MQL5 Programming Articles

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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.

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How to use ONNX models in MQL5

How to use ONNX models in MQL5

ONNX (Open Neural Network Exchange) is an open format built to represent machine learning models. In this article, we will consider how to create a CNN-LSTM model to forecast financial timeseries. We will also show how to use the created ONNX model in an MQL5 Expert Advisor.
Simulink: a Guide for the Developers of Expert Advisors
Simulink: a Guide for the Developers of Expert Advisors

Simulink: a Guide for the Developers of Expert Advisors

I am not a professional programmer. And thus, the principle of "going from the simple to the complex" is of primary importance to me when I am working on trading system development. What exactly is simple for me? First of all, it is the visualization of the process of creating the system, and the logic of its work. Also, it is a minimum of handwritten code. In this article, I will attempt to create and test the trading system, based on a Matlab package, and then write an Expert Advisor for MetaTrader 5. The historical data from MetaTrader 5 will be used for the testing process.
MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties
MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties

MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties

It is time to briefly summarize the information provided in the previous articles on position properties. In this article, we will create a few additional functions to get the properties that can only be obtained after accessing the history of deals. We will also get familiar with data structures that will allow us to access position and symbol properties in a more convenient way.
Graphical Interfaces VII: the Tables Controls (Chapter 1)
Graphical Interfaces VII: the Tables Controls (Chapter 1)

Graphical Interfaces VII: the Tables Controls (Chapter 1)

The seventh part of the series on MetaTrader graphical interfaces deals with three table types: text label, edit box and rendered one. Another important and frequently used controls are tabs allowing you to show/hide groups of other controls and develop space effective interfaces in your MQL applications.
Developing a cross-platform grider EA (part II): Range-based grid in trend direction
Developing a cross-platform grider EA (part II): Range-based grid in trend direction

Developing a cross-platform grider EA (part II): Range-based grid in trend direction

In this article, we will develop a grider EA for trading in a trend direction within a range. Thus, the EA is to be suited mostly for Forex and commodity markets. According to the tests, our grider showed profit since 2018. Unfortunately, this is not true for the period of 2014-2018.
Sorting methods and their visualization using MQL5
Sorting methods and their visualization using MQL5

Sorting methods and their visualization using MQL5

The Graphic.mqh library has been designed to work with graphics in MQL5. The article provides an example of its practical application and explains the idea of sorting. The general concept of sorting is described here since each type of sorting already has at least one separate article, while some of sorting types are objects of detailed studies.
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Multilayer perceptron and backpropagation algorithm (Part II): Implementation in Python and integration with MQL5

Multilayer perceptron and backpropagation algorithm (Part II): Implementation in Python and integration with MQL5

There is a Python package available for developing integrations with MQL, which enables a plethora of opportunities such as data exploration, creation and use of machine learning models. The built in Python integration in MQL5 enables the creation of various solutions, from simple linear regression to deep learning models. Let's take a look at how to set up and prepare a development environment and how to use use some of the machine learning libraries.
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The RSI Deep Three Move Trading Technique

The RSI Deep Three Move Trading Technique

Presenting the RSI Deep Three Move Trading Technique in MetaTrader 5. This article is based on a new series of studies that showcase a few trading techniques based on the RSI, a technical analysis indicator used to measure the strength and momentum of a security, such as a stock, currency, or commodity.
Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal API, Part 2
Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal API, Part 2

Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal API, Part 2

This article describes a new approach to hedging of positions and draws the line in the debates between users of MetaTrader 4 and MetaTrader 5 about this matter. It is a continuation of the first part: "Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal Panel, Part 1". In the second part, we discuss integration of custom Expert Advisors with HedgeTerminalAPI, which is a special visualization library designed for bi-directional trading in a comfortable software environment providing tools for convenient position management.
Graphical Interfaces X: Text selection in the Multiline Text box (build 13)
Graphical Interfaces X: Text selection in the Multiline Text box (build 13)

Graphical Interfaces X: Text selection in the Multiline Text box (build 13)

This article will implement the ability to select text using various key combinations and deletion of the selected text, similar to the way it is done in any other text editor. In addition, we will continue to optimize the code and prepare the classes to move on to the final process of the second stage of the library's evolution, where all controls will be rendered as separate images (canvases).
LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing
LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing

LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing

How to make the testing process more visual? The answer is simple: you need to use one or more indicators in the Strategy Tester, including a tick indicator, an indicator of balance and equity, an indicator of drawdown and deposit load. This solution will help you visually track the nature of ticks, balance and equity changes, as well as drawdown and deposit load.
Create your own Market Watch using the Standard Library Classes
Create your own Market Watch using the Standard Library Classes

Create your own Market Watch using the Standard Library Classes

The new MetaTrader 5 client terminal and the MQL5 Language provides new opportunities for presenting visual information to the trader. In this article, we propose a universal and extensible set of classes, which handles all the work of organizing displaying of the arbitrary text information on the chart. The example of Market Watch indicator is presented.
Liquid Chart
Liquid Chart

