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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Using MetaTrader 5 as a Signal Provider for MetaTrader 4
Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Analyse and examples of techniques how trading analysis can be performed on MetaTrader 5 platform, but executed by MetaTrader 4. Article will show you how to create simple signal provider in your MetaTrader 5, and connect to it with multiple clients, even running MetaTrader 4. Also you will find out how you can follow participants of Automated Trading Championship in your real MetaTrader 4 account.
Graphical Interfaces II: the Menu Item Element (Chapter 1)
Graphical Interfaces II: the Menu Item Element (Chapter 1)

Graphical Interfaces II: the Menu Item Element (Chapter 1)

In the second part of the series, we will show in detail the development of such interface elements as main menu and context menu. We will also mention drawing elements and create a special class for it. We will discuss in depth such question as managing program events including custom ones.
Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)
Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)

Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)

In the previous article, we have enriched our library with four controls frequently used in graphical interfaces: checkbox, edit, edit with checkbox and check combobox. The second chapter of the sixth part will be dedicated to the slider and the dual slider controls.
Create your own Market Watch using the Standard Library Classes
Create your own Market Watch using the Standard Library Classes

Create your own Market Watch using the Standard Library Classes

The new MetaTrader 5 client terminal and the MQL5 Language provides new opportunities for presenting visual information to the trader. In this article, we propose a universal and extensible set of classes, which handles all the work of organizing displaying of the arbitrary text information on the chart. The example of Market Watch indicator is presented.
Graphical Interfaces VII: the Tables Controls (Chapter 1)
Graphical Interfaces VII: the Tables Controls (Chapter 1)

Graphical Interfaces VII: the Tables Controls (Chapter 1)

The seventh part of the series on MetaTrader graphical interfaces deals with three table types: text label, edit box and rendered one. Another important and frequently used controls are tabs allowing you to show/hide groups of other controls and develop space effective interfaces in your MQL applications.
Universal Expert Advisor: CUnIndicator and Use of Pending Orders (Part 9)
Universal Expert Advisor: CUnIndicator and Use of Pending Orders (Part 9)

Universal Expert Advisor: CUnIndicator and Use of Pending Orders (Part 9)

The article describes the work with indicators through the universal CUnIndicator class. In addition, new methods of working with pending orders are considered. Please note: from this point on, the structure of the CStrategy project has undergone substantial changes. Now all its files are located in a single directory for the convenience of users.
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2

This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional functionality for caching and dynamically generating the elements and controlling the styles and new schemes for processing the events. Attached is an enhanced version of the standard library of controls.
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Neural networks made easy (Part 10): Multi-Head Attention

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 dependencies between the elements of a sequence. Let us consider the implementation of such an approach and evaluate its impact on the overall network performance.
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Exploring options for creating multicolored candlesticks

Exploring options for creating multicolored candlesticks

In this article I will address the possibilities of creating customized indicators with candlesticks, pointing out their advantages and disadvantages.
Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)
Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)

Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)

This article is the beginning of the sixth part of the series dedicated to the development of the library for creating graphical interfaces in the MetaTrader terminals. In the first chapter, we are going to discuss the checkbox control, the edit control and their mixed types.
Using Layouts and Containers for GUI Controls: The CBox Class
Using Layouts and Containers for GUI Controls: The CBox Class

Using Layouts and Containers for GUI Controls: The CBox Class

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CBox class. The CBox class is an auxiliary control that acts as a container for essential controls in a GUI panel. It can make designing graphical panels easier, and in some cases, reduce coding time.
MQL5 Cookbook: Writing the History of Deals to a File and Creating Balance Charts for Each Symbol in Excel
MQL5 Cookbook: Writing the History of Deals to a File and Creating Balance Charts for Each Symbol in Excel

MQL5 Cookbook: Writing the History of Deals to a File and Creating Balance Charts for Each Symbol in Excel

When communicating in various forums, I often used examples of my test results displayed as screenshots of Microsoft Excel charts. I have many times been asked to explain how such charts can be created. Finally, I now have some time to explain it all in this article.
Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)
Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)

Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)

The library code needs to be optimized: it should be more regularized, which is — more readable and comprehensible for studying. In addition, we will continue to develop the controls created previously: lists, tables and scrollbars.
Universal Expert Advisor: Trading in a Group and Managing a Portfolio of Strategies (Part 4)
Universal Expert Advisor: Trading in a Group and Managing a Portfolio of Strategies (Part 4)

