Articles on MetaTrader 5 integration using MQL5

We consider a BAS+PSO (BSO) hybrid, where BAS provides a local direction signal and PSO facilitates the exchange of best solutions within the swarm. The article presents a mathematical model, pseudocode, an implementation of the class in MQL5, and test results from a standard test bench. This material allows reproducing the algorithm, configuring its parameters, and understanding how three objective-function evaluations per iteration affect efficiency.

In the previous article, we configured the indicator to display the financial result. However, not everyone likes using this display mode. The reasons differ from one trader to another, although in some cases they seem quite reasonable and justified to me. Adapting the code to provide this capability is by no means one of the most difficult tasks. It's actually pretty simple. In this article, we'll look at how to do this.

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.

Hermes Agent links a private Telegram bot to the MetaTrader 5 MCP interface, so natural-language requests call terminal tools under controlled permissions. The article shows how to install Hermes on Windows, configure an AI service and the Telegram gateway, authorize users, and add the MCP settings generated by the terminal. Readers learn to run read‑only checks, perform bounded MQL5 edits and compilation, launch Strategy Tester runs, inspect market and account data, and enable trading tools deliberately.

Debugging is an integral part of the programming cycle. This article discusses common techniques for debugging any application running in the MetaTrader 5 environment.

This article opens a step-by-step 2D graphics engine for MetaTrader. It standardizes ARGB colors and implements a reusable surface: a uint pixel buffer uploaded as a dynamic resource and shown via one OBJ_BITMAP_LABEL. You will draw rectangles and a vertical gradient, check real transparency, and learn an efficient update path with a single Flush call.

The article discusses the Colliding Bodies Optimization (CBO) algorithm, which is based on the physics of one-dimensional collisions between bodies. The basic version of the algorithm does not include any configurable parameters, which makes it simple. Therefore, the enhanced ECBO version — supplemented with Colliding Memory and a crossover mechanism — was used as the basis for the implementation, allowing the algorithm to achieve respectable results and earn a place in the ranking table.

The article discusses the parameters of the second stage of the automatic optimization pipeline for a multi-currency Expert Advisor. We analyze the criteria for filtering first-stage passes and the rules for forming groups of trading strategies. The article demonstrates how settings affect optimization results, discusses aspects of process reliability, and examines the balance between selection strictness and having enough candidates for the algorithm.

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.

The article examines two practical aspects of the Adwizard-based optimization pipeline: diagnostics and recovery after failures when generating the final Expert Advisor database, as well as preliminary selection of strategy parameter ranges before project creation. It is shown how analyzing the stages/jobs/tasks tables in SQLite and restarting stages based on their statuses help restore the process, while trial optimization narrows the search space, eliminates redundant parameters, and reduces the risk of getting stuck at local maxima.

The article describes the transition from four-voice debates to the Council of Fifteen: ten analysts, four independent risk managers, and a Chair, with strict voting rules. It examines the roles of the participants, the three-phase architecture, and the parallel execution of a full cycle in 10–15 seconds. It shows the operational log, the risk-gate rules, and backward compatibility so you can quickly connect the system to an Expert Advisor.

In this article, we will implement a number of improvements to ensure that the position indicator accurately reflects the actual state on the trading server in terms of open positions and their current state. I should point out that the applications shown here are in no way intended to replace any of the elements available in MetaTrader 5. They should also not be used without due caution and a balanced approach, since their purpose is to provide educational code—that is, code intended solely for learning how the system works. The reason I call this code “educational” is that, in some cases, using messages is not the best way to implement certain functions.

The series develops state persistence for MQL5 Expert Advisors. Part 1 delivers a crash-safe key-value store: a CStateStore class that saves through a temporary file and a rename, carries a versioned header with a checksum, and stores integers, doubles, strings, booleans, and double arrays, plus a demo advisor that resumes a counter and a rolling window after a restart. Readers get a compact include file and a pattern that protects the live state file if the process dies mid-save.

Part 3 implements a scanline rasterizer in pure MQL5. We convert path segments into top‑down edges, sweep each row, sort crossings, and apply the non‑zero winding rule to decide which pixels are inside. The result is a single Fill(path, color, buffer, w, h) routine that draws rectangles, stars, glyphs, or 2000‑edge shapes without per‑shape code, ready to integrate into your MQL5 projects.

In this article, I have shown—in the clearest possible way—how to modify and improve code capable of handling specific tasks while making as few changes as possible to the existing code. We will add a volume display and, at the same time, ensure that users or traders cannot effectively remove objects created by the position indicator.