Articles with MQL5 programming examples

Access a huge collection of articles with code examples showing how to create indicators and trading robots for the MetaTrader platform in the MQL5 language. Source codes are attached to the articles, so you can open them in MetaEditor and run them to see how the applications work.

These articles will be useful both for those who have just started exploring automated trading and for professional traders with programming experience. They feature not only examples, but also contain new ideas.

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Timeseries in DoEasy library (part 40): Library-based indicators - updating data in real time

The article considers the development of a simple multi-period indicator based on the DoEasy library. Let's improve the timeseries classes to receive data from any timeframes to display it on the

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2

This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional

Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events

The article deals with applying DoEasy library for creating multi-symbol multi-period indicators. We are going to prepare the library classes to work within indicators and test creating timeseries to

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1

This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow

Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program

The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these

Timeseries in DoEasy library (part 37): Timeseries collection - database of timeseries by symbols and periods

The article deals with the development of the timeseries collection of specified timeframes for all symbols used in the program. We are going to develop the timeseries collection, the methods of

Continuous Walk-Forward Optimization (Part 4): Optimization Manager (Auto Optimizer)

The main purpose of the article is to describe the mechanism of working with our application and its capabilities. Thus the article can be treated as an instruction on how to use the application. It

Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods

In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all

Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list

This article starts a new series about the creation of the DoEasy library for easy and fast program development. In the current article, we will implement the library functionality for accessing and

Library for easy and quick development of MetaTrader programs (part XXXIV): Pending trading requests - removing and modifying orders and positions under certain conditions

In this article, we will complete the description of the pending request trading concept and create the functionality for removing pending orders, as well as modifying orders and positions under

Library for easy and quick development of MetaTrader programs (part XXXIII): Pending trading requests - closing positions under certain conditions

We continue the development of the library functionality featuring trading using pending requests. We have already implemented sending conditional trading requests for opening positions and placing

Library for easy and quick development of MetaTrader programs (part XXXII): Pending trading requests - placing orders under certain conditions

We continue the development of the functionality allowing users to trade using pending requests. In this article, we are going to implement the ability to place pending orders under certain

Library for easy and quick development of MetaTrader programs (part XXXI): Pending trading requests - opening positions under certain conditions

Starting with this article, we are going to develop a functionality allowing users to trade using pending requests under certain conditions, for example, when reaching a certain time limit, exceeding

Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer

The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which

Library for easy and quick development of MetaTrader programs (part XXX): Pending trading requests - managing request objects

In the previous article, we have created the classes of pending request objects corresponding to the general concept of library objects. This time, we are going to deal with the class allowing the

Library for easy and quick development of MetaTrader programs (part XXIX): Pending trading requests - request object classes

In the previous articles, we checked the concept of pending trading requests. A pending request is, in fact, a common trading order executed by a certain condition. In this article, we are going to

Neural Networks Made Easy

Artificial intelligence is often associated with something fantastically complex and incomprehensible. At the same time, artificial intelligence is increasingly mentioned in everyday life. News about

Library for easy and quick development of MetaTrader programs (part XXVIII): Closure, removal and modification of pending trading requests

This is the third article about the concept of pending requests. We are going to complete the tests of pending trading requests by creating the methods for closing positions, removing pending orders

Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot

The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language

Library for easy and quick development of MetaTrader programs (part XXVII): Working with trading requests - placing pending orders

In this article, we will continue the development of trading requests, implement placing pending orders and eliminate detected shortcomings of the trading class operation

Library for easy and quick development of MetaTrader programs (part XXVI): Working with pending trading requests - first implementation (opening positions)

In this article, we are going to store some data in the value of the orders and positions magic number and start the implementation of pending requests. To check the concept, let's create the first

Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server

After we send a trading order to the server, we need to check the error codes or the absence of errors. In this article, we will consider handling errors returned by the trade server and prepare for

Library for easy and quick development of MetaTrader programs (part XXIV): Base trading class - auto correction of invalid parameters

In this article, we will have a look at the handler of invalid trading order parameters and improve the trading event class. Now all trading events (both single ones and the ones occurred

Library for easy and quick development of MetaTrader programs (part XXIII): Base trading class - verification of valid parameters

In the article, we continue the development of the trading class by implementing the control over incorrect trading order parameter values and voicing trading events

Library for easy and quick development of MetaTrader programs (part XXII): Trading classes - Base trading class, verification of limitations

In this article, we will start the development of the library base trading class and add the initial verification of permissions to conduct trading operations to its first version. Besides, we will

Library for easy and quick development of MetaTrader programs (part XXI): Trading classes - Base cross-platform trading object

In this article, we will start the development of the new library section - trading classes. Besides, we will consider the development of a unified base trading object for MetaTrader 5 and MetaTrader

Library for easy and quick development of MetaTrader programs (part XX): Creating and storing program resources

The article deals with storing data in the program's source code and creating audio and graphical files out of them. When developing an application, we often need audio and images. The MQL language

Library for easy and quick development of MetaTrader programs (part XIX): Class of library messages

In this article, we will consider the class of displaying text messages. Currently, we have a sufficient number of different text messages. It is time to re-arrange the methods of their storage

Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects

The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for

Library for easy and quick development of MetaTrader programs (part XVII): Interactivity of library objects

In this article, we are going to finish the development of the base object of all library objects, so that any library object based on it is able to interact with a user. For example, users will be

Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events

In this article, we will create a new base class of all library objects adding the event functionality to all its descendants and develop the class for tracking symbol collection events based on the

MQL5 Cookbook: Trading strategy stress testing using custom symbols

The article considers an approach to stress testing of a trading strategy using custom symbols. A custom symbol class is created for this purpose. This class is used to receive tick data from

Library for easy and quick development of MetaTrader programs (part XV): Collection of symbol objects

In this article, we will consider creation of a symbol collection based on the abstract symbol object developed in the previous article. The abstract symbol descendants are to clarify a symbol data

Library for easy and quick development of MetaTrader programs (part XIV): Symbol object

In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for

Library for easy and quick development of MetaTrader programs (part XIII): Account object events

The article considers working with account events for tracking important changes in account properties affecting the automated trading. We have already implemented some functionality for tracking

Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects

In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the

Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events

We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library

Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started

Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the eighth part, we implemented the

Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the seventh part, we added tracking