MQL5 Programming Articles
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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Creating and Publishing of Trade Reports and SMS Notification
Traders don't always have ability and desire to seat at the trading terminal for hours. Especially, if trading system is more or less formalized and can automatically identify some of the market states. This article describes how to generate a report of trade results (using Expert Advisor, Indicator or Script) as HTML-file and upload it via FTP to WWW-server. We will also consider sending notification of trade events as SMS to mobile phone.
Graphical Interfaces II: The Main Menu Element (Chapter 4)
This is the final chapter of the second part of the series about graphical interfaces. Here, we are going to consider the creation of the main menu. The development of this control and setting up handlers of the library classes for correct reaction to the user's actions will be demonstrated here. We will also discuss how to attach context menus to the items of the main menu. Adding to that, we will mention blocking currently inactive elements.
Statistical Probability Distributions in MQL5
The article addresses probability distributions (normal, log-normal, binomial, logistic, exponential, Cauchy distribution, Student's t-distribution, Laplace distribution, Poisson distribution, Hyperbolic Secant distribution, Beta and Gamma distribution) of random variables used in Applied Statistics. It also features classes for handling these distributions.
Introduction to MQL5 (Part 1): A Beginner's Guide into Algorithmic Trading
Dive into the fascinating realm of algorithmic trading with our beginner-friendly guide to MQL5 programming. Discover the essentials of MQL5, the language powering MetaTrader 5, as we demystify the world of automated trading. From understanding the basics to taking your first steps in coding, this article is your key to unlocking the potential of algorithmic trading even without a programming background. Join us on a journey where simplicity meets sophistication in the exciting universe of MQL5.
Cross-Platform Expert Advisor: Stops
This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.
Learn how to design a trading system by VIDYA
Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).
Video: Simple automated trading – How to create a simple Expert Advisor with MQL5
The majority of students in my courses felt that MQL5 was really difficult to understand. In addition to this, they were searching for a straightforward method to automate a few processes. Find out how to begin working with MQL5 right now by reading the information contained in this article. Even if you have never done any form of programming before. And even in the event that you are unable to comprehend the previous illustrations that you have observed.
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the collection of account objects and prepare the functionality for tracking account events.
Automating Trading Strategies in MQL5 (Part 8): Building an Expert Advisor with Butterfly Harmonic Patterns
In this article, we build an MQL5 Expert Advisor to detect Butterfly harmonic patterns. We identify pivot points and validate Fibonacci levels to confirm the pattern. We then visualize the pattern on the chart and automatically execute trades when confirmed.
Neural networks made easy (Part 8): Attention mechanisms
In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I suggest considering Attention Mechanisms, the appearance of which gave impetus to the development of language models.
Extending Strategy Builder Functionality
In the previous two articles, we discussed the application of Merrill patterns to various data types. An application was developed to test the presented ideas. In this article, we will continue working with the Strategy Builder, to improve its efficiency and to implement new features and capabilities.
Testing patterns that arise when trading currency pair baskets. Part II
We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the combined WPR graph crossing the moving average. If the answer is yes, we should consider the appropriate usage methods.
Testing Performance of Moving Averages Calculation in MQL5
A number of indicators have appeared since the time of first Moving Average indicator creation. Many of them use the similar smoothing methods, but the performances of different moving averages algorithms have not been studied. In this article, we will consider possible ways of use the Moving Averages in MQL5 and compare their performance.
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)
We are still discussing the development of the library for creating graphical interfaces in the MetaTrader environment. In the first article of the fifth part of the series, we will write classes for creating vertical and horizontal scrollbars.
Learn how to design a trading system by Relative Vigor Index
A new article in our series about how to design a trading system by the most popular technical indicator. In this article, we will learn how to do that by the Relative Vigor Index indicator.
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)
The second chapter of the part nine is dedicated to the progress bar and line chart controls. As always, there will be detailed examples provided to reveal how these controls can be used in custom MQL applications.
How to develop any type of Trailing Stop and connect it to an EA
In this article, we will look at classes for convenient creation of various trailings, as well as learn how to connect a trailing stop to any EA.
How to Add New UI Languages to the MetaTrader 5 Platform
User interface of the MetaTrader 5 platform is translated into several languages. Don't worry if your native language is not among the supported ones. You can easily complete the translation using the special MetaTrader 5 MultiLanguage Pack utility, offered by MetaQuotes Software Corp. for free to all comers. In this article we will show some examples of how to add a new user interface languages to the MetaTrader 5 platform.
Building a Social Technology Startup, Part II: Programming an MQL5 REST Client
Let's now shape the PHP-based Twitter idea which was introduced in the first part of this article. We are assembling the different parts of the SDSS. Regarding the client side of the system architecture, we are relying on the new MQL5 WebRequest() function for sending trading signals via HTTP.
Improve Your Trading Charts With Interactive GUI's in MQL5 (Part III): Simple Movable Trading GUI
Join us in Part III of the "Improve Your Trading Charts With Interactive GUIs in MQL5" series as we explore the integration of interactive GUIs into movable trading dashboards in MQL5. This article builds on the foundations set in Parts I and II, guiding readers to transform static trading dashboards into dynamic, movable ones.
