Articles with MQL5 programming examples

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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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From Basic to Intermediate: Indicator (II)

From Basic to Intermediate: Indicator (II)

In this article, we will examine how to implement a moving average calculation and what precautions should be taken when performing this calculation. We will also discuss overloading the OnCalculate function to know when and how to work with one model or another.
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Developing a Replay System (Part 49): Things Get Complicated (I)

Developing a Replay System (Part 49): Things Get Complicated (I)

In this article, we'll complicate things a little. Using what was shown in the previous articles, we will start to open up the template file so that the user can use their own template. However, I will be making changes gradually, as I will also be refining the indicator to reduce the load on MetaTrader 5.
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Creating a Trading Administrator Panel in MQL5 (Part III): Extending Built-in Classes for Theme Management (II)

Creating a Trading Administrator Panel in MQL5 (Part III): Extending Built-in Classes for Theme Management (II)

In this discussion, we will carefully extend the existing Dialog library to incorporate theme management logic. Furthermore, we will integrate methods for theme switching into the CDialog, CEdit, and CButton classes utilized in our Admin Panel project. Continue reading for more insightful perspectives.
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From Novice to Expert: Animated News Headline Using MQL5 (XI)—Correlation in News Trading

From Novice to Expert: Animated News Headline Using MQL5 (XI)—Correlation in News Trading

In this discussion, we will explore how the concept of Financial Correlation can be applied to improve decision-making efficiency when trading multiple symbols during major economic events announcement. The focus is on addressing the challenge of heightened risk exposure caused by increased volatility during news releases.
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The MQL5 Standard Library Explorer (Part 4): Custom Signal Library

The MQL5 Standard Library Explorer (Part 4): Custom Signal Library

Today, we use the MQL5 Standard Library to build custom signal classes and let the MQL5 Wizard assemble a professional Expert Advisor for us. This approach simplifies development so that even beginner programmers can create robust EAs without in-depth coding knowledge, focusing instead on tuning inputs and optimizing performance. Join this discussion as we explore the process step by step.
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Integrating MQL5 with data processing packages (Part 4): Big Data Handling

Integrating MQL5 with data processing packages (Part 4): Big Data Handling

Exploring advanced techniques to integrate MQL5 with powerful data processing tools, this part focuses on efficient handling of big data to enhance trading analysis and decision-making.
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Reimagining Classic Strategies (Part 13): Taking Our Crossover Strategy to New Dimensions (Part 2)

Reimagining Classic Strategies (Part 13): Taking Our Crossover Strategy to New Dimensions (Part 2)

Join us in our discussion as we look for additional improvements to make to our moving-average cross over strategy to reduce the lag in our trading strategy to more reliable levels by leveraging our skills in data science. It is a well-studied fact that projecting your data to higher dimensions can at times improve the performance of your machine learning models. We will demonstrate what this practically means for you as a trader, and illustrate how you can weaponize this powerful principle using your MetaTrader 5 Terminal.
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Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

In this article, we continue our exploration of building an ensemble of trading strategies and using the MT5 genetic optimizer to tune the strategy parameters. Today, we analyzed the data in Python, showing our model could better predict which strategy would outperform, achieving higher accuracy than forecasting market returns directly. However, when we tested our application with its statistical models, our performance levels fell dismally. We subsequently discovered that the genetic optimizer unfortunately favored highly correlated strategies, prompting us to revise our method to keep vote weights fixed and focus optimization on indicator settings instead.
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Developing a Replay System — Market simulation (Part 07): First improvements (II)

Developing a Replay System — Market simulation (Part 07): First improvements (II)

In the previous article, we made some fixes and added tests to our replication system to ensure the best possible stability. We also started creating and using a configuration file for this system.
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Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

In this article, we continue our exploration of building an ensemble of trading strategies and using the MT5 genetic optimizer to tune the strategy parameters. Today, we analyzed the data in Python, showing our model could better predict which strategy would outperform, achieving higher accuracy than forecasting market returns directly. However, when we tested our application with its statistical models, our performance levels fell dismally. We subsequently discovered that the genetic optimizer unfortunately favored highly correlated strategies, prompting us to revise our method to keep vote weights fixed and focus optimization on indicator settings instead.
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HTTP and Connexus (Part 2): Understanding HTTP Architecture and Library Design

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.
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Population optimization algorithms: Simulated Isotropic Annealing (SIA) algorithm. Part II

Population optimization algorithms: Simulated Isotropic Annealing (SIA) algorithm. Part II

The first part was devoted to the well-known and popular algorithm - simulated annealing. We have thoroughly considered its pros and cons. The second part of the article is devoted to the radical transformation of the algorithm, which turns it into a new optimization algorithm - Simulated Isotropic Annealing (SIA).
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Population optimization algorithms: Bird Swarm Algorithm (BSA)

Population optimization algorithms: Bird Swarm Algorithm (BSA)

The article explores the bird swarm-based algorithm (BSA) inspired by the collective flocking interactions of birds in nature. The different search strategies of individuals in BSA, including switching between flight, vigilance and foraging behavior, make this algorithm multifaceted. It uses the principles of bird flocking, communication, adaptability, leading and following to efficiently find optimal solutions.
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Matrix Factorization: The Basics

