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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Payments and payment methods

MQL5.community Services offer great opportunities for traders as well as for the developers of applications for the MetaTrader terminal. In this article, we explain how payments for MQL5 services are

Migrating from MQL4 to MQL5

This article is a quick guide to MQL4 language functions, it will help you to migrate your programs from MQL4 to MQL5. For each MQL4 function (except trading functions) the description and MQL5

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

MQL as a Markup Tool for the Graphical Interface of MQL Programs (Part 3). Form Designer

In this paper, we are completing the description of our concept of building the window interface of MQL programs, using the structures of MQL. Specialized graphical editor will allow to interactively

How to create Requirements Specification for ordering a trading robot

Are you trading using your own strategy? If your system rules can be formally described as software algorithms, it is better to entrust trading to an automated Expert Advisor. A robot does not need

Automata-Based Programming as a New Approach to Creating Automated Trading Systems

This article takes us to a whole new direction in developing EAs, indicators and scripts in MQL4 and MQL5. In the future, this programming paradigm will gradually become the base standard for all

Securing MQL5 code: Password Protection, Key Generators, Time-limits, Remote Licenses and Advanced EA License Key Encryption Techniques

Most developers need to have their code secured. This article will present a few different ways to protect MQL5 software - it presents methods to provide licensing capabilities to MQL5 Scripts, Expert

ZUP - Universal ZigZag with Pesavento patterns. Search for patterns

The ZUP indicator platform allows searching for multiple known patterns, parameters for which have already been set. These parameters can be edited to suit your requirements. You can also create new

Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction

This article presents connecting MetaTrader 5 to ENCOG - Advanced Neural Network and Machine Learning Framework. It contains description and implementation of a simple neural network indicator based

How to Access the MySQL Database from MQL5 (MQL4)

The article describes the development of an interface between MQL and the MySQL database. It discusses existing practical solutions and offers a more convenient way to implement a library for working

MetaTrader 5 and Python integration: receiving and sending data

Comprehensive data processing requires extensive tools and is often beyond the sandbox of one single application. Specialized programming languages are used for processing and analyzing data

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

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

Exposing C# code to MQL5 using unmanaged exports

In this article I presented different methods of interaction between MQL5 code and managed C# code. I also provided several examples on how to marshal MQL5 structures against C# and how to invoke

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

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

How to Exchange Data: A DLL for MQL5 in 10 Minutes

Now not so many developers remember how to write a simple DLL, and what are special features of different system binding. Using several examples, I will try to show the entire process of the simple

How to Install and Use OpenCL for Calculations

It has been over a year since MQL5 started providing native support for OpenCL. However not many users have seen the true value of using parallel computing in their Expert Advisors, indicators or

How to create a graphical panel of any complexity level

The article features a detailed explanation of how to create a panel on the basis of the CAppDialog class and how to add controls to the panel. It provides the description of the panel structure and a

MetaTrader 5 and MATLAB Interaction

This article covers the details of interaction between MetaTrader 5 and MatLab mathematical package. It shows the mechanism of data conversion, the process of developing a universal library to

Deep Neural Networks (Part V). Bayesian optimization of DNN hyperparameters

The article considers the possibility to apply Bayesian optimization to hyperparameters of deep neural networks, obtained by various training variants. The classification quality of a DNN with the

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1

This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow

LifeHack for traders: Fast food made of indicators

If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented

Native Twitter Client for MT4 and MT5 without DLL

Ever wanted to access tweets and/or post your trade signals on Twitter ? Search no more, these on-going article series will show you how to do it without using any DLL. Enjoy the journey of

How to create 3D graphics using DirectX in MetaTrader 5

3D graphics provide excellent means for analyzing huge amounts of data as they enable the visualization of hidden patterns. These tasks can be solved directly in MQL5, while DireсtX functions allow

SQLite: Native handling of SQL databases in MQL5

The development of trading strategies is associated with handling large amounts of data. Now, you are able to work with databases using SQL queries based on SQLite directly in MQL5. An important

Integrating MQL-based Expert Advisors and databases (SQL Server, .NET and C#)

The article describes how to add the ability to work with Microsoft SQL Server database server to MQL5-based Expert Advisors. Import of functions from a DLL is used. The DLL is created using the

Communicating With MetaTrader 5 Using Named Pipes Without Using DLLs

Many developers face the same problem - how to get to the trading terminal sandbox without using unsafe DLLs. One of the easiest and safest method is to use standard Named Pipes that work as normal

MetaTrader 5: Publishing trading forecasts and live trading statements via e-mail on blogs, social networks and dedicated websites

This article aims to present ready-made solutions for publishing forecasts using MetaTrader 5. It covers a range of ideas: from using dedicated websites for publishing MetaTrader statements, through

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

Deep Neural Networks (Part VIII). Increasing the classification quality of bagging ensembles

The article considers three methods which can be used to increase the classification quality of bagging ensembles, and their efficiency is estimated. The effects of optimization of the ELM neural

LifeHack for traders: Blending ForEach with defines (#define)

The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look

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

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

OpenCL: From Naive Towards More Insightful Programming

This article focuses on some optimization capabilities that open up when at least some consideration is given to the underlying hardware on which the OpenCL kernel is executed. The figures obtained

Developing stock indicators featuring volume control through the example of the delta indicator

The article deals with the algorithm of developing stock indicators based on real volumes using the CopyTicks() and CopyTicksRange() functions. Some subtle aspects of developing such indicators, as

Applying network functions, or MySQL without DLL: Part I - Connector

MetaTrader 5 has received network functions recently. This opened up great opportunities for programmers developing products for the Market. Now they can implement things that required dynamic

Automatic Selection of Promising Signals

The article is devoted to the analysis of trading signals for the MetaTrader 5 platform, which enable the automated execution of trading operations on subscribers' accounts. Also, the article

950 websites broadcast the Economic Calendar from MetaQuotes

The widget provides websites with a detailed release schedule of 500 indicators and indices, of the world's largest economies. Thus, traders quickly receive up-to-date information on all important

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