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 04): time, date, and datetime modules from Python

Implementing Practical Modules from Other Languages in MQL5 (Part 04): time, date, and datetime modules from Python

Unlike MQL5, Python programming language offers control and flexibility when it comes to dealing with and manipulating time. In this article, we will implement similar modules for better handling of dates and time in MQL5 as in Python.
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Adaptive Social Behavior Optimization (ASBO): Schwefel, Box-Muller Method

Adaptive Social Behavior Optimization (ASBO): Schwefel, Box-Muller Method

This article provides a fascinating insight into the world of social behavior in living organisms and its influence on the creation of a new mathematical model - ASBO (Adaptive Social Behavior Optimization). We will examine how the principles of leadership, neighborhood, and cooperation observed in living societies inspire the development of innovative optimization algorithms.
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MQL5 Wizard Techniques you should know (Part 55): SAC with Prioritized Experience Replay

MQL5 Wizard Techniques you should know (Part 55): SAC with Prioritized Experience Replay

Replay buffers in Reinforcement Learning are particularly important with off-policy algorithms like DQN or SAC. This then puts the spotlight on the sampling process of this memory-buffer. While default options with SAC, for instance, use random selection from this buffer, Prioritized Experience Replay buffers fine tune this by sampling from the buffer based on a TD-score. We review the importance of Reinforcement Learning, and, as always, examine just this hypothesis (not the cross-validation) in a wizard assembled Expert Advisor.
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Capital management in trading and the trader's home accounting program with a database

Capital management in trading and the trader's home accounting program with a database

How can a trader manage capital? How can a trader and investor keep track of expenses, income, assets, and liabilities? I am not just going to introduce you to accounting software; I am going to show you a tool that might become your reliable financial navigator in the stormy sea of trading.
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The MQL5 Standard Library Explorer (Part 11): How to Build a Matrix-Based Market Structure Indicator in MQL5

The MQL5 Standard Library Explorer (Part 11): How to Build a Matrix-Based Market Structure Indicator in MQL5

Learn to engineer an MQL5 indicator that converts trend, momentum, and volatility into a single raw score using a matrix.mqh (ALGLIB). The article covers a separate‑window oscillator to validate the core mathematics, then a main‑chart indicator that plots non‑repainting buy/sell arrows when the score crosses user‑defined thresholds. An optional long‑term EMA filter, a minimum‑bar cooldown, and built‑in alerts make the tool practical for live trading.
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The MQL5 Standard Library Explorer (Part 10): Polynomial Regression Channel

The MQL5 Standard Library Explorer (Part 10): Polynomial Regression Channel

Today, we explore another component of ALGLIB, leveraging its mathematical capabilities to develop a Polynomial Regression Channel indicator. By the end of this discussion, you will gain practical insights into indicator development using the MQL5 Standard Library, along with a fully functional, mathematically driven indicator source code.
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Analyzing binary code of prices on the exchange (Part II): Converting to BIP39 and writing GPT model

Analyzing binary code of prices on the exchange (Part II): Converting to BIP39 and writing GPT model

Continuing tries to decipher price movements... What about linguistic analysis of the "market dictionary" that we get by converting the binary price code to BIP39? In this article, we will delve into an innovative approach to exchange data analysis and consider how modern natural language processing techniques can be applied to the market language.
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Biological neuron for forecasting financial time series

Biological neuron for forecasting financial time series

We will build a biologically correct system of neurons for time series forecasting. The introduction of a plasma-like environment into the neural network architecture creates a kind of "collective intelligence," where each neuron influences the system's operation not only through direct connections, but also through long-range electromagnetic interactions. Let's see how the neural brain modeling system will perform in the market.
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Artificial Bee Hive Algorithm (ABHA): Theory and methods

Artificial Bee Hive Algorithm (ABHA): Theory and methods

In this article, we will consider the Artificial Bee Hive Algorithm (ABHA) developed in 2009. The algorithm is aimed at solving continuous optimization problems. We will look at how ABHA draws inspiration from the behavior of a bee colony, where each bee has a unique role that helps them find resources more efficiently.
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Anarchic Society Optimization (ASO) algorithm

