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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Interview with Rogério Figurelli (ATC 2012)

Today we are going to talk with Rogério Figurelli (figurelli), a regular participant from Brazil that has not missed any Automated Trading Championship since 2007. This year, he also began to sell his

Interview with Achmad Hidayat (ATC 2012)

Throughout the entire duration of the Automated Trading Championship 2012, we will be providing live coverage of the events - hot reports and interviews every week. This report spotlights Achmad

A Quick Start Or a Short Guide for Beginners

Hello dear reader! In this article, I will try to explain and show you how you can easily and quickly get the hang of the principles of creating Expert Advisors, working with indicators, etc. It is

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

Fundamentals of Statistics

Every trader works using certain statistical calculations, even if being a supporter of fundamental analysis. This article walks you through the fundamentals of statistics, its basic elements and

How to purchase a trading robot from the MetaTrader Market and to install it?

A product from the MetaTrader Market can be purchased on the MQL5.com website or straight from the MetaTrader 4 and MetaTrader 5 trading platforms. Choose a desired product that suits your trading

MetaQuotes ID in MetaTrader Mobile Terminal

Android and iOS powered devices offer us many features we do not even know about. One of these features is push notifications allowing us to receive personal messages, regardless of our phone number

Trade Operations in MQL5 - It's Easy

Almost all traders come to market to make money but some traders also enjoy the process itself. However, it is not only manual trading that can provide you with an exciting experience. Automated

Interview with Irina Korobeinikova (irishka.rf)

Having a female member on the MQL5.community is rare. This interview was inspired by a one of a kind case. Irina Korobeinikova (irishka.rf) is a fifteen-year-old programmer from Izhevsk. She is

Application of the Eigen-Coordinates Method to Structural Analysis of Nonextensive Statistical Distributions

The major problem of applied statistics is the problem of accepting statistical hypotheses. It was long considered impossible to be solved. The situation has changed with the emergence of the

Fast Dive into MQL5

You have decided to study MQL5 trading strategies' programming language, but you know nothing about it? We have tried to examine MQL5 and MetaTrader 5 terminal from the newcomers' point of view and

How to Make a Trading Robot in No Time

Trading on financial markets involves many risks including the most critical one - the risk of making a wrong trading decision. The dream of every trader is to find a trading robot, which is always in

Introduction to the Empirical Mode Decomposition Method

This article serves to familiarize the reader with the empirical mode decomposition (EMD) method. It is the fundamental part of the Hilbert–Huang transform and is intended for analyzing data from

Money-Making Algorithms Employing Trailing Stop

This article's objective is to study profitability of algorithms with different entries into trades and exits using trailing stop. Entry types to be used are random entry and reverse entry. Stop

The Most Active MQL5.community Members Have Been Awarded iPhones!

After we decided to reward the most outstanding MQL5.com participants, we have selected the key criteria to determine each participant's contribution to the Community development. As a result, we have

Why Is MQL5 Market the Best Place for Selling Trading Strategies and Technical Indicators

MQL5.community Market provides Expert Advisors developers with the already formed market consisting of thousands of potential customers. This is the best place for selling trading robots and technical

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

Limitless Opportunities with MetaTrader 5 and MQL5

In this article, I would like to give an example of what a trader's program can be like as well as what results can be achieved in 9 months, having started to learn MQL5 from scratch. This example

Visualize a Strategy in the MetaTrader 5 Tester

We all know the saying "Better to see once than hear a hundred times". You can read various books about Paris or Venice, but based on the mental images you wouldn't have the same feelings as on the

New Article Publishing System at the MQL5.community

We present you a new article publishing system at the MQL5.community. In the new system, we have tried to make the whole process of article writing clear and comfortable by breaking it into several

Kernel Density Estimation of the Unknown Probability Density Function

The article deals with the creation of a program allowing to estimate the kernel density of the unknown probability density function. Kernel Density Estimation method has been chosen for executing the

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

MetaTrader 5 - More Than You Can Imagine!

The MetaTrader 5 client terminal has been developed from scratch and far surpasses its predecessor, of course. The new trading platform provides unlimited opportunities for trading in any financial

A Few Tips for First-Time Customers

A proverbial wisdom often attributed to various famous people says: "He who makes no mistakes never makes anything." Unless you consider idleness itself a mistake, this statement is hard to argue

The Simple Example of Creating an Indicator Using Fuzzy Logic

The article is devoted to the practical application of the fuzzy logic concept for financial markets analysis. We propose the example of the indicator generating signals based on two fuzzy rules based

AutoElliottWaveMaker - MetaTrader 5 Tool for Semi-Automatic Analysis of Elliott Waves

The article provides a review of AutoElliottWaveMaker - the first development for Elliott Wave analysis in MetaTrader 5 that represents a combination of manual and automatic wave labeling. The wave

Who Is Who in MQL5.community?

The MQL5.com website remembers all of you quite well! How many of your threads are epic, how popular your articles are and how often your programs in the Code Base are downloaded – this is only a

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 Post a Product in the Market

Publish your interesting applications in the Market, and they will be immediately available to all traders who use MetaTrader 5 worldwide. The Market is a great opportunity to earn, with an immediate

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

The Last Crusade

Take a look at your trading terminal. What means of price presentation can you see? Bars, candlesticks, lines. We are chasing time and prices whereas we only profit from prices. Shall we only give

Analyzing the Indicators Statistical Parameters

The technical analysis widely implements the indicators showing the basic quotes "more clearly" and allowing traders to perform analysis and forecast market prices movement. It's quite obvious that

Create Your Own Trading Robot in 6 Steps!

If you don't know how trade classes are constructed, and are scared of the words "Object Oriented Programming", then this article is for you. In fact, you do not need to know the details to write your

The Box-Cox Transformation

The article is intended to get its readers acquainted with the Box-Cox transformation. The issues concerning its usage are addressed and some examples are given allowing to evaluate the transformation

Simple Trading Systems Using Semaphore Indicators

If we thoroughly examine any complex trading system, we will see that it is based on a set of simple trading signals. Therefore, there is no need for novice developers to start writing complex

Multiple Regression Analysis. Strategy Generator and Tester in One

The article gives a description of ways of use of the multiple regression analysis for development of trading systems. It demonstrates the use of the regression analysis for strategy search

Time Series Forecasting Using Exponential Smoothing (continued)

This article seeks to upgrade the indicator created earlier on and briefly deals with a method for estimating forecast confidence intervals using bootstrapping and quantiles. As a result, we will get

Trademinator 3: Rise of the Trading Machines

In the article "Dr. Tradelove..." we created an Expert Advisor, which independently optimizes parameters of a pre-selected trading system. Moreover, we decided to create an Expert Advisor that can not

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