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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Testing Performance of Moving Averages Calculation in MQL5

Testing Performance of Moving Averages Calculation in MQL5

A number of indicators have appeared since the time of first Moving Average indicator creation. Many of them use the similar smoothing methods, but the performances of different moving averages algorithms have not been studied. In this article, we will consider possible ways of use the Moving Averages in MQL5 and compare their performance.
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.
The Last Crusade

The Last Crusade

Take a look at your trading terminal. What means of price presentation can you see? Bars, candlesticks, lines. We are chasing time and prices whereas we only profit from prices. Shall we only give attention to prices when analyzing the market? This article proposes an algorithm and a script for point and figure charting ("naughts and crosses") Consideration is given to various price patterns whose practical use is outlined in recommendations provided.
How to Add New UI Languages to the MetaTrader 5 Platform

How to Add New UI Languages to the MetaTrader 5 Platform

User interface of the MetaTrader 5 platform is translated into several languages. Don't worry if your native language is not among the supported ones. You can easily complete the translation using the special MetaTrader 5 MultiLanguage Pack utility, offered by MetaQuotes Software Corp. for free to all comers. In this article we will show some examples of how to add a new user interface languages to the MetaTrader 5 platform.
Graphical Interfaces IV: Informational Interface Elements (Chapter 1)

Graphical Interfaces IV: Informational Interface Elements (Chapter 1)

At the current stage of development, the library for creating graphical interfaces contains a form and several controls that can be attached to it. It was mentioned before that one of the future articles would be dedicated to the multi-window mode. Now, we have everything ready for that and we will deal with it in the following chapter. In this chapter, we will write classes for creating the status bar and tooltip informational interface elements.
The Prototype of a Trading Robot

The Prototype of a Trading Robot

This article summarizes and systematizes the principles of creating algorithms and elements of trading systems. The article considers designing of expert algorithm. As an example the CExpertAdvisor class is considered, which can be used for quick and easy development of trading systems.
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DoEasy. Controls (Part 25): Tooltip WinForms object

In this article, I will start developing the Tooltip control, as well as new graphical primitives for the library. Naturally, not every element has a tooltip, but every graphical object has the ability to set it.
Using cloud storage services for data exchange between terminals

Using cloud storage services for data exchange between terminals

Cloud technologies are becoming more popular. Nowadays, we can choose between paid and free storage services. Is it possible to use them in trading? This article proposes a technology for exchanging data between terminals using cloud storage services.
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Using the CCanvas class in MQL applications

The article considers the use of the CCanvas class in MQL applications. The theory is accompanied by detailed explanations and examples for thorough understanding of CCanvas basics.
Drawing Dial Gauges Using the CCanvas Class

Drawing Dial Gauges Using the CCanvas Class

We can find dial gauges in cars and airplanes, in industrial production and everyday life. They are used in all spheres which require quick response to behavior of a controlled value. This article describes the library of dial gauges for MetaTrader 5.
MQL5 Cookbook: Position Properties on the Custom Info Panel

MQL5 Cookbook: Position Properties on the Custom Info Panel

This time we will create a simple Expert Advisor that will get position properties on the current symbol and display them on the custom info panel during manual trading. The info panel will be created using graphical objects and displayed information will be refreshed at every tick. This is going to be much more convenient than all the time having to manually run the script described in the previous article of the series called "MQL5 Cookbook: Getting Position Properties".
How to Prepare MetaTrader 5 Quotes for Other Applications

How to Prepare MetaTrader 5 Quotes for Other Applications

The article describes the examples of creating directories, copying data, filing, working with the symbols in Market Watch or the common list, as well as the examples of handling errors, etc. All these elements can eventually be gathered in a single script for filing the data in a user-defined format.
Statistical Probability Distributions in MQL5

Statistical Probability Distributions in MQL5

The article addresses probability distributions (normal, log-normal, binomial, logistic, exponential, Cauchy distribution, Student's t-distribution, Laplace distribution, Poisson distribution, Hyperbolic Secant distribution, Beta and Gamma distribution) of random variables used in Applied Statistics. It also features classes for handling these distributions.
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Neural networks made easy (Part 3): Convolutional networks

