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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MQL5 Wizard Techniques you should know (Part 78): Gator and AD Oscillator Strategies for Market Resilience

MQL5 Wizard Techniques you should know (Part 78): Gator and AD Oscillator Strategies for Market Resilience

The article presents the second half of a structured approach to trading with the Gator Oscillator and Accumulation/Distribution. By introducing five new patterns, the author shows how to filter false moves, detect early reversals, and align signals across timeframes. With clear coding examples and performance tests, the material bridges theory and practice for MQL5 developers.
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Understand and Efficiently use OpenCL API by Recreating built-in support as DLL on Linux (Part 2): OpenCL Simple DLL implementation

Understand and Efficiently use OpenCL API by Recreating built-in support as DLL on Linux (Part 2): OpenCL Simple DLL implementation

Continued from the part 1 in the series, now we proceed to implement as a simple DLL then test with MetaTrader 5. This will prepare us well before developing a full-fledge OpenCL as DLL support in the following part to come.
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Neural networks made easy (Part 35): Intrinsic Curiosity Module

Neural networks made easy (Part 35): Intrinsic Curiosity Module

We continue to study reinforcement learning algorithms. All the algorithms we have considered so far required the creation of a reward policy to enable the agent to evaluate each of its actions at each transition from one system state to another. However, this approach is rather artificial. In practice, there is some time lag between an action and a reward. In this article, we will get acquainted with a model training algorithm which can work with various time delays from the action to the reward.
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Data Science and Machine Learning (Part 19): Supercharge Your AI models with AdaBoost

Data Science and Machine Learning (Part 19): Supercharge Your AI models with AdaBoost

AdaBoost, a powerful boosting algorithm designed to elevate the performance of your AI models. AdaBoost, short for Adaptive Boosting, is a sophisticated ensemble learning technique that seamlessly integrates weak learners, enhancing their collective predictive strength.
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Automating Trading Strategies in MQL5 (Part 32): Creating a Price Action 5 Drives Harmonic Pattern System

Automating Trading Strategies in MQL5 (Part 32): Creating a Price Action 5 Drives Harmonic Pattern System

In this article, we develop a 5 Drives pattern system in MQL5 that identifies bullish and bearish 5 Drives harmonic patterns using pivot points and Fibonacci ratios, executing trades with customizable entry, stop loss, and take-profit levels based on user-selected options. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the A-B-C-D-E-F pattern structure.
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Neural Networks Made Easy (Part 94): Optimizing the Input Sequence

Neural Networks Made Easy (Part 94): Optimizing the Input Sequence

When working with time series, we always use the source data in their historical sequence. But is this the best option? There is an opinion that changing the sequence of the input data will improve the efficiency of the trained models. In this article I invite you to get acquainted with one of the methods for optimizing the input sequence.
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Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models

Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models

In this discussion, we will apply a simple Markov Chain on an RSI Indicator, to observe how price behaves after the indicator passes through key levels. We concluded that the strongest buy and sell signals on the NZDJPY pair are generated when the RSI is in the 11-20 range and 71-80 range, respectively. We will demonstrate how you can manipulate your data, to create optimal trading strategies that are learned directly from the data you have. Furthermore, we will demonstrate how to train a deep neural network to learn to use the transition matrix optimally.
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Moving to MQL5 Algo Forge (Part 2): Working with Multiple Repositories

Moving to MQL5 Algo Forge (Part 2): Working with Multiple Repositories

In this article, we are considering one of the possible approaches to organizing the storage of the project's source code in a public repository. We will distribute the code across different branches to establish clear and convenient rules for the project development.
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From Novice to Expert: Statistical Validation of Supply and Demand Zones

From Novice to Expert: Statistical Validation of Supply and Demand Zones

Today, we uncover the often overlooked statistical foundation behind supply and demand trading strategies. By combining MQL5 with Python through a Jupyter Notebook workflow, we conduct a structured, data-driven investigation aimed at transforming visual market assumptions into measurable insights. This article covers the complete research process, including data collection, Python-based statistical analysis, algorithm design, testing, and final conclusions. To explore the methodology and findings in detail, read the full article.
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Brute force approach to patterns search (Part V): Fresh angle

