-Forward Optimization (Part 7): Binding Auto Optimizer's logical part with graphics and controlling graphics from the program

This article describes the connection of the graphical part of the auto optimizer program with its logical part. It considers the optimization launch process, from a button click to task redirection to the optimization manager.
Manual charting and trading toolkit (Part I). Preparation: structure description and helper class
Manual charting and trading toolkit (Part I). Preparation: structure description and helper class

Manual charting and trading toolkit (Part I). Preparation: structure description and helper class

This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press one key and a trendline appears, you press another key — this will create a Fibonacci fan with the necessary parameters. It will also be possible to switch timeframes, to rearrange layers or to delete all objects from the chart.
Cross-Platform Expert Advisor: Time Filters
Cross-Platform Expert Advisor: Time Filters

Cross-Platform Expert Advisor: Time Filters

This article discusses the implementation of various methods of time filtering a cross-platform expert advisor. The time filter classes are responsible for checking whether or not a given time falls under a certain time configuration setting.
preview
How to use MQL5 to detect candlesticks patterns

How to use MQL5 to detect candlesticks patterns

A new article to learn how to detect candlesticks patterns on prices automatically by MQL5.
MQL5 Cookbook: Sound Notifications for MetaTrader 5 Trade Events
MQL5 Cookbook: Sound Notifications for MetaTrader 5 Trade Events

MQL5 Cookbook: Sound Notifications for MetaTrader 5 Trade Events

In this article, we will consider such issues as including sound files in the file of the Expert Advisor, and thus adding sound notifications to trade events. The fact that the files will be included means that the sound files will be located inside the Expert Advisor. So when giving the compiled version of the Expert Advisor (*.ex5) to another user, you will not have to also provide the sound files and explain where they need to be saved.
How to Make Money from MetaTrader AppStore and Trading Signals Services If You Are Not a Seller or a Provider
How to Make Money from MetaTrader AppStore and Trading Signals Services If You Are Not a Seller or a Provider

How to Make Money from MetaTrader AppStore and Trading Signals Services If You Are Not a Seller or a Provider

It is possible to start making money on MQL5.com right now without having to be a seller of Market applications or a profitable signals provider. Select the products you like and post links to them on various web resources. Attract potential customers and the profit is yours!
Gap - a profitable strategy or 50/50?
Gap - a profitable strategy or 50/50?

Gap - a profitable strategy or 50/50?

The article dwells on gaps — significant differences between a close price of a previous timeframe and an open price of the next one, as well as on forecasting a daily bar direction. Applying the GetOpenFileName function by the system DLL is considered as well.
MQL5 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension
MQL5 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension

MQL5 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension

This article describes the MQL5 Standard Library extension, which allows to create Expert Advisors, place orders, Stop Losses and Take Profits using the MQL5 Wizard by the prices received from included modules. This approach does not apply any additional restrictions on the number of modules and does not cause conflicts in their joint work.
Selection and navigation utility in MQL5 and MQL4: Adding data to charts
Selection and navigation utility in MQL5 and MQL4: Adding data to charts

Selection and navigation utility in MQL5 and MQL4: Adding data to charts

In this article, we will continue expanding the functionality of the utility. This time, we will add the ability to display data that simplifies our trading. In particular, we are going to add High and Low prices of the previous day, round levels, High and Low prices of the year, session start time, etc.
preview
How to master Machine Learning

How to master Machine Learning

Check out this selection of useful materials which can assist traders in improving their algorithmic trading knowledge. The era of simple algorithms is passing, and it is becoming harder to succeed without the use of Machine Learning techniques and Neural Networks.
Patterns available when trading currency baskets. Part II
Patterns available when trading currency baskets. Part II

Patterns available when trading currency baskets. Part II

We continue our discussion of the patterns traders can come across while trading currency baskets. In this part, we will consider the patterns formed when using combined trend indicators. Indicators based on a currency index are to be used as the analytical tool.
Creating an Expert Advisor, which Trades on a Number of Instruments
Creating an Expert Advisor, which Trades on a Number of Instruments

Creating an Expert Advisor, which Trades on a Number of Instruments

The concept of diversification of assets on financial markets is quiet old, and has always attracted beginner traders. In this article, the author proposes a maximally simple approach to a construction of a multi-currency Expert Advisor, for an initial introduction to this direction of trading strategies.
Practical application of neural networks in trading
Practical application of neural networks in trading