Automating Trading Strategies in MQL5 (Part 7): Building a Grid Trading EA with Dynamic Lot Scaling
In this article, we build a grid trading expert advisor in MQL5 that uses dynamic lot scaling. We cover the strategy design, code implementation, and backtesting process. Finally, we share key insights and best practices for optimizing the automated trading system.
CCI indicator. Upgrade and new features
In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.
Guide to writing a DLL for MQL5 in Delphi
The article examines the mechanism of creating a DLL module, using the popular programming language of ObjectPascal, within a Delphi programming environment. The materials, provided in this article, are designed to primarily target beginner programmers, who are working with problems, which breach the boundaries of the embedded programming language of MQL5, by connecting the outside DLL modules.
Learn how to design a trading system by Parabolic SAR
In this article, we will continue our series about how to design a trading system using the most popular indicators. In this article, we will learn about the Parabolic SAR indicator in detail and how we can design a trading system to be used in MetaTrader 5 using some simple strategies.
Larry Williams Market Secrets (Part 1): Building a Swing Structure Indicator in MQL5
A practical guide to building a Larry Williams–style market structure indicator in MQL5, covering buffer setup, swing-point detection, plot configuration, and how traders can apply the indicator in technical market analysis.
Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor
Just over a year ago joo, in his article "Genetic Algorithms - It's Easy!", gave us a tool for implementation of the genetic algorithm in MQL5. Now utilizing the tool we will create an Expert Advisor that will genetically optimize its own parameters upon certain boundary conditions...
Creating an Interactive Graphical User Interface in MQL5 (Part 1): Making the Panel
This article explores the fundamental steps in crafting and implementing a Graphical User Interface (GUI) panel using MetaQuotes Language 5 (MQL5). Custom utility panels enhance user interaction in trading by simplifying common tasks and visualizing essential trading information. By creating custom panels, traders can streamline their workflow and save time during trading operations.
Gradient Boosting (CatBoost) in the development of trading systems. A naive approach
Training the CatBoost classifier in Python and exporting the model to mql5, as well as parsing the model parameters and a custom strategy tester. The Python language and the MetaTrader 5 library are used for preparing the data and for training the model.
Making a dashboard to display data in indicators and EAs
In this article, we will create a dashboard class to be used in indicators and EAs. This is an introductory article in a small series of articles with templates for including and using standard indicators in Expert Advisors. I will start by creating a panel similar to the MetaTrader 5 data window.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR
The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders an more) for more than 1 symbol pair only from one symbol chart.
Automating Trading Strategies in MQL5 (Part 5): Developing the Adaptive Crossover RSI Trading Suite Strategy
In this article, we develop the Adaptive Crossover RSI Trading Suite System, which uses 14- and 50-period moving average crossovers for signals, confirmed by a 14-period RSI filter. The system includes a trading day filter, signal arrows with annotations, and a real-time dashboard for monitoring. This approach ensures precision and adaptability in automated trading.
Creating Non-Lagging Digital Filters
The article describes one of the approaches to determining a useful signal (trend) in stream data. Small filtering (smoothing) tests applied to market quotes demonstrate the potential for creating non-lagging digital filters (indicators) that are not redrawn on the last bars.
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started improving the library classes for working with MQL4. Here we will continue improving the library to ensure its full compatibility with MQL4.
Decoding Opening Range Breakout Intraday Trading Strategies
Opening Range Breakout (ORB) strategies are built on the idea that the initial trading range established shortly after the market opens reflects significant price levels where buyers and sellers agree on value. By identifying breakouts above or below a certain range, traders can capitalize on the momentum that often follows as the market direction becomes clearer. In this article, we will explore three ORB strategies adapted from the Concretum Group.
The market and the physics of its global patterns
In this article, I will try to test the assumption that any system with even a small understanding of the market can operate on a global scale. I will not invent any theories or patterns, but I will only use known facts, gradually translating these facts into the language of mathematical analysis.
Developing multi-module Expert Advisors
MQL programming language allows implementing the concept of modular development of trading strategies. The article shows an example of developing a multi-module Expert Advisor consisting of separately compiled file modules.
Implementing a Bollinger Bands Trading Strategy with MQL5: A Step-by-Step Guide
A step-by-step guide to implementing an automated trading algorithm in MQL5 based on the Bollinger Bands trading strategy. A detailed tutorial based on creating an Expert Advisor that can be useful for traders.
The Prototype of a Trading Robot
This article summarizes and systematizes the principles of creating algorithms and elements of trading systems. The article considers designing of expert algorithm. As an example the CExpertAdvisor class is considered, which can be used for quick and easy development of trading systems.
Data Science and Machine Learning (Part 03): Matrix Regressions
This time our models are being made by matrices, which allows flexibility while it allows us to make powerful models that can handle not only five independent variables but also many variables as long as we stay within the calculations limits of a computer, this article is going to be an interesting read, that's for sure.
Freelance Jobs on MQL5.com - Developer's Favorite Place
Developers of trading robots no longer need to market their services to traders that require Expert Advisors - as now they will find you. Already, thousands of traders place orders to MQL5 freelance developers, and pay for work in on MQL5.com. For 4 years, this service facilitated three thousand traders to pay for more than 10 000 jobs performed. And the activity of traders and developers is constantly growing!