Articles on the MQL5 programming and use of trading robots

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Expert Advisors created for the MetaTrader platform perform a variety of functions implemented by their developers. Trading robots can track financial symbols 24 hours a day, copy deals, create and send reports, analyze news and even provide specific custom graphical interface.

The articles describe programming techniques, mathematical ideas for data processing, tips on creating and ordering of trading robots.

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Formulating Dynamic Multi-Pair EA (Part 1): Currency Correlation and Inverse Correlation

Formulating Dynamic Multi-Pair EA (Part 1): Currency Correlation and Inverse Correlation

Dynamic multi pair Expert Advisor leverages both on correlation and inverse correlation strategies to optimize trading performance. By analyzing real-time market data, it identifies and exploits the relationship between currency pairs.
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Trading Options Without Options (Part 3): Complex Option Strategies

Trading Options Without Options (Part 3): Complex Option Strategies

The article discusses flat (non-directional) and trend-following (directional) option strategies and their implementation in MQL5. The EA described in the previous article is updated. The display of option levels has been added. Now it is time to examine the strategies used by options traders in practice and put them into action.
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Creating an EA that works automatically (Part 10): Automation (II)

Creating an EA that works automatically (Part 10): Automation (II)

Automation means nothing if you cannot control its schedule. No worker can be efficient working 24 hours a day. However, many believe that an automated system should operate 24 hours a day. But it is always good to have means to set a working time range for the EA. In this article, we will consider how to properly set such a time range.
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Neural networks made easy (Part 49): Soft Actor-Critic

Neural networks made easy (Part 49): Soft Actor-Critic

We continue our discussion of reinforcement learning algorithms for solving continuous action space problems. In this article, I will present the Soft Actor-Critic (SAC) algorithm. The main advantage of SAC is the ability to find optimal policies that not only maximize the expected reward, but also have maximum entropy (diversity) of actions.
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Data Science and Machine Learning (Part 21): Unlocking Neural Networks, Optimization algorithms demystified

Data Science and Machine Learning (Part 21): Unlocking Neural Networks, Optimization algorithms demystified

Dive into the heart of neural networks as we demystify the optimization algorithms used inside the neural network. In this article, discover the key techniques that unlock the full potential of neural networks, propelling your models to new heights of accuracy and efficiency.
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Developing a trading Expert Advisor from scratch (Part 11): Cross order system

Developing a trading Expert Advisor from scratch (Part 11): Cross order system

In this article we will create a system of cross orders. There is one type of assets that makes traders' life very difficult for traders — futures contracts. But why do they make life difficult?
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Data Science and ML (Part 41): Forex and Stock Markets Pattern Detection using YOLOv8

Data Science and ML (Part 41): Forex and Stock Markets Pattern Detection using YOLOv8

Detecting patterns in financial markets is challenging because it involves seeing what's on the chart, something that's difficult to undertake in MQL5 due to image limitations. In this article, we are going to discuss a decent model made in Python that helps us detect patterns present on the chart with minimal effort.
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Larry Williams Market Secrets (Part 13): Automating Hidden Smash Day Reversal Patterns

Larry Williams Market Secrets (Part 13): Automating Hidden Smash Day Reversal Patterns

The article builds a transparent MQL5 Expert Advisor for Larry Williams’ hidden smash day reversals. Signals are generated only on new bars: a setup bar is validated, then confirmed when the next session trades beyond its extreme. Risk is managed via ATR or structural stops with a defined risk-to-reward, position sizing can be fixed or balance-based, and direction filters plus a one-position policy ensure reproducible tests.
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Building AI-Powered Trading Systems in MQL5 (Part 9): Creating an AI Signal Dispatcher

Building AI-Powered Trading Systems in MQL5 (Part 9): Creating an AI Signal Dispatcher

We turn the MQL5 AI trading assistant into a dispatch-driven system that routes seven trading actions through a single central dispatcher. A line-based key-value protocol constrains AI output, while each action maps to market or pending orders and instrument-aware stop levels. A canvas-based UI with a custom prompt editor and pixel-accurate text fitting makes signals consistent, auditable, and ready to render on the chart
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Introduction to MQL5 (Part 29): Mastering API and WebRequest Function in MQL5 (III)

Introduction to MQL5 (Part 29): Mastering API and WebRequest Function in MQL5 (III)

