MQL5 Programming Articles

The Championship keeps providing us with new discoveries, as well as new interesting Participants and unusual ideas implemented in the competition trading robots. While interviewing Ruslan Ziyatdinov (rusland1962), we learned about his simple approach to trading and found out why it is better to trade less frequently.

All algorithmic trading strategies are difficult to set up and maintain, regardless of complexity—a challenge shared by beginners and experts alike. This article introduces an ensemble framework where supervised models and human intuition work together to overcome their shared limitations. By aligning a moving average channel strategy with a Ridge Regression model on the same indicators, we achieve centralized control, faster self-correction, and profitability from otherwise unprofitable systems.

Are there any repeating patterns and regularities in the Forex market? I decided to create my own pattern analysis system using Python and MetaTrader 5. A kind of symbiosis of math and programming for conquering Forex.

ARIMA, short for Auto Regressive Integrated Moving Average, is a powerful traditional time series forecasting model. With the ability to detect spikes and fluctuations in a time series data, this model can make accurate predictions on the next values. In this article, we are going to understand what is it, how it operates, what you can do with it when it comes to predicting the next prices in the market with high accuracy and much more.

In this article, we will look at how to improve and more effectively apply the concepts presented in the previous article using the powerful MQL5 graphical control libraries. We'll go step by step through the process of creating a fully functional GUI. I'll be explaining the ideas behind it, as well as the purpose and operation of each method used. Additionally, at the end of the article, we will test the panel we created to ensure it functions correctly and meets its stated goals.

It was during the second week of the Championship when the Expert Advisor of Alexandr Artapov (artall) found itself on the third position trading EURUSD and EURJPY. Then it briefly left TOP-10 to appear again after one month of struggle for survival. As it turned out, this trading robot is still having something up its sleeve.

Nikolay Kositsin has told us about his developments. He believes multicurrency Expert Advisors are a promising direction; and he is an experienced developer of such robots. At the championships, Nikolay participates only with multicurrency EAs. His Expert Advisor was the only multicurrency EA among the prize winners of all the ATC contests.

How do market makers work? Let's consider this issue and create a primitive market-making algorithm.

We are all familiar with the concept of seasonality, for example, we are all accustomed to rising prices for fresh vegetables in winter or rising fuel prices during severe frosts, but few people know that similar patterns exist in the Forex market.

The article uses block diagrams to examine the logic of the candlestick-based training EAs located in the Experts\Free Robots folder of the terminal.

Problem-solving can establish a concise routine for mastering complex skills, such as programming in MQL5. This approach allows you to concentrate on solving problems while simultaneously developing your skills. The more problems you tackle, the more advanced expertise is transferred to your brain. Personally, I believe that debugging is the most effective way to master programming. Today, we will walk through the code-cleaning process and discuss the best techniques for transforming a messy program into a clean, functional one. Read through this article and uncover valuable insights.

We continue to complement the Rendered table (CCanvasTable) with new features. The table will now have: highlighting of the rows when hovered; ability to add an array of icons for each cell and a method for switching them; ability to set or modify the cell text during the runtime, and more.

Bulit-in OpenCL support in MetaTrader 5 still has a major problem especially the one about device selection error 5114 resulting from unable to create an OpenCL context using CL_USE_GPU_ONLY, or CL_USE_GPU_DOUBLE_ONLY although it properly detects GPU. It works fine with directly using of ordinal number of GPU device we found in Journal tab, but that's still considered a bug, and users should not hard-code a device. We will solve it by recreating an OpenCL support as DLL with C++ on Linux. Along the journey, we will get to know OpenCL from concept to best practices in its API usage just enough for us to put into great use later when we deal with DLL implementation in C++ and consume it with MQL5.

Learn how to create a developer's toolkit for managing various position operations with MQL5. In this article, I will demonstrate how to create a library of functions (ex5) that will perform simple to advanced position management operations, including automatic handling and reporting of the different errors that arise when dealing with position management tasks with MQL5.

In this article, our news trading expert will begin opening trades based on the economic calendar stored in our database. In addition, we will improve the expert's graphics to display more relevant information about upcoming economic calendar events.