Brute force approach to patterns search (Part V): Fresh angle

In this article, I will show a completely different approach to algorithmic trading I ended up with after quite a long time. Of course, all this has to do with my brute force program, which has undergone a number of changes that allow it to solve several problems simultaneously. Nevertheless, the article has turned out to be more general and as simple as possible, which is why it is also suitable for those who know nothing about brute force.
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Pipelines in MQL5

Pipelines in MQL5

In this piece, we look at a key data preparation step for machine learning that is gaining rapid significance. Data Preprocessing Pipelines. These in essence are a streamlined sequence of data transformation steps that prepare raw data before it is fed to a model. As uninteresting as this may initially seem to the uninducted, this ‘data standardization’ not only saves on training time and execution costs, but it goes a long way in ensuring better generalization. In this article we are focusing on some SCIKIT-LEARN preprocessing functions, and while we are not exploiting the MQL5 Wizard, we will return to it in coming articles.
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From Novice to Expert: Statistical Validation of Supply and Demand Zones

From Novice to Expert: Statistical Validation of Supply and Demand Zones

Today, we uncover the often overlooked statistical foundation behind supply and demand trading strategies. By combining MQL5 with Python through a Jupyter Notebook workflow, we conduct a structured, data-driven investigation aimed at transforming visual market assumptions into measurable insights. This article covers the complete research process, including data collection, Python-based statistical analysis, algorithm design, testing, and final conclusions. To explore the methodology and findings in detail, read the full article.
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Timeseries in DoEasy library (part 50): Multi-period multi-symbol standard indicators with a shift

Timeseries in DoEasy library (part 50): Multi-period multi-symbol standard indicators with a shift

In the article, let’s improve library methods for correct display of multi-symbol multi-period standard indicators, which lines are displayed on the current symbol chart with a shift set in the settings. As well, let’s put things in order in methods of work with standard indicators and remove the redundant code to the library area in the final indicator program.
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Data Science and ML (Part 31): Using CatBoost AI Models for Trading

Data Science and ML (Part 31): Using CatBoost AI Models for Trading

CatBoost AI models have gained massive popularity recently among machine learning communities due to their predictive accuracy, efficiency, and robustness to scattered and difficult datasets. In this article, we are going to discuss in detail how to implement these types of models in an attempt to beat the forex market.
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Pure implementation of RSA encryption in MQL5

Pure implementation of RSA encryption in MQL5

MQL5 lacks built-in asymmetric cryptography, making secure data exchange over insecure channels like HTTP difficult. This article presents a pure MQL5 implementation of RSA using PKCS#1 v1.5 padding, enabling safe transmission of AES session keys and small data blocks without external libraries. This approach provides HTTPS-like security over standard HTTP and even more, it fills an important gap in secure communication for MQL5 applications.
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Data Science and Machine Learning (Part 17): Money in the Trees? The Art and Science of Random Forests in Forex Trading

Data Science and Machine Learning (Part 17): Money in the Trees? The Art and Science of Random Forests in Forex Trading

Discover the secrets of algorithmic alchemy as we guide you through the blend of artistry and precision in decoding financial landscapes. Unearth how Random Forests transform data into predictive prowess, offering a unique perspective on navigating the complex terrain of stock markets. Join us on this journey into the heart of financial wizardry, where we demystify the role of Random Forests in shaping market destiny and unlocking the doors to lucrative opportunities
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Chaos theory in trading (Part 1): Introduction, application in financial markets and Lyapunov exponent

Chaos theory in trading (Part 1): Introduction, application in financial markets and Lyapunov exponent

Can chaos theory be applied to financial markets? In this article, we will consider how conventional Chaos theory and chaotic systems are different from the concept proposed by Bill Williams.
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Multiple Symbol Analysis With Python And MQL5 (Part 3): Triangular Exchange Rates

Multiple Symbol Analysis With Python And MQL5 (Part 3): Triangular Exchange Rates

Traders often face drawdowns from false signals, while waiting for confirmation can lead to missed opportunities. This article introduces a triangular trading strategy using Silver’s pricing in Dollars (XAGUSD) and Euros (XAGEUR), along with the EURUSD exchange rate, to filter out noise. By leveraging cross-market relationships, traders can uncover hidden sentiment and refine their entries in real time.
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MQL5 Wizard Techniques you should know (Part 84): Using Patterns of Stochastic Oscillator and the FrAMA - Conclusion

MQL5 Wizard Techniques you should know (Part 84): Using Patterns of Stochastic Oscillator and the FrAMA - Conclusion