As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we will consider the application of these networks in the financial markets.
Here Comes the New MetaTrader 5 and MQL5

Here Comes the New MetaTrader 5 and MQL5

This is just a brief review of MetaTrader 5. I can't describe all the system's new features for such a short time period - the testing started on 2009.09.09. This is a symbolical date, and I am sure it will be a lucky number. A few days have passed since I got the beta version of the MetaTrader 5 terminal and MQL5. I haven't managed to try all its features, but I am already impressed.
Graphical Interfaces II: the Separation Line and Context Menu Elements (Chapter 2)

Graphical Interfaces II: the Separation Line and Context Menu Elements (Chapter 2)

In this article we will create the separation line element. It will be possible to use it not only as an independent interface element but also as a part of many other elements. After that, we will have everything required for the development of the context menu class, which will be also considered in this article in detail. Added to that, we will introduce all necessary additions to the class, which is the base for storing pointers to all the elements of the graphical interface of the application.
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Data Science and Machine Learning (Part 03): Matrix Regressions

Data Science and Machine Learning (Part 03): Matrix Regressions

This time our models are being made by matrices, which allows flexibility while it allows us to make powerful models that can handle not only five independent variables but also many variables as long as we stay within the calculations limits of a computer, this article is going to be an interesting read, that's for sure.
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Multilayer perceptron and backpropagation algorithm

Multilayer perceptron and backpropagation algorithm

The popularity of these two methods grows, so a lot of libraries have been developed in Matlab, R, Python, C++ and others, which receive a training set as input and automatically create an appropriate network for the problem. Let us try to understand how the basic neural network type works (including single-neuron perceptron and multilayer perceptron). We will consider an exciting algorithm which is responsible for network training - gradient descent and backpropagation. Existing complex models are often based on such simple network models.
Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events

Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events

We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library compatibility with MQL4 and defined the events of opening positions and activating pending orders. In this article, we will define the events of closing positions and get rid of the unused order properties.
Other classes in DoEasy library (Part 66): MQL5.com Signals collection class

Other classes in DoEasy library (Part 66): MQL5.com Signals collection class

In this article, I will create the signal collection class of the MQL5.com Signals service with the functions for managing signals. Besides, I will improve the Depth of Market snapshot object class for displaying the total DOM buy and sell volumes.
Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events

Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events

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 seventh part, we added tracking StopLimit orders activation and prepared the functionality for tracking other events involving orders and positions. In this article, we will develop the class for tracking order and position modification events.
Self-organizing feature maps (Kohonen maps) - revisiting the subject

Self-organizing feature maps (Kohonen maps) - revisiting the subject

This article describes techniques of operating with Kohonen maps. The subject will be of interest to both market researchers with basic level of programing in MQL4 and MQL5 and experienced programmers that face difficulties with connecting Kohonen maps to their projects.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR

The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders an more) for more than 1 symbol pair only from one symbol chart.
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Neural networks made easy (Part 9): Documenting the work

Neural networks made easy (Part 9): Documenting the work

We have already passed a long way and the code in our library is becoming bigger and bigger. This makes it difficult to keep track of all connections and dependencies. Therefore, I suggest creating documentation for the earlier created code and to keep it updating with each new step. Properly prepared documentation will help us see the integrity of our work.
Graphical Interfaces VIII: The Calendar Control (Chapter 1)

Graphical Interfaces VIII: The Calendar Control (Chapter 1)

In the part VIII of the series of articles dedicated to creating graphical interfaces in MetaTrader, we will consider complex composite controls like calendars, tree view, and file navigator. Due to the large amount of information, there are separate articles written for every subject. The first chapter of this part describes the calendar control and its expanded version — a drop down calendar.
MQL5 Cookbook: Using Different Print Modes

MQL5 Cookbook: Using Different Print Modes

This is the first article of the MQL5 Cookbook series. I will start with simple examples to allow those who are taking their first steps in programming to gradually become familiar with the new language. I remember my first efforts at designing and programming trading systems which I may say was quite difficult, given the fact that it was the first programming language in my life. However, it turned out to be easier than I thought and it only took me a few months before I could develop a fairly complex program.
A system of voice notifications for trade events and signals

