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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Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine

Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine

In Part 38, we build a production-grade MT5 monitoring panel that converts raw ticks into actionable signals. The EA buffers tick data to compute tick-level VWAP, a short-window imbalance (flow) metric, and ATR-based position sizing. It then visualizes spread, ATR, and flow with low-flicker bars. The system calculates a suggested lot size and a 1R stop, and issues configurable alerts for tight spreads, strong flow, and edge conditions. Auto-trading is intentionally disabled; the focus remains on robust signal generation and a clean user experience.
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Regression models of the Scikit-learn Library and their export to ONNX

Regression models of the Scikit-learn Library and their export to ONNX

In this article, we will explore the application of regression models from the Scikit-learn package, attempt to convert them into ONNX format, and use the resultant models within MQL5 programs. Additionally, we will compare the accuracy of the original models with their ONNX versions for both float and double precision. Furthermore, we will examine the ONNX representation of regression models, aiming to provide a better understanding of their internal structure and operational principles.
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Automating Trading Strategies in MQL5 (Part 19): Envelopes Trend Bounce Scalping — Trade Execution and Risk Management (Part II)

Automating Trading Strategies in MQL5 (Part 19): Envelopes Trend Bounce Scalping — Trade Execution and Risk Management (Part II)

In this article, we implement trade execution and risk management for the Envelopes Trend Bounce Scalping Strategy in MQL5. We implement order placement and risk controls like stop-loss and position sizing. We conclude with backtesting and optimization, building on Part 18’s foundation.
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Experiments with neural networks (Part 6): Perceptron as a self-sufficient tool for price forecast

Experiments with neural networks (Part 6): Perceptron as a self-sufficient tool for price forecast

The article provides an example of using a perceptron as a self-sufficient price prediction tool by showcasing general concepts and the simplest ready-made Expert Advisor followed by the results of its optimization.
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Learn how to design a trading system by Accumulation/Distribution (AD)

Learn how to design a trading system by Accumulation/Distribution (AD)

Welcome to the new article from our series about learning how to design trading systems based on the most popular technical indicators. In this article, we will learn about a new technical indicator called Accumulation/Distribution indicator and find out how to design an MQL5 trading system based on simple AD trading strategies.
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MQL5 Wizard techniques you should know (Part 05): Markov Chains

MQL5 Wizard techniques you should know (Part 05): Markov Chains

Markov chains are a powerful mathematical tool that can be used to model and forecast time series data in various fields, including finance. In financial time series modelling and forecasting, Markov chains are often used to model the evolution of financial assets over time, such as stock prices or exchange rates. One of the main advantages of Markov chain models is their simplicity and ease of use.
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Visual evaluation of optimization results

Visual evaluation of optimization results

In this article, we will consider how to build graphs of all optimization passes and to select the optimal custom criterion. We will also see how to create a desired solution with little MQL5 knowledge, using the articles published on the website and forum comments.
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Creating multi-symbol, multi-period indicators

Creating multi-symbol, multi-period indicators

In this article, we will look at the principles of creating multi-symbol, multi-period indicators. We will also see how to access the data of such indicators from Expert Advisors and other indicators. We will consider the main features of using multi-indicators in Expert Advisors and indicators and will see how to plot them through custom indicator buffers.
Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection
Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection

Other classes in DoEasy library (Part 70): Expanding functionality and auto updating the chart object collection

In this article, I will expand the functionality of chart objects and arrange navigation through charts, creation of screenshots, as well as saving and applying templates to charts. Also, I will implement auto update of the collection of chart objects, their windows and indicators within them.
Graphics in DoEasy library (Part 80): "Geometric animation frame" object class
Graphics in DoEasy library (Part 80): "Geometric animation frame" object class

Graphics in DoEasy library (Part 80): "Geometric animation frame" object class

In this article, I will optimize the code of classes from the previous articles and create the geometric animation frame object class allowing us to draw regular polygons with a given number of vertices.
Universal regression model for market price prediction (Part 2): Natural, technological and social transient functions
Universal regression model for market price prediction (Part 2): Natural, technological and social transient functions

Universal regression model for market price prediction (Part 2): Natural, technological and social transient functions

This article is a logical continuation of the previous one. It highlights the facts that confirm the conclusions made in the first article. These facts were revealed within ten years after its publication. They are centered around three detected dynamic transient functions describing the patterns in market price changes.
MQL5 Cloud Network: Are You Still Calculating?
MQL5 Cloud Network: Are You Still Calculating?

