MQL5 Programming Articles
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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From Basic to Intermediate: Variables (III)
Today we will look at how to use predefined MQL5 language variables and constants. In addition, we will analyze another special type of variables: functions. Knowing how to properly work with these variables can mean the difference between an application that works and one that doesn't. In order to understand what is presented here, it is necessary to understand the material that was discussed in previous articles.
Event-Driven Architecture in MQL5: How to Turn an Expert Advisor into a Full-Fledged Trading System
The article is dedicated to the event-driven architecture in MQL5 and describes the transition from the monolithic OnTick model to distributed processing. We will consider predefined and custom events, services and messaging between programs, as well as common architectural errors. A practical example demonstrates how to organize interactions between indicators and an EA to reduce load, improve readability, and simplify maintenance.
Creating Custom Indicators in MQL5 (Part 7): Hybrid Time Price Opportunity (TPO) Market Profiles for Session Analysis
In this article, we develop a custom indicator in MQL5 for hybrid Time Price Opportunity (TPO) market profiles, supporting multiple session timeframes such as intraday, daily, weekly, monthly, and fixed periods with timezone adjustments. The indicator quantizes prices into a grid, tracks session data including highs, lows, opens, and closes, and calculates key elements like the point of control and value area based on TPO counts. It renders profiles visually on the chart with customizable colors for TPO letters, single prints, value areas, POC, and close markers, enabling detailed session analysis
Gain An Edge Over Any Market (Part IV): CBOE Euro And Gold Volatility Indexes
We will analyze alternative data curated by the Chicago Board Of Options Exchange (CBOE) to improve the accuracy of our deep neural networks when forecasting the XAUEUR symbol.
From Basic to Intermediate: Template and Typename (V)
In this article, we'll explore one last simple use case for templates, and discuss the benefits and necessity of using typename in your code. Although this article may seem a bit complicated at first, it is important to understand it properly in order to use templates and typename later.
CAPM Model Indicator for the Forex Market
Adaptation of the classical CAPM model for the Forex currency market in MQL5. The indicator calculates expected return and risk premium based on historical volatility. The indicators rise at peaks and bottoms, reflecting the fundamental principles of pricing. Practical application for counter-trend and trend-following strategies, taking into account the dynamics of the risk-reward ratio in real time. The article includes mathematical apparatus and technical implementation.
Neural Network in Practice: Sketching a Neuron
In this article we will build a basic neuron. And although it looks simple, and many may consider this code completely trivial and meaningless, I want you to have fun studying this simple sketch of a neuron. Don't be afraid to modify the code, understanding it fully is the goal.
From Basic to Intermediate: Variables (I)
Many beginning programmers have a hard time understanding why their code doesn't work as they expect. There are many things that make code truly functional. It's not just a bunch of different functions and operations that make the code work. Today I invite you to learn how to properly create real code, rather than copy and paste fragments of it. The materials presented here are for didactic purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
Data label for time series mining (Part 4)：Interpretability Decomposition Using Label Data
This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
MQL5 Wizard Techniques you should know (Part 50): Awesome Oscillator
The Awesome Oscillator is another Bill Williams Indicator that is used to measure momentum. It can generate multiple signals, and therefore we review these on a pattern basis, as in prior articles, by capitalizing on the MQL5 wizard classes and assembly.
Market Simulation (Part 23): Position View (I)
The content we will cover from this point on is much more complex in terms of theory and concepts. I will try to make the material as simple as possible. The programming part itself is quite simple and straightforward. But if you do not understand the theory behind it, you will be left with no practical basis at all for refining or adapting the replay/simulation system to tasks different from the ones I am going to show. I do not want you merely to compile and use the code I present. I want you to learn, understand and, if possible, be able to create something even better.
Neural networks made easy (Part 57): Stochastic Marginal Actor-Critic (SMAC)
Here I will consider the fairly new Stochastic Marginal Actor-Critic (SMAC) algorithm, which allows building latent variable policies within the framework of entropy maximization.
HTTP and Connexus (Part 2): Understanding HTTP Architecture and Library Design
This article explores the fundamentals of the HTTP protocol, covering the main methods (GET, POST, PUT, DELETE), status codes and the structure of URLs. In addition, it presents the beginning of the construction of the Conexus library with the CQueryParam and CURL classes, which facilitate the manipulation of URLs and query parameters in HTTP requests.
