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Articles on MetaTrader 5 integration using MQL5

Traders meet interesting challenges which often require an innovative approach. This category features articles that offer the most unexpected solutions for evaluating, analyzing and processing price data and trading results. The articles describe various integration solutions, including connection of databases and ICQ, use of OpenCL and social networks, use of Delphi and C#.

Read on to learn how to use specialized mathematical and neural packages, and much more. Become an author and share unique ideas with the MQL5.community members.

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Cross-Platform Expert Advisor: The CExpertAdvisor and CExpertAdvisors Classes

This article deals primarily with the classes CExpertAdvisor and CExpertAdvisors, which serve as the container for all the other components described in this article-series regarding cross-platform...

Deep Neural Networks (Part IV). Creating, training and testing a model of neural network

This article considers new capabilities of the darch package (v.0.12.0). It contains a description of training of a deep neural networks with different data types, different structure and training...

Cross-Platform Expert Advisor: Custom Stops, Breakeven and Trailing

This article discusses how custom stop levels can be set up in a cross-platform expert advisor. It also discusses a closely-related method by which the evolution of a stop level over time can be...

Deep Neural Networks (Part III). Sample selection and dimensionality reduction

This article is a continuation of the series of articles about deep neural networks. Here we will consider selecting samples (removing noise), reducing the dimensionality of input data and dividing...

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...

Creating and testing custom symbols in MetaTrader 5

Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited...

Deep Neural Networks (Part II). Working out and selecting predictors

The second article of the series about deep neural networks will consider the transformation and choice of predictors during the process of preparing data for training a model.

Deep Neural Networks (Part I). Preparing Data

This series of articles continues exploring deep neural networks (DNN), which are used in many application areas including trading. Here new dimensions of this theme will be explored along with...

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.

Universal Expert Advisor: Accessing Symbol Properties (Part 8)

The eighth part of the article features the description of the CSymbol class, which is a special object that provides access to any trading instrument. When used inside an Expert Advisor, the class...

Creating Documentation Based on MQL5 Source Code

This article considers creation of documentation for MQL5 code starting with the automated markup of required tags. It also provides the description of how to use the Doxygen software, how to properly...

Cross-Platform Expert Advisor: Time Filters

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...

Cross-Platform Expert Advisor: Money Management

This article discusses the implementation of money management method for a cross-platform expert advisor. The money management classes are responsible for the calculation of the lot size to be used...

Cross-Platform Expert Advisor: Signals

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...

MQL5 Cookbook - Creating a ring buffer for fast calculation of indicators in a sliding window

The ring buffer is the simplest and the most efficient way to arrange data when performing calculations in a sliding window. The article describes the algorithm and shows how it simplifies...

Cross-Platform Expert Advisor: Order Manager

This article discusses the creation of an order manager for a cross-platform expert advisor. The order manager is responsible for the entry and exit of orders or positions entered by the expert, as...

Ready-made Expert Advisors from the MQL5 Wizard work in MetaTrader 4

The article offers a simple emulator of the MetaTrader 5 trading environment for MetaTrader 4. The emulator implements migration and adjustment of trade classes of the Standard Library. As a result,...

Visualize this! MQL5 graphics library similar to 'plot' of R language

When studying trading logic, visual representation in the form of graphs is of great importance. A number of programming languages popular among the scientific community (such as R and Python) feature...

Embed MetaTrader 4/5 WebTerminal on your website for free and make a profit

Traders are well familiar with the WebTerminal, which allows trading on financial markets straight from the browser. Add the WebTerminal widget to your website — you can do it absolutely free. If you...

Cross-Platform Expert Advisor: Orders

MetaTrader 4 and MetaTrader 5 uses different conventions in processing trade requests. This article discusses the possibility of using a class object that can be used to represent the trades processed...

Cross-Platform Expert Advisor: Reuse of Components from the MQL5 Standard Library

There exists some components in the MQL5 Standard Library that may prove to be useful in the MQL4 version of cross-platform expert advisors. This article deals with a method of making certain...

Cross-Platform Expert Advisor: Introduction

This article details a method by which cross-platform expert advisors can be developed faster and easier. The proposed method consolidates the features shared by both versions into a single class, and...

Working with sockets in MQL, or How to become a signal provider

Sockets… What in our IT world could possibly exist without them? Dating back to 1982, and hardly changed up to the present time, they smoothly work for us every second. This is the foundation of...

Regular expressions for traders

A regular expression is a special language for handling texts by applying a specified rule, also called a regex or regexp for short. In this article, we are going to show how to handle a trade report...

How to create bots for Telegram in MQL5

This article contains step-by-step instructions for creating bots for Telegram in MQL5. This information may prove useful for users who wish to synchronize their trading robot with a mobile device....

Universal Expert Advisor: A Custom Trailing Stop (Part 6)

The sixth part of the article about the universal Expert Advisor describes the use of the trailing stop feature. The article will guide you through how to create a custom trailing stop module using...

Self-optimization of EA: Evolutionary and genetic algorithms

This article covers the main principles set fourth in evolutionary algorithms, their variety and features. We will conduct an experiment with a simple Expert Advisor used as an example to show how our...

Universal Expert Advisor: Pending Orders and Hedging Support (Part 5)

This article provides further description of the CStrategy trading engine. By popular demand of users, we have added pending order support functions to the trading engine. Also, the latest version of...

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...

Calculator of signals

The calculator of signals operates directly from the MetaTrader 5 terminal, which is a serious advantage, since the terminal provides a preliminary selection and sorts out signals. This way, users can...

Universal Expert Advisor: Custom Strategies and Auxiliary Trade Classes (Part 3)

In this article, we will continue analyzing the algorithms of the CStrategy trading engine. The third part of the series contains the detailed analysis of examples of how to develop specific trading...

Universal Expert Advisor: the Event Model and Trading Strategy Prototype (Part 2)

This article continues the series of publications on a universal Expert Advisor model. This part describes in detail the original event model based on centralized data processing, and considers the...

Universal Expert Advisor: Trading Modes of Strategies (Part 1)

Any Expert Advisor developer, regardless of programming skills, is daily confronted with the same trading tasks and algorithmic problems, which should be solved to organize a reliable trading process....

Adding a control panel to an indicator or an Expert Advisor in no time

Have you ever felt the need to add a graphical panel to your indicator or Expert Advisor for greater speed and convenience? In this article, you will find out how to implement the dialog panel with...

Evaluation and selection of variables for machine learning models

This article focuses on specifics of choice, preconditioning and evaluation of the input variables (predictors) for use in machine learning models. New approaches and opportunities of deep predictor...

Handling ZIP Archives in Pure MQL5

The MQL5 language keeps evolving, and its new features for working with data are constantly being added. Due to innovation it has recently become possible to operate with ZIP archives using regular...

MQL5 Cookbook: Implementing Your Own Depth of Market

This article demonstrates how to utilize Depth of Market (DOM) programmatically and describes the operation principle of CMarketBook class, that can expand the Standard Library of MQL5 classes and...

Using Layouts and Containers for GUI Controls: The CGrid Class

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CGrid class. The CGrid class is an auxiliary control that acts as a...

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...

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...