Anarchic Society Optimization (ASO) algorithm

In this article, we will get acquainted with the Anarchic Society Optimization (ASO) algorithm and discuss how an algorithm based on the irrational and adventurous behavior of participants in an anarchic society (an anomalous system of social interaction free from centralized power and various kinds of hierarchies) is able to explore the solution space and avoid the traps of local optimum. The article presents a unified ASO structure applicable to both continuous and discrete problems.
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Successful Restaurateur Algorithm (SRA)

Successful Restaurateur Algorithm (SRA)

Successful Restaurateur Algorithm (SRA) is an innovative optimization method inspired by restaurant business management principles. Unlike traditional approaches, SRA does not discard weak solutions, but improves them by combining with elements of successful ones. The algorithm shows competitive results and offers a fresh perspective on balancing exploration and exploitation in optimization problems.
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Simplifying Databases in MQL5 (Part 2): Using metaprogramming to create entities

Simplifying Databases in MQL5 (Part 2): Using metaprogramming to create entities

We explored the advanced use of #define for metaprogramming in MQL5, creating entities that represent tables and column metadata (type, primary key, auto-increment, nullability, etc.). We centralized these definitions in TickORM.mqh, automating the generation of metadata classes and paving the way for efficient data manipulation by the ORM, without having to write SQL manually.
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Introduction to MQL5 (Part 32): Mastering API and WebRequest Function in MQL5 (VI)

Introduction to MQL5 (Part 32): Mastering API and WebRequest Function in MQL5 (VI)

This article will show you how to visualize candle data obtained via the WebRequest function and API in candle format. We'll use MQL5 to read the candle data from a CSV file and display it as custom candles on the chart, since indicators cannot directly use the WebRequest function.
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Creating a Trading Administrator Panel in MQL5 (Part X): External resource-based interface

Creating a Trading Administrator Panel in MQL5 (Part X): External resource-based interface

Today, we are harnessing the capabilities of MQL5 to utilize external resources—such as images in the BMP format—to create a uniquely styled home interface for the Trading Administrator Panel. The strategy demonstrated here is particularly useful when packaging multiple resources, including images, sounds, and more, for streamlined distribution. Join us in this discussion as we explore how these features are implemented to deliver a modern and visually appealing interface for our New_Admin_Panel EA.
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Integrating MQL5 with data processing packages (Part 3): Enhanced Data Visualization

Integrating MQL5 with data processing packages (Part 3): Enhanced Data Visualization

In this article, we will perform Enhanced Data Visualization by going beyond basic charts by incorporating features like interactivity, layered data, and dynamic elements, enabling traders to explore trends, patterns, and correlations more effectively.
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Creating an EMA Crossover Forward Simulation Indicator in MQL5

Creating an EMA Crossover Forward Simulation Indicator in MQL5

A custom forward simulation engine detects fast/slow EMA crossovers and immediately projects synthetic candles ahead of the signal bar. It generates bodies and wicks using controlled logic, draws them with chart objects, and refreshes on every new signal or anchor change. You get a clear forward-looking view to test timing, visualize scenarios, and manage invalidation on the chart.
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Account Audit System in MQL5 (Part 1): Designing the User Interface

Account Audit System in MQL5 (Part 1): Designing the User Interface

This article builds the user interface layer of an Account Audit System in MQL5 using CChartObject classes. We construct an on-chart dashboard that displays key metrics such as start/end balance, net profit, total trades, wins/losses, win rate, withdrawals, and a star-based performance rating. A menu button lets you show or hide the panel and restores one-click trading, delivering a clean, usable foundation for the broader audit pipeline.
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Implementing Partial Position Closing in MQL5