MQL5 Cloud Network: Are You Still Calculating?

It will soon be a year and a half since the MQL5 Cloud Network has been launched. This leading edge event ushered in a new era of algorithmic trading - now with a couple of clicks, traders can have hundreds and thousands of computing cores at their disposal for the optimization of their trading strategies.
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Price Action Analysis Toolkit Development (Part 36): Unlocking Direct Python Access to MetaTrader 5 Market Streams

Price Action Analysis Toolkit Development (Part 36): Unlocking Direct Python Access to MetaTrader 5 Market Streams

Harness the full potential of your MetaTrader 5 terminal by leveraging Python’s data-science ecosystem and the official MetaTrader 5 client library. This article demonstrates how to authenticate and stream live tick and minute-bar data directly into Parquet storage, apply sophisticated feature engineering with Ta and Prophet, and train a time-aware Gradient Boosting model. We then deploy a lightweight Flask service to serve trade signals in real time. Whether you’re building a hybrid quant framework or enhancing your EA with machine learning, you’ll walk away with a robust, end-to-end pipeline for data-driven algorithmic trading.
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Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Simplify your MetaTrader  5 charts with the Multi  Indicator  Handler EA. This interactive dashboard merges trend, momentum, and volatility indicators into one real‑time panel. Switch instantly between profiles to focus on the analysis you need most. Declutter with one‑click Hide/Show controls and stay focused on price action. Read on to learn step‑by‑step how to build and customize it yourself in MQL5.
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Population optimization algorithms: Particle swarm (PSO)

Population optimization algorithms: Particle swarm (PSO)

In this article, I will consider the popular Particle Swarm Optimization (PSO) algorithm. Previously, we discussed such important characteristics of optimization algorithms as convergence, convergence rate, stability, scalability, as well as developed a test stand and considered the simplest RNG algorithm.
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Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Price Action Analysis Toolkit Development (Part 49): Integrating Trend, Momentum, and Volatility Indicators into One MQL5 System

Simplify your MetaTrader  5 charts with the Multi  Indicator  Handler EA. This interactive dashboard merges trend, momentum, and volatility indicators into one real‑time panel. Switch instantly between profiles to focus on the analysis you need most. Declutter with one‑click Hide/Show controls and stay focused on price action. Read on to learn step‑by‑step how to build and customize it yourself in MQL5.
Filtering Signals Based on Statistical Data of Price Correlation
Filtering Signals Based on Statistical Data of Price Correlation

Filtering Signals Based on Statistical Data of Price Correlation

Is there any correlation between the past price behavior and its future trends? Why does the price repeat today the character of its previous day movement? Can the statistics be used to forecast the price dynamics? There is an answer, and it is positive. If you have any doubt, then this article is for you. I'll tell how to create a working filter for a trading system in MQL5, revealing an interesting pattern in price changes.
Interview with Juan Pablo Alonso Escobar (ATC 2012)
Interview with Juan Pablo Alonso Escobar (ATC 2012)

Interview with Juan Pablo Alonso Escobar (ATC 2012)

"Everyone who is struggling with programming and who were not able to participate in this year's competition, know that it becomes a lot easier in time", said Juan Pablo Alonso Escobar (JPAlonso), the hero of today's interview.
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Automating Trading Strategies in MQL5 (Part 23): Zone Recovery with Trailing and Basket Logic

Automating Trading Strategies in MQL5 (Part 23): Zone Recovery with Trailing and Basket Logic