Universal Expert Advisor: Trading in a Group and Managing a Portfolio of Strategies (Part 4)

In the last part of the series of articles about the CStrategy trading engine, we will consider simultaneous operation of multiple trading algorithms, will learn to load strategies from XML files, and will present a simple panel for selecting Expert Advisors from a single executable module, and managing their trading modes.
Object-Oriented Approach to Building Multi-Timeframe and Multi-Currency Panels
Object-Oriented Approach to Building Multi-Timeframe and Multi-Currency Panels

Object-Oriented Approach to Building Multi-Timeframe and Multi-Currency Panels

This article describes how object-oriented programming can be used for creating multi-timeframe and multi-currency panels for MetaTrader 5. The main goal is to build a universal panel, which can be used for displaying many different kinds of data, such as prices, price changes, indicator values or custom buy/sell conditions without the need to modify the code of the panel itself.
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Multiple indicators on one chart (Part 01): Understanding the concepts

Multiple indicators on one chart (Part 01): Understanding the concepts

Today we will learn how to add multiple indicators running simultaneously on one chart, but without occupying a separate area on it. Many traders feel more confident if they monitor multiple indicators at a time (for example, RSI, STOCASTIC, MACD, ADX and some others), or in some cases even at different assets which an index is made of.
Getting Rid of Self-Made DLLs
Getting Rid of Self-Made DLLs

Getting Rid of Self-Made DLLs

If MQL5 language functional is not enough for fulfilling tasks, an MQL5 programmer has to use additional tools. He\she has to pass to another programming language and create an intermediate DLL. MQL5 has the possibility to present various data types and transfer them to API but, unfortunately, MQL5 cannot solve the issue concerning data extraction from the accepted pointer. In this article we will dot all the "i"s and show simple mechanisms of exchanging and working with complex data types.
Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events
Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events

Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events

In this article, we will create a new base class of all library objects adding the event functionality to all its descendants and develop the class for tracking symbol collection events based on the new base class. We will also change account and account event classes for developing the new base object functionality.
Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)
Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)

Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)

Development of the library for creating graphical interfaces continues. The Time and List of checkboxes controls will be covered this time. In addition, the CTable class now provides the ability to sort data in ascending or descending order.
Creating an Indicator with Graphical Control Options
Creating an Indicator with Graphical Control Options

Creating an Indicator with Graphical Control Options

Those who are familiar with market sentiments, know the MACD indicator (its full name is Moving Average Convergence/Divergence) - the powerful tool for analyzing the price movement, used by traders from the very first moments of appearance of the computer analysis methods. In this article we'll consider possible modifications of MACD and implement them in one indicator with the possibility to graphically switch between the modifications.
How to Secure Your Expert Advisor While Trading on the Moscow Exchange
How to Secure Your Expert Advisor While Trading on the Moscow Exchange

How to Secure Your Expert Advisor While Trading on the Moscow Exchange

The article delves into the trading methods ensuring the security of trading operations at the stock and low-liquidity markets through the example of Moscow Exchange's Derivatives Market. It brings practical approach to the trading theory described in the article "Principles of Exchange Pricing through the Example of Moscow Exchange's Derivatives Market".
Horizontal diagrams on MеtaTrader 5 charts
Horizontal diagrams on MеtaTrader 5 charts

Horizontal diagrams on MеtaTrader 5 charts

Horizontal diagrams are not a common occurrence on the terminal charts but they can still be of use in a number of tasks, for example when developing indicators displaying volume or price distribution for a certain period, when creating various market depth versions, etc. The article considers constructing and managing horizontal diagrams as arrays of graphical primitives.
Graphics in DoEasy library (Part 76): Form object and predefined color themes
Graphics in DoEasy library (Part 76): Form object and predefined color themes

Graphics in DoEasy library (Part 76): Form object and predefined color themes

In this article, I will describe the concept of building various library GUI design themes, create the Form object, which is a descendant of the graphical element class object, and prepare data for creating shadows of the library graphical objects, as well as for further development of the functionality.
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters

MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters

In this article, we will create a pattern that uses a single set of parameters for optimization of a trading system, while allowing for unlimited number of parameters. The list of symbols will be created in a standard text file (*.txt). Input parameters for each symbol will also be stored in files. This way we will be able to circumvent the restriction of the terminal on the number of input parameters of an Expert Advisor.
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Neural networks made easy (Part 12): Dropout

