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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Neural networks made easy (Part 54): Using random encoder for efficient research (RE3)

Neural networks made easy (Part 54): Using random encoder for efficient research (RE3)

Whenever we consider reinforcement learning methods, we are faced with the issue of efficiently exploring the environment. Solving this issue often leads to complication of the algorithm and training of additional models. In this article, we will look at an alternative approach to solving this problem.
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Trend criteria in trading

Trend criteria in trading

Trends are an important part of many trading strategies. In this article, we will look at some of the tools used to identify trends and their characteristics. Understanding and correctly interpreting trends can significantly improve trading efficiency and minimize risks.
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Risk Management (Part 2): Implementing Lot Calculation in a Graphical Interface

Risk Management (Part 2): Implementing Lot Calculation in a Graphical Interface

In this article, we will look at how to improve and more effectively apply the concepts presented in the previous article using the powerful MQL5 graphical control libraries. We'll go step by step through the process of creating a fully functional GUI. I'll be explaining the ideas behind it, as well as the purpose and operation of each method used. Additionally, at the end of the article, we will test the panel we created to ensure it functions correctly and meets its stated goals.
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Building A Candlestick Trend Constraint Model(Part 3): Detecting changes in trends while using this system

Building A Candlestick Trend Constraint Model(Part 3): Detecting changes in trends while using this system

This article explores how economic news releases, investor behavior, and various factors can influence market trend reversals. It includes a video explanation and proceeds by incorporating MQL5 code into our program to detect trend reversals, alert us, and take appropriate actions based on market conditions. This builds upon previous articles in the series.
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Developing a Trading Strategy: The Flower Volatility Index Trend-Following Approach

Developing a Trading Strategy: The Flower Volatility Index Trend-Following Approach

The relentless quest to decode market rhythms has led traders and quantitative analysts to develop countless mathematical models. This article has introduced the Flower Volatility Index (FVI), a novel approach that transforms the mathematical elegance of Rose Curves into a functional trading tool. Through this work, we have shown how mathematical models can be adapted into practical trading mechanisms capable of supporting both analysis and decision-making in real market conditions.
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Quantitative analysis in MQL5: Implementing a promising algorithm

Quantitative analysis in MQL5: Implementing a promising algorithm

We will analyze the question of what quantitative analysis is and how it is used by major players. We will create one of the quantitative analysis algorithms in the MQL5 language.
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Neural networks made easy (Part 17): Dimensionality reduction

Neural networks made easy (Part 17): Dimensionality reduction

In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.
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Neural networks made easy (Part 75): Improving the performance of trajectory prediction models

Neural networks made easy (Part 75): Improving the performance of trajectory prediction models

The models we create are becoming larger and more complex. This increases the costs of not only their training as well as operation. However, the time required to make a decision is often critical. In this regard, let us consider methods for optimizing model performance without loss of quality.
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Price Action Analysis Toolkit Development (Part 60):  Objective Swing-Based Trendlines for Structural Analysis

Price Action Analysis Toolkit Development (Part 60): Objective Swing-Based Trendlines for Structural Analysis

We present a rule-based approach to trendlines that avoids indicator pivots and uses ordered swings derived from raw prices. The article walks through swing detection, size qualification via ATR or fixed thresholds, and validation of ascending and descending structures, then implements these rules in MQL5 with non-repainting drawing and selective output. You get a clear, repeatable way to track structural support and resistance that holds up across market conditions.
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MQL5 Wizard Techniques you should know (Part 71): Using Patterns of MACD and the OBV

MQL5 Wizard Techniques you should know (Part 71): Using Patterns of MACD and the OBV

The Moving-Average-Convergence-Divergence (MACD) oscillator and the On-Balance-Volume (OBV) oscillator are another pair of indicators that could be used in conjunction within an MQL5 Expert Advisor. This pairing, as is practice in these article series, is complementary with the MACD affirming trends while OBV checks volume. As usual, we use the MQL5 wizard to build and test any potential these two may possess.
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MQL5 Trading Tools (Part 7): Informational Dashboard for Multi-Symbol Position and Account Monitoring

MQL5 Trading Tools (Part 7): Informational Dashboard for Multi-Symbol Position and Account Monitoring

In this article, we develop an informational dashboard in MQL5 for monitoring multi-symbol positions and account metrics like balance, equity, and free margin. We implement a sortable grid with real-time updates, CSV export, and a glowing header effect to enhance usability and visual appeal.
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Engineering Trading Discipline into Code (Part 3): Enforcing Symbol-Level Trading Boundaries with a Whitelist System in MQL5

Engineering Trading Discipline into Code (Part 3): Enforcing Symbol-Level Trading Boundaries with a Whitelist System in MQL5