In this article, we continue mastering API and WebRequest in MQL5 by retrieving candlestick data from an external source. We focus on splitting the server response, cleaning the data, and extracting essential elements such as opening time and OHLC values for multiple daily candles, preparing the data for further analysis.
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Improve Your Trading Charts With Interactive GUI's in MQL5 (Part II): Movable GUI (II)

Improve Your Trading Charts With Interactive GUI's in MQL5 (Part II): Movable GUI (II)

Unlock the potential of dynamic data representation in your trading strategies and utilities with our in-depth guide to creating movable GUIs in MQL5. Delve into the fundamental principles of object-oriented programming and discover how to design and implement single or multiple movable GUIs on the same chart with ease and efficiency.
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MQL5 Wizard Techniques you should know (Part 44): Average True Range (ATR) technical indicator

MQL5 Wizard Techniques you should know (Part 44): Average True Range (ATR) technical indicator

The ATR oscillator is a very popular indicator for acting as a volatility proxy, especially in the forex markets where volume data is scarce. We examine this, on a pattern basis as we have with prior indicators, and share strategies & test reports thanks to the MQL5 wizard library classes and assembly.
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Price Action Analysis Toolkit Development (Part 74): Building an MQL5 Expert Advisor from Indicator Buffers

Price Action Analysis Toolkit Development (Part 74): Building an MQL5 Expert Advisor from Indicator Buffers

This article implements an MQL5 Expert Advisor that connects to a weekend gap indicator via iCustom and CopyBuffer, reading six buffers for buy/sell signals and SL/TP. It validates broker stop-distance rules, handles closed-bar confirmation and duplicate-signal control, and executes orders with a configurable magic number. The EA also includes midpoint stop-loss management and a backtesting procedure so you can verify behavior and adapt parameters to your setup.
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Using the MQL5 Economic Calendar for News Filtering (Part 1): Implementing Pre- and Post-News Windows in MQL5

Using the MQL5 Economic Calendar for News Filtering (Part 1): Implementing Pre- and Post-News Windows in MQL5

We build a calendar‑driven news filter entirely in MQL5, avoiding web requests and external DLLs. Part 1 covers loading and caching events, mapping them to symbols by currency, filtering by impact level, defining pre/post windows, and blocking new trades during active news, with optional pre‑news position closure. The result is a configurable, prop‑firm‑friendly control that reduces false pauses and protects entries during volatility.
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Trading with the MQL5 Economic Calendar (Part 6): Automating Trade Entry with News Event Analysis and Countdown Timers

Trading with the MQL5 Economic Calendar (Part 6): Automating Trade Entry with News Event Analysis and Countdown Timers

In this article, we implement automated trade entry using the MQL5 Economic Calendar by applying user-defined filters and time offsets to identify qualifying news events. We compare forecast and previous values to determine whether to open a BUY or SELL trade. Dynamic countdown timers display the remaining time until news release and reset automatically after a trade.
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Robustness Testing on Expert Advisors

Robustness Testing on Expert Advisors

In strategy development, there are many intricate details to consider, many of which are not highlighted for beginner traders. As a result, many traders, myself included, have had to learn these lessons the hard way. This article is based on my observations of common pitfalls that most beginner traders encounter when developing strategies on MQL5. It will offer a range of tips, tricks, and examples to help identify the disqualification of an EA and test the robustness of our own EAs in an easy-to-implement way. The goal is to educate readers, helping them avoid future scams when purchasing EAs as well as preventing mistakes in their own strategy development.
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Price Action Analysis Toolkit Development (Part 15): Introducing Quarters Theory (I) — Quarters Drawer Script

Price Action Analysis Toolkit Development (Part 15): Introducing Quarters Theory (I) — Quarters Drawer Script

Points of support and resistance are critical levels that signal potential trend reversals and continuations. Although identifying these levels can be challenging, once you pinpoint them, you’re well-prepared to navigate the market. For further assistance, check out the Quarters Drawer tool featured in this article, it will help you identify both primary and minor support and resistance levels.
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Testing and optimization of binary options strategies in MetaTrader 5

Testing and optimization of binary options strategies in MetaTrader 5

In this article, I will check and optimize binary options strategies in MetaTrader 5.
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Building AI-Powered Trading Systems in MQL5 (Part 3): Upgrading to a Scrollable Single Chat-Oriented UI

Building AI-Powered Trading Systems in MQL5 (Part 3): Upgrading to a Scrollable Single Chat-Oriented UI

