MQL5 Programming Articles

In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all used symbol timeseries periods.

This is just a brief review of MetaTrader 5. I can't describe all the system's new features for such a short time period - the testing started on 2009.09.09. This is a symbolical date, and I am sure it will be a lucky number. A few days have passed since I got the beta version of the MetaTrader 5 terminal and MQL5. I haven't managed to try all its features, but I am already impressed.

In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. Further on, we implemented the collection of history orders and deals. Our next step is creating a class for a convenient selection and sorting of orders, deals and positions in collection lists. We are going to implement the base library object called Engine and add collection of market orders and positions to the library.

In the previous chapter of the first part of the series about graphical interfaces, the form class was enriched by methods which allowed managing the form by pressing its controls. In this article, we will test our work in different types of MQL program such as indicators and scripts. As the library was designed to be cross-platform so it could be used in all MetaTrader platforms, we will also test it in MetaTrader 4.

Based on universal tools designed for working with Kohonen networks, we construct the system of analyzing and selecting the optimal EA parameters and consider forecasting time series. In Part I, we corrected and improved the publicly available neural network classes, having added necessary algorithms. Now, it is time to apply them to practice.

This is the first article of the MQL5 Cookbook series. I will start with simple examples to allow those who are taking their first steps in programming to gradually become familiar with the new language. I remember my first efforts at designing and programming trading systems which I may say was quite difficult, given the fact that it was the first programming language in my life. However, it turned out to be easier than I thought and it only took me a few months before I could develop a fairly complex program.

Take a look at your trading terminal. What means of price presentation can you see? Bars, candlesticks, lines. We are chasing time and prices whereas we only profit from prices. Shall we only give attention to prices when analyzing the market? This article proposes an algorithm and a script for point and figure charting ("naughts and crosses") Consideration is given to various price patterns whose practical use is outlined in recommendations provided.

Let's continue exploring various controls and this time turn our attention to scrollbar. Just like in the previous article entitled "MQL5 Cookbook: Indicator Subwindow Controls - Buttons", all operations will be performed in the indicator subwindow. Take a moment to read the above mentioned article as it provides a detailed description of working with events in the OnChartEvent() function, while this point will only be casually touched upon in this article. For illustrative purposes, this time around we will create a vertical scrollbar for a large list of all financial instrument properties that can be obtained using MQL5 resources.

In this article, I will create two classes (the class of DOM snapshot object and the class of DOM snapshot series object) and test creation of the DOM data series.

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 seventh part, we added tracking StopLimit orders activation and prepared the functionality for tracking other events involving orders and positions. In this article, we will develop the class for tracking order and position modification events.

Since its introduction, MetaTrader 5 provides multicurrency testing options. This possibility is often used by traders. However the function is not universal. The article presents several programs for drawing graphical objects on charts based on HTML and CSV trading history reports. Multicurrency trading can be analyzed in parallel, in several sub-windows, as well as in one window using the dynamic switching command.

We continue to add new features to the rendered table: data sorting, managing the number of columns and rows, setting the table cell types to place controls into them.

Every developer wants to be able to write code faster, and being able to code faster and effective is not some kind of special ability that only a few people are born with. It's a skill that can be learned, that is what I'm trying to teach in this article.

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.

We continue to develop the Multiline Text box control. This time our task is to implement an automatic word wrapping in case a text box width overflow occurs, or a reverse word wrapping of the text to the previous line if the opportunity arises.

MQL5 Standard Library makes your life as a developer easier. Nevertheless, it does not implement all the needs of all developers in the world, so if you feel that you need some more custom stuff you can take a step further and extend. This article walks you through integrating MetaQuotes' Zig-Zag technical indicator into the Standard Library. We get inspired by MetaQuotes' design philosophy to achieve our goal.

In this article, I will consider tracking property value modification, as well as removing and renaming graphical objects in the library.

In this article, we will continue to study fractals and will pay special attention to summarizing all the material. To do this, I will try to bring all earlier developments into a compact form which would be convenient and understandable for practical application in trading.

This article provides programmatic definition of one of the movement continuation models. The main idea is defining two waves — the main and the correction one. For extreme points, I apply fractals as well as "potential" fractals - extreme points that have not yet formed as fractals.

As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we will consider the application of these networks in the financial markets.

Finding rules for a trade system and programming them in an Expert Advisor is a half of the job. Somehow, you need to correct the operation of the Expert Advisor as it accumulates the results of trading. This article describes one of approaches, which allows improving performance of an Expert Advisor through creation of a feedback that measures slope of the balance curve.

In this article I will try to expand the classic concept of swap trading methods. I will explain why I have come to the conclusion that this concept deserves special attention and is absolutely recommended for study.

In this article, I will create the class of the abstract graphical object. This object is to serve as a basis for creating the class of standard graphical objects. Graphical objects feature multiple properties. Therefore, I will need to do a lot of preparatory work before actually creating the abstract graphical object class. This work includes setting the properties in the library enumerations.

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.

Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of voice notifications for various trade events, market states or signals generated by trading signals.

We will present a modified version of the Expert Advisor from the previous article "MQL5 Cookbook: Position Properties on the Custom Info Panel". Some of the issues we will address include getting data from bars, checking for new bar events on the current symbol, including a trade class of the Standard Library to a file, creating a function to search for trading signals and a function for executing trading operations, as well as determining trade events in the OnTrade() function.

The MetaTrader 5 platform allows developing and testing trading robots that simultaneously trade multiple financial instruments. The built-in Strategy Tester automatically downloads required tick history from the broker's server taking into account contract specifications, so the developer does not need to do anything manually. This makes it possible to easily and reliably reproduce trading environment conditions, including even millisecond intervals between the arrival of ticks on different symbols. In this article we will demonstrate the development and testing of a spread strategy on two Moscow Exchange futures.

This article is a continuation of the series of articles about deep neural networks. Here we will consider selecting samples (removing noise), reducing the dimensionality of input data and dividing the data set into the train/val/test sets during data preparation for training the neural network.

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!

This is the last of the three articles devoted to graphical controls. It covers the creation of the main graphical interface component - the form - and its use in combination with other controls. In addition to the form classes, CFrame, CButton, CLabel classes have been added to the control library.

With this article we begin chapter nine of series of articles dedicated to creating graphical interfaces in MetaTrader trading terminals. It consists of two chapters where new elements of controls and interface, such as color picker, color button, progress bar and line chart are presented.