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MQL5 Programming Articles

Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.

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The Basics of Object-Oriented Programming

You don't need to know what are polymorphism, encapsulation, etc. all about in to use object-oriented programming (OOP)... you may simply use these features. This article covers the basics of OOP with...

Interview with Andrey Bobryashov (ATC 2011)

Since the first Automated Trading Championship we have seen plenty of trading robots in our TOP-10 created with the use of various methods. Excellent results were shown both by the Exper Advisors...

Interview with Vitaly Antonov (ATC 2011)

It was only this summer that Vitaly Antonov (beast) has learned about the upcoming Automated Trading Championship and got to know MetaTrader 5 terminal. Time was running out, besides, Vitaly was a...

Statistical Probability Distributions in MQL5

The article addresses probability distributions (normal, log-normal, binomial, logistic, exponential, Cauchy distribution, Student's t-distribution, Laplace distribution, Poisson distribution,...

Interview with Dr. Alexander Elder: "I want to be a psychiatrist in the market"

I think financial markets are like manic-depressive patients. Sell when they have mania, and buy when they have depression. The envelope helps me determine where these levels of depression and mania...

ATC Champions League: Interview with Boris Odintsov (ATC 2011)

Interview with Boris Odintsov (bobsley) is the last one within the ATC Champions League project. Boris won the Automated Trading Championship 2010 - the first Championship held for the Expert Advisors...

Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor

Just over a year ago joo, in his article "Genetic Algorithms - It's Easy!", gave us a tool for implementation of the genetic algorithm in MQL5. Now utilizing the tool we will create an Expert Advisor...

Interview with Ge Senlin (ATC 2011)

The Expert Advisor by Ge Senlin (yyy999) from China got featured in the top ten of the Automated Trading Championship 2011 in late October and hasn't left it since then. Not often participants from...

Using MetaTrader 5 as a Signal Provider for MetaTrader 4

Analyse and examples of techniques how trading analysis can be performed on MetaTrader 5 platform, but executed by MetaTrader 4. Article will show you how to create simple signal provider in your...

Interview with Ilnur Khasanov (ATC 2011)

The Expert Advisor of Ilnur Khasanov (aharata) is holding its place in our TOP-10 chart of the Automated Trading Championship 2011 participants from the third week already, though Ilnur's acquaintance...

Interview with Igor Korepin (ATC 2011)

Appearance of the Expert Advisor cs2011 by Igor Korepin (Xupypr) at the very top of the Automated Trading Championship 2011 was really impressive - its balance was almost twice that of the EA featured...

Creating MQL5 Expert Advisors in minutes using EA Tree: Part One

EA Tree is the first drag and drop MetaTrader MQL5 Expert Advisor builder. You can create complex MQL5 using a very easy to use graphical user interface. In EA Tree, Expert Advisors are created by...

Interview with Tim Fass (ATC 2011)

A student from Germany Tim Fass (Tim) is participating in the Automated Trading Championship for the first time. Nevertheless, his Expert Advisor The_Wild_13 already got featured at the very top of...

ATC Champions League: Interview with Olexandr Topchylo (ATC 2011)

Interview with Olexandr Topchylo (Better) is the second publication within the "ATC Champions League" project. Having won the Automated Trading Championship 2007, this professional trader caught the...

Interview with Atsushi Yamanaka (ATC 2011)

What is common between skydiving, Futures, Hawaii, translations and spies? We didn't know it until we've managed to communicate with disqualified participant Atsushi Yamanaka (alohafx). His has a...

Interview with Andrei Moraru (ATC 2011)

Ukrainian programmer Andrei Moraru (enivid) is an active participant of the Automated Trading Championship beginning from 2007. Andrei had already come in our view at that time and now we have decided...

Interview with Sergey Nikitin (ATC 2011)

In the second week of the competition, the Expert Advisor of Sergey Nikitin (VNIK) trading on two currency pairs EURUSD and EURJPY got featured on the very top drawing away from the rest....

ATC Champions League: Interview with Roman Zamozhniy (ATC 2011)

This is the first interview in the "ATC Champions League" project. Roman Zamozhniy (Rich) from Ukraine was the winner of the first Automated Trading Championship in 2006. In addition, he is a regular...

