Articles on MetaTrader 5 integration using MQL5

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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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Implementing Practical Modules from Other Languages in MQL5 (Part 06): Python-Like File IO operations in MQL5

Implementing Practical Modules from Other Languages in MQL5 (Part 06): Python-Like File IO operations in MQL5

This article shows how to simplify complex MQL5 file operations by building a Python-style interface for effortless reading and writing. It explains how to recreate Python’s intuitive file-handling patterns through custom functions and classes. The result is a cleaner, more reliable approach to MQL5 file I/O.
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MQL5 Trading Toolkit (Part 6): Expanding the History Management EX5 Library with the Last Filled Pending Order Functions

MQL5 Trading Toolkit (Part 6): Expanding the History Management EX5 Library with the Last Filled Pending Order Functions

Learn how to create an EX5 module of exportable functions that seamlessly query and save data for the most recently filled pending order. In this comprehensive step-by-step guide, we will enhance the History Management EX5 library by developing dedicated and compartmentalized functions to retrieve essential properties of the last filled pending order. These properties include the order type, setup time, execution time, filling type, and other critical details necessary for effective pending orders trade history management and analysis.
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Adaptive Social Behavior Optimization (ASBO): Two-phase evolution

Adaptive Social Behavior Optimization (ASBO): Two-phase evolution

We continue dwelling on the topic of social behavior of living organisms and its impact on the development of a new mathematical model - ASBO (Adaptive Social Behavior Optimization). We will dive into the two-phase evolution, test the algorithm and draw conclusions. Just as in nature a group of living organisms join their efforts to survive, ASBO uses principles of collective behavior to solve complex optimization problems.
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Introduction to MQL5 (Part 33): Mastering API and WebRequest Function in MQL5 (VII)

Introduction to MQL5 (Part 33): Mastering API and WebRequest Function in MQL5 (VII)

This article demonstrates how to integrate the Google Generative AI API with MetaTrader 5 using MQL5. You will learn how to structure API requests, handle server responses, extract AI-generated content, manage rate limits, and save the results to a text file for easy access.
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The case for using Hospital-Performance Data with Perceptrons, this Q4, in weighing SPDR XLV's next Performance

The case for using Hospital-Performance Data with Perceptrons, this Q4, in weighing SPDR XLV's next Performance

XLV is SPDR healthcare ETF and in an age where it is common to be bombarded by a wide array of traditional news items plus social media feeds, it can be pressing to select a data set for use with a model. We try to tackle this problem for this ETF by sizing up some of its critical data sets in MQL5.
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Python-MetaTrader 5 Strategy Tester (Part 05): Multi-Symbols and Timeframes Strategy Tester

Python-MetaTrader 5 Strategy Tester (Part 05): Multi-Symbols and Timeframes Strategy Tester

This article presents a MetaTrader 5–compatible backtesting workflow that scales across symbols and timeframes. We use HistoryManager to parallelize data collection, synchronize bars and ticks from all timeframes, and run symbol‑isolated OnTick handlers in threads. You will learn how modelling modes affect speed/accuracy, when to rely on terminal data, how to reduce I/O with event‑driven updates, and how to assemble a complete multicurrency trading robot.
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Developing an MQTT client for Metatrader 5: a TDD approach — Part 5

Developing an MQTT client for Metatrader 5: a TDD approach — Part 5

This article is the fifth part of a series describing our development steps of a native MQL5 client for the MQTT 5.0 protocol. In this part we describe the structure of PUBLISH packets, how we are setting their Publish Flags, encoding Topic Name(s) strings, and setting Packet Identifier(s) when required.
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From Novice to Expert: Animated News Headline Using MQL5 (V)—Event Reminder System

From Novice to Expert: Animated News Headline Using MQL5 (V)—Event Reminder System

In this discussion, we’ll explore additional advancements as we integrate refined event‑alerting logic for the economic calendar events displayed by the News Headline EA. This enhancement is critical—it ensures users receive timely notifications a short time before key upcoming events. Join this discussion to discover more.
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Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine

Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine

Let's discuss how we can make our Expert Advisors speech‑capable using text‑to‑speech technology, partnering Python and MQL5. After reading this article, you will walk away with a working example of an EA that speaks dynamic market information. You will master the application of TTS, the WebRequest function, and learn how Python libraries integrate with the MQL5 language to create a truly voice‑aware trading tool.
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Introduction to MQL5 (Part 36): Mastering API and WebRequest Function in MQL5 (X)

Introduction to MQL5 (Part 36): Mastering API and WebRequest Function in MQL5 (X)

This article introduces the basic concepts behind HMAC-SHA256 and API signatures in MQL5, explaining how messages and secret keys are combined to securely authenticate requests. It lays the foundation for signing API calls without exposing sensitive data.
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Header in the Connexus (Part 3): Mastering the Use of HTTP Headers for Requests

Header in the Connexus (Part 3): Mastering the Use of HTTP Headers for Requests

We continue developing the Connexus library. In this chapter, we explore the concept of headers in the HTTP protocol, explaining what they are, what they are for, and how to use them in requests. We cover the main headers used in communications with APIs, and show practical examples of how to configure them in the library.
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Population optimization algorithms: Resistance to getting stuck in local extrema (Part I)

Population optimization algorithms: Resistance to getting stuck in local extrema (Part I)

This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.
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Market Positioning Codex for VGT with Kendall's Tau and Distance Correlation