Liquid Chart

Would you like to see an hourly chart with bars opening from the second and the fifth minute of the hour? What does a redrawn chart look like when the opening time of bars is changing every minute? What advantages does trading on such charts have? You will find answers to these questions in this article.
Analyzing charts using DeMark Sequential and Murray-Gann levels
Analyzing charts using DeMark Sequential and Murray-Gann levels

Analyzing charts using DeMark Sequential and Murray-Gann levels

Thomas DeMark Sequential is good at showing balance changes in the price movement. This is especially evident if we combine its signals with a level indicator, for example, Murray levels. The article is intended mostly for beginners and those who still cannot find their "Grail". I will also display some features of building levels that I have not seen on other forums. So, the article will probably be useful for advanced traders as well... Suggestions and reasonable criticism are welcome...
MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy
MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy

MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy

In this article, we will develop a framework for a trading system based on the Triple Screen strategy in MQL5. The Expert Advisor will not be developed from scratch. Instead, we will simply modify the program from the previous article "MQL5 Cookbook: Using Indicators to Set Trading Conditions in Expert Advisors" which already substantially serves our purpose. So the article will also demonstrate how you can easily modify patterns of ready-made programs.
Using MetaTrader 5 as a Signal Provider for MetaTrader 4
Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Analyse and examples of techniques how trading analysis can be performed on MetaTrader 5 platform, but executed by MetaTrader 4. Article will show you how to create simple signal provider in your MetaTrader 5, and connect to it with multiple clients, even running MetaTrader 4. Also you will find out how you can follow participants of Automated Trading Championship in your real MetaTrader 4 account.
Graphical Interfaces II: the Menu Item Element (Chapter 1)
Graphical Interfaces II: the Menu Item Element (Chapter 1)

Graphical Interfaces II: the Menu Item Element (Chapter 1)

In the second part of the series, we will show in detail the development of such interface elements as main menu and context menu. We will also mention drawing elements and create a special class for it. We will discuss in depth such question as managing program events including custom ones.
Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)
Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)

Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)

In the previous article, we have enriched our library with four controls frequently used in graphical interfaces: checkbox, edit, edit with checkbox and check combobox. The second chapter of the sixth part will be dedicated to the slider and the dual slider controls.
Developing the symbol selection and navigation utility in MQL5 and MQL4
Developing the symbol selection and navigation utility in MQL5 and MQL4

Developing the symbol selection and navigation utility in MQL5 and MQL4

Experienced traders are well aware of the fact that most time-consuming things in trading are not opening and tracking positions but selecting symbols and looking for entry points. In this article, we will develop an EA simplifying the search for entry points on trading instruments provided by your broker.
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Neural networks made easy (Part 10): Multi-Head Attention

Neural networks made easy (Part 10): Multi-Head Attention

We have previously considered the mechanism of self-attention in neural networks. In practice, modern neural network architectures use several parallel self-attention threads to find various dependencies between the elements of a sequence. Let us consider the implementation of such an approach and evaluate its impact on the overall network performance.
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Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool

Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool

Upgrade your market reading with the Candle-Range Theory suite for MetaTrader 5, a fully MQL5-native solution that converts raw price bars into real-time volatility intelligence. The lightweight CRangePattern library benchmarks each candle’s true range against an adaptive ATR and classifies it the instant it closes; the CRT Indicator then projects those classifications on your chart as crisp, color-coded rectangles and arrows that reveal tightening consolidations, explosive breakouts, and full-range engulfment the moment they occur.
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Exploring options for creating multicolored candlesticks

Exploring options for creating multicolored candlesticks

In this article I will address the possibilities of creating customized indicators with candlesticks, pointing out their advantages and disadvantages.
Testing patterns that arise when trading currency pair baskets. Part I
Testing patterns that arise when trading currency pair baskets. Part I

Testing patterns that arise when trading currency pair baskets. Part I

We begin testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's see how oversold/overbought level breakthrough patterns are applied in practice.
Interview with Dmitry Terentew (ATC 2012)
Interview with Dmitry Terentew (ATC 2012)

Interview with Dmitry Terentew (ATC 2012)

Is it really necessary to be a programmer to develop trading robots? Do we need to spend years monitoring price charts to be able to "feel" the market? All these issues have been discussed in our interview with Dmitry Terentew (SAFF), whose trading robot has been occupying the first page of the Championship from the very beginning.
Universal Expert Advisor: CUnIndicator and Use of Pending Orders (Part 9)
Universal Expert Advisor: CUnIndicator and Use of Pending Orders (Part 9)

Universal Expert Advisor: CUnIndicator and Use of Pending Orders (Part 9)

The article describes the work with indicators through the universal CUnIndicator class. In addition, new methods of working with pending orders are considered. Please note: from this point on, the structure of the CStrategy project has undergone substantial changes. Now all its files are located in a single directory for the convenience of users.
Analysis of the Main Characteristics of Time Series
Analysis of the Main Characteristics of Time Series

