MQL5 Programming Articles

In this article, we focus on transforming our static MQL5 dashboard panel into an interactive tool by enabling button responsiveness. We explore how to automate the functionality of the GUI components, ensuring they react appropriately to user clicks. By the end of the article, we establish a dynamic interface that enhances user engagement and trading experience.

In this article, we apply a relatively complex neural network algorithm released in 2023 called PatchTST for predicting the price action for the next 24 hours. We will use the official repository, make slight modifications, train a model for EURUSD, and apply it to making future predictions both in Python and MQL5.

The Multi-Currency Expert Advisor in this article is an Expert Advisor or Trading Robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than one symbol pair from only one symbol chart. In this article we will use signals from two indicators, in this case Bollinger Bands® on Keltner Channel.

Learn how you can get ahead of any market you wish to trade, regardless of your current level of skill.

The article discusses the practical aspects of using optimization algorithms to find the best EA parameters on the fly, as well as virtualization of trading operations and EA logic. The article can be used as an instruction for implementing optimization algorithms into an EA.

Accurate calculation of key trading values is an indispensable part of every trader’s workflow. In this article, we will discuss, the integration of a powerful utility—the Forex Calculator—into the Trade Management Panel, further extending the functionality of our multi-panel Trading Administrator system. Efficiently determining risk, position size, and potential profit is essential when placing trades, and this new feature is designed to make that process faster and more intuitive within the panel. Join us as we explore the practical application of MQL5 in building advanced, trading panels.

In this article we will look at the MqlDateTime, MqlTick, MqlRates and MqlBookInfo strutures, as well as methods for printing data from them. In order to print all the fields of a structure, there is a standard ArrayPrint() function, which displays the data contained in the array with the type of the handled structure in a convenient tabular format.

This article introduces working with built-in indicators in MQL5, focusing on creating an RSI-based Expert Advisor (EA) using a project-based approach. You'll learn to retrieve and utilize RSI values, handle liquidity sweeps, and enhance trade visualization using chart objects. Additionally, the article emphasizes effective risk management, including setting percentage-based risk, implementing risk-reward ratios, and applying risk modifications to secure profits.

In this article, we enhance a neural network trading strategy in MQL5 with an adaptive learning rate to boost accuracy. We design and implement this mechanism, then test its performance. The article concludes with optimization insights for algorithmic trading.

The article describes the theory and practice of applying the backpropagation algorithm in MQL5 using matrices. It provides ready-made classes along with script, indicator and Expert Advisor examples.

In this article, we develop a Gartley Pattern system in MQL5 that identifies bullish and bearish Gartley harmonic patterns using pivot points and Fibonacci ratios, executing trades with precise entry, stop loss, and take-profit levels. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the XABCD pattern structure.

Build a non‑repainting Supertrend in MQL5 for MetaTrader 5 from first principles. We use an iATR handle and CopyBuffer for volatility, bind buffers with SetIndexBuffer, and configure plots (DRAWCOLORCANDLES plus two line bands) via PlotIndexSetInteger. The logic updates only on closed bars with EMPTY_VALUE to suppress inactive bands, exposing atrPeriod and atrMultiplier inputs. You get a clean, EA‑ready overlay with documented buffers for strategies and signals.

Ridge regression is a simple technique to reduce model complexity and prevent over-fitting which may result from simple linear regression

Let's start by clarifying the current situation, because we didn't start in the best way. If we don't do it now, we'll be in trouble soon.

The Darvas Box Breakout Strategy, created by Nicolas Darvas, is a technical trading approach that spots potential buy signals when a stock’s price rises above a set "box" range, suggesting strong upward momentum. In this article, we will apply this strategy concept as an example to explore three advanced machine learning techniques. These include using a machine learning model to generate signals rather than to filter trades, employing continuous signals rather than discrete ones, and using models trained on different timeframes to confirm trades.

This time I will analyze the Ant Colony optimization algorithm. The algorithm is very interesting and complex. In the article, I make an attempt to create a new type of ACO.

The article takes a quick look at the ALGLIB 3.19 numerical analysis library, its applications and new algorithms that can improve the efficiency of financial data analysis.

This is a continuation of the series for beginners. In this article, we'll look at how to create constants and variables, write dates, colors, and other useful data. We will learn how to create enumerations like days of the week or line styles (solid, dotted, etc.). Variables and expressions are the basis of programming. They are definitely present in 99% of programs, so understanding them is critical. Therefore, if you are new to programming, this article can be very useful for you. Required programming knowledge level: very basic, within the limits of my previous article (see the link at the beginning).

Using simple examples, we will examine the principles of calculating moving averages, as well as learn about the ways to optimize indicator calculations, including moving averages.

Today we will create Times & Trade with fast interpretation to read the order flow. It is the first part in which we will build the system. In the next article, we will complete the system with the missing information. To implement this new functionality, we will need to add several new things to the code of our Expert Advisor.

Decision trees imitate the way humans think to classify data. Let's see how to build trees and use them to classify and predict some data. The main goal of the decision trees algorithm is to separate the data with impurity and into pure or close to nodes.

In this article, we explore a data-driven approach to discovering and validating non-standard Fibonacci retracement levels that markets may respect. We present a complete workflow tailored for implementation in MQL5, beginning with data collection and bar or swing detection, and extending through clustering, statistical hypothesis testing, backtesting, and integration into an MetaTrader 5 Fibonacci tool. The goal is to create a reproducible pipeline that transforms anecdotal observations into statistically defensible trading signals.

In this article I will show the first part of the improvements that allowed me not only to close the entire automation chain for MetaTrader 4 and 5 trading, but also to do something much more interesting. From now on, this solution allows me to fully automate both creating EAs and optimization, as well as to minimize labor costs for finding effective trading configurations.

This article details building an adaptive Expert Advisor (MarketRegimeEA) using the regime detector from Part 1. It automatically switches trading strategies and risk parameters for trending, ranging, or volatile markets. Practical optimization, transition handling, and a multi-timeframe indicator are included.

Metamodels in machine learning: Auto creation of trading systems with little or no human intervention — The model decides when and how to trade on its own.

In this article, we create an Expert Advisor (EA) that automates the Kumo Breakout strategy using the Ichimoku Kinko Hyo indicator and the Awesome Oscillator. We walk through the process of initializing indicator handles, detecting breakout conditions, and coding automated trade entries and exits. Additionally, we implement trailing stops and position management logic to enhance the EA's performance and adaptability to market conditions.