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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MQL5.community Payment System

MQL5.community built-in services offer great opportunities both to MQL5 developers and ordinary traders with no programming skills. But, all these features cannot be implemented without an in-house...

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...

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...

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...

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...

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 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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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....

Comparing speeds of self-caching indicators

The article compares the classic MQL5 access to indicators with alternative MQL4-style methods. Several varieties of MQL4-style access to indicators are considered: with and without the indicator...

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...

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...

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...

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...

Controlled optimization: Simulated annealing

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...

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...

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...

Creating a custom news feed for MetaTrader 5

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...

Creating Multi-Expert Advisors on the basis of Trading Models

Using the object-oriented approach in MQL5 greatly simplifies the creation of multi-currency/multi-system /multi-time-frame Expert Advisors. Just imagine, your single EA trades on several dozens of...

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...

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: 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...

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...

A DLL-free solution to communicate between MetaTrader 5 terminals using Named Pipes

The article describes how to implement Interprocess Communication between MetaTrader 5 client terminals using named pipes. For the use of the named pipes, the CNamedPipes class is developed. For 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...