Neural networks made easy (Part 12): Dropout

As the next step in studying neural networks, I suggest considering the methods of increasing convergence during neural network training. There are several such methods. In this article we will consider one of them entitled Dropout.
Graphical Interfaces II: The Main Menu Element (Chapter 4)
Graphical Interfaces II: The Main Menu Element (Chapter 4)

Graphical Interfaces II: The Main Menu Element (Chapter 4)

This is the final chapter of the second part of the series about graphical interfaces. Here, we are going to consider the creation of the main menu. The development of this control and setting up handlers of the library classes for correct reaction to the user's actions will be demonstrated here. We will also discuss how to attach context menus to the items of the main menu. Adding to that, we will mention blocking currently inactive elements.
Cross-Platform Expert Advisor: Stops
Cross-Platform Expert Advisor: Stops

Cross-Platform Expert Advisor: Stops

This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.
MQL5 Cookbook: Processing of the TradeTransaction Event
MQL5 Cookbook: Processing of the TradeTransaction Event

MQL5 Cookbook: Processing of the TradeTransaction Event

This article considers capabilities of the MQL5 language from the point of view of the event-driven programming. The greatest advantage of this approach is that the program can receive information about phased implementation of a trade operation. The article also contains an example of receiving and processing information about ongoing trade operation using the TradeTransaction event handler. In my opinion, such an approach can be used for copying deals from one terminal to another.
Creating and Publishing of Trade Reports and SMS Notification
Creating and Publishing of Trade Reports and SMS Notification

Creating and Publishing of Trade Reports and SMS Notification

Traders don't always have ability and desire to seat at the trading terminal for hours. Especially, if trading system is more or less formalized and can automatically identify some of the market states. This article describes how to generate a report of trade results (using Expert Advisor, Indicator or Script) as HTML-file and upload it via FTP to WWW-server. We will also consider sending notification of trade events as SMS to mobile phone.
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Neural networks made easy (Part 8): Attention mechanisms

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 suggest considering Attention Mechanisms, the appearance of which gave impetus to the development of language models.
MQL5 Cookbook: ОСО Orders
MQL5 Cookbook: ОСО Orders

MQL5 Cookbook: ОСО Orders

Any trader's trading activity involves various mechanisms and interrelationships including relations among orders. This article suggests a solution of OCO orders processing. Standard library classes are extensively involved, as well as new data types are created herein.
Graphical Interfaces VII: The Tabs Control (Chapter 2)
Graphical Interfaces VII: The Tabs Control (Chapter 2)

Graphical Interfaces VII: The Tabs Control (Chapter 2)

The first chapter of seventh part introduced three classes of controls for creating tables: text label table (CLabelsTable), edit box table (CTable) and rendered table (CCanvasTable). In this article (chapter two) we are going to consider the Tabs control.
MQL5 Cookbook: Handling Typical Chart Events
MQL5 Cookbook: Handling Typical Chart Events

MQL5 Cookbook: Handling Typical Chart Events

This article considers typical chart events and includes examples of their processing. We will focus on mouse events, keystrokes, creation/modification/removal of a graphical object, mouse click on a chart and on a graphical object, moving a graphical object with a mouse, finish editing of text in a text field, as well as on chart modification events. A sample of an MQL5 program is provided for each type of event considered.
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CCI indicator. Upgrade and new features

CCI indicator. Upgrade and new features

In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.
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Making charts more interesting: Adding a background

Making charts more interesting: Adding a background

Many workstations contain some representative image which shows something about the user. These images make the working environment more beautiful and exciting. Let's see how to make the charts more interesting by adding a background.
Guide to writing a DLL for MQL5 in Delphi
Guide to writing a DLL for MQL5 in Delphi

Guide to writing a DLL for MQL5 in Delphi

The article examines the mechanism of creating a DLL module, using the popular programming language of ObjectPascal, within a Delphi programming environment. The materials, provided in this article, are designed to primarily target beginner programmers, who are working with problems, which breach the boundaries of the embedded programming language of MQL5, by connecting the outside DLL modules.
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

We are still discussing the development of the library for creating graphical interfaces in the MetaTrader environment. In the first article of the fifth part of the series, we will write classes for creating vertical and horizontal scrollbars.
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects

Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects

In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the collection of account objects and prepare the functionality for tracking account events.
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)

Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)

The second chapter of the part nine is dedicated to the progress bar and line chart controls. As always, there will be detailed examples provided to reveal how these controls can be used in custom MQL applications.
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

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 ninth part, we started improving the library classes for working with MQL4. Here we will continue improving the library to ensure its full compatibility with MQL4.