Matrix Factorization: The Basics

Since the goal here is didactic, we will proceed as simply as possible. That is, we will implement only what we need: matrix multiplication. You will see today that this is enough to simulate matrix-scalar multiplication. The most significant difficulty that many people encounter when implementing code using matrix factorization is this: unlike scalar factorization, where in almost all cases the order of the factors does not change the result, this is not the case when using matrices.
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Permuting price bars in MQL5

Permuting price bars in MQL5

In this article we present an algorithm for permuting price bars and detail how permutation tests can be used to recognize instances where strategy performance has been fabricated to deceive potential buyers of Expert Advisors.
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From Novice to Expert: Developing a Geographic Market Awareness with MQL5 Visualization

From Novice to Expert: Developing a Geographic Market Awareness with MQL5 Visualization

Trading without session awareness is like navigating without a compass—you're moving, but not with purpose. Today, we're revolutionizing how traders perceive market timing by transforming ordinary charts into dynamic geographical displays. Using MQL5's powerful visualization capabilities, we'll build a live world map that illuminates active trading sessions in real-time, turning abstract market hours into intuitive visual intelligence. This journey sharpens your trading psychology and reveals professional-grade programming techniques that bridge the gap between complex market structure and practical, actionable insight.
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From Basic to Intermediate: The Include Directive

From Basic to Intermediate: The Include Directive

In today's article, we will discuss a compilation directive that is widely used in various codes that can be found in MQL5. Although this directive will be explained rather superficially here, it is important that you begin to understand how to use it, as it will soon become indispensable as you move to higher levels of programming. 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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Self Optimizing Expert Advisors in MQL5 (Part 8): Multiple Strategy Analysis (3) — Weighted Voting Policy

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.
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Singular Spectrum Analysis in MQL5

Singular Spectrum Analysis in MQL5

This article is meant as a guide for those unfamiliar with the concept of Singular Spectrum Analysis and who wish to gain enough understanding to be able to apply the built-in tools available in MQL5.
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From Basic to Intermediate: Recursion

From Basic to Intermediate: Recursion

In this article we will look at a very interesting and quite challenging programming concept, although it should be treated with great caution, as its misuse or misunderstanding can turn relatively simple programs into something unnecessarily complex. But when used correctly and adapted perfectly to equally suitable situations, recursion becomes an excellent ally in solving problems that would otherwise be much more laborious and time-consuming. The materials presented here are intended for educational purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
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Developing a Replay System (Part 47): Chart Trade Project (VI)

Developing a Replay System (Part 47): Chart Trade Project (VI)

Finally, our Chart Trade indicator starts interacting with the EA, allowing information to be transferred interactively. Therefore, in this article, we will improve the indicator, making it functional enough to be used together with any EA. This will allow us to access the Chart Trade indicator and work with it as if it were actually connected with an EA. But we will do it in a much more interesting way than before.
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Adaptive Social Behavior Optimization (ASBO): Schwefel, Box-Muller Method

Adaptive Social Behavior Optimization (ASBO): Schwefel, Box-Muller Method

This article provides a fascinating insight into the world of social behavior in living organisms and its influence on the creation of a new mathematical model - ASBO (Adaptive Social Behavior Optimization). We will examine how the principles of leadership, neighborhood, and cooperation observed in living societies inspire the development of innovative optimization algorithms.
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Developing a Replay System (Part 72): An Unusual Communication (I)

Developing a Replay System (Part 72): An Unusual Communication (I)

What we create today will be difficult to understand. Therefore, in this article I will only talk about the initial stage. Please read this article carefully, it is an important prerequisite before we proceed to the next step. The purpose of this material is purely didactic as we will only study and master the presented concepts, without practical application.
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The View and Controller components for tables in the MQL5 MVC paradigm: Simple controls

The View and Controller components for tables in the MQL5 MVC paradigm: Simple controls

The article covers simple controls as components of more complex graphical elements of the View component within the framework of table implementation in the MVC (Model-View-Controller) paradigm. The basic functionality of the Controller is implemented for interaction of elements with the user and with each other. This is the second article on the View component and the fourth one in a series of articles on creating tables for the MetaTrader 5 client terminal.
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From Novice to Expert: Automating Intraday Strategies

From Novice to Expert: Automating Intraday Strategies

We translate the EMA‑50 retest idea into a behavior‑driven Expert Advisor for intraday trading. The study formalizes trend bias, EMA interaction (pierce and close), reaction confirmation, and optional filters, then implements them in MQL5 with modular functions and resource‑safe handles. Visual testing in the Strategy Tester verifies signal correctness. The result is a clear template for coding discretionary bounces.
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Formulating Dynamic Multi-Pair EA (Part 6): Adaptive Spread Sensitivity for High-Frequency Symbol Switching

Formulating Dynamic Multi-Pair EA (Part 6): Adaptive Spread Sensitivity for High-Frequency Symbol Switching