The Stochastic Oscillator and the Fractal Adaptive Moving Average are an indicator pairing that could be used for their ability to compliment each other within an MQL5 Expert Advisor. We introduced this pairing in the last article, and now look to wrap up by considering its 5 last signal patterns. In exploring this, as always, we use the MQL5 wizard to build and test out their potential.
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From Novice to Expert: Parameter Control Utility

From Novice to Expert: Parameter Control Utility

Imagine transforming the traditional EA or indicator input properties into a real-time, on-chart control interface. This discussion builds upon our foundational work in the Market Periods Synchronizer indicator, marking a significant evolution in how we visualize and manage higher-timeframe (HTF) market structures. Here, we turn that concept into a fully interactive utility—a dashboard that brings dynamic control and enhanced multi-period price action visualization directly onto the chart. Join us as we explore how this innovation reshapes the way traders interact with their tools.
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Reimagining Classic Strategies (Part II): Bollinger Bands Breakouts

Reimagining Classic Strategies (Part II): Bollinger Bands Breakouts

This article explores a trading strategy that integrates Linear Discriminant Analysis (LDA) with Bollinger Bands, leveraging categorical zone predictions for strategic market entry signals.
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Neural Networks in Trading: Hierarchical Vector Transformer (HiVT)

Neural Networks in Trading: Hierarchical Vector Transformer (HiVT)

We invite you to get acquainted with the Hierarchical Vector Transformer (HiVT) method, which was developed for fast and accurate forecasting of multimodal time series.
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Population optimization algorithms: Cuckoo Optimization Algorithm (COA)

Population optimization algorithms: Cuckoo Optimization Algorithm (COA)

The next algorithm I will consider is cuckoo search optimization using Levy flights. This is one of the latest optimization algorithms and a new leader in the leaderboard.
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Building a Keltner Channel Indicator with Custom Canvas Graphics in MQL5

Building a Keltner Channel Indicator with Custom Canvas Graphics in MQL5

In this article, we build a Keltner Channel indicator with custom canvas graphics in MQL5. We detail the integration of moving averages, ATR calculations, and enhanced chart visualization. We also cover backtesting to evaluate the indicator’s performance for practical trading insights.
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The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert

The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert

In this session, we will build a sophisticated, multi-signal Expert Advisor using the MQL5 Standard Library. This approach allows us to seamlessly blend built-in signals with our own custom logic, demonstrating how to construct a powerful and flexible trading algorithm. For more, click to read further.
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Reimagining Classic Strategies in Python: MA Crossovers

Reimagining Classic Strategies in Python: MA Crossovers

In this article, we revisit the classic moving average crossover strategy to assess its current effectiveness. Given the amount of time since its inception, we explore the potential enhancements that AI can bring to this traditional trading strategy. By incorporating AI techniques, we aim to leverage advanced predictive capabilities to potentially optimize trade entry and exit points, adapt to varying market conditions, and enhance overall performance compared to conventional approaches.
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Building A Candlestick Trend Constraint Model (Part 7): Refining our model for EA development

Building A Candlestick Trend Constraint Model (Part 7): Refining our model for EA development

In this article, we will delve into the detailed preparation of our indicator for Expert Advisor (EA) development. Our discussion will encompass further refinements to the current version of the indicator to enhance its accuracy and functionality. Additionally, we will introduce new features that mark exit points, addressing a limitation of the previous version, which only identified entry points.
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News Trading Made Easy (Part 5): Performing Trades (II)

News Trading Made Easy (Part 5): Performing Trades (II)

This article will expand on the trade management class to include buy-stop and sell-stop orders to trade news events and implement an expiration constraint on these orders to prevent any overnight trading. A slippage function will be embedded into the expert to try and prevent or minimize possible slippage that may occur when using stop orders in trading, especially during news events.
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From Novice to Expert: Forex Market Periods

From Novice to Expert: Forex Market Periods

Every market period has a beginning and an end, each closing with a price that defines its sentiment—much like any candlestick session. Understanding these reference points allows us to gauge the prevailing market mood, revealing whether bullish or bearish forces are in control. In this discussion, we take an important step forward by developing a new feature within the Market Periods Synchronizer—one that visualizes Forex market sessions to support more informed trading decisions. This tool can be especially powerful for identifying, in real time, which side—bulls or bears—dominates the session. Let’s explore this concept and uncover the insights it offers.
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Developing a Replay System (Part 78): New Chart Trade (V)