Interview with Antonio Morillas (ATC 2011)

Antonio Morillas from Spain (sallirom, by the way - it is reversed surname!) was first who doubled his starting balance from the beginning of the Championship and thus attracted our attention. His...

Interview with Matúš German (ATC 2011)

On the second day of the Championship the Expert Advisor created by Matúš German (gery18) increased its capital by 2.5 times and took the lead being ahead of all competitors. Matúš himself doubts his...

Custom Graphical Controls. Part 1: Creating a Simple Control

This article covers general principles of development of graphical controls. We are going to prepare tools for a quick and convenient work with graphical objects, analyze an example of creation of a...

Nikolay Ivanov (Techno): "What is important for programs is the accuracy of their algorithms"

A programmer from Krasnoyarsk Nikolay Ivanov (Techno) is a leader among the developers in terms of the number of completed orders - he has implemented already more than 200 applications in the Jobs...

Andrey Bolkonsky (abolk): "Any programmer knows that there is no software without bugs"

Andrey Bolkonsky (abolk) has been participating in the Jobs service since its opening. He has developed dozens of indicators and Expert Advisors for the MetaTrader 4 and MetaTrader 5 platforms. We...

Andrey Voitenko (avoitenko): "Developers benefit from the ideas that they code? Nonsense!"

A Ukrainian developer Andrey Voitenko (avoitenko) is an active participant of the "Jobs" service at mql5.com, helping traders from all over the world to implement their ideas. Last year Andrey's...

Creating Custom Criteria of Optimization of Expert Advisors

The MetaTrader 5 Client Terminal offers a wide range of opportunities for optimization of Expert Advisor parameters. In addition to the optimization criteria included in the strategy tester,...

Applying The Fisher Transform and Inverse Fisher Transform to Markets Analysis in MetaTrader 5

We now know that probability density function (PDF) of a market cycle does not remind a Gaussian but rather a PDF of a sine wave and most of the indicators assume that the market cycle PDF is Gaussian...

3 Methods of Indicators Acceleration by the Example of the Linear Regression

The article deals with the methods of indicators computational algorithms optimization. Everyone will find a method that suits his/her needs best. Three methods are described here.One of them is quite...

William Blau's Indicators and Trading Systems in MQL5. Part 1: Indicators

The article presents the indicators, described in the book by William Blau "Momentum, Direction, and Divergence". William Blau's approach allows us to promptly and accurately approximate the...

The Player of Trading Based on Deal History

The player of trading. Only four words, no explanation is needed. Thoughts about a small box with buttons come to your mind. Press one button - it plays, move the lever - the playback speed changes....

How to Add New UI Languages to the MetaTrader 5 Platform

User interface of the MetaTrader 5 platform is translated into several languages. Don't worry if your native language is not among the supported ones. You can easily complete the translation using the...

MQL5.community Payment System

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 Self-Organizing Feature Maps (Kohonen Maps) in MetaTrader 5

One of the most interesting aspects of Self-Organizing Feature Maps (Kohonen maps) is that they learn to classify data without supervision. In its basic form it produces a similarity map of input data...

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...

Decreasing Memory Consumption by Auxiliary Indicators

If an indicator uses values of many other indicators for its calculations, it consumes a lot of memory. The article describes several methods of decreasing the memory consumption when using auxiliary...

Advanced Adaptive Indicators Theory and Implementation in MQL5

This article will describe advanced adaptive indicators and their implementation in MQL5: Adaptive Cyber Cycle, Adaptive Center of Gravity and Adaptive RVI. All indicators were originally presented in...

The Fundamentals of Testing in MetaTrader 5

What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments,...

MQL5 Wizard for Dummies

In early 2011 we released the first version of the MQL5 Wizard. This new application provides a simple and convenient tool to automatically generate trading robots. Any MetaTrader 5 user can create a...

Statistical Estimations

Estimation of statistical parameters of a sequence is very important, since most of mathematical models and methods are based on different assumptions. For example, normality of distribution law or...

MQL5 Wizard: New Version

The article contains descriptions of the new features available in the updated MQL5 Wizard. The modified architecture of signals allow creating trading robots based on the combination of various...

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...