This article details an MQL5 framework that restricts trading to an approved set of symbols. The solution combines a shared library, a configuration dashboard, and an enforcement Expert Advisor that validates each trade against a whitelist and logs blocked attempts. It includes fully functional code examples, a clear explanation of the structural design decisions, and validation tests that confirm reliable symbol filtering, controlled market exposure, and transparent monitoring of rule enforcement.
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Automating Trading Strategies in MQL5 (Part 49): The Quasimodo (QM) Reversal Pattern

Automating Trading Strategies in MQL5 (Part 49): The Quasimodo (QM) Reversal Pattern

In this article, we build an automated trading program in MQL5 that detects the Quasimodo reversal pattern from a zig-zag of confirmed swing pivots. We work through swing detection, pattern arming, retrace entries at the QM line, and structural stop placement with risk-based sizing. We also add trade management with breakeven, trailing, and partial closing to handle open positions.
Outline of MetaTrader Market (Infographics)
Outline of MetaTrader Market (Infographics)

Outline of MetaTrader Market (Infographics)

A few weeks ago we published the infographic on Freelance service. We also promised to reveal some statistics of the MetaTrader Market. Now, we invite you to examine the data we have gathered.
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Mastering File Operations in MQL5: From Basic I/O to Building a Custom CSV Reader

Mastering File Operations in MQL5: From Basic I/O to Building a Custom CSV Reader

This article focuses on essential MQL5 file-handling techniques, spanning trade logs, CSV processing, and external data integration. It offers both conceptual understanding and hands-on coding guidance. Readers will learn to build a custom CSV importer class step-by-step, gaining practical skills for real-world applications.
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Developing a multi-currency Expert Advisor (Part 17): Further preparation for real trading

Developing a multi-currency Expert Advisor (Part 17): Further preparation for real trading

Currently, our EA uses the database to obtain initialization strings for single instances of trading strategies. However, the database is quite large and contains a lot of information that is not needed for the actual EA operation. Let's try to ensure the EA's functionality without a mandatory connection to the database.
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Creating an EA that works automatically (Part 07): Account types (II)

Creating an EA that works automatically (Part 07): Account types (II)

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. The trader should always be aware of what the automatic EA is doing, so that if it "goes off the rails", the trader could remove it from the chart as soon as possible and take control of the situation.
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Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns

Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns

In this article, we explore the fundamentals of harmonic patterns, their structures, and how they are applied in trading. You’ll learn about Fibonacci retracements, extensions, and how to implement harmonic pattern detection in MQL5, setting the foundation for building advanced trading tools and Expert Advisors.
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MQL5 Trading Tools (Part 21): Adding Cyberpunk Theme to Regression Graphs

MQL5 Trading Tools (Part 21): Adding Cyberpunk Theme to Regression Graphs

In this article, we enhance the regression graphing tool in MQL5 by adding a cyberpunk theme mode with neon glows, animations, and holographic effects for immersive visualization. We integrate theme toggling, dynamic backgrounds with stars, glowing borders, and neon points/lines, while maintaining standard mode compatibility. This dual-theme system elevates pair analysis with futuristic aesthetics, supporting real-time updates and interactions for engaging trading insights.
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Building A Candlestick Trend Constraint Model (Part 1): For EAs And Technical Indicators

Building A Candlestick Trend Constraint Model (Part 1): For EAs And Technical Indicators

This article is aimed at beginners and pro-MQL5 developers. It provides a piece of code to define and constrain signal-generating indicators to trends in higher timeframes. In this way, traders can enhance their strategies by incorporating a broader market perspective, leading to potentially more robust and reliable trading signals.
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Price Action Analysis Toolkit Development Part (4): Analytics Forecaster EA

Price Action Analysis Toolkit Development Part (4): Analytics Forecaster EA

We are moving beyond simply viewing analyzed metrics on charts to a broader perspective that includes Telegram integration. This enhancement allows important results to be delivered directly to your mobile device via the Telegram app. Join us as we explore this journey together in this article.
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MQL5 Trading Toolkit (Part 1): Developing A Positions Management EX5 Library

MQL5 Trading Toolkit (Part 1): Developing A Positions Management EX5 Library

Learn how to create a developer's toolkit for managing various position operations with MQL5. In this article, I will demonstrate how to create a library of functions (ex5) that will perform simple to advanced position management operations, including automatic handling and reporting of the different errors that arise when dealing with position management tasks with MQL5.
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Developing an MQTT client for MetaTrader 5: a TDD approach

Developing an MQTT client for MetaTrader 5: a TDD approach

This article reports the first attempts in the development of a native MQTT client for MQL5. MQTT is a Client Server publish/subscribe messaging transport protocol. It is lightweight, open, simple, and designed to be easy to implement. These characteristics make it ideal for use in many situations.
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Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs (III) – Adapter-Tuning

Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs (III) – Adapter-Tuning

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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MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls

MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls

In this article, we create a dynamic holographic dashboard in MQL5 for monitoring symbols and timeframes with RSI, volatility alerts, and sorting options. We add pulse animations, interactive buttons, and holographic effects to make the tool visually engaging and responsive.
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Introduction to MQL5 (Part 27): Mastering API and WebRequest Function in MQL5

Introduction to MQL5 (Part 27): Mastering API and WebRequest Function in MQL5

This article introduces how to use the WebRequest() function and APIs in MQL5 to communicate with external platforms. You’ll learn how to create a Telegram bot, obtain chat and group IDs, and send, edit, and delete messages directly from MT5, building a strong foundation for mastering API integration in your future MQL5 projects.
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Developing a multi-currency Expert Advisor (Part 12): Developing prop trading level risk manager

Developing a multi-currency Expert Advisor (Part 12): Developing prop trading level risk manager

In the EA being developed, we already have a certain mechanism for controlling drawdown. But it is probabilistic in nature, as it is based on the results of testing on historical price data. Therefore, the drawdown can sometimes exceed the maximum expected values (although with a small probability). Let's try to add a mechanism that ensures guaranteed compliance with the specified drawdown level.
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The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert

The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert

In this session, we will build a sophisticated, multi-signal Expert Advisor using the MQL5 Standard Library. This approach allows us to seamlessly blend built-in signals with our own custom logic, demonstrating how to construct a powerful and flexible trading algorithm. For more, click to read further.
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Developing Trading Strategies with the Parafrac and Parafrac V2 Oscillators: Single Entry Performance Insights

Developing Trading Strategies with the Parafrac and Parafrac V2 Oscillators: Single Entry Performance Insights

This article introduces the ParaFrac Oscillator and its V2 model as trading tools. It outlines three trading strategies developed using these indicators. Each strategy was tested and optimized to identify their strengths and weaknesses. Comparative analysis highlighted the performance differences between the original and V2 models.
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Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)

Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)

Recurrent neural networks (RNNs) excel at leveraging past information to predict future events. Their remarkable predictive capabilities have been applied across various domains with great success. In this article, we will deploy RNN models to predict trends in the forex market, demonstrating their potential to enhance forecasting accuracy in forex trading.
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Neural networks made easy (Part 58): Decision Transformer (DT)

Neural networks made easy (Part 58): Decision Transformer (DT)

We continue to explore reinforcement learning methods. In this article, I will focus on a slightly different algorithm that considers the Agent’s policy in the paradigm of constructing a sequence of actions.
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Category Theory in MQL5 (Part 8): Monoids

Category Theory in MQL5 (Part 8): Monoids

This article continues the series on category theory implementation in MQL5. Here we introduce monoids as domain (set) that sets category theory apart from other data classification methods by including rules and an identity element.
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Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies

Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies

Let's continue developing a multi-currency EA with several strategies working in parallel. Let's try to move all the work associated with opening market positions from the strategy level to the level of the EA managing the strategies. The strategies themselves will trade only virtually, without opening market positions.
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Neural Networks Made Easy (Part 88): Time-Series Dense Encoder (TiDE)

Neural Networks Made Easy (Part 88): Time-Series Dense Encoder (TiDE)

In an attempt to obtain the most accurate forecasts, researchers often complicate forecasting models. Which in turn leads to increased model training and maintenance costs. Is such an increase always justified? This article introduces an algorithm that uses the simplicity and speed of linear models and demonstrates results on par with the best models with a more complex architecture.
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Creating a market making algorithm in MQL5

Creating a market making algorithm in MQL5

How do market makers work? Let's consider this issue and create a primitive market-making algorithm.
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Neural networks made easy (Part 23): Building a tool for Transfer Learning

Neural networks made easy (Part 23): Building a tool for Transfer Learning

In this series of articles, we have already mentioned Transfer Learning more than once. However, this was only mentioning. in this article, I suggest filling this gap and taking a closer look at Transfer Learning.
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Neural networks made easy (Part 73): AutoBots for predicting price movements

Neural networks made easy (Part 73): AutoBots for predicting price movements

We continue to discuss algorithms for training trajectory prediction models. In this article, we will get acquainted with a method called "AutoBots".
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Integrate Your Own LLM into EA (Part 2): Example of Environment Deployment

Integrate Your Own LLM into EA (Part 2): Example of 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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Data label for timeseries mining (Part 2):Make datasets with trend markers using Python

Data label for timeseries mining (Part 2):Make datasets with trend markers using Python

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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Introduction to MQL5 (Part 21): Automating Harmonic Pattern Detection

Introduction to MQL5 (Part 21): Automating Harmonic Pattern Detection

Learn how to detect and display the Gartley harmonic pattern in MetaTrader 5 using MQL5. This article explains each step of the process, from identifying swing points to applying Fibonacci ratios and plotting the full pattern on the chart for clear visual confirmation.