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 Implement Auto Optimization in MQL5 Expert Advisors

How to Implement Auto Optimization in MQL5 Expert Advisors

Step by step guide for auto optimization in MQL5 for Expert Advisors. We will cover robust optimization logic, best practices for parameter selection, and how to reconstruct strategies with back-testing. Additionally, higher-level methods like walk-forward optimization will be discussed to enhance your trading approach.
Graphical Interfaces XI: Text edit boxes and Combo boxes in table cells (build 15)
Graphical Interfaces XI: Text edit boxes and Combo boxes in table cells (build 15)

Graphical Interfaces XI: Text edit boxes and Combo boxes in table cells (build 15)

In this update of the library, the Table control (the CTable class) will be supplemented with new options. The lineup of controls in the table cells is expanded, this time adding text edit boxes and combo boxes. As an addition, this update also introduces the ability to resize the window of an MQL application during its runtime.
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Neural networks made easy (Part 29): Advantage Actor-Critic algorithm

Neural networks made easy (Part 29): Advantage Actor-Critic algorithm

In the previous articles of this series, we have seen two reinforced learning algorithms. Each of them has its own advantages and disadvantages. As often happens in such cases, next comes the idea to combine both methods into an algorithm, using the best of the two. This would compensate for the shortcomings of each of them. One of such methods will be discussed in this article.
The Principles of Economic Calculation of Indicators
The Principles of Economic Calculation of Indicators

The Principles of Economic Calculation of Indicators

Calls to user and technical indicators takes up very little space in the program code of automated trading systems. Often it’s simply a few code lines. But it often happens that it is these few lines of code which use up the largest portion of time, which needs to be spent on testing the Expert Advisor. Therefore, everything that is related to data calculations within an indicator, needs to be considered much more thoroughly than would seem at first glance. This article will talk precisely about this.
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DoEasy. Controls (Part 1): First steps

DoEasy. Controls (Part 1): First steps

This article starts an extensive topic of creating controls in Windows Forms style using MQL5. My first object of interest is creating the panel class. It is already becoming difficult to manage things without controls. Therefore, I will create all possible controls in Windows Forms style.
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Building and testing Keltner Channel trading systems

Building and testing Keltner Channel trading systems

In this article, we will try to provide trading systems using a very important concept in the financial market which is volatility. We will provide a trading system based on the Keltner Channel indicator after understanding it and how we can code it and how we can create a trading system based on a simple trading strategy and then test it on different assets.
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Mastering Fair Value Gaps: Formation, Logic, and Automated Trading with Breakers and Market Structure Shifts

Mastering Fair Value Gaps: Formation, Logic, and Automated Trading with Breakers and Market Structure Shifts

This is an article that I have written aimed to expound and explain Fair Value Gaps, their formation logic for occurring, and automated trading with breakers and market structure shifts.
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Reimagining Classic Strategies (Part 20): Modern Stochastic Oscillators

Reimagining Classic Strategies (Part 20): Modern Stochastic Oscillators

This article demonstrates how the stochastic oscillator, a classical technical indicator, can be repurposed beyond its conventional use as a mean-reversion tool. By viewing the indicator through a different analytical lens, we show how familiar strategies can yield new value and support alternative trading rules, including trend-following interpretations. Ultimately, the article highlights how every technical indicator in the MetaTrader 5 terminal holds untapped potential, and how thoughtful trial and error can uncover meaningful interpretations hidden from view.
Advantages of MQL5 Signals
Advantages of MQL5 Signals

Advantages of MQL5 Signals

Trading Signals service recently introduced in MetaTrader 5 allows traders to copy trading operations of any signals provider. Users can select any signal, subscribe to it and all deals will be copied at their accounts. Signals providers can set their subscription prices and receive a fixed monthly fee from their subscribers.
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Automating Trading Strategies in MQL5 (Part 14): Trade Layering Strategy with MACD-RSI Statistical Methods

