Articles on the MQL5 programming and use of trading robots

The article presents an extended study of seasonal characteristics: autocorrelation heat maps and scatter plots. The purpose of the article is to show that "market memory" is of seasonal nature, which is expressed through maximized correlation of increments of arbitrary order.

This article's objective is to study profitability of algorithms with different entries into trades and exits using trailing stop. Entry types to be used are random entry and reverse entry. Stop orders to be used are trailing stop and trailing take. The article demonstrates money-making algorithms with a profitability of about 30% per annum.

In this article, we demonstrate features of botbrains.app - a no-code platform for trading robots development. To create a trading robot you don't need to write any code - just drag and drop the necessary blocks onto the scheme, set their parameters, and establish connections between them.

In this article, we will continue our series about designing a trading system using the most popular indicators and we will talk about the average directional index (ADX) indicator. We will learn this indicator in detail to understand it well and we will learn how we to use it through a simple strategy. By learning something deeply we can get more insights and we can use it better.

This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test indicators and Expert Advisors. This technology has not been implemented in MQL yet. But first, we have to get to know math for it.

This article discusses the implementation of various methods of time filtering a cross-platform expert advisor. The time filter classes are responsible for checking whether or not a given time falls under a certain time configuration setting.

This article discusses the CSignal and CSignals classes which will be used in cross-platform expert advisors. It examines the differences between MQL4 and MQL5 on how particular data needed for evaluation of trade signals are accessed to ensure that the code written will be compatible with both compilers.

The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing trading strategies — Simulated annealing. The method's algorithm, its implementation and integration into any Expert Advisor are considered. The developed algorithm is tested on the Moving Average EA.

In previous articles within this series, we tried various methods for creating a more or less profitable grid Expert Advisor. Now we will try to increase the EA profitability through diversification. Our ultimate goal is to reach 100% profit per year with the maximum balance drawdown no more than 20%.

When you subscribe to signals, such situation may occur: your trade account has a leverage of 1:100, the provider has a leverage of 1:500 and trades using the minimal lot, and your trade balances are virtually equal — but the copy ratio will comprise only 10% to 15%. This article describes how to increase the copy rate in such cases.

In the article, we will apply Reinforcement learning to develop self-learning Expert Advisors. In the previous article, we considered the Random Decision Forest algorithm and wrote a simple self-learning EA based on Reinforcement learning. The main advantages of such an approach (trading algorithm development simplicity and high "training" speed) were outlined. Reinforcement learning (RL) is easily incorporated into any trading EA and speeds up its optimization.

In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating strategies based on a combination of NRTR with additional trend confirmation indicators.

Efficiency of any trading robot depends on the correct selection of its parameters (optimization). However, parameters that are considered optimal for one time interval may not retain their effectiveness in another period of trading history. Besides, EAs showing profit during tests turn out to be loss-making in real time. The issue of continuous optimization comes to the fore here. When facing plenty of routine work, humans always look for ways to automate it. In this article, I propose a non-standard approach to solving this issue.

The article gives a description of ways of use of the multiple regression analysis for development of trading systems. It demonstrates the use of the regression analysis for strategy search automation. A regression equation generated and integrated in an EA without requiring high proficiency in programming is given as an example.

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode.

This article describes the MQL5 Standard Library extension, which allows to create Expert Advisors, place orders, Stop Losses and Take Profits using the MQL5 Wizard by the prices received from included modules. This approach does not apply any additional restrictions on the number of modules and does not cause conflicts in their joint work.

The article dwells on gaps — significant differences between a close price of a previous timeframe and an open price of the next one, as well as on forecasting a daily bar direction. Applying the GetOpenFileName function by the system DLL is considered as well.

Many researchers do not pay enough attention to determining the price behavior. At the same time, complex methods are used, which very often are simply “black boxes”, such as machine learning or neural networks. The most important question arising in that case is what data to submit for training a particular model.

This is the must read article for anyone wanting to improve their programming career. This article series is aimed at making you the best programmer you can possibly be, no matter how experienced you are. The discussed ideas work for MQL5 programming newbies as well as professionals.

In this little video course you will learn how to download, install and setup MetaTrader 5 for Automated Trading. You will also learn how to adjust the chart settings and the options for automated trading. You will do your first backtest and by the end of this course you will know how to import an Expert Advisor that can automatically trade 24/7 while you don't have to sit in front of your screen.

