Articles with MQL5 programming examples

In this article, we explore the File Operations classes of the MQL5 Standard Library to build a robust reporting module that automatically generates Excel-ready CSV files. Along the way, we clearly distinguish between manually executed trades and algorithmically executed orders, laying the groundwork for reliable, auditable trade reporting.

In this article, we will look at how to implement and solve the mouse pointer issue when using it in conjunction with a replay/simulation application. 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.

In this article, we will change the mouse pointer to enable the interaction with the control indicator to ensure reliable and stable operation.

This article is a continuation in a series that look at Category Theory implementation in MQL5. In here we examine how Graph-Theory could be integrated with monoids and other data structures when developing a close-out strategy to a trading system.

The article presents the original version of the Bacterial Chemotaxis Optimization (BCO) algorithm and its modified version. We will take a closer look at all the differences, with a special focus on the new version of BCOm, which simplifies the bacterial movement mechanism, reduces the dependence on positional history, and uses simpler math than the computationally heavy original version. We will also conduct the tests and summarize the results.

Often we have to take a step back and then move forward. In this article, we will show all the changes necessary to ensure that the Mouse and Chart Trade indicators do not break. As a bonus, we'll also cover other changes that have occurred in other header files that will be widely used in the future.

If there is a need to display text on a chart, we can use the Comment() function. But its capabilities are quite limited. Therefore, in this article, we will create our own component - a full-screen dialog window capable of displaying multi-line text with flexible font settings and scrolling support.

In this article, we will explore various methods used in binary genetic and other population algorithms. We will look at the main components of the algorithm, such as selection, crossover and mutation, and their impact on the optimization. In addition, we will study data presentation methods and their impact on optimization results.

This article discusses the transition from procedural coding to object-oriented programming (OOP) in MQL5 with an emphasis on integration with the REST API. Today we will discuss how to organize HTTP request functions (GET and POST) into classes. We will take a closer look at code refactoring and show how to replace isolated functions with class methods. The article contains practical examples and tests.

Discover how to create exportable EX5 functions to efficiently query and save historical position data. In this step-by-step guide, we will expand the History Management EX5 library by developing modules that retrieve key properties of the most recently closed position. These include net profit, trade duration, pip-based stop loss, take profit, profit values, and various other important details.

In this article we will do things that many will find strange and completely out of context, but which, if used correctly, will make your learning much more fun and interesting: we will be able to build quite interesting things based on what is shown here. This will allow you to better understand the syntax of the MQL5 language. The materials provided here are for educational purposes only. It should not be considered in any way as a final application. Its purpose is not to explore the concepts presented.

In this article, we will take a very close look at how to solve the problem posed at the end of the previous article. There was an attempt to create a template of such type so that to be able to create a template for data union.

Security prompts, such as those triggered every time you refresh the chart, add a new pair to the chat with the Admin Panel EA, or restart the terminal, can become tedious. In this discussion, we will explore and implement a feature that tracks the number of login attempts to identify a trusted user. After a set number of failed attempts, the application will transition to an advanced login procedure, which also facilitates passcode recovery for users who may have forgotten it. Additionally, we will cover how cryptography can be effectively integrated into the Admin Panel to enhance security.

In this article, we continue our exploration of ensemble models by discussing the concept of gates, specifically how they may be useful in combining model outputs to enhance either prediction accuracy or model generalization.

The article considers an optimization method based on the principles of the body's immune system - Micro Artificial Immune System (Micro-AIS) - a modification of AIS. Micro-AIS uses a simpler model of the immune system and simple immune information processing operations. The article also discusses the advantages and disadvantages of Micro-AIS compared to conventional AIS.

Given everything that has been shown so far, I think we can now start implementing some kind of application to run some symbol directly on the chart. However, first we need to talk about a concept that can be rather confusing for beginners. Namely, it's the fact that applications developed in MQL5 and intended for display on a chart are not created in the same way as we have seen so far. In this article, we'll begin to understand this a little better.

This article presents a Time-of-Day capital rotation engine for MQL5 that allocates risk by trading session instead of using uniform exposure. We detail session budgets within a daily risk cap, dynamic lot sizing from remaining session risk, and automatic daily resets. Execution uses session-specific breakout and fade logic with ATR-based volatility confirmation. Readers gain a practical template to deploy capital where session conditions are statistically strongest while keeping exposure controlled throughout the day.

