Articles on MetaTrader 5 integration using MQL5

In this article, we replace the embedded CSV snapshot with a SQLite layer that persists calendar events and triggered trade IDs across restarts. The database lives in the common terminal folder and is shared by live charts and the strategy tester, so both modes read the same data without recompiling. An on-demand downloader with a canvas progress bar fetches history from the calendar API and stores it for offline reuse.

In the previous article, I showed how to proceed in order to add a query mechanism. This was needed so that, inside MQL5 code, you could fully use SQL and retrieve results using an SQL SELECT query. But there is still one last function we need to implement. This is the DatabaseReadBind function. Since understanding it properly requires a slightly more detailed explanation, it was decided to cover it not in the previous article, but in today's article. So, since the topic will be fairly extensive, let us proceed directly to the next section.

In today's article we will begin studying the use of SQL in MQL5 code. We will also look at how to create a database. Or, more precisely, how to create a SQLite database file using the features built into MQL5. We will also see how to create a table, and then how to establish a relationship between tables by using primary and foreign keys. All of this, once again, will be done with MQL5. We will see how easy it is to create code that can later be migrated to other SQL implementations by using a class that helps hide the implementation being created. And, most importantly, we will see that at various points we may face the risk that something will go wrong when using SQL. This happens because, in MQL5 code, SQL code will always be placed inside a string.

Here we will start bringing together different components or applications that were previously completely isolated from each other. Chart Trade, the mouse indicator, and the Expert Advisor had already been linked to one another, but there was still no way to directly display on the chart the positions open on the trading server, which are often managed using a cross-order system. From this point on, this becomes possible, opening the way for various ideas and future implementations. Although we are only beginning to put these components into operation, we already have a direction for further development.