Population optimization algorithms: Mind Evolutionary Computation (MEC) algorithm
The article considers the algorithm of the MEC family called the simple mind evolutionary computation algorithm (Simple MEC, SMEC). The algorithm is distinguished by the beauty of its idea and ease of implementation.
Neural Networks in Trading: Adaptive Detection of Market Anomalies (DADA)
We invite you to get acquainted with the DADA framework, which is an innovative method for detecting anomalies in time series. It helps distinguish random fluctuations from suspicious deviations. Unlike traditional methods, DADA is flexible and adapts to different data. Instead of a fixed compression level, it uses several options and chooses the most appropriate one for each case.
MQL5 Wizard Techniques you should know (Part 21): Testing with Economic Calendar Data
Economic Calendar Data is not available for testing with Expert Advisors within Strategy Tester, by default. We look at how Databases could help in providing a work around this limitation. So, for this article we explore how SQLite databases can be used to archive Economic Calendar news such that wizard assembled Expert Advisors can use this to generate trade signals.
MQL5 Wizard Techniques you should know (Part 28): GANs Revisited with a Primer on Learning Rates
The Learning Rate, is a step size towards a training target in many machine learning algorithms’ training processes. We examine the impact its many schedules and formats can have on the performance of a Generative Adversarial Network, a type of neural network that we had examined in an earlier article.
Reimagining Classic Strategies in MQL5 (Part III): FTSE 100 Forecasting
In this series of articles, we will revisit well-known trading strategies to inquire, whether we can improve the strategies using AI. In today's article, we will explore the FTSE 100 and attempt to forecast the index using a portion of the individual stocks that make up the index.
Visualizing Strategies in MQL5: Laying Out Optimization Results Across Criterion Charts
In this article, we write an example of visualizing the optimization process and display the top three passes for the four optimization criteria. We will also provide an opportunity to select one of the three best passes for displaying its data in tables and on a chart.
DoEasy. Controls (Part 11): WinForms objects — groups, CheckedListBox WinForms object
The article considers grouping WinForms objects and creation of the CheckBox objects list object.
Market Simulation (Part 01): Cross Orders (I)
Today we will begin the second stage, where we will look at the market replay/simulation system. First, we will show a possible solution for cross orders. I will show you the solution, but it is not final yet. It will be a possible solution to a problem that we will need to solve in the near future.
Neural Networks Made Easy (Part 97): Training Models With MSFformer
When exploring various model architecture designs, we often devote insufficient attention to the process of model training. In this article, I aim to address this gap.
Price Action Analysis Toolkit Development (Part 9): External Flow
This article explores a new dimension of analysis using external libraries specifically designed for advanced analytics. These libraries, like pandas, provide powerful tools for processing and interpreting complex data, enabling traders to gain more profound insights into market dynamics. By integrating such technologies, we can bridge the gap between raw data and actionable strategies. Join us as we lay the foundation for this innovative approach and unlock the potential of combining technology with trading expertise.
Neural networks made easy (Part 40): Using Go-Explore on large amounts of data
This article discusses the use of the Go-Explore algorithm over a long training period, since the random action selection strategy may not lead to a profitable pass as training time increases.
From Novice to Expert: Market Periods Synchronizer
In this discussion, we introduce a Higher-to-Lower Timeframe Synchronizer tool designed to solve the problem of analyzing market patterns that span across higher timeframe periods. The built-in period markers in MetaTrader 5 are often limited, rigid, and not easily customizable for non-standard timeframes. Our solution leverages the MQL5 language to develop an indicator that provides a dynamic and visual way to align higher timeframe structures within lower timeframe charts. This tool can be highly valuable for detailed market analysis. To learn more about its features and implementation, I invite you to join the discussion.
Self Optimizing Expert Advisors in MQL5 (Part 8): Multiple Strategy Analysis (3) — Weighted Voting Policy
This article explores how determining the optimal number of strategies in an ensemble can be a complex task that is easier to solve through the use of the MetaTrader 5 genetic optimizer. The MQL5 Cloud is also employed as a key resource for accelerating backtesting and optimization. All in all, our discussion here sets the stage for developing statistical models to evaluate and improve trading strategies based on our initial ensemble results.
Neural Networks in Trading: Controlled Segmentation
In this article. we will discuss a method of complex multimodal interaction analysis and feature understanding.
Larry Williams Market Secrets (Part 16): Detecting and Trading the Oops Gap Reversal Pattern
Learn how to build an MQL5 Expert Advisor that detects and trades Larry Williams’ Oops Gap Reversal pattern using objective gap rules and later-bar confirmation. The EA tracks setup expiration, prepares stop-loss and take-profit levels, supports manual or risk-based position sizing, executes market orders, and is evaluated through historical testing.