Automating Trading Strategies in MQL5 (Part 14): Trade Layering Strategy with MACD-RSI Statistical Methods

In this article, we introduce a trade layering strategy that combines MACD and RSI indicators with statistical methods to automate dynamic trading in MQL5. We explore the architecture of this cascading approach, detail its implementation through key code segments, and guide readers on backtesting to optimize performance. Finally, we conclude by highlighting the strategy’s potential and setting the stage for further enhancements in automated trading.
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Neural networks made easy (Part 5): Multithreaded calculations in OpenCL

Neural networks made easy (Part 5): Multithreaded calculations in OpenCL

We have earlier discussed some types of neural network implementations. In the considered networks, the same operations are repeated for each neuron. A logical further step is to utilize multithreaded computing capabilities provided by modern technology in an effort to speed up the neural network learning process. One of the possible implementations is described in this article.
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Reimagining Classic Strategies (Part 20): Modern Stochastic Oscillators

Reimagining Classic Strategies (Part 20): Modern Stochastic Oscillators

This article demonstrates how the stochastic oscillator, a classical technical indicator, can be repurposed beyond its conventional use as a mean-reversion tool. By viewing the indicator through a different analytical lens, we show how familiar strategies can yield new value and support alternative trading rules, including trend-following interpretations. Ultimately, the article highlights how every technical indicator in the MetaTrader 5 terminal holds untapped potential, and how thoughtful trial and error can uncover meaningful interpretations hidden from view.
Deep Neural Networks (Part III). Sample selection and dimensionality reduction
Deep Neural Networks (Part III). Sample selection and dimensionality reduction

Deep Neural Networks (Part III). Sample selection and dimensionality reduction

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.
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Combinatorics and probability for trading (Part V): Curve analysis

Combinatorics and probability for trading (Part V): Curve analysis

In this article, I decided to conduct a study related to the possibility of reducing multiple states to double-state systems. The main purpose of the article is to analyze and to come to useful conclusions that may help in the further development of scalable trading algorithms based on the probability theory. Of course, this topic involves mathematics. However, given the experience of previous articles, I see that generalized information is more useful than details.
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Multiple indicators on one chart (Part 04): Advancing to an Expert Advisor

Multiple indicators on one chart (Part 04): Advancing to an Expert Advisor

In my previous articles, I have explained how to create an indicator with multiple subwindows, which becomes interesting when using custom indicators. This time we will see how to add multiple windows to an Expert Advisor.
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Trailing stop in trading

Trailing stop in trading

In this article, we will look at the use of a trailing stop in trading. We will assess how useful and effective it is, and how it can be used. The efficiency of a trailing stop largely depends on price volatility and the selection of the stop loss level. A variety of approaches can be used to set a stop loss.
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Brute force approach to pattern search (Part III): New horizons

Brute force approach to pattern search (Part III): New horizons

This article provides a continuation to the brute force topic, and it introduces new opportunities for market analysis into the program algorithm, thereby accelerating the speed of analysis and improving the quality of results. New additions enable the highest-quality view of global patterns within this approach.
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Neural networks made easy (Part 27): Deep Q-Learning (DQN)

Neural networks made easy (Part 27): Deep Q-Learning (DQN)

We continue to study reinforcement learning. In this article, we will get acquainted with the Deep Q-Learning method. The use of this method has enabled the DeepMind team to create a model that can outperform a human when playing Atari computer games. I think it will be useful to evaluate the possibilities of the technology for solving trading problems.
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Price Action Analysis Toolkit Development (Part 51): Revolutionary Chart Search Technology for Candlestick Pattern Discovery

Price Action Analysis Toolkit Development (Part 51): Revolutionary Chart Search Technology for Candlestick Pattern Discovery