In this part, we will focus on designing an intelligent execution layer that continuously monitors and evaluates real-time spread conditions across multiple symbols. The EA dynamically adapts its symbol selection by enabling or disabling trading based on spread efficiency rather than fixed rules. This approach allows high-frequency multi-pair systems to prioritize cost-effective symbols.
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Creating a Trading Administrator Panel in MQL5 (Part IV): Login Security Layer

Creating a Trading Administrator Panel in MQL5 (Part IV): Login Security Layer

Imagine a malicious actor infiltrating the Trading Administrator room, gaining access to the computers and the Admin Panel used to communicate valuable insights to millions of traders worldwide. Such an intrusion could lead to disastrous consequences, such as the unauthorized sending of misleading messages or random clicks on buttons that trigger unintended actions. In this discussion, we will explore the security measures in MQL5 and the new security features we have implemented in our Admin Panel to safeguard against these threats. By enhancing our security protocols, we aim to protect our communication channels and maintain the trust of our global trading community. Find more insights in this article discussion.
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The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5

The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5

In this article we continue our exploration of the Group Method of Data Handling family of algorithms, with the implementation of the Combinatorial Algorithm along with its refined incarnation, the Combinatorial Selective Algorithm in MQL5.
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Developing a Replay System (Part 62): Playing the service (III)

Developing a Replay System (Part 62): Playing the service (III)

In this article, we will begin to address the issue of tick excess that can impact application performance when using real data. This excess often interferes with the correct timing required to construct a one-minute bar in the appropriate window.
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Developing a Replay System (Part 50): Things Get Complicated (II)

Developing a Replay System (Part 50): Things Get Complicated (II)

We will solve the chart ID problem and at the same time we will begin to provide the user with the ability to use a personal template for the analysis and simulation of the desired asset. The materials presented here are for didactic purposes only and should in no way be considered as an application for any purpose other than studying and mastering the concepts presented.
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Resampling techniques for prediction and classification assessment in MQL5

Resampling techniques for prediction and classification assessment in MQL5

In this article, we will explore and implement, methods for assessing model quality that utilize a single dataset as both training and validation sets.
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Graph Theory: Traversal Depth-First Search (DFS) Applied in Trading

Graph Theory: Traversal Depth-First Search (DFS) Applied in Trading

This article applies Depth-First Search to market structure by modeling swing highs and lows as graph nodes and tracking one structural path as deeply as conditions remain valid. When a key swing is broken, the algorithm backtracks and explores an alternative branch. Readers gain a practical framework to formalize structural bias and test whether the current path aligns with targets like liquidity pools or supply and demand zones.
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Bivariate Copulae in MQL5 (Part 2): Implementing Archimedean copulae in MQL5

Bivariate Copulae in MQL5 (Part 2): Implementing Archimedean copulae in MQL5

In the second installment of the series, we discuss the properties of bivariate Archimedean copulae and their implementation in MQL5. We also explore applying copulae to the development of a simple pairs trading strategy.
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Artificial Bee Hive Algorithm (ABHA): Theory and methods

Artificial Bee Hive Algorithm (ABHA): Theory and methods

In this article, we will consider the Artificial Bee Hive Algorithm (ABHA) developed in 2009. The algorithm is aimed at solving continuous optimization problems. We will look at how ABHA draws inspiration from the behavior of a bee colony, where each bee has a unique role that helps them find resources more efficiently.
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From Basic to Intermediate: Array (II)

From Basic to Intermediate: Array (II)

In this article, we will look at what a dynamic array and a static array are. Is there a difference between using one or the other? Or are they always the same? When should you use one and when the other type? And what about constant arrays? We will try to understand what they are designed for and consider the risks of not initializing all the values in the array.
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Simplifying Databases in MQL5 (Part 2): Using metaprogramming to create entities

Simplifying Databases in MQL5 (Part 2): Using metaprogramming to create entities

We explored the advanced use of #define for metaprogramming in MQL5, creating entities that represent tables and column metadata (type, primary key, auto-increment, nullability, etc.). We centralized these definitions in TickORM.mqh, automating the generation of metadata classes and paving the way for efficient data manipulation by the ORM, without having to write SQL manually.
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Post-Factum trading analysis: Selecting trailing stops and new stop levels in the strategy tester

Post-Factum trading analysis: Selecting trailing stops and new stop levels in the strategy tester

We continue the topic of analyzing completed deals in the strategy tester to improve the quality of trading. Let's see how using different trailing stops can change our existing trading results.
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Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5

Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5

This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.
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Self Optimizing Expert Advisors in MQL5 (Part 12): Building Linear Classifiers Using Matrix Factorization

Self Optimizing Expert Advisors in MQL5 (Part 12): Building Linear Classifiers Using Matrix Factorization

This article explores the powerful role of matrix factorization in algorithmic trading, specifically within MQL5 applications. From regression models to multi-target classifiers, we walk through practical examples that demonstrate how easily these techniques can be integrated using built-in MQL5 functions. Whether you're predicting price direction or modeling indicator behavior, this guide lays a strong foundation for building intelligent trading systems using matrix methods.
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Visualizing Strategies in MQL5: Laying Out Optimization Results Across Criterion Charts

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.