Implementing Partial Position Closing in MQL5

This article develops a class for managing partial position closing in MQL5 and then integrates it into an Order Blocks Expert Advisor. It also presents test results comparing the strategy with and without partial position closing, and analyzes the conditions under which this approach can help provide and maximize profit. In conclusion, partial position closing can be highly beneficial in trading strategies, especially those focused on wider price movements.
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The MQL5 Standard Library Explorer (Part 2): Connecting Library Components

The MQL5 Standard Library Explorer (Part 2): Connecting Library Components

Today, we take an important step toward helping every developer understand how to read class structures and quickly build Expert Advisors using the MQL5 Standard Library. The library is rich and expandable, yet it can feel like being handed a complex toolkit without a manual. Here we share and discuss an alternative integration routine—a concise, repeatable workflow that shows how to connect classes reliably in real projects.
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Causal inference in time series classification problems

Causal inference in time series classification problems

In this article, we will look at the theory of causal inference using machine learning, as well as the custom approach implementation in Python. Causal inference and causal thinking have their roots in philosophy and psychology and play an important role in our understanding of reality.
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Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5

Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5

This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.
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Market Simulation (Part 21): First Steps with SQL (IV)

Market Simulation (Part 21): First Steps with SQL (IV)

Many of you may have far more experience working with databases than I do, and therefore may have a different opinion. Since it was necessary to explain why databases are designed the way they are, and why SQL has the form it does—especially why primary and foreign keys emerged—some things had to remain somewhat abstract.
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MQL5 Wizard Techniques you should know (Part 70):  Using Patterns of SAR and the RVI with a Exponential Kernel Network

MQL5 Wizard Techniques you should know (Part 70): Using Patterns of SAR and the RVI with a Exponential Kernel Network

We follow up our last article, where we introduced the indicator pair of the SAR and the RVI, by considering how this indicator pairing could be extended with Machine Learning. SAR and RVI are a trend and momentum complimentary pairing. Our machine learning approach uses a convolution neural network that engages the Exponential kernel in sizing its kernels and channels, when fine-tuning the forecasts of this indicator pairing. As always, this is done in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
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Tabu Search (TS)

Tabu Search (TS)

The article discusses the Tabu Search algorithm, one of the first and most well-known metaheuristic methods. We will go through the algorithm operation in detail, starting with choosing an initial solution and exploring neighboring options, with an emphasis on using a tabu list. The article covers the key aspects of the algorithm and its features.
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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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Dolphin Echolocation Algorithm (DEA)

Dolphin Echolocation Algorithm (DEA)

In this article, we take a closer look at the DEA algorithm, a metaheuristic optimization method inspired by dolphins' unique ability to find prey using echolocation. From mathematical foundations to practical implementation in MQL5, from analysis to comparison with classical algorithms, we will examine in detail why this relatively new method deserves a place in the arsenal of researchers facing optimization problems.
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From Novice to Expert: Systematic Profit Conservation Using Candle Range Theory

From Novice to Expert: Systematic Profit Conservation Using Candle Range Theory

A hybrid exit engine for MQL5 replaces static TPs with CRT-derived structural levels. The CRT_ProfitConserve class secures a partial at the first level and then trails the remaining position by structural anchors rather than fixed pips. The article walks through the class API, essential methods, and example usage in EAs, providing a clear path to embed CRT-based exits into existing strategies.
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Economic forecasts: Exploring the Python potential

Economic forecasts: Exploring the Python potential

How to use World Bank economic data for forecasts? What happens when you combine AI models and economics?
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Market Simulation (Part 10): Sockets (IV)

Market Simulation (Part 10): Sockets (IV)

In this article, we'll look at what you need to do to start using Excel to manage MetaTrader 5, but in a very interesting way. To do this, we will use an Excel add-in to avoid using built-in VBA. If you don't know what add-in is meant, read this article and learn how to program in Python directly in Excel.
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Population optimization algorithms: Whale Optimization Algorithm (WOA)

Population optimization algorithms: Whale Optimization Algorithm (WOA)

Whale Optimization Algorithm (WOA) is a metaheuristic algorithm inspired by the behavior and hunting strategies of humpback whales. The main idea of WOA is to mimic the so-called "bubble-net" feeding method, in which whales create bubbles around prey and then attack it in a spiral motion.
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Integrating External Applications with MQL5 Community OAuth

