Articles with MQL5 programming examples

This is the last of the three articles devoted to graphical controls. It covers the creation of the main graphical interface component - the form - and its use in combination with other controls. In addition to the form classes, CFrame, CButton, CLabel classes have been added to the control library.

The MetaTrader 5 platform allows developing and testing trading robots that simultaneously trade multiple financial instruments. The built-in Strategy Tester automatically downloads required tick history from the broker's server taking into account contract specifications, so the developer does not need to do anything manually. This makes it possible to easily and reliably reproduce trading environment conditions, including even millisecond intervals between the arrival of ticks on different symbols. In this article we will demonstrate the development and testing of a spread strategy on two Moscow Exchange futures.

Hiding of the implementation details of classes/functions in an .ex5 file will enable you to share your know-how algorithms with other developers, set up common projects and promote them in the Web. And while the MetaQuotes team spares no effort to bring about the possibility of direct inheritance of ex5 library classes, we are going to implement it right now.

Every developer wants to be able to write code faster, and being able to code faster and effective is not some kind of special ability that only a few people are born with. It's a skill that can be learned, that is what I'm trying to teach in this article.

This article provides programmatic definition of one of the movement continuation models. The main idea is defining two waves — the main and the correction one. For extreme points, I apply fractals as well as "potential" fractals - extreme points that have not yet formed as fractals.

With this article we begin chapter nine of series of articles dedicated to creating graphical interfaces in MetaTrader trading terminals. It consists of two chapters where new elements of controls and interface, such as color picker, color button, progress bar and line chart are presented.

This article considers BookEvent - a Depth of Market event, and the principle of its processing. An MQL program, handling states of Depth of Market, serves as an example. It is written using the object-oriented approach. Results of handling are displayed on the screen as a panel and Depth of Market levels.

We will present a modified version of the Expert Advisor from the previous article "MQL5 Cookbook: Position Properties on the Custom Info Panel". Some of the issues we will address include getting data from bars, checking for new bar events on the current symbol, including a trade class of the Standard Library to a file, creating a function to search for trading signals and a function for executing trading operations, as well as determining trade events in the OnTrade() function.

In this article, I will consider tracking property value modification, as well as removing and renaming graphical objects in the library.

In this article, I will create the class of the abstract graphical object. This object is to serve as a basis for creating the class of standard graphical objects. Graphical objects feature multiple properties. Therefore, I will need to do a lot of preparatory work before actually creating the abstract graphical object class. This work includes setting the properties in the library enumerations.

In the previous chapter, we wrote classes for creating vertical and horizontal scrollbars. In this chapter, we will implement them. We will write a class for creating the list view element, a compound part of which will be a vertical scrollbar.

In this article we will implement an algorithm that applies the Box and Jenkins Autoregressive Integrated Moving Average model by using Powells method of function minimization. Box and Jenkins stated that most time series could be modeled by one or both of two frameworks.

A new version of the graphics library for creating scientific charts (the CGraphic class) has been presented recently. This update of the developed library for creating graphical interfaces will introduce a version with a new control for creating charts. Now it is even easier to visualize data of different types.

In this update of the library, the Table control (the CTable class) will be supplemented with new options. The lineup of controls in the table cells is expanded, this time adding text edit boxes and combo boxes. As an addition, this update also introduces the ability to resize the window of an MQL application during its runtime.

In this article, we will consider the emission of indicators - a new approach to the market research. The calculation of emission is based on the intersection of different indicators: more and more points with different colors and shapes appear after each tick. They form numerous clusters like nebulae, clouds, tracks, lines, arcs, etc. These shapes help to detect the invisible springs and forces that affect the movement of market prices.

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CGrid class. The CGrid class is an auxiliary control that acts as a container for other containers and controls using a grid layout.

In this article, I will consider the toolkit for managing composite graphical objects - controls for managing an extended standard graphical object. Today, I will slightly digress from relocating a composite graphical object and implement the handler of change events on a chart featuring a composite graphical object. Besides, I will focus on the controls for managing a composite graphical object.

The previous articles contain the implementation of the classes for creating constituent parts of the main menu. Now, it is time to take a close look at the event handlers in the principle base classes and in the classes of the created controls. We will also pay special attention to managing the state of the chart depending on the location of the mouse cursor.