A system of voice notifications for trade events and signals

Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of voice notifications for various trade events, market states or signals generated by trading signals.
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Build Self Optmising Expert Advisors in MQL5

Build Self Optmising Expert Advisors in MQL5

Build expert advisors that look forward and adjust themselves to any market.
Graphics in DoEasy library (Part 78): Animation principles in the library. Image slicing

Graphics in DoEasy library (Part 78): Animation principles in the library. Image slicing

In this article, I will define the animation principles to be used in some parts of the library. I will also develop a class for copying a part of the image and pasting it to a specified form object location while preserving and restoring the part of the form background the image is to be superimposed on.
Graphics in DoEasy library (Part 73): Form object of a graphical element

Graphics in DoEasy library (Part 73): Form object of a graphical element

The article opens up a new large section of the library for working with graphics. In the current article, I will create the mouse status object, the base object of all graphical elements and the class of the form object of the library graphical elements.
Library for easy and quick development of MetaTrader programs (part III). Collection of market orders and positions, search and sorting

Library for easy and quick development of MetaTrader programs (part III). Collection of market orders and positions, search and sorting

In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. Further on, we implemented the collection of history orders and deals. Our next step is creating a class for a convenient selection and sorting of orders, deals and positions in collection lists. We are going to implement the base library object called Engine and add collection of market orders and positions to the library.
Graphical Interfaces I: Testing Library in Programs of Different Types and in the MetaTrader 4 Terminal (Chapter 5)

Graphical Interfaces I: Testing Library in Programs of Different Types and in the MetaTrader 4 Terminal (Chapter 5)

In the previous chapter of the first part of the series about graphical interfaces, the form class was enriched by methods which allowed managing the form by pressing its controls. In this article, we will test our work in different types of MQL program such as indicators and scripts. As the library was designed to be cross-platform so it could be used in all MetaTrader platforms, we will also test it in MetaTrader 4.
MQL5 Cookbook: Indicator Subwindow Controls - Scrollbar

MQL5 Cookbook: Indicator Subwindow Controls - Scrollbar

Let's continue exploring various controls and this time turn our attention to scrollbar. Just like in the previous article entitled "MQL5 Cookbook: Indicator Subwindow Controls - Buttons", all operations will be performed in the indicator subwindow. Take a moment to read the above mentioned article as it provides a detailed description of working with events in the OnChartEvent() function, while this point will only be casually touched upon in this article. For illustrative purposes, this time around we will create a vertical scrollbar for a large list of all financial instrument properties that can be obtained using MQL5 resources.
Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods

Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods

In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all used symbol timeseries periods.
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Tips from a professional programmer (Part I): Code storing, debugging and compiling. Working with projects and logs

Tips from a professional programmer (Part I): Code storing, debugging and compiling. Working with projects and logs

These are some tips from a professional programmer about methods, techniques and auxiliary tools which can make programming easier.
Extending MQL5 Standard Library and Reusing Code

Extending MQL5 Standard Library and Reusing Code

MQL5 Standard Library makes your life as a developer easier. Nevertheless, it does not implement all the needs of all developers in the world, so if you feel that you need some more custom stuff you can take a step further and extend. This article walks you through integrating MetaQuotes' Zig-Zag technical indicator into the Standard Library. We get inspired by MetaQuotes' design philosophy to achieve our goal.
Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12)

Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12)

We continue to develop the Multiline Text box control. This time our task is to implement an automatic word wrapping in case a text box width overflow occurs, or a reverse word wrapping of the text to the previous line if the opportunity arises.
Graphical Interfaces X: Sorting, rebuilding the table and controls in the cells (build 11)

Graphical Interfaces X: Sorting, rebuilding the table and controls in the cells (build 11)

We continue to add new features to the rendered table: data sorting, managing the number of columns and rows, setting the table cell types to place controls into them.
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Adaptive indicators

Adaptive indicators

In this article, I will consider several possible approaches to creating adaptive indicators. Adaptive indicators are distinguished by the presence of feedback between the values of the input and output signals. This feedback allows the indicator to independently adjust to the optimal processing of financial time series values.
Custom Graphical Controls. Part 3. Forms

Custom Graphical Controls. Part 3. Forms

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.
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