This article is intended for algorithmic traders, quantitative analysts, and MQL5 developers interested in enhancing their understanding of candlestick pattern recognition through practical implementation. It provides an in‑depth exploration of the CandlePatternSearch.mq5 Expert Advisor—a complete framework for detecting, visualizing, and monitoring classical candlestick formations in MetaTrader 5. Beyond a line‑by‑line review of the code, the article discusses architectural design, pattern detection logic, GUI integration, and alert mechanisms, illustrating how traditional price‑action analysis can be automated efficiently.
Using Layouts and Containers for GUI Controls: The CGrid Class
Using Layouts and Containers for GUI Controls: The CGrid Class

Using Layouts and Containers for GUI Controls: The CGrid Class

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CGrid class. The CGrid class is an auxiliary control that acts as a container for other containers and controls using a grid layout.
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Larry Williams Market Secrets (Part 4): Automating Short-Term Swing Highs and Lows in MQL5

Larry Williams Market Secrets (Part 4): Automating Short-Term Swing Highs and Lows in MQL5

Master the automation of Larry Williams’ short-term swing patterns using MQL5. In this guide, we develop a fully configurable Expert Advisor (EA) that leverages non-random market structures. We’ll cover how to integrate robust risk management and flexible exit logic, providing a solid foundation for systematic strategy development and backtesting.
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Algorithmic Trading With MetaTrader 5 And R For Beginners

Algorithmic Trading With MetaTrader 5 And R For Beginners

Embark on a compelling exploration where financial analysis meets algorithmic trading as we unravel the art of seamlessly uniting R and MetaTrader 5. This article is your guide to bridging the realms of analytical finesse in R with the formidable trading capabilities of MetaTrader 5.
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Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5

Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5

The article guides in demonstrating an automated algorithm based on EMA Crossovers for MetaTrader 5. Detailed information on all aspects of demonstrating an Expert Advisor in MQL5 and testing it in MetaTrader 5 - from analyzing price range behaviors to risk management.
Optimal approach to the development and analysis of trading systems
Optimal approach to the development and analysis of trading systems

Optimal approach to the development and analysis of trading systems

In this article, I will show the criteria to be used when selecting a system or a signal for investing your funds, as well as describe the optimal approach to the development of trading systems and highlight the importance of this matter in Forex trading.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 6): Two RSI indicators cross each other's lines

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 6): Two RSI indicators cross each other's lines

The multi-currency expert advisor in this article is an expert advisor or trading robot that uses two RSI indicators with crossing lines, the Fast RSI which crosses with the Slow RSI.
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Understand and Use MQL5 Strategy Tester Effectively

Understand and Use MQL5 Strategy Tester Effectively

There is an essential need for MQL5 programmers or developers to master important and valuable tools. One of these tools is the Strategy Tester, this article is a practical guide to understanding and using the strategy tester of MQL5.
Graphical Interfaces XI: Rendered controls (build 14.2)
Graphical Interfaces XI: Rendered controls (build 14.2)

Graphical Interfaces XI: Rendered controls (build 14.2)

In the new version of the library, all controls will be drawn on separate graphical objects of the OBJ_BITMAP_LABEL type. We will also continue to describe the optimization of code: changes in the core classes of the library will be discussed.
Calculating mathematical expressions (Part 1). Recursive descent parsers
Calculating mathematical expressions (Part 1). Recursive descent parsers

Calculating mathematical expressions (Part 1). Recursive descent parsers

The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes, based on a pre-built syntax tree.
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Neural Networks Made Easy (Part 96): Multi-Scale Feature Extraction (MSFformer)

Neural Networks Made Easy (Part 96): Multi-Scale Feature Extraction (MSFformer)

Efficient extraction and integration of long-term dependencies and short-term features remain an important task in time series analysis. Their proper understanding and integration are necessary to create accurate and reliable predictive models.
Graphics in DoEasy library (Part 77): Shadow object class
Graphics in DoEasy library (Part 77): Shadow object class

Graphics in DoEasy library (Part 77): Shadow object class

In this article, I will create a separate class for the shadow object, which is a descendant of the graphical element object, as well as add the ability to fill the object background with a gradient fill.
Area method
Area method