The optimization process can require significant resources of your computer or even of the MQL5 Cloud Network test agents. This article comprises some simple ideas that I use for work facilitation and improvement of the MetaTrader 5 Strategy Tester. I got these ideas from the documentation, forum and articles.

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 sixth part, we trained the library to work with positions on netting accounts. Here we will implement tracking StopLimit orders activation and prepare the functionality to track order and position modification events.

The second article of the "Custom Graphical Controls" series introduces a control library for handling the main problems arising in interaction between a program (Expert Advisor, script, indicator) and a user. The library contains a great number of classes (CInputBox, CSpinInputBox, CCheckBox, CRadioGroup, CVSсrollBar, CHSсrollBar, CList, CListMS, CComBox, CHMenu, CVMenu, CHProgress, CDialer, CDialerInputBox, CTable) and examples of their use.

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.

This time we are going to create a multi-currency Expert Advisor with a trading algorithm based on work with the pending orders Buy Stop and Sell Stop. This article considers the following matters: trading in a specified time range, placing/modifying/deleting pending orders, checking if the last position was closed at Take Profit or Stop Loss and control of the deals history for each symbol.

The MQL5 programming language primarily targets the creation of automated trading systems and complex instruments of technical analyses. But aside from this, it allows us to create interesting information systems for tracking market situations, and provides a return connection with the trader. The article describes the MQL5 Standard Library components, and shows examples of their use in practice for reaching these objectives. It also demonstrates an example of using Google Chart API for the creation of charts.

In this article, I will create a separate class for the shadow object, which is a descendant of the graphical element object, as well as add the ability to fill the object background with a gradient fill.

The article describes a way of programming without using templates but keeping the style of programming iherenet to them. It tells about implementation of templates using custom methods and has a ready-made script attached for creating a code on the basis of specified templates.

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 programs. I will add the missing functionality to the calculated buffer objects allowing us to create multi-symbol multi-period standard indicators.

In order to develop an expert to participate in Automated Trading Championship 2010, let's use a template of ready expert advisor. Even novice MQL5 programmer will be capable of this task, because for your strategies the basic classes, functions, templates are already developed. It's enough to write a minimal amount of code to implement your trading idea.

In the new version of the library, all controls will be drawn on separate graphical objects of the OBJ_BITMAP_LABEL type. We will also continue to describe the optimization of code: changes in the core classes of the library will be discussed.

This article explains the idea of multi-mode trading robot programming in MQL5. Every mode is implemented with the object-oriented approach. Instances of both mode classes hierarchy and classes for testing are provided. Multi-mode programming of trading robots is supposed to take into account all peculiarities of every operational mode of an EA written in MQL5. Functions and enumeration are created for identifying the mode.

In this article, I will complete working with chart object classes and their collection. I will also implement auto tracking of changes in chart properties and their windows, as well as saving new parameters to the object properties. Such a revision allows the future implementation of an event functionality for the entire chart collection.

This article starts an extensive topic of creating controls in Windows Forms style using MQL5. My first object of interest is creating the panel class. It is already becoming difficult to manage things without controls. Therefore, I will create all possible controls in Windows Forms style.

An anti-aliasing algorithm of the CCanvas class is the base for all constructions where anti-aliasing is being used. The article contains information about how this algorithm operates, and provides relevant examples of visualization. It also covers drawing shades of graphic objects and has a detailed algorithm developed for drawing shades on canvas. The numerical analysis library ALGLIB is used for calculations.

The MQL5 language keeps evolving, and its new features for working with data are constantly being added. Due to innovation it has recently become possible to operate with ZIP archives using regular MQL5 tools without getting third party DLL libraries involved. This article focuses on how this is done and provides the CZip class, which is a universal tool for reading, creating and modifying ZIP archives, as an example.

The article regards spindle chart plotting and its usage in trading strategies and experts. First let's discuss the chart's appearance, plotting and connection with japanese candlestick chart. Next we analyze the indicator's implementation in the source code in the MQL5 language. Let's test the expert based on indicator and formulate the trading strategy.

Matrices and vectors have been introduced in MQL5 for efficient operations with mathematical solutions. The new types offer built-in methods for creating concise and understandable code that is close to mathematical notation. Arrays provide extensive capabilities, but there are many cases in which matrices are much more efficient.