Is it allowed to trade this symbol on Monday? Is there enough money to open position? How big is the loss if Stop Loss triggers? How to limit the number of pending orders? Was the trade operation executed at the current bar or at the previous one? If a trade robot cannot perform this kind of verifications, then any trade strategy can turn into a losing one. This article shows the examples of verifications that are useful in any Expert Advisor.

This article describes the construction of the custom optimization criterion R-squared. This criterion can be used to estimate the quality of a strategy's balance curve and to select the most smoothly growing and stable strategies. The work discusses the principles of its construction and statistical methods used in estimation of properties and quality of this metric.

On the occasion of the MQL5 Freelance Service fourth birthday, we have prepared an info-graphic demonstrating the service results for the entire time of its existence. The figures speak for themselves: more than 10 000 orders worth about $600,000 in total have been executed to date, while 3 000 customers and 300 developers have already used the service.

In this article, I will share with you one of the methods of how to trade bands. This time we will consider Envelopes and will see how easy it is to create some strategies based on the Envelopes.

The article provides a critical examination of regular divergence and efficiency of various indicators. In addition, it contains filtering options for an increased analysis accuracy and features description of non-standard solutions. As a result, we will create a new tool for solving the technical task.

In the first part of the article, I have described a modified ZigZag indicator and a class for receiving data of that type of indicators. Here, I will show how to develop indicators based on these tools and write an EA for tests that features making deals according to signals formed by ZigZag indicator. As an addition, the article will introduce a new version of the EasyAndFast library for developing graphical user interfaces.

Expert Advisor Visual Wizard for MetaTrader 5 provides a highly intuitive graphical environment with a comprehensive set of predefined trading blocks that let you design Expert Advisors in minutes. The click, drag and drop approach of Expert Advisor Visual Wizard allows you to create visual representations of forex trading strategies and signals as you would with pencil and paper. These trading diagrams are analyzed automatically by Molanis’ MQL5 code generator that transforms them into ready to use Expert Advisors. The interactive graphical environment simplifies the design process and eliminates the need to write MQL5 code.

The article deals with a simple approach to creating an automated trading system based on the chart linear markup and offers a ready-made Expert Advisor using the standard properties of the MetaTrader 4 and 5 objects and supporting the main trading operations.

Today, many traders switch to automated trading systems which can require additional setup or can be fully automated and ready to use. However, there is a considerable part of traders who prefer trading manually, in the old fashioned way. In this article, we will create toolkit for quick manual trading, using hotkeys, and for performing typical trading actions in one click.

The generator of trading strategies of the MQL5 Wizard greatly simplifies testing of trading ideas. The article describes how to develop a custom risk and money management module and enable it in the MQL5 Wizard. As an example we've considered a money management algorithm, in which the size of the trade volume is determined by the results of the previous deal. The structure and format of description of the created class for the MQL5 Wizard are also discussed in the article.

The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for any library objects.

The article provides a description of a universal method for analyzing and converting data from HTML documents based on CSS selectors. Trading reports, tester reports, your favorite economic calendars, public signals, account monitoring and additional online quote sources will become available straight from MQL.

Upgrade your market reading with the Candle-Range Theory suite for MetaTrader 5, a fully MQL5-native solution that converts raw price bars into real-time volatility intelligence. The lightweight CRangePattern library benchmarks each candle’s true range against an adaptive ATR and classifies it the instant it closes; the CRT Indicator then projects those classifications on your chart as crisp, color-coded rectangles and arrows that reveal tightening consolidations, explosive breakouts, and full-range engulfment the moment they occur.

This article presents an adaptive parallel channel detection and breakout system in MQL5. It explains how swing points are identified, channels are constructed and dynamically recalculated, and breakouts are confirmed and visualized with persistent signals. The framework integrates trendline geometry, ATR-based filtering, and retest validation to provide reliable, real-time price action analysis for professional charting and trading decisions.

MQL5 Market has many products for sale but some of their descriptions leave much to be desired. Many texts are obviously in need of improvement, as common traders are not able to comprehend them. This article will help you to put your product in a favorable light. Use our recommendations to write an eye-catching description that will easily show your customers what exactly you are selling.

In this new article from our series for learning how to design trading systems, I will present the Commodities Channel Index (CCI), explain its specifics, and share with you how to create a trading system based on this indicator.

In this article, we continue our learning series — this time we will learn how to design a trading system using one of the most popular and useful indicators, which is the Stochastic Oscillator indicator, to build a new block in our knowledge of basics.