Articles on MetaTrader 5 integration using MQL5

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 performed, how the earned money can be withdraw, and how the operation security is ensured.

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 implementation are presented, it allows you to reduce the conversion time significantly. For convenience, the MQL4 functions are divided into groups, similar to MQL4 Reference.

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 have a website, you can start selling leads to brokers — we have prepared a ready-to-use web-based solution for you. All you need to do is embed one iframe into your website.

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 sleep or food and is not subject to human weaknesses. In this article, we show how to create Requirements Specification when ordering a trading robot in the Freelance service.

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 set up the layout that consists of the basic classes of the GUI elements and then export it into the MQL description to use it in your MQL project. The paper presents the internal design of the editor and a user guide. Source codes are attached.

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, statistics and machine learning. One of the leading programming languages for data processing is Python. The article provides a description of how to connect MetaTrader 5 and Python using sockets, as well as how to receive quotes via the terminal API.

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 Advisors and Indicators. It covers password protection, key generators, account license, time-limit evaluation and remote protection using MQL5-RPC calls.

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. There are samples of bots in the article that provide trading signals, search for information on websites, send information about the account balance, quotes and screenshots of charts to you smart phone.

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 traders in implementation of EAs. Using the automata-based programming paradigm, the MQL5 and MetaTrader 5 developers will be anywhere near being able to create a new language - MQL6 - and a new platform - MetaTrader 6.

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 with databases. The article contains a detailed description of the functions, the interface structure, examples and some of specific features of working with MySQL. As for the software solutions, the article attachments include the files of dynamic libraries, documentation and script examples for the MQL4 and MQL5 languages.

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 patterns using the ZUP graphical interfaces and save their parameters to a file. After that you can quickly check, whether these new patterns can be found on charts.

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 on a standard technical indicators and an Expert Advisor based on a neural indicator. All source code, compiled binaries, DLLs and an exemplary trained network are attached to the article.

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 number of financial instruments.

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 exported DLL functions in MQL5 scripts. I believe that the provided examples may serve as a basis for future research in writing DLLs in managed code. This article also open doors for MetaTrader to use many libraries that are already implemented in C#.

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 see in the terminal only the signals that ensure a maximum compatibility with their trading accounts.

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 DLL's creation in 10 minutes, as well as to discuss some technical details of our binding implementation. I will show the step-by-step process of DLL creation in Visual Studio with examples of exchanging different types of variables (numbers, arrays, strings, etc.). Besides I will explain how to protect your client terminal from crashes in custom DLLs.

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 trading system benefits from optimization. We will consider software programs that implement genetic, evolutionary and other types of optimization, and provide examples of application when optimizing a predictor set and parameters of the trading system.

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 scripts. This article serves to help you install and set up OpenCL on your computer so that you can try to use this technology in the MetaTrader 5 trading terminal.

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 interact with MatLab desktop. It also covers the use of DLL generated by MatLab environment. This article is intended for experienced readers, who know C++ and MQL5.

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 network, the nerve endings of the Matrix we all live in.

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 file operations. They allow you to organize interprocessor client-server communication between programs. Take a look at practical examples in C++ and MQL5 that include server, client, data exchange between them and performance benchmark.

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 manage them, set up their properties, and process the events in a unified manner. It also provides some examples of using the markup for the dialogs and elements of a standard library.

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 the input parameters into your MQL4/MQL5 program step by step.

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 unified rules, as well as how to add it to the trading engine so that it would automatically manage positions.

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 in MQL5. All functions are as clear as possible and perfectly suited for step-by-step debugging.

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 optimal hyperparameters in different training variants is compared. Depth of effectiveness of the DNN optimal hyperparameters has been checked in forward tests. The possible directions for improving the classification quality have been determined.

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 implementing Twitter API using MQL. In this first part, we will follow the glory path of authentication and authorization in accessing Twitter API.

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 Microsoft .NET platform and the C# language. The methods used in the article are also suitable for experts written in MQL4, with minor adjustments.

Is it possible to trade on a real MetaTrader 5 account today? How to organize such trading? The article contains the theory of these questions and the working codes used for copying trades from the MetaTrader 5 terminal to MetaTrader 4. The article will be useful both for the developers of Expert Advisors and for practicing traders.

In this article we look at the possibility of creating a flexible news feed that offers more options in terms of the type of news and also its source. The article will show how a web API can be integrated with the MetaTrader 5 terminal.

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 setting up one's own website with virtually no web programming experience needed and finally integration with a social network microblogging service that allows many readers to join and follow the forecasts. All solutions presented here are 100% free and possible to setup by anyone with a basic knowledge of e-mail and ftp services. There are no obstacles to use the same techniques for professional hosting and commercial trading forecast services.

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 analysis and their influence on possible overfitting of models will be considered. The overall result of using models largely depends on the result of this stage. We will analyze two packages offering new and original approaches to the selection of predictors.

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 into the macro substitution of the #define preprocessor.

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 well as their operation in real time and in the strategy tester are also described.

The article presents a simple and fast method of creating graphical windows using Visual Studio with subsequent integration into the Expert Advisor's MQL code. The article is meant for non-specialist audiences and does not require any knowledge of C# and .Net technology.