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 Wizard: Placing Orders, Stop-Losses and Take Profits on Calculated Prices. Standard Library Extension

This article describes the MQL5 Standard Library extension, which allows to create Expert Advisors, place orders, Stop Losses and Take Profits using the MQL5 Wizard by the prices received from

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

Building a Social Technology Startup, Part II: Programming an MQL5 REST Client

Let's now shape the PHP-based Twitter idea which was introduced in the first part of this article. We are assembling the different parts of the SDSS. Regarding the client side of the system

Building a Social Technology Startup, Part I: Tweet Your MetaTrader 5 Signals

Today we will learn how to link an MetaTrader 5 terminal with Twitter so that you can tweet your EAs' trading signals. We are developing a Social Decision Support System in PHP based on a RESTful web

SQL and MQL5: Working with SQLite Database

This article is intended for developers who would be interested in using SQL in their projects. It explains the functionality and advantages of SQLite. The article does not require special knowledge

Working with GSM Modem from an MQL5 Expert Advisor

There is currently a fair number of means for a comfortable remote monitoring of a trading account: mobile terminals, push notifications, working with ICQ. But it all requires Internet connection

Technical Indicators and Digital Filters

In this article, technical indicators are treated as digital filters. Operation principles and basic characteristics of digital filters are explained. Also, some practical ways of receiving the filter

Marvel Your MQL5 Customers with a Usable Cocktail of Technologies!

MQL5 provides programmers with a very complete set of functions and object-oriented API thanks to which they can do everything they want within the MetaTrader environment. However, Web Technology is

Extending MQL5 Standard Library and Reusing Code

MQL5 Standard Library makes your life as a developer easier. Nevertheless, it does not implement all the needs of all developers in the world, so if you feel that you need some more custom stuff you

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

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

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

Exploring Trading Strategy Classes of the Standard Library - Customizing Strategies

In this article we are going to show how to explore the Standard Library of Trading Strategy Classes and how to add Custom Strategies and Filters/Signals using the Patterns-and-Models logic of the

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

OpenCL: The Bridge to Parallel Worlds

In late January 2012, the software development company that stands behind the development of MetaTrader 5 announced native support for OpenCL in MQL5. Using an illustrative example, the article sets

Getting Rid of Self-Made DLLs

If MQL5 language functional is not enough for fulfilling tasks, an MQL5 programmer has to use additional tools. He\she has to pass to another programming language and create an intermediate DLL. MQL5

How to Develop an Expert Advisor using UML Tools

This article discusses creation of Expert Advisors using the UML graphical language, which is used for visual modeling of object-oriented software systems. The main advantage of this approach is the

Promote Your Development Projects Using EX5 Libraries

Hiding of the implementation details of classes/functions in an .ex5 file will enable you to share your know-how algorithms with other developers, set up common projects and promote them in the Web

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

The Role of Statistical Distributions in Trader's Work

This article is a logical continuation of my article Statistical Probability Distributions in MQL5 which set forth the classes for working with some theoretical statistical distributions. Now that we

MQL5-RPC. Remote Procedure Calls from MQL5: Web Service Access and XML-RPC ATC Analyzer for Fun and Profit

This article describes MQL5-RPC framework that enables Remote Procedure Calls from MQL5. It starts with XML-RPC basics, MQL5 implementation and follows with two real usage examples. First example is

Payments and payment methods

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

Using WinInet in MQL5. Part 2: POST Requests and Files

In this article, we continue studying the principles of working with Internet using HTTP requests and exchange of information with server. It describes new functions of the CMqlNet class, methods of

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

Tracing, Debugging and Structural Analysis of Source Code

The entire complex of problems of creating a structure of an executed code and its tracing can be solved without serious difficulties. This possibility has appeared in MetaTrader 5 due to the new

Electronic Tables in MQL5

The article describes a class of dynamic two-dimensional array that contains data of different types in its first dimension. Storing data in the form of a table is convenient for solving a wide range

Using Pseudo-Templates as Alternative to C++ Templates

The article describes a way of programming without using templates but keeping the style of programming iherenet to them. It tells about implementation of templates using custom methods and has a

Finding Errors and Logging

MetaEditor 5 has the debugging feature. But when you write your MQL5 programs, you often want to display not the individual values, but all messages that appear during testing and online work. When

Charts and diagrams in HTML

Today it is difficult to find a computer that does not have an installed web-browser. For a long time browsers have been evolving and improving. This article discusses the simple and safe way to

Connecting NeuroSolutions Neuronets

In addition to creation of neuronets, the NeuroSolutions software suite allows exporting them as DLLs. This article describes the process of creating a neuronet, generating a DLL and connecting it to

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

How to Copy Trading from MetaTrader 5 to MetaTrader 4

Is it possible to trade on a real MetaTrader 5 account today? How to organize such trading? The article contains the theory of these questions and the working codes used for copying trades from the

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

Simulink: a Guide for the Developers of Expert Advisors

I am not a professional programmer. And thus, the principle of "going from the simple to the complex" is of primary importance to me when I am working on trading system development. What exactly is

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

Creating and Publishing of Trade Reports and SMS Notification

Traders don't always have ability and desire to seat at the trading terminal for hours. Especially, if trading system is more or less formalized and can automatically identify some of the market

Creating an Information Board Using the Standard Library Classes and Google Chart API

The MQL5 programming language primarily targets the creation of automated trading systems and complex instruments of technical analyses. But aside from this, it allows us to create interesting

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

Guide to writing a DLL for MQL5 in Delphi

The article examines the mechanism of creating a DLL module, using the popular programming language of ObjectPascal, within a Delphi programming environment. The materials, provided in this article

Using WinInet.dll for Data Exchange between Terminals via the Internet

This article describes the principles of working with the Internet via the use of HTTP requests, and data exchange between terminals, using an intermediate server. An MqlNet library class is presented