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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Prices and Signals in DoEasy library (part 65): Depth of Market collection and the class for working with MQL5.com Signals

In this article, I will create the collection class of Depths of Market of all symbols and start developing the functionality for working with the MQL5.com Signals service by creating the signal

Prices in DoEasy library (part 64): Depth of Market, classes of DOM snapshot and snapshot series objects

In this article, I will create two classes (the class of DOM snapshot object and the class of DOM snapshot series object) and test creation of the DOM data series

Useful and exotic techniques for automated trading

In this article I will demonstrate some very interesting and useful techniques for automated trading. Some of them may be familiar to you. I will try to cover the most interesting methods and will

Prices in DoEasy library (part 63): Depth of Market and its abstract request class

In the article, I will start developing the functionality for working with the Depth of Market. I will also create the class of the Depth of Market abstract order object and its descendants

Prices in DoEasy library (part 62): Updating tick series in real time, preparation for working with Depth of Market

In this article, I will implement updating tick data in real time and prepare the symbol object class for working with Depth of Market (DOM itself is to be implemented in the next article)

Prices in DoEasy library (part 61): Collection of symbol tick series

Since a program may use different symbols in its work, a separate list should be created for each of them. In this article, I will combine such lists into a tick data collection. In fact, this will be

Prices in DoEasy library (part 60): Series list of symbol tick data

In this article, I will create the list for storing tick data of a single symbol and check its creation and retrieval of required data in an EA. Tick data lists that are individual for each used

Multilayer perceptron and backpropagation algorithm

The popularity of these two methods grows, so a lot of libraries have been developed in Matlab, R, Python, C++ and others, which receive a training set as input and automatically create an appropriate

Neural networks made easy (Part 10): Multi-Head Attention

We have previously considered the mechanism of self-attention in neural networks. In practice, modern neural network architectures use several parallel self-attention threads to find various

Neural networks made easy (Part 9): Documenting the work

We have already passed a long way and the code in our library is becoming bigger and bigger. This makes it difficult to keep track of all connections and dependencies. Therefore, I suggest creating

Neural networks made easy (Part 8): Attention mechanisms

In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I

Prices in DoEasy library (part 59): Object to store data of one tick

From this article on, start creating library functionality to work with price data. Today, create an object class which will store all price data which arrived with yet another tick

Using spreadsheets to build trading strategies

The article describes the basic principles and methods that allow you to analyze any strategy using spreadsheets (Excel, Calc, Google). The obtained results are compared with MetaTrader 5 tester

Timeseries in DoEasy library (part 58): Timeseries of indicator buffer data

In conclusion of the topic of working with timeseries organise storage, search and sort of data stored in indicator buffers which will allow to further perform the analysis based on values of the

How to make $1,000,000 off algorithmic trading? Use MQL5.com services!

All traders visit the market with the goal of earning their first million dollars. How to do that without excessive risk and start-up budget? MQL5 services provide such opportunity for developers and

Neural networks made easy (Part 6): Experimenting with the neural network learning rate

We have previously considered various types of neural networks along with their implementations. In all cases, the neural networks were trained using the gradient decent method, for which we need to

Timeseries in DoEasy library (part 57): Indicator buffer data object

In the article, develop an object which will contain all data of one buffer for one indicator. Such objects will be necessary for storing serial data of indicator buffers. With their help, it will be

Timeseries in DoEasy library (part 56): Custom indicator object, get data from indicator objects in the collection

The article considers creation of the custom indicator object for the use in EAs. Let’s slightly improve library classes and add methods to get data from indicator objects in EAs

Practical application of neural networks in trading. Python (Part I)

In this article, we will analyze the step-by-step implementation of a trading system based on the programming of deep neural networks in Python. This will be performed using the TensorFlow machine

Timeseries in DoEasy library (part 55): Indicator collection class

The article continues developing indicator object classes and their collections. For each indicator object create its description and correct collection class for error-free storage and getting

Timeseries in DoEasy library (part 52): Cross-platform nature of multi-period multi-symbol single-buffer standard indicators

In the article, consider creation of multi-symbol multi-period standard indicator Accumulation/Distribution. Slightly improve library classes with respect to indicators so that, the programs developed

Neural networks made easy (Part 3): Convolutional networks

As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we

Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators

In the article, complete development of objects of multi-period multi-symbol standard indicators. Using Ichimoku Kinko Hyo standard indicator example, analyze creation of compound custom indicators

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

Neural networks made easy (Part 2): Network training and testing

In this second article, we will continue to study neural networks and will consider an example of using our created CNet class in Expert Advisors. We will work with two neural network models, which

Websockets for MetaTrader 5

Before the introduction of the network functionality provided with the updated MQL5 API, MetaTrader programs have been limited in their ability to connect and interface with websocket based services

Timeseries in DoEasy library (part 49): Multi-period multi-symbol multi-buffer standard indicators

In the current article, I will improve the library classes to implement the ability to develop multi-symbol multi-period standard indicators requiring several indicator buffers to display their data

Timeseries in DoEasy library (part 48): Multi-period multi-symbol indicators on one buffer in a subwindow

The article considers an example of creating multi-symbol multi-period standard indicators using a single indicator buffer for construction and working in the indicator subwindow. I am going to

A system of voice notifications for trade events and signals

Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of

Timeseries in DoEasy library (part 46): Multi-period multi-symbol indicator buffers

In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom

Timeseries in DoEasy library (part 45): Multi-period indicator buffers

In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer

Practical application of neural networks in trading. It's time to practice

The article provides a description and instructions for the practical use of neural network modules on the Matlab platform. It also covers the main aspects of creation of a trading system using the

Practical application of neural networks in trading

In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot

Manual charting and trading toolkit (Part I). Preparation: structure description and helper class

This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press

Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects

The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of

MQL as a Markup Tool for the Graphical Interface of MQL Programs (Part 3). Form Designer

In this paper, we are completing the description of our concept of building the window interface of MQL programs, using the structures of MQL. Specialized graphical editor will allow to interactively

Timeseries in DoEasy library (part 43): Classes of indicator buffer objects

The article considers the development of indicator buffer object classes as descendants of the abstract buffer object simplifying declaration and working with indicator buffers, while creating custom

Native Twitter Client: Part 2

A Twitter client implemented as MQL class to allow you to send tweets with photos. All you need is to include a single self contained include file and off you go to tweet all your wonderful charts and

Native Twitter Client for MT4 and MT5 without DLL

Ever wanted to access tweets and/or post your trade signals on Twitter ? Search no more, these on-going article series will show you how to do it without using any DLL. Enjoy the journey of

Timeseries in DoEasy library (part 41): Sample multi-symbol multi-period indicator

In the article, we will consider a sample multi-symbol multi-period indicator using the timeseries classes of the DoEasy library displaying the chart of a selected currency pair on a selected