In this article, we enhance our Zone Recovery System by introducing trailing stops and multi-basket trading capabilities. We explore how the improved architecture uses dynamic trailing stops to lock in profits and a basket management system to handle multiple trade signals efficiently. Through implementation and backtesting, we demonstrate a more robust trading system tailored for adaptive market performance.
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Developing a trading robot in Python (Part 3): Implementing a model-based trading algorithm

Developing a trading robot in Python (Part 3): Implementing a model-based trading algorithm

We continue the series of articles on developing a trading robot in Python and MQL5. In this article, we will create a trading algorithm in Python.
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Price Action Analysis Toolkit Development (Part 52): Master Market Structure with Multi-Timeframe Visual Analysis

Price Action Analysis Toolkit Development (Part 52): Master Market Structure with Multi-Timeframe Visual Analysis

This article presents the Multi‑Timeframe Visual Analyzer, an MQL5 Expert Advisor that reconstructs and overlays higher‑timeframe candles directly onto your active chart. It explains the implementation, key inputs, and practical outcomes, supported by an animated demo and chart examples showing instant toggling, multi‑timeframe confirmation, and configurable alerts. Read on to see how this tool can make chart analysis faster, clearer, and more efficient.
Better Programmer (Part 04): How to become a faster developer
Better Programmer (Part 04): How to become a faster developer

Better Programmer (Part 04): How to become a faster developer

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 by every coder, regardless of years of experience on the keyboard.
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

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 eighth part, we implemented the class for tracking order and position modification events. Here, we will improve the library by making it fully compatible with MQL4.
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Creating an EA that works automatically (Part 03): New functions

Creating an EA that works automatically (Part 03): New functions

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. In the previous article, we started to develop an order system that we will use in our automated EA. However, we have created only one of the necessary functions.
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MQL5 Wizard techniques you should know (Part 06): Fourier Transform

MQL5 Wizard techniques you should know (Part 06): Fourier Transform

The Fourier transform introduced by Joseph Fourier is a means of deconstructing complex data wave points into simple constituent waves. This feature could be resourceful to traders and this article takes a look at that.
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MQL5 Cookbook — Services

MQL5 Cookbook — Services

The article describes the versatile capabilities of services — MQL5 programs that do not require binding graphs. I will also highlight the differences of services from other MQL5 programs and emphasize the nuances of the developer's work with services. As examples, the reader is offered various tasks covering a wide range of functionality that can be implemented as a service.
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Understanding functions in MQL5 with applications

Understanding functions in MQL5 with applications

Functions are critical things in any programming language, it helps developers apply the concept of (DRY) which means do not repeat yourself, and many other benefits. In this article, you will find much more information about functions and how we can create our own functions in MQL5 with simple applications that can be used or called in any system you have to enrich your trading system without complicating things.
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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.
Building an Interactive Application to Display RSS Feeds in MetaTrader 5
Building an Interactive Application to Display RSS Feeds in MetaTrader 5

Building an Interactive Application to Display RSS Feeds in MetaTrader 5

In this article we look at the possibility of creating an application for the display of RSS feeds. The article will show how aspects of the Standard Library can be used to create interactive programs for MetaTrader 5.
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Alan Andrews and his methods of time series analysis

Alan Andrews and his methods of time series analysis

Alan Andrews is one of the most famous "educators" of the modern world in the field of trading. His "pitchfork" is included in almost all modern quote analysis programs. But most traders do not use even a fraction of the opportunities that this tool provides. Besides, Andrews' original training course includes a description not only of the pitchfork (although it remains the main tool), but also of some other useful constructions. The article provides an insight into the marvelous chart analysis methods that Andrews taught in his original course. Beware, there will be a lot of images.
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Automating Trading Strategies in MQL5 (Part 20): Multi-Symbol Strategy Using CCI and AO

Automating Trading Strategies in MQL5 (Part 20): Multi-Symbol Strategy Using CCI and AO

In this article, we create a multi-symbol trading strategy using CCI and AO indicators to detect trend reversals. We cover its design, MQL5 implementation, and backtesting process. The article concludes with tips for performance improvement.
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Creating an MQL5 Expert Advisor Based on the PIRANHA Strategy by Utilizing Bollinger Bands

