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 members.

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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 Services offer great opportunities for traders as well as for the developers of applications for the MetaTrader terminal. In this article, we explain how payments for MQL5 services are

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

Connection of Expert Advisor with ICQ in MQL5

This article describes the method of information exchange between the Expert Advisor and ICQ users, several examples are presented. The provided material will be interesting for those, who wish to

Practical Application Of Databases For Markets Analysis

Working with data has become the main task for modern software - both for standalone and network applications. To solve this problem a specialized software were created. These are Database Management

Migrating from MQL4 to MQL5

This article is a quick guide to MQL4 language functions, it will help you to migrate your programs from MQL4 to MQL5. For each MQL4 function (except trading functions) the description and MQL5

MetaTrader 5: Publishing trading forecasts and live trading statements via e-mail on blogs, social networks and dedicated websites

This article aims to present ready-made solutions for publishing forecasts using MetaTrader 5. It covers a range of ideas: from using dedicated websites for publishing MetaTrader statements, through

How to Export Quotes from МetaTrader 5 to .NET Applications Using WCF Services

Want to organize export of quotes from MetaTrader 5 to your own application? The MQL5-DLL junction allows to create such solutions! This article will show you one of the ways to export quotes from

How to Exchange Data: A DLL for MQL5 in 10 Minutes

Now not so many developers remember how to write a simple DLL, and what are special features of different system binding. Using several examples, I will try to show the entire process of the simple