In this article, we upgrade the ChatGPT-integrated program in MQL5 to a scrollable single chat-oriented UI, enhancing conversation history display with timestamps and dynamic scrolling. The system builds on JSON parsing to manage multi-turn messages, supporting customizable scrollbar modes and hover effects for improved user interaction.
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Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Today we will add some more resources to our EA. This interesting article can provide some new ideas and methods of presenting information. At the same time, it can assist in fixing minor flaws in your projects.
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Advanced Variables and Data Types in MQL5

Advanced Variables and Data Types in MQL5

Variables and data types are very important topics not only in MQL5 programming but also in any programming language. MQL5 variables and data types can be categorized as simple and advanced ones. In this article, we will identify and learn about advanced ones because we already mentioned simple ones in a previous article.
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MQL5 Trading Tools (Part 10): Building a Strategy Tracker System with Visual Levels and Success Metrics

MQL5 Trading Tools (Part 10): Building a Strategy Tracker System with Visual Levels and Success Metrics

In this article, we develop an MQL5 strategy tracker system that detects moving average crossover signals filtered by a long-term MA, simulates or executes trades with configurable TP levels and SL in points, and monitors outcomes like TP/SL hits for performance analysis.
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Introduction to MQL5 (Part 13): A Beginner's Guide to Building Custom Indicators (II)

Introduction to MQL5 (Part 13): A Beginner's Guide to Building Custom Indicators (II)

This article guides you through building a custom Heikin Ashi indicator from scratch and demonstrates how to integrate custom indicators into an EA. It covers indicator calculations, trade execution logic, and risk management techniques to enhance automated trading strategies.
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Modified Grid-Hedge EA in MQL5 (Part III): Optimizing Simple Hedge Strategy (I)

Modified Grid-Hedge EA in MQL5 (Part III): Optimizing Simple Hedge Strategy (I)

In this third part, we revisit the Simple Hedge and Simple Grid Expert Advisors (EAs) developed earlier. Our focus shifts to refining the Simple Hedge EA through mathematical analysis and a brute force approach, aiming for optimal strategy usage. This article delves deep into the mathematical optimization of the strategy, setting the stage for future exploration of coding-based optimization in later installments.
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Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs(IV) — Test Trading Strategy

Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs(IV) — Test Trading Strategy

With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
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Developing a multi-currency Expert Advisor (Part 22): Starting the transition to hot swapping of settings

Developing a multi-currency Expert Advisor (Part 22): Starting the transition to hot swapping of settings

If we are going to automate periodic optimization, we need to think about auto updates of the settings of the EAs already running on the trading account. This should also allow us to run the EA in the strategy tester and change its settings within a single run.
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Data Science and Machine Learning (Part 08): K-Means Clustering in plain MQL5

Data Science and Machine Learning (Part 08): K-Means Clustering in plain MQL5

Data mining is crucial to a data scientist and a trader because very often, the data isn't as straightforward as we think it is. The human eye can not understand the minor underlying pattern and relationships in the dataset, maybe the K-means algorithm can help us with that. Let's find out...
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Price Action Analysis Toolkit Development (Part 64): Synchronizing Manually Drawn Trendlines with Automated Monitoring

Price Action Analysis Toolkit Development (Part 64): Synchronizing Manually Drawn Trendlines with Automated Monitoring

Monitoring manually drawn trendlines requires constant chart observation, which can cause important price interactions to be missed. This article develops a trendline monitoring Expert Advisor that synchronizes manually drawn trendlines with automated monitoring logic in MQL5, generating alerts when price approaches, touches, or breaks a monitored line.
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Mastering PD Arrays: Optimizing Trading from Imbalances in PD Arrays

Mastering PD Arrays: Optimizing Trading from Imbalances in PD Arrays

This is an article about a specialized trend-following EA that aims to clearly elaborate how to frame and utilize trading setups that occur from imbalances found in PD arrays. This article will explore in detail an EA that is specifically designed for traders who are keen on optimizing and utilizing PD arrays and imbalances as entry criteria for their trades and trading decisions. It will also explore how to correctly determine and profile premium and discount arrays and how to validate and utilize each of them when they occur in their respective market conditions, thus trying to maximize opportunities that occur from such scenarios.
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Integrate Your Own LLM into EA (Part 1): Hardware and Environment Deployment

Integrate Your Own LLM into EA (Part 1): Hardware and Environment Deployment

With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
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Building a Candlestick Trend Constraint Model (Part 8): Expert Advisor Development (I)

Building a Candlestick Trend Constraint Model (Part 8): Expert Advisor Development (I)