Creating an MQL5 Expert Advisor Based on the PIRANHA Strategy by Utilizing Bollinger Bands

In this article, we create an Expert Advisor (EA) in MQL5 based on the PIRANHA strategy, utilizing Bollinger Bands to enhance trading effectiveness. We discuss the key principles of the strategy, the coding implementation, and methods for testing and optimization. This knowledge will enable you to deploy the EA in your trading scenarios effectively
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From Novice to Expert: Support and Resistance Strength Indicator (SRSI)

From Novice to Expert: Support and Resistance Strength Indicator (SRSI)

In this article, we will share insights on how to leverage MQL5 programming to pinpoint market levels—differentiating between weaker and strongest price levels. We will fully develop a working, Support and Resistance Strength Indicator (SRSI).
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Trade transactions. Request and response structures, description and logging

Trade transactions. Request and response structures, description and logging

The article considers handling trade request structures, namely creating a request, its preliminary verification before sending it to the server, the server's response to a trade request and the structure of trade transactions. We will create simple and convenient functions for sending trading orders to the server and, based on everything discussed, create an EA informing of trade transactions.
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Developing a Trading Strategy: The Triple Sine Mean Reversion Method

Developing a Trading Strategy: The Triple Sine Mean Reversion Method

This article introduces the Triple Sine Mean Reversion Method, a trading strategy built upon a new mathematical indicator — the Triple Sine Oscillator (TSO). The TSO is derived from the sine cube function, which oscillates between –1 and +1, making it suitable for identifying overbought and oversold market conditions. Overall, the study demonstrates how mathematical functions can be transformed into practical trading tools.
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Learn how to design a trading system by Chaikin Oscillator

Learn how to design a trading system by Chaikin Oscillator

Welcome to our new article from our series about learning how to design a trading system by the most popular technical indicator. Through this new article, we will learn how to design a trading system by the Chaikin Oscillator indicator.
A Library for Constructing a Chart via Google Chart API
A Library for Constructing a Chart via Google Chart API

A Library for Constructing a Chart via Google Chart API

The construction of various types of diagrams is an essential part of the analyses of the market situation and the testing of a trading system. Frequently, in order to construct a nice looking diagram, it is necessary to organize the data output into a file, after which it is used in applications such as MS Excel. This is not very convenient and deprives us of the ability to dynamically update the data. Google Charts API provided the means for creating charts in online modes, by sending a special request to the server. In this article we attempt to automate the process of creating such a request and obtaining a chart from the Google server.
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Integration of Broker APIs with Expert Advisors using MQL5 and Python

Integration of Broker APIs with Expert Advisors using MQL5 and Python

In this article, we will discuss the implementation of MQL5 in partnership with Python to perform broker-related operations. Imagine having a continuously running Expert Advisor (EA) hosted on a VPS, executing trades on your behalf. At some point, the ability of the EA to manage funds becomes paramount. This includes operations such as topping up your trading account and initiating withdrawals. In this discussion, we will shed light on the advantages and practical implementation of these features, ensuring seamless integration of fund management into your trading strategy. Stay tuned!
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Developing a Trading Strategy: The Triple Sine Mean Reversion Method

Developing a Trading Strategy: The Triple Sine Mean Reversion Method

This article introduces the Triple Sine Mean Reversion Method, a trading strategy built upon a new mathematical indicator — the Triple Sine Oscillator (TSO). The TSO is derived from the sine cube function, which oscillates between –1 and +1, making it suitable for identifying overbought and oversold market conditions. Overall, the study demonstrates how mathematical functions can be transformed into practical trading tools.
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Gradient boosting in transductive and active machine learning

Gradient boosting in transductive and active machine learning

In this article, we will consider active machine learning methods utilizing real data, as well discuss their pros and cons. Perhaps you will find these methods useful and will include them in your arsenal of machine learning models. Transduction was introduced by Vladimir Vapnik, who is the co-inventor of the Support-Vector Machine (SVM).