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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Principles of Exchange Pricing through the Example of Moscow Exchange's Derivatives Market

This article describes the theory of exchange pricing and clearing specifics of Moscow Exchange's Derivatives Market. This is a comprehensive article for beginners who want to get their first exchange

MQL5 Cookbook: ОСО Orders

Any trader's trading activity involves various mechanisms and interrelationships including relations among orders. This article suggests a solution of OCO orders processing. Standard library classes

Building an Interactive Application to Display RSS Feeds in MetaTrader 5

In this article we look at the possibility of creating an application for the display of RSS feeds. The article will show how aspects of the Standard Library can be used to create interactive programs

Trader's Statistical Cookbook: Hypotheses

This article considers hypothesis - one of the basic ideas of mathematical statistics. Various hypotheses are examined and verified through examples using methods of mathematical statistics. The

Third Generation Neural Networks: Deep Networks

This article is dedicated to a new and perspective direction in machine learning - deep learning or, to be precise, deep neural networks. This is a brief review of second generation neural networks

Neural Networks Cheap and Cheerful - Link NeuroPro with MetaTrader 5

If specific neural network programs for trading seem expensive and complex or, on the contrary, too simple, try NeuroPro. It is free and contains the optimal set of functionalities for amateurs. This

Programming EA's Modes Using Object-Oriented Approach

This article explains the idea of multi-mode trading robot programming in MQL5. Every mode is implemented with the object-oriented approach. Instances of both mode classes hierarchy and classes for

Random Forests Predict Trends

This article considers using the Rattle package for automatic search of patterns for predicting long and short positions of currency pairs on Forex. This article can be useful both for novice and

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

Liquid Chart

Would you like to see an hourly chart with bars opening from the second and the fifth minute of the hour? What does a redrawn chart look like when the opening time of bars is changing every minute

MQL5 Programming Basics: Global Variables of the Terminal

This article highlights object-oriented capabilities of the MQL5 language for creating objects facilitating work with global variables of the terminal. As a practical example I consider a case when

Why Virtual Hosting On The MetaTrader 4 And MetaTrader 5 Is Better Than Usual VPS

The Virtual Hosting Cloud network was developed specially for MetaTrader 4 and MetaTrader 5 and has all the advantages of a native solution. Get the benefit of our free 24 hours offer - test out a

MQL5 Cookbook: Handling BookEvent

This article considers BookEvent - a Depth of Market event, and the principle of its processing. An MQL program, handling states of Depth of Market, serves as an example. It is written using the

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

MQL5 Cookbook: Handling Custom Chart Events

This article considers aspects of design and development of custom chart events system in the MQL5 environment. An example of an approach to the events classification can also be found here, as well

MQL5 Cookbook: Handling Typical Chart Events

This article considers typical chart events and includes examples of their processing. We will focus on mouse events, keystrokes, creation/modification/removal of a graphical object, mouse click on a

MQL5 Cookbook: Processing of the TradeTransaction Event

This article considers capabilities of the MQL5 language from the point of view of the event-driven programming. The greatest advantage of this approach is that the program can receive information

How to Prepare a Trading Account for Migration to Virtual Hosting

MetaTrader client terminal is perfect for automating trading strategies. It has all tools necessary for trading robot developers ‒ powerful C++ based MQL4/MQL5 programming language, convenient

Regression Analysis of the Influence of Macroeconomic Data on Currency Prices Fluctuation

This article considers the application of multiple regression analysis to macroeconomic statistics. It also gives an insight into the evaluation of the statistics impact on the currency exchange rate

Indicator for Constructing a Three Line Break Chart

This article is dedicated to the Three Line Break chart, suggested by Steve Nison in his book "Beyond Candlesticks". The greatest advantage of this chart is that it allows filtering minor fluctuations

How we developed the MetaTrader Signals service and Social Trading

We continue to enhance the Signals service, improve the mechanisms, add new functions and fix flaws. The MetaTrader Signals Service of 2012 and the current MetaTrader Signals Service are like two

MQL5 Cookbook - Multi-Currency Expert Advisor and Working with Pending Orders in MQL5

This time we are going to create a multi-currency Expert Advisor with a trading algorithm based on work with the pending orders Buy Stop and Sell Stop. This article considers the following matters

Tips for an Effective Product Presentation on the Market

Selling programs to traders effectively does not only require writing an efficient and useful product and then publishing it on the Market. It is vital to provide a comprehensive, detailed description

Freelance Jobs on MQL5.com - Developer's Favorite Place

Developers of trading robots no longer need to market their services to traders that require Expert Advisors - as now they will find you. Already, thousands of traders place orders to MQL5 freelance

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

Outline of MetaTrader Market (Infographics)

A few weeks ago we published the infographic on Freelance service. We also promised to reveal some statistics of the MetaTrader Market. Now, we invite you to examine the data we have gathered

Johnpaul77 Signal Providers: "Our Strategy Remains Profitable for More Than Three Years Now. So Why Would We Change It?"

Let us reveal a little secret: MQL5.com website visitors spend most of their time on Johnpaul77 signal's page. It is a leader of our signal rating having about 900 subscribers with the total funds of

MQL5.com Freelance: Developers' Source of Income (Infographic)

On the occasion of the MQL5 Freelance Service fourth birthday, we have prepared an info-graphic demonstrating the service results for the entire time of its existence. The figures speak for

How to implement traders' orders and make a profit in the MQL5 Freelance service

MQL5 Freelance is an online service where developers get paid for creating trading applications ordered by traders. Now, traders understand the difference between all the services on MQL5.com: a

Do Traders Need Services From Developers?

Algorithmic trading becomes more popular and needed, which naturally led to a demand for exotic algorithms and unusual tasks. To some extent, such complex applications are available in the Code Base

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

Indicator for Renko charting

The article describes an example of Renko charting and its implementation in MQL5 as an indicator. Modifications of this indicator distinguish it from a classic chart. It can be constructed both in

Continuous futures contracts in MetaTrader 5

A short life span of futures contracts complicates their technical analysis. It is difficult to technically analyze short charts. For example, number of bars on the day chart of the UX-9.13 Ukrainian

MQL5 Cookbook: Development of a Multi-Symbol Indicator to Analyze Price Divergence

In this article, we will consider the development of a multi-symbol indicator to analyze price divergence in a specified period of time. The core topics have been already discussed in the previous

Tales of Trading Robots: Is Less More?

Two years ago in "The Last Crusade" we reviewed quite an interesting yet currently not widely used method for displaying market information - point and figure charts. Now I suggest you try to write a

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

MQL5 Programming Basics: Lists

The new version of the programming language for trading strategy development, MQL [MQL5], provides more powerful and effective features as compared with the previous version [MQL4]. The advantage

Creating Non-Lagging Digital Filters

The article describes one of the approaches to determining a useful signal (trend) in stream data. Small filtering (smoothing) tests applied to market quotes demonstrate the potential for creating

MQL5 Cookbook: Developing a Multi-Symbol Volatility Indicator in MQL5

In this article, we will consider the development of a multi-symbol volatility indicator. The development of multi-symbol indicators may present some difficulties for novice MQL5 developers which this