Developing a Replay System (Part 78): New Chart Trade (V)

In this article, we will look at how to implement part of the receiver code. Here we will implement an Expert Advisor to test and learn how the protocol interaction works. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
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Neural networks made easy (Part 44): Learning skills with dynamics in mind

Neural networks made easy (Part 44): Learning skills with dynamics in mind

In the previous article, we introduced the DIAYN method, which offers the algorithm for learning a variety of skills. The acquired skills can be used for various tasks. But such skills can be quite unpredictable, which can make them difficult to use. In this article, we will look at an algorithm for learning predictable skills.
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Utilizing CatBoost Machine Learning model as a Filter for Trend-Following Strategies

Utilizing CatBoost Machine Learning model as a Filter for Trend-Following Strategies

CatBoost is a powerful tree-based machine learning model that specializes in decision-making based on stationary features. Other tree-based models like XGBoost and Random Forest share similar traits in terms of their robustness, ability to handle complex patterns, and interpretability. These models have a wide range of uses, from feature analysis to risk management. In this article, we're going to walk through the procedure of utilizing a trained CatBoost model as a filter for a classic moving average cross trend-following strategy.
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Larry Williams Market Secrets (Part 9): Patterns to Profit

Larry Williams Market Secrets (Part 9): Patterns to Profit

An empirical study of Larry Williams' short-term trading patterns, showing how classic setups can be automated in MQL5, tested on real market data, and evaluated for consistency, profitability, and practical trading value.
Interview with Atsushi Yamanaka (ATC 2011)
Interview with Atsushi Yamanaka (ATC 2011)

Interview with Atsushi Yamanaka (ATC 2011)

What is common between skydiving, Futures, Hawaii, translations and spies? We didn't know it until we've managed to communicate with disqualified participant Atsushi Yamanaka (alohafx). His has a creed "Life is Good!", and one can hardly doubt that. It was interesting to know that distances between the continents are not an obstacle for communication among our Championship's participants.
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Building A Candlestick Trend Constraint Model (Part 8): Expert Advisor Development (II)

Building A Candlestick Trend Constraint Model (Part 8): Expert Advisor Development (II)

Think about an independent Expert Advisor. Previously, we discussed an indicator-based Expert Advisor that also partnered with an independent script for drawing risk and reward geometry. Today, we will discuss the architecture of an MQL5 Expert Advisor, that integrates, all the features in one program.
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GIT: What is it?

GIT: What is it?

In this article, I will introduce a very important tool for developers. If you are not familiar with GIT, read this article to get an idea of what it is and how to use it with MQL5.
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Data Science and ML (Part 27): Convolutional Neural Networks (CNNs) in MetaTrader 5 Trading Bots — Are They Worth It?

Data Science and ML (Part 27): Convolutional Neural Networks (CNNs) in MetaTrader 5 Trading Bots — Are They Worth It?

Convolutional Neural Networks (CNNs) are renowned for their prowess in detecting patterns in images and videos, with applications spanning diverse fields. In this article, we explore the potential of CNNs to identify valuable patterns in financial markets and generate effective trading signals for MetaTrader 5 trading bots. Let us discover how this deep machine learning technique can be leveraged for smarter trading decisions.
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Practicing the development of trading strategies

Practicing the development of trading strategies

In this article, we will make an attempt to develop our own trading strategy. Any trading strategy must be based on some kind of statistical advantage. Moreover, this advantage should exist for a long time.
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Price Action Analysis Toolkit Development (Part 57): Developing a Market State Classification Module in MQL5

Price Action Analysis Toolkit Development (Part 57): Developing a Market State Classification Module in MQL5

This article develops a market state classification module for MQL5 that interprets price behavior using completed price data. By examining volatility contraction, expansion, and structural consistency, the tool classifies market conditions as compression, transition, expansion, or trend, providing a clear contextual framework for price action analysis.
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DoEasy. Controls (Part 30): Animating the ScrollBar control

DoEasy. Controls (Part 30): Animating the ScrollBar control

In this article, I will continue the development of the ScrollBar control and start implementing the mouse interaction functionality. In addition, I will expand the lists of mouse state flags and events.