MQL5 Programming Articles

In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.

In this article, we will consider one of the methods of spectral analysis and signal processing - the discrete Hartley transform. It allows filtering signals, analyzing their spectrum and much more. The capabilities of DHT are no less than those of the discrete Fourier transform. However, unlike DFT, DHT uses only real numbers, which makes it more convenient for implementation in practice, and the results of its application are more visual.

In this article, we refactor the existing code used for sending messages and screenshots from MQL5 to Telegram by organizing it into reusable, modular functions. This will streamline the process, allowing for more efficient execution and easier code management across multiple instances.

Brokerages often provide trading account reports at regular intervals, based on a predefined schedule. These firms, through their API technologies, have access to your account activity and trading history, allowing them to generate performance reports on your behalf. Similarly, the MetaTrader 5 terminal stores detailed records of your trading activity, which can be leveraged using MQL5 to create fully customized reports and define personalized delivery methods.

In strategy development, there are many intricate details to consider, many of which are not highlighted for beginner traders. As a result, many traders, myself included, have had to learn these lessons the hard way. This article is based on my observations of common pitfalls that most beginner traders encounter when developing strategies on MQL5. It will offer a range of tips, tricks, and examples to help identify the disqualification of an EA and test the robustness of our own EAs in an easy-to-implement way. The goal is to educate readers, helping them avoid future scams when purchasing EAs as well as preventing mistakes in their own strategy development.

In the previous article, we discussed a simple RNN which despite its inability to understand long-term dependencies in the data, was able to make a profitable strategy. In this article, we are discussing both the Long-Short Term Memory(LSTM) and the Gated Recurrent Unit(GRU). These two were introduced to overcome the shortcomings of a simple RNN and to outsmart it.

Implement the Malaysian Engulfing concept in MQL5 with two coordinated indicators. One applies strict, body‑based engulfing rules for precise pattern detection; the other uses a state-driven model to monitor what follows—pullbacks and timed retests—directly on the chart. The result is a repeatable, rule-based workflow that replaces visual guesswork with programmable logic.

Discover how to develop an Expert Advisor (EA) in MQL5 using multiple indicators like RSI, MA, and Stochastic Oscillator to detect hidden bullish and bearish divergences. Learn to implement effective risk management and automate trades with detailed examples and fully commented source code for educational purposes!

For many traders, the gap between knowing a risk rule and following it consistently is where accounts go to die. Emotional overrides, revenge trading, and simple oversight can dismantle even the best strategy. Today, we will transform the MetaTrader 5 platform into an unwavering enforcer of your trading rules by developing a Risk Enforcement Expert Advisor. Join this discussion to find out more.

The article describes the principles, methods and possibilities of using the Electromagnetic Algorithm in various optimization problems. The EM algorithm is an efficient optimization tool capable of working with large amounts of data and multidimensional functions.

Trends are an important part of many trading strategies. In this article, we will look at some of the tools used to identify trends and their characteristics. Understanding and correctly interpreting trends can significantly improve trading efficiency and minimize risks.

Before moving forward with the development of multi-currency EAs, let's try to switch to creating a new project using the developed library. This example will demonstrate how to best organize source code storage and how using the new code repository from MetaQuotes can help us.

Object-oriented programming enables creation of a more compact code that is easy to read and modify. Here we will have a look at the example for three ONNX models.

We will analyze the question of what quantitative analysis is and how it is used by major players. We will create one of the quantitative analysis algorithms in the MQL5 language.

In this article, we upgrade our Trade Assistant Tool by adding drag-and-drop panel functionality and hover effects to make the interface more intuitive and responsive. We refine the tool to validate real-time order setups, ensuring accurate trade configurations relative to market prices. We also backtest these enhancements to confirm their reliability.

Experience a step-by-step guide on creating a custom JSON parser in MQL5, complete with object and array handling, error checking, and serialization. Gain practical insights into bridging your trading logic and structured data with this flexible solution for handling JSON in MetaTrader 5.

Many traders struggle to identify genuine reversals. This article presents an EA that combines RVGI, CCI (±100), and an SMA trend filter to produce a single clear reversal signal. The EA includes an on-chart panel, configurable alerts, and the full source file for immediate download and testing.

Strategies that are based on multiple time frames cannot be tested in wizard assembled Expert Advisors by default because of the MQL5 code architecture used in the assembly classes. We explore a possible work around this limitation for strategies that look to use multiple time frames in a case study with the quadratic moving average.

In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.

Examples of passing indicators to a perceptron. The article describes general concepts and showcases the simplest ready-made Expert Advisor followed by the results of its optimization and forward test.

We explore how to manipulate databases in MQL5 using the language's native functions. We cover everything from table creation, insertion, updating, and deletion to data import and export, all with sample code. The content serves as a solid foundation for understanding the internal mechanics of data access, paving the way for the discussion of ORM, where we'll build one in MQL5.

The relentless quest to decode market rhythms has led traders and quantitative analysts to develop countless mathematical models. This article has introduced the Flower Volatility Index (FVI), a novel approach that transforms the mathematical elegance of Rose Curves into a functional trading tool. Through this work, we have shown how mathematical models can be adapted into practical trading mechanisms capable of supporting both analysis and decision-making in real market conditions.

We present a chart-embedded RSI panel that removes the need for a separate window by attaching momentum directly to live price. The article explains the design and MQL5 code: real-time RSI retrieval, slope-based signal classification, and adaptive positioning. Traders get RSI value, state, and signal strength where decisions are made, improving clarity across timeframes.

With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.

Currently, our EA uses the database to obtain initialization strings for single instances of trading strategies. However, the database is quite large and contains a lot of information that is not needed for the actual EA operation. Let's try to ensure the EA's functionality without a mandatory connection to the database.

Discover how the Boom & Crash Interceptor EA transforms your charts into a proactive alert system-spotting explosive moves with lightning-fast velocity scans, volatility surge checks, trend confirmation, and pivot-zone filters. With crisp green “Boom” and red “Crash” arrows guiding your every decision, this tool cuts through the noise and lets you capitalize on market spikes like never before. Dive in to see how it works and why it can become your next essential edge.

We will use a quantum computer from IBM to discover all price movement options. Sounds like science fiction? Welcome to the world of quantum computing for trading!