Analysis of the Main Characteristics of Time Series

This article introduces a class designed to give a quick preliminary estimate of characteristics of various time series. As this takes place, statistical parameters and autocorrelation function are estimated, a spectral estimation of time series is carried out and a histogram is built.
Deep Neural Networks (Part II). Working out and selecting predictors
Deep Neural Networks (Part II). Working out and selecting predictors

Deep Neural Networks (Part II). Working out and selecting predictors

The second article of the series about deep neural networks will consider the transformation and choice of predictors during the process of preparing data for training a model.
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Multiple indicators on one chart (Part 01): Understanding the concepts

Multiple indicators on one chart (Part 01): Understanding the concepts

Today we will learn how to add multiple indicators running simultaneously on one chart, but without occupying a separate area on it. Many traders feel more confident if they monitor multiple indicators at a time (for example, RSI, STOCASTIC, MACD, ADX and some others), or in some cases even at different assets which an index is made of.
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The correct way to choose an Expert Advisor from the Market

The correct way to choose an Expert Advisor from the Market

In this article, we will consider some of the essential points you should pay attention to when purchasing an Expert Advisor. We will also look for ways to increase profit, to spend money wisely, and to earn from this spending. Also, after reading the article, you will see that it is possible to earn even using simple and free products.
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2

This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional functionality for caching and dynamically generating the elements and controlling the styles and new schemes for processing the events. Attached is an enhanced version of the standard library of controls.
Using Layouts and Containers for GUI Controls: The CBox Class
Using Layouts and Containers for GUI Controls: The CBox Class

Using Layouts and Containers for GUI Controls: The CBox Class

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CBox class. The CBox class is an auxiliary control that acts as a container for essential controls in a GUI panel. It can make designing graphical panels easier, and in some cases, reduce coding time.
Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)
Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)

Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)

This article is the beginning of the sixth part of the series dedicated to the development of the library for creating graphical interfaces in the MetaTrader terminals. In the first chapter, we are going to discuss the checkbox control, the edit control and their mixed types.
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Can Heiken-Ashi Combined With Moving Averages Provide Good Signals Together?

Can Heiken-Ashi Combined With Moving Averages Provide Good Signals Together?

Combinations of strategies may offer better opportunities. We can combine indicators or patterns together, or even better, indicators with patterns, so that we get an extra confirmation factor. Moving averages help us confirm and ride the trend. They are the most known technical indicators and this is because of their simplicity and their proven track record of adding value to analyses.
Selection and navigation utility in MQL5 and MQL4: Adding auto search for patterns and displaying detected symbols
Selection and navigation utility in MQL5 and MQL4: Adding auto search for patterns and displaying detected symbols

Selection and navigation utility in MQL5 and MQL4: Adding auto search for patterns and displaying detected symbols

In this article, we continue expanding the features of the utility for collecting and navigating through symbols. This time, we will create new tabs displaying only the symbols that satisfy some of the necessary parameters and find out how to easily add custom tabs with the necessary sorting rules.
Object-Oriented Approach to Building Multi-Timeframe and Multi-Currency Panels
Object-Oriented Approach to Building Multi-Timeframe and Multi-Currency Panels

Object-Oriented Approach to Building Multi-Timeframe and Multi-Currency Panels

This article describes how object-oriented programming can be used for creating multi-timeframe and multi-currency panels for MetaTrader 5. The main goal is to build a universal panel, which can be used for displaying many different kinds of data, such as prices, price changes, indicator values or custom buy/sell conditions without the need to modify the code of the panel itself.
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Automating Trading Strategies in MQL5 (Part 12): Implementing the Mitigation Order Blocks (MOB) Strategy

Automating Trading Strategies in MQL5 (Part 12): Implementing the Mitigation Order Blocks (MOB) Strategy

In this article, we build an MQL5 trading system that automates order block detection for Smart Money trading. We outline the strategy’s rules, implement the logic in MQL5, and integrate risk management for effective trade execution. Finally, we backtest the system to assess its performance and refine it for optimal results.
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Creating an EA that works automatically (Part 02): Getting started with the code

Creating an EA that works automatically (Part 02): Getting started with the code

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. In the previous article, we discussed the first steps that anyone needs to understand before proceeding to creating an Expert Advisor that trades automatically. We considered the concepts and the structure.
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Learn how to design a trading system by MFI

Learn how to design a trading system by MFI

The new article from our series about designing a trading system based on the most popular technical indicators considers a new technical indicator - the Money Flow Index (MFI). We will learn it in detail and develop a simple trading system by means of MQL5 to execute it in MetaTrader 5.
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Making charts more interesting: Adding a background

Making charts more interesting: Adding a background

Many workstations contain some representative image which shows something about the user. These images make the working environment more beautiful and exciting. Let's see how to make the charts more interesting by adding a background.
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Data Science and Machine Learning — Neural Network (Part 01): Feed Forward Neural Network demystified

Data Science and Machine Learning — Neural Network (Part 01): Feed Forward Neural Network demystified

Many people love them but a few understand the whole operations behind Neural Networks. In this article I will try to explain everything that goes behind closed doors of a feed-forward multi-layer perception in plain English.