In this discussion, we will create our first Expert Advisor in MQL5 based on the indicator we made in the prior article. We will cover all the features required to make the process automatic, including risk management. This will extensively benefit the users to advance from manual execution of trades to automated systems.
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From Novice to Expert: Predictive Price Pathways

From Novice to Expert: Predictive Price Pathways

Fibonacci levels provide a practical framework that markets often respect, highlighting price zones where reactions are more likely. In this article, we build an expert advisor that applies Fibonacci retracement logic to anticipate likely future moves and trade retracements with pending orders. Explore the full workflow—from swing detection to level plotting, risk controls, and execution.
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Neural networks made easy (Part 33): Quantile regression in distributed Q-learning

Neural networks made easy (Part 33): Quantile regression in distributed Q-learning

We continue studying distributed Q-learning. Today we will look at this approach from the other side. We will consider the possibility of using quantile regression to solve price prediction tasks.
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MQL5 Trading Toolkit (Part 2): Expanding and Implementing the Positions Management EX5 Library

MQL5 Trading Toolkit (Part 2): Expanding and Implementing the Positions Management EX5 Library

Learn how to import and use EX5 libraries in your MQL5 code or projects. In this continuation article, we will expand the EX5 library by adding more position management functions to the existing library and creating two Expert Advisors. The first example will use the Variable Index Dynamic Average Technical Indicator to develop a trailing stop trading strategy expert advisor, while the second example will utilize a trade panel to monitor, open, close, and modify positions. These two examples will demonstrate how to use and implement the upgraded EX5 position management library.
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Swing Extremes and Pullbacks in MQL5 (Part 3): Defining Structural Validity Beyond Simple Highs/Lows

Swing Extremes and Pullbacks in MQL5 (Part 3): Defining Structural Validity Beyond Simple Highs/Lows

This article presents an MQL5 Expert Advisor that upgrades raw swing detection to a rule-based Structural Validation Engine. Swings are confirmed by a break of structure, displacement, liquidity sweeps, or time-based respect, then linked to a liquidity map and a structural state machine. The result is context-aware entries and stops anchored to validated levels, helping filter noise and systematize execution.
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Neural Networks in Trading: A Multimodal, Tool-Augmented Agent for Financial Markets (FinAgent)

Neural Networks in Trading: A Multimodal, Tool-Augmented Agent for Financial Markets (FinAgent)

We invite you to explore FinAgent, a multimodal financial trading agent framework designed to analyze various types of data reflecting market dynamics and historical trading patterns.
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Automating Trading Strategies in MQL5 (Part 28): Creating a Price Action Bat Harmonic Pattern with Visual Feedback

Automating Trading Strategies in MQL5 (Part 28): Creating a Price Action Bat Harmonic Pattern with Visual Feedback

In this article, we develop a Bat Pattern system in MQL5 that identifies bullish and bearish Bat harmonic patterns using pivot points and Fibonacci ratios, triggering trades with precise entry, stop loss, and take-profit levels, enhanced with visual feedback through chart objects
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Automating Trading Strategies in MQL5 (Part 39): Statistical Mean Reversion with Confidence Intervals and Dashboard

Automating Trading Strategies in MQL5 (Part 39): Statistical Mean Reversion with Confidence Intervals and Dashboard

In this article, we develop an MQL5 Expert Advisor for statistical mean reversion trading, calculating moments like mean, variance, skewness, kurtosis, and Jarque-Bera statistics over a specified period to identify non-normal distributions and generate buy/sell signals based on confidence intervals with adaptive thresholds
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Automating Trading Strategies in MQL5 (Part 33): Creating a Price Action Shark Harmonic Pattern System

Automating Trading Strategies in MQL5 (Part 33): Creating a Price Action Shark Harmonic Pattern System

In this article, we develop a Shark pattern system in MQL5 that identifies bullish and bearish Shark harmonic patterns using pivot points and Fibonacci ratios, executing trades with customizable entry, stop-loss, and take-profit levels based on user-selected options. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the X-A-B-C-D pattern structure
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From Novice to Expert: Automating Trade Discipline with an MQL5 Risk Enforcement EA

From Novice to Expert: Automating Trade Discipline with an MQL5 Risk Enforcement EA

For many traders, the gap between knowing a risk rule and following it consistently is where accounts go to die. Emotional overrides, revenge trading, and simple oversight can dismantle even the best strategy. Today, we will transform the MetaTrader 5 platform into an unwavering enforcer of your trading rules by developing a Risk Enforcement Expert Advisor. Join this discussion to find out more.