Articles with MQL5 programming examples

This article will allow a beginner to write an implementation of a script from scratch for balancing risks when trading multiple instruments simultaneously. Besides, it may give experienced users new ideas for implementing their solutions in relation to the options proposed in this article.

In this article, we will try to understand why programming languages like MQL5 have structures, and why in some cases structures are the ideal way to pass values between functions and procedures, while in other cases they may not be the best way to do it.

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.

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.

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.

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.

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.

The risk of whipsaw is extremely high during the first minute following a high-impact economic news release. In that brief window, price movements can be erratic and volatile, often triggering both sides of pending orders. Shortly after the release—typically within a minute—the market tends to stabilize, resuming or correcting the prevailing trend with more typical volatility. In this section, we’ll explore an alternative approach to news trading, aiming to assess its effectiveness as a valuable addition to a trader’s toolkit. Continue reading for more insights and details in this discussion.

In the world of big data, there are millions of alternative datasets that hold the potential to enhance our trading strategies. In this series of articles, we will help you identify the most informative public datasets.

In this article, we revisit a classic crude oil trading strategy with the aim of enhancing it by leveraging supervised machine learning algorithms. We will construct a least-squares model to predict future Brent crude oil prices based on the spread between Brent and WTI crude oil prices. Our goal is to identify a leading indicator of future changes in Brent prices.

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.

Artificial Cooperative Search (ACS) is an innovative method using a binary matrix and multiple dynamic populations based on mutualistic relationships and cooperation to find optimal solutions quickly and accurately. ACS unique approach to predators and prey enables it to achieve excellent results in numerical optimization problems.

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.

This is an improved chaotic optimization algorithm (COA) that combines the effects of chaos with adaptive search mechanisms. The algorithm uses a set of chaotic maps and inertial components to explore the search space. The article reveals the theoretical foundations of chaotic methods of financial optimization.

In the previous article I explained how you can manipulate template data for use in OBJ_CHART. In that article, I only outlined the topic without going into details, since in that version the work was done in a very simplified way. This was done to make it easier to explain the content, because despite the apparent simplicity of many things, some of them were not so obvious, and without understanding the simplest and most basic part, you would not be able to truly understand the entire picture.

In this article, we will implement the first solution that will allow us to determine when a new bar may appear on the chart. This solution is applicable in a wide variety of situations. Understanding its development will help you grasp several important aspects. 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.

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.

This is an improved chaotic optimization algorithm (COA) that combines the effects of chaos with adaptive search mechanisms. The algorithm uses a set of chaotic maps and inertial components to explore the search space. The article reveals the theoretical foundations of chaotic methods of financial optimization.

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.

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.

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.

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.

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.

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).

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.

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.

No doubt, this article will require a significant amount of your time to understand how and why the materials described here work. This is because everything that will be shown here is initially oriented toward object-oriented programming, but in fact it is based on the principles of structured programming.

In this article, I will teach you basic file operations and how to configure a flexible handler for customization. We will update the CLogifyHandlerFile class to write logs directly to the file. We will conduct a performance test by simulating a strategy on EURUSD for a week, generating logs at each tick, with a total time of 5 minutes and 11 seconds. The result will be compared in a future article, where we will implement a caching system to improve performance.

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.

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.