Area method

The "area method" trading system works based on unusual interpretation of the RSI oscillator readings. The indicator that visualizes the area method, and the Expert Advisor that trades using this system are detailed here. The article is also supplemented with detailed findings of testing the Expert Advisor for various symbols, time frames and values of the area.
Graphics in DoEasy library (Part 95): Composite graphical object controls
Graphics in DoEasy library (Part 95): Composite graphical object controls

Graphics in DoEasy library (Part 95): Composite graphical object controls

In this article, I will consider the toolkit for managing composite graphical objects - controls for managing an extended standard graphical object. Today, I will slightly digress from relocating a composite graphical object and implement the handler of change events on a chart featuring a composite graphical object. Besides, I will focus on the controls for managing a composite graphical object.
Practical Application Of Databases For Markets Analysis
Practical Application Of Databases For Markets Analysis

Practical Application Of Databases For Markets Analysis

Working with data has become the main task for modern software - both for standalone and network applications. To solve this problem a specialized software were created. These are Database Management Systems (DBMS), that can structure, systematize and organize data for their computer storage and processing. As for trading, the most of analysts don't use databases in their work. But there are tasks, where such a solution would have to be handy. This article provides an example of indicators, that can save and load data from databases both with client-server and file-server architectures.
Optimization. A Few Simple Ideas
Optimization. A Few Simple Ideas

Optimization. A Few Simple Ideas

The optimization process can require significant resources of your computer or even of the MQL5 Cloud Network test agents. This article comprises some simple ideas that I use for work facilitation and improvement of the MetaTrader 5 Strategy Tester. I got these ideas from the documentation, forum and articles.
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Creating Graphical Panels Became Easy in MQL5

Creating Graphical Panels Became Easy in MQL5

In this article, we will provide a simple and easy guide to anyone who needs to create one of the most valuable and helpful tools in trading which is the graphical panel to simplify and ease doing tasks around trading which helps to save time and focus more on your trading process itself without any distractions.
Custom Graphical Controls. Part 2. Control Library
Custom Graphical Controls. Part 2. Control Library

Custom Graphical Controls. Part 2. Control Library

The second article of the "Custom Graphical Controls" series introduces a control library for handling the main problems arising in interaction between a program (Expert Advisor, script, indicator) and a user. The library contains a great number of classes (CInputBox, CSpinInputBox, CCheckBox, CRadioGroup, CVSсrollBar, CHSсrollBar, CList, CListMS, CComBox, CHMenu, CVMenu, CHProgress, CDialer, CDialerInputBox, CTable) and examples of their use.
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Learn how to design a trading system by Bull's Power

Learn how to design a trading system by Bull's Power

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator as we will learn in this article about a new technical indicator and how we can design a trading system by it and this indicator is the Bull's Power indicator.
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Developing a trading Expert Advisor from scratch (Part 21): New order system (IV)

Developing a trading Expert Advisor from scratch (Part 21): New order system (IV)

Finally, the visual system will start working, although it will not yet be completed. Here we will finish making the main changes. There will be quite a few of them, but they are all necessary. Well, the whole work will be quite interesting.
Raise Your Linear Trading Systems to the Power
Raise Your Linear Trading Systems to the Power

Raise Your Linear Trading Systems to the Power

Today's article shows intermediate MQL5 programmers how they can get more profit from their linear trading systems (Fixed Lot) by easily implementing the so-called technique of exponentiation. This is because the resulting equity curve growth is then geometric, or exponential, taking the form of a parabola. Specifically, we will implement a practical MQL5 variant of the Fixed Fractional position sizing developed by Ralph Vince.
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How to create a trading journal with MetaTrader and Google Sheets

How to create a trading journal with MetaTrader and Google Sheets

Create a trading journal using MetaTrader and Google Sheets! You will learn how to sync your trading data via HTTP POST and retrieve it using HTTP requests. In the end, You have a trading journal that will help you keep track of your trades effectively and efficiently.