Blood inheritance optimization (BIO)
I present to you my new population optimization algorithm - Blood Inheritance Optimization (BIO), inspired by the human blood group inheritance system. In this algorithm, each solution has its own "blood type" that determines the way it evolves. Just as in nature where a child's blood type is inherited according to specific rules, in BIO new solutions acquire their characteristics through a system of inheritance and mutations.
The View and Controller components for tables in the MQL5 MVC paradigm: Resizable elements
In the article, we will add the functionality of resizing controls by dragging edges and corners of the element with the mouse.
Developing a Replay System — Market simulation (Part 23): FOREX (IV)
Now the creation occurs at the same point where we converted ticks into bars. This way, if something goes wrong during the conversion process, we will immediately notice the error. This is because the same code that places 1-minute bars on the chart during fast forwarding is also used for the positioning system to place bars during normal performance. In other words, the code that is responsible for this task is not duplicated anywhere else. This way we get a much better system for both maintenance and improvement.
Population optimization algorithms: Evolution Strategies, (μ,λ)-ES and (μ+λ)-ES
The article considers a group of optimization algorithms known as Evolution Strategies (ES). They are among the very first population algorithms to use evolutionary principles for finding optimal solutions. We will implement changes to the conventional ES variants and revise the test function and test stand methodology for the algorithms.
Neural Networks in Trading: Integrating Chaos Theory into Time Series Forecasting (Final Part)
We continue to integrate methods proposed by the authors of the Attraos framework into trading models. Let me remind you that this framework uses concepts of chaos theory to solve time series forecasting problems, interpreting them as projections of multidimensional chaotic dynamic systems.
3D Visualization Without External Libraries: How MetaTrader 5 Reveals Optimization Results via MQL5 + DX11
The article describes the practical application of DirectX 11 and built-in MQL5 tools for creating 3D visualizations and interactive interfaces in MetaTrader 5. The focus is on cognitive efficiency - the ability of 3D charts and guided scenes to help in understanding optimization data, liquidity clusters, and multi-dimensional trading scenarios. The basics of the DX pipeline, working with shaders, binding mouse and keyboard events, and objective technological limitations are discussed in detail. The article is intended for MQL5 developers and algorithmic traders who are ready to transform strategy metrics into understandable 3D analytical landscapes, where the visual layer accelerates decision-making.
Price Action Analysis Toolkit Development (Part 80): Building a History Navigator for MetaTrader 5
We implement a History Navigator for MetaTrader 5 that jumps the chart to an exact historical period by date and time. The dialog validates inputs, converts them to datetime, and searches bar times with a binary-search routine before centering the selected candle. The navigation logic is separated from chart control, improving testability and maintenance, and a one-click return restores the live market view.
Introduction to MQL5 (Part 28): Mastering API and WebRequest Function in MQL5 (II)
This article teaches you how to retrieve and extract price data from external platforms using APIs and the WebRequest function in MQL5. You’ll learn how URLs are structured, how API responses are formatted, how to convert server data into readable strings, and how to identify and extract specific values from JSON responses.
Developing a Replay System — Market simulation (Part 22): FOREX (III)
Although this is the third article on this topic, I must explain for those who have not yet understood the difference between the stock market and the foreign exchange market: the big difference is that in the Forex there is no, or rather, we are not given information about some points that actually occurred during the course of trading.
Trading Options Without Options (Part 4): More Complex Option Strategies
In this article, we will examine how to reduce risk (and whether it is even possible to do so) in option strategies where risk is initially unlimited. This applies to strategies based on writing options, i.e., range-bound strategies. We will also consider ways to lock in profits for option strategies based on purchasing options, i.e., trend-following strategies. As always, we will add new useful features to our Expert Advisor (EA) and improve the existing ones.
Introduction to MQL5 (Part 31): Mastering API and WebRequest Function in MQL5 (V)
Learn how to use WebRequest and external API calls to retrieve recent candle data, convert each value into a usable type, and save the information neatly in a table format. This step lays the groundwork for building an indicator that visualizes the data in candle format.
Neural networks made easy (Part 41): Hierarchical models
The article describes hierarchical training models that offer an effective approach to solving complex machine learning problems. Hierarchical models consist of several levels, each of which is responsible for different aspects of the task.