Practical application of neural networks in trading

In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot.
PairPlot graph based on CGraphic for analyzing correlations between data arrays (time series)
PairPlot graph based on CGraphic for analyzing correlations between data arrays (time series)

PairPlot graph based on CGraphic for analyzing correlations between data arrays (time series)

Comparing several time series during a technical analysis is a quite common task that requires appropriate tools. In this article, I suggest developing a tool for graphical analysis and detecting correlations between two or more time series.
How to analyze the trades of the Signal selected in the chart
How to analyze the trades of the Signal selected in the chart

How to analyze the trades of the Signal selected in the chart

The trade Signals service develops in leaps and bounds. Trusting our funds to a signal provider, we would like to minimize the risk of losing our deposit. So how to puzzle out in this forest of trade signals? How to find the one that would produce profits? This paper proposes to create a tool for visually analyzing the history of trades on trade signals in a symbol chart.
preview
Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer

Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer

The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which were described in the second article. We will analyze the process of wrapper creation for a class which is imported from DLL and which forms an XML file with the trading history. We will also consider a method for interacting with this wrapper.
The NRTR indicator and trading modules based on NRTR for the MQL5 Wizard
The NRTR indicator and trading modules based on NRTR for the MQL5 Wizard

The NRTR indicator and trading modules based on NRTR for the MQL5 Wizard

In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating strategies based on a combination of NRTR with additional trend confirmation indicators.
Trading DiNapoli levels
Trading DiNapoli levels

Trading DiNapoli levels

The article considers one of the variants for Expert Advisor practical realization to trade DiNapoli levels using MQL5 standard tools. Its performance is tested and conclusions are made.
Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)
Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)

Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)

Let us consider the button control. We will discuss examples of several classes for creating a simple button, buttons with extended functionality (icon button and split button) and interconnected buttons (button groups and radio button). Added to that, we will introduce some additions to existing classes for controls to broaden their capability.
Universal Expert Advisor: Custom Strategies and Auxiliary Trade Classes (Part 3)
Universal Expert Advisor: Custom Strategies and Auxiliary Trade Classes (Part 3)

Universal Expert Advisor: Custom Strategies and Auxiliary Trade Classes (Part 3)

In this article, we will continue analyzing the algorithms of the CStrategy trading engine. The third part of the series contains the detailed analysis of examples of how to develop specific trading strategies using this approach. Special attention is paid to auxiliary algorithms — Expert Advisor logging system and data access using a conventional indexer (Close[1], Open[0] etc.)
preview
Creating an EA that works automatically (Part 01): Concepts and structures

Creating an EA that works automatically (Part 01): Concepts and structures

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode.
Graphical Interfaces IV: the Multi-Window Mode and System of Priorities (Chapter 2)
Graphical Interfaces IV: the Multi-Window Mode and System of Priorities (Chapter 2)

Graphical Interfaces IV: the Multi-Window Mode and System of Priorities (Chapter 2)

In this chapter, we will extend the library implementation to the possibility of creating multi-window interfaces for the MQL applications. We will also develop a system of priorities for left mouse clicking on graphical objects. This is required to avoid problems when elements do not respond to the user's actions.
preview
How to Become a Successful Signal Provider on MQL5.com

How to Become a Successful Signal Provider on MQL5.com

My main goal in this article is to provide you with a simple and accurate account of the steps that will help you become a top signal provider on MQL5.com. Drawing upon my knowledge and experience, I will explain what it takes to become a successful signal provider, including how to find, test, and optimize a good strategy. Additionally, I will provide tips on publishing your signal, writing a compelling description and effectively promoting and managing it.
Better Programmer (Part 02): Stop doing these 5 things to become a successful MQL5 programmer
Better Programmer (Part 02): Stop doing these 5 things to become a successful MQL5 programmer

Better Programmer (Part 02): Stop doing these 5 things to become a successful MQL5 programmer

This is the must read article for anyone wanting to improve their programming career. This article series is aimed at making you the best programmer you can possibly be, no matter how experienced you are. The discussed ideas work for MQL5 programming newbies as well as professionals.
preview
How to Become a Successful Signal Provider on MQL5.com

How to Become a Successful Signal Provider on MQL5.com

My main goal in this article is to provide you with a simple and accurate account of the steps that will help you become a top signal provider on MQL5.com. Drawing upon my knowledge and experience, I will explain what it takes to become a successful signal provider, including how to find, test, and optimize a good strategy. Additionally, I will provide tips on publishing your signal, writing a compelling description and effectively promoting and managing it.
Optimization management (Part I): Creating a GUI
Optimization management (Part I): Creating a GUI