Integrating External Applications with MQL5 Community OAuth

Learn how to add “Sign in with MQL5” to your Android app using the OAuth 2.0 authorization code flow. The guide covers app registration, endpoints, redirect URI, Custom Tabs, deep-link handling, and a PHP backend that exchanges the code for an access token over HTTPS. You will authenticate real MQL5 users and access profile data such as rank and reputation.
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Developing Smart Chart Objects in MQL5 (Part 1): Building a Stateful Trendline Management Framework

Developing Smart Chart Objects in MQL5 (Part 1): Building a Stateful Trendline Management Framework

This article details a practical framework for converting MetaTrader 5 trendlines from static drawings into managed runtime entities. It covers object discovery, event-driven synchronization of user edits, and confirmation logic based on ATR multipliers and closed candles. A central manager coordinates multiple lines and updates their visual state. Readers can implement consistent, extensible rules for detecting proximity, validating bounces, and confirming breakouts.
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Brain Storm Optimization algorithm (Part I): Clustering

Brain Storm Optimization algorithm (Part I): Clustering

In this article, we will look at an innovative optimization method called BSO (Brain Storm Optimization) inspired by a natural phenomenon called "brainstorming". We will also discuss a new approach to solving multimodal optimization problems the BSO method applies. It allows finding multiple optimal solutions without the need to pre-determine the number of subpopulations. We will also consider the K-Means and K-Means++ clustering methods.
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Requesting in Connexus (Part 6): Creating an HTTP Request and Response

Requesting in Connexus (Part 6): Creating an HTTP Request and Response

In this sixth article of the Connexus library series, we will focus on a complete HTTP request, covering each component that makes up a request. We will create a class that represents the request as a whole, which will help us bring together the previously created classes.
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Deterministic Oscillatory Search (DOS)

Deterministic Oscillatory Search (DOS)

Deterministic Oscillatory Search (DOS) algorithm is an innovative global optimization method that combines the advantages of gradient and swarm algorithms without the use of random numbers. The fitness oscillation and slope mechanism allows DOS to explore complex search spaces in a deterministic manner.
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Integrating MQL5 with Data Processing Packages (Part 8): Using Graph Neural Networks for Liquidity Zone Recognition

Integrating MQL5 with Data Processing Packages (Part 8): Using Graph Neural Networks for Liquidity Zone Recognition

This article shows how to represent market structure as a graph in MQL5, turning swing highs/lows into nodes with features and linking them by edges. It trains a Graph Neural Network to score potential liquidity zones, exports the model to ONNX, and runs real-time inference in an Expert Advisor. Readers learn how to build the data pipeline, integrate the model, visualize zones on the chart, and use the signals for rule-based execution.
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Market Simulation (Part 19): First Steps with SQL (II)

Market Simulation (Part 19): First Steps with SQL (II)

As we explained in the first article about SQL, there is no point in spending time programming procedures to do what is already built into SQL. However, without knowing the basics, you won’t be able to do anything with SQL or take full advantage of everything this tool offers. Therefore, in this article, we will look at how to perform basic tasks in databases.
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Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model

Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model

The article describes the process of fine-tuning a language model for trading based on real historical data from MetaTrader 5. The base model, which has only theoretical knowledge of technical analysis, is trained on a thousand examples of the real behavior of currency pairs (EURUSD, GBPUSD, USDCHF, USDCAD) over 180 days. After being trained using Ollama, the model begins to understand the specific characteristics of each instrument.
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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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Developing an MQTT client for MetaTrader 5: a TDD approach — Part 2

Developing an MQTT client for MetaTrader 5: a TDD approach — Part 2

This article is part of a series describing our development steps of a native MQL5 client for the MQTT protocol. In this part we describe our code organization, the first header files and classes, and how we are writing our tests. This article also includes brief notes about the Test-Driven-Development practice and how we are applying it to this project.