Articles on MetaTrader 5 integration using 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 of problems of arrangement, storing and operation with bound information of different types. The source code of the class that implements the functionality of working with tables is attached to the article.

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 ready-made script attached for creating a code on the basis of specified templates.

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 the log file contents have large size, it is obvious to automate quick and easy retrieval of required message. In this article we will consider ways of finding errors in MQL5 programs and methods of logging. Also we will simplify logging into files and will get to know a simple program LogMon for comfortable viewing of logs.

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 create of charts and diagrams, based on the the information, obtained from MetaTrader 5 client terminal for displaying them in the browser.

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 an Expert Advisor for trading in MetaTrader 5.

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 exported DLL functions in MQL5 scripts. I believe that the provided examples may serve as a basis for future research in writing DLLs in managed code. This article also open doors for MetaTrader to use many libraries that are already implemented in C#.

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 MetaTrader 5 terminal to MetaTrader 4. The article will be useful both for the developers of Expert Advisors and for practicing traders.

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 trading strategies, on all of the available instruments, and on all of the possible time frames! In addition, the EA is easily tested in the tester, and for all of the strategies, included in its composition, it has one or several working systems of money management.

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 simple for me? First of all, it is the visualization of the process of creating the system, and the logic of its work. Also, it is a minimum of handwritten code. In this article, I will attempt to create and test the trading system, based on a Matlab package, and then write an Expert Advisor for MetaTrader 5. The historical data from MetaTrader 5 will be used for the testing process.

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 interact with MatLab desktop. It also covers the use of DLL generated by MatLab environment. This article is intended for experienced readers, who know C++ and MQL5.

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 states. This article describes how to generate a report of trade results (using Expert Advisor, Indicator or Script) as HTML-file and upload it via FTP to WWW-server. We will also consider sending notification of trade events as SMS to mobile phone.

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 information systems for tracking market situations, and provides a return connection with the trader. The article describes the MQL5 Standard Library components, and shows examples of their use in practice for reaching these objectives. It also demonstrates an example of using Google Chart API for the creation of charts.

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 test of its use and to measure the connection throughput, the tick indicator, the server and client scripts are presented. The use of named pipes is sufficient for real-time quotes.

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, are designed to primarily target beginner programmers, who are working with problems, which breach the boundaries of the embedded programming language of MQL5, by connecting the outside DLL modules.

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 for working with Internet resources in the MQL5 environment. Monitoring prices from different brokers, exchanging messages with other traders without exiting the terminal, searching for information on the Internet – these are just some examples, reviewed in this article.

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 receive trading information remotely from a client terminal, through an ICQ client in their mobile phone or PDA.

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 Systems (DBMS), that can structure, systematize and organize data for their computer storage and processing. As for trading, the most of analysts don't use databases in their work. But there are tasks, where such a solution would have to be handy. This article provides an example of indicators, that can save and load data from databases both with client-server and file-server architectures.

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 implementation are presented, it allows you to reduce the conversion time significantly. For convenience, the MQL4 functions are divided into groups, similar to MQL4 Reference.

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 setting up one's own website with virtually no web programming experience needed and finally integration with a social network microblogging service that allows many readers to join and follow the forecasts. All solutions presented here are 100% free and possible to setup by anyone with a basic knowledge of e-mail and ftp services. There are no obstacles to use the same techniques for professional hosting and commercial trading forecast 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 MetaTrader 5 to applications written in .NET. For me it was more interesting, rational and easy to implement export of quotes using this very platform. Unfortunately, version 5 still does not support .NET, so like in old days we will use win32 dll with .NET support as an interlayer.

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 DLL's creation in 10 minutes, as well as to discuss some technical details of our binding implementation. I will show the step-by-step process of DLL creation in Visual Studio with examples of exchanging different types of variables (numbers, arrays, strings, etc.). Besides I will explain how to protect your client terminal from crashes in custom DLLs.