MQL5 Programming Articles

In this article, I decided to highlight the well-known Bernoulli scheme and to show how it can be used to describe trading-related data arrays. All this will then be used to create a self-adapting trading system. We will also look for a more generic algorithm, a special case of which is the Bernoulli formula, and will find an application for it.

In the part VIII of the series of articles dedicated to creating graphical interfaces in MetaTrader, we will consider complex composite controls like calendars, tree view, and file navigator. Due to the large amount of information, there are separate articles written for every subject. The first chapter of this part describes the calendar control and its expanded version — a drop down calendar.

The article discusses a popular MVC pattern, as well as the possibilities, pros and cons of its usage in MQL programs. The idea is to split an existing code into three separate components: Model, View and Controller.

In this article, we develop a Change of Character (CHoCH) detection system in MQL5 that identifies swing highs and lows over a user-defined bar length, labels them as HH/LH for highs or LL/HL for lows to determine trend direction, and triggers trades on breaks of these swing points, indicating a potential reversal, and trades the breaks when the structure changes.

These are some tips from a professional programmer about methods, techniques and auxiliary tools which can make programming easier.

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.

In this article, technical indicators are treated as digital filters. Operation principles and basic characteristics of digital filters are explained. Also, some practical ways of receiving the filter kernel in MetaTrader 5 terminal and integration with a ready-made spectrum analyzer proposed in the article "Building a Spectrum Analyzer" are considered. Pulse and spectrum characteristics of the typical digital filters are used as examples.

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.

In this article, I will create the signal collection class of the MQL5.com Signals service with the functions for managing signals. Besides, I will improve the Depth of Market snapshot object class for displaying the total DOM buy and sell volumes.

We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library compatibility with MQL4 and defined the events of opening positions and activating pending orders. In this article, we will define the events of closing positions and get rid of the unused order properties.

The article opens up a new large section of the library for working with graphics. In the current article, I will create the mouse status object, the base object of all graphical elements and the class of the form object of the library graphical elements.

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.

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.

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.

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.

This article describes techniques of operating with Kohonen maps. The subject will be of interest to both market researchers with basic level of programing in MQL4 and MQL5 and experienced programmers that face difficulties with connecting Kohonen maps to their projects.

This article considers BookEvent - a Depth of Market event, and the principle of its processing. An MQL program, handling states of Depth of Market, serves as an example. It is written using the object-oriented approach. Results of handling are displayed on the screen as a panel and Depth of Market levels.

Easily install MetaTrader 5 and other MetaQuotes apps on HarmonyOS NEXT devices using DroiTong. A detailed step-by-step guide for your phone or laptop.

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.

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.

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.

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.

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.

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.

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 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.