Implement the Malaysian Engulfing concept in MQL5 with two coordinated indicators. One applies strict, body‑based engulfing rules for precise pattern detection; the other uses a state-driven model to monitor what follows—pullbacks and timed retests—directly on the chart. The result is a repeatable, rule-based workflow that replaces visual guesswork with programmable logic.

In this article we explore different ways in which the eigenvectors and eigenvalues can be applied in exploratory data analysis to reveal unique relationships in data.

The article implements GJR-GARCH and TARCH in an MQL5 volatility library and explains why asymmetry improves on standard ARCH/GARCH. It covers model formulation, parameterization, and usage through derived classes and scripts. Readers get code examples for calibration and one-step-ahead forecasting on real data to support risk and diagnostics.

Today, we explore another component of ALGLIB, leveraging its mathematical capabilities to develop a Polynomial Regression Channel indicator. By the end of this discussion, you will gain practical insights into indicator development using the MQL5 Standard Library, along with a fully functional, mathematically driven indicator source code.

In this article, we will look at how to fix two errors in the code. However, I will try to explain them in a way that will help you, beginner programmers, understand that things don't always go as you expect. Anyway, this is an opportunity to learn. The content presented here is intended solely for educational purposes. In no way should this application be considered as a final document with any purpose other than to explore the concepts presented.

Let's discuss how we can make our Expert Advisors speech‑capable using text‑to‑speech technology, partnering Python and MQL5. After reading this article, you will walk away with a working example of an EA that speaks dynamic market information. You will master the application of TTS, the WebRequest function, and learn how Python libraries integrate with the MQL5 language to create a truly voice‑aware trading tool.

This article presents a structured way to manage SQLite data in MQL5 through an ORM layer for MetaTrader 5. It introduces core classes for entity modeling and database access, a fluent CRUD API, reflection hooks for OnGet/OnSet, and macros to define models quickly. Practical code shows creating tables, binding fields, inserting, updating, querying, and deleting records. Developers gain reusable, type-safe components that minimize repetitive SQL.

In this series of articles, we revisit well-known trading strategies to see if we can improve them using AI. In today's discussion, join us as we test whether there is a reliable relationship between precious metals and currencies.

This is the second part of the article devoted to the implementation of the table model in MQL5 using the MVC (Model-View-Controller) architectural paradigm. The article discusses the development of table classes and the table header based on a previously created table model. The developed classes will form the basis for further implementation of View and Controller components, which will be discussed in the following articles.

Today we have a very funny and quite interesting article. We will look at Union and will try to solve the problem discussed earlier. We'll also explore some unusual situations that can arise when using union in applications. The materials presented here are intended for didactic purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.

Preprocessing is a powerful yet quickly overlooked tuning parameter. It lives in the shadows of its bigger brothers: optimizers and shiny model architectures. Small percentage improvements here can have disproportionately large, compounding effects on profitability and risk. Too often, this largely unexplored science is boiled down to a simple routine, seen only as a means to an end, when in reality it is where signal can be directly amplified, or just as easily destroyed.

One point to note: although the service code is not included in this article and will only be provided in the next one, I'll explain it since we'll be using that same code as a springboard for what we're actually developing. So, be attentive and patient. Wait for the next article, because every day everything becomes more interesting.

Learn how to create an EX5 module of exportable functions that seamlessly query and save data for the most recently filled pending order. In this comprehensive step-by-step guide, we will enhance the History Management EX5 library by developing dedicated and compartmentalized functions to retrieve essential properties of the last filled pending order. These properties include the order type, setup time, execution time, filling type, and other critical details necessary for effective pending orders trade history management and analysis.

We have been working on just the indicators for a long time now, but now it's time to get the service working again and see how the chart is built based on the data provided. However, since the whole thing is not that simple, we will have to be attentive to understand what awaits us ahead.

In this article we present the implementation of a feature selection algorithm described in an academic paper titled,"FREL: A stable feature selection algorithm", called Feature weighting as regularized energy based learning.

In this series of articles, we explore popular trading strategies and try to improve them using AI. In today's article, we revisit the classical trading strategy built on the relationship between the stock market and the bond market.