Market Positioning Codex for VGT with Kendall's Tau and Distance Correlation

In this article, we look to explore how a complimentary indicator pairing can be used to analyze the recent 5-year history of Vanguard Information Technology Index Fund ETF. By considering two options of algorithms, Kendall’s Tau and Distance-Correlation, we look to select not just an ideal indicator pair for trading the VGT, but also suitable signal-pattern pairings of these two indicators.
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Introduction to MQL5 (Part 35): Mastering API and WebRequest Function in MQL5 (IX)

Introduction to MQL5 (Part 35): Mastering API and WebRequest Function in MQL5 (IX)

Discover how to detect user actions in MetaTrader 5, send requests to an AI API, extract responses, and implement scrolling text in your panel.
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Market Simulation (Part 12): Sockets (VI)

Market Simulation (Part 12): Sockets (VI)

In this article, we will look at how to solve certain problems and issues that arise when using Python code within other programs. More specifically, we will demonstrate a common issue encountered when using Excel in conjunction with MetaTrader 5, although we will be using Python to facilitate this interaction. However, this implementation has a minor drawback. It does not occur in all cases, but only in certain specific situations. When it does happen, it is necessary to understand the cause. In today’s article, we will begin explaining how to resolve this issue.
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Developing an MQTT client for Metatrader 5: a TDD approach — Part 6

Developing an MQTT client for Metatrader 5: a TDD approach — Part 6

This article is the sixth part of a series describing our development steps of a native MQL5 client for the MQTT 5.0 protocol. In this part we comment on the main changes in our first refactoring, how we arrived at a viable blueprint for our packet-building classes, how we are building PUBLISH and PUBACK packets, and the semantics behind the PUBACK Reason Codes.
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MQL5 Trading Toolkit (Part 7): Expanding the History Management EX5 Library with the Last Canceled Pending Order Functions

MQL5 Trading Toolkit (Part 7): Expanding the History Management EX5 Library with the Last Canceled Pending Order Functions

Learn how to complete the creation of the final module in the History Manager EX5 library, focusing on the functions responsible for handling the most recently canceled pending order. This will provide you with the tools to efficiently retrieve and store key details related to canceled pending orders with MQL5.
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Body in Connexus (Part 4): Adding HTTP body support

Body in Connexus (Part 4): Adding HTTP body support

In this article, we explored the concept of body in HTTP requests, which is essential for sending data such as JSON and plain text. We discussed and explained how to use it correctly with the appropriate headers. We also introduced the ChttpBody class, part of the Connexus library, which will simplify working with the body of requests.
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Implementation of a table model in MQL5: Applying the MVC concept

Implementation of a table model in MQL5: Applying the MVC concept

In this article, we look at the process of developing a table model in MQL5 using the MVC (Model-View-Controller) architectural pattern to separate data logic, presentation, and control, enabling structured, flexible, and scalable code. We consider implementation of classes for building a table model, including the use of linked lists for storing data.
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Graph Theory: Traversal Breadth-First Search (BFS) Applied in Trading

Graph Theory: Traversal Breadth-First Search (BFS) Applied in Trading

Breadth First Search (BFS) uses level-order traversal to model market structure as a directed graph of price swings evolving through time. By analyzing historical bars or sessions layer by layer, BFS prioritizes recent price behavior while still respecting deeper market memory.
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Connexus Observer (Part 8): Adding a Request Observer

Connexus Observer (Part 8): Adding a Request Observer

In this final installment of our Connexus library series, we explored the implementation of the Observer pattern, as well as essential refactorings to file paths and method names. This series covered the entire development of Connexus, designed to simplify HTTP communication in complex applications.
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Introduction to MQL5 (Part 34): Mastering API and WebRequest Function in MQL5 (VIII)

Introduction to MQL5 (Part 34): Mastering API and WebRequest Function in MQL5 (VIII)

In this article, you will learn how to create an interactive control panel in MetaTrader 5. We cover the basics of adding input fields, action buttons, and labels to display text. Using a project-based approach, you will see how to set up a panel where users can type messages and eventually display server responses from an API.
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Introduction to MQL5 (Part 38): Mastering API and WebRequest Function in MQL5 (XII)

Introduction to MQL5 (Part 38): Mastering API and WebRequest Function in MQL5 (XII)

Create a practical bridge between MetaTrader 5 and Binance: fetch 30‑minute klines with WebRequest, extract OHLC/time values from JSON, and confirm a bullish engulfing pattern using only completed candles. Then assemble the query string, compute the HMAC‑SHA256 signature, add X‑MBX‑APIKEY, and submit authenticated orders. You get a clear, end‑to‑end EA workflow from data acquisition to order execution.
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Introduction to MQL5 (Part 37): Mastering API and WebRequest Function in MQL5 (XI)

Introduction to MQL5 (Part 37): Mastering API and WebRequest Function in MQL5 (XI)

In this article, we show how to send authenticated requests to the Binance API using MQL5 to retrieve your account balance for all assets. Learn how to use your API key, server time, and signature to securely access account data, and how to save the response to a file for future use.
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Market Simulation: (Part 11): Sockets (V)

Market Simulation: (Part 11): Sockets (V)

We are beginning to implement the connection between Excel and MetaTrader 5, but first we need to understand some key points. This way, you won't have to rack your brains trying to figure out why something works or doesn't. And before you frown at the prospect of integrating Python and Excel, let's see how we can (to some extent) control MetaTrader 5 through Excel using xlwings. What we demonstrate here will primarily focus on educational objectives. However, don't think that we can only do what will be covered here.