Optimization management (Part I): Creating a GUI

This article describes the process of creating an extension for the MetaTrader terminal. The solution discussed helps to automate the optimization process by running optimizations in other terminals. A few more articles will be written concerning this topic. The extension has been developed using the C# language and design patterns, which additionally demonstrates the ability to expand the terminal capabilities by developing custom modules, as well as the ability to create custom graphical user interfaces using the functionality of a preferred programming language.
preview
Learn how to design a trading system by ATR

Learn how to design a trading system by ATR

In this article, we will learn a new technical tool that can be used in trading, as a continuation within the series in which we learn how to design simple trading systems. This time we will work with another popular technical indicator: Average True Range (ATR).
The power of ZigZag (part I). Developing the base class of the indicator
The power of ZigZag (part I). Developing the base class of the indicator

The power of ZigZag (part I). Developing the base class of the indicator

Many researchers do not pay enough attention to determining the price behavior. At the same time, complex methods are used, which very often are simply “black boxes”, such as machine learning or neural networks. The most important question arising in that case is what data to submit for training a particular model.
Using indicators for optimizing Expert Advisors in real time
Using indicators for optimizing Expert Advisors in real time

Using indicators for optimizing Expert Advisors in real time

Efficiency of any trading robot depends on the correct selection of its parameters (optimization). However, parameters that are considered optimal for one time interval may not retain their effectiveness in another period of trading history. Besides, EAs showing profit during tests turn out to be loss-making in real time. The issue of continuous optimization comes to the fore here. When facing plenty of routine work, humans always look for ways to automate it. In this article, I propose a non-standard approach to solving this issue.
MQL5.com Freelance: Developers' Source of Income (Infographic)
MQL5.com Freelance: Developers' Source of Income (Infographic)

MQL5.com Freelance: Developers' Source of Income (Infographic)

On the occasion of the MQL5 Freelance Service fourth birthday, we have prepared an info-graphic demonstrating the service results for the entire time of its existence. The figures speak for themselves: more than 10 000 orders worth about $600,000 in total have been executed to date, while 3 000 customers and 300 developers have already used the service.
Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects
Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects

Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects

The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for any library objects.
Regular expressions for traders
Regular expressions for traders

Regular expressions for traders

A regular expression is a special language for handling texts by applying a specified rule, also called a regex or regexp for short. In this article, we are going to show how to handle a trade report with the RegularExpressions library for MQL5, and will also demonstrate the optimization results after using it.
Better Programmer (Part 01): You must stop doing these 5 things to become a successful MQL5 programmer
Better Programmer (Part 01): You must stop doing these 5 things to become a successful MQL5 programmer

Better Programmer (Part 01): You must stop doing these 5 things to become a successful MQL5 programmer

There are a lot of bad habits that newbies and even advanced programmers are doing that are keeping them from becoming the best they can be to their coding career. We are going to discuss and address them in this article. This article is a must read for everyone who wants to become successful developer in MQL5.
Use MQL5.community channels and group chats
Use MQL5.community channels and group chats

Use MQL5.community channels and group chats

The MQL5.com website brings together traders from all over the world. Users publish articles, share free codes, sell products in the Market, perform Freelance orders and copy trading signals. You can communicate with them on the Forum, in trader chats and in MetaTrader channels.
Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events
Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events

Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events

The article deals with applying DoEasy library for creating multi-symbol multi-period indicators. We are going to prepare the library classes to work within indicators and test creating timeseries to be used as data sources in indicators. We will also implement creating and sending timeseries events.
Universal Expert Advisor: Accessing Symbol Properties (Part 8)
Universal Expert Advisor: Accessing Symbol Properties (Part 8)

Universal Expert Advisor: Accessing Symbol Properties (Part 8)

The eighth part of the article features the description of the CSymbol class, which is a special object that provides access to any trading instrument. When used inside an Expert Advisor, the class provides a wide set of symbol properties, while allowing to simplify Expert Advisor programming and to expand its functionality.
Quick Manual Trading Toolkit: Basic Functionality
Quick Manual Trading Toolkit: Basic Functionality

Quick Manual Trading Toolkit: Basic Functionality

Today, many traders switch to automated trading systems which can require additional setup or can be fully automated and ready to use. However, there is a considerable part of traders who prefer trading manually, in the old fashioned way. In this article, we will create toolkit for quick manual trading, using hotkeys, and for performing typical trading actions in one click.