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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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Exploring Seasonal Patterns of Financial Time Series with Boxplot
In this article we will view seasonal characteristics of financial time series using Boxplot diagrams. Each separate boxplot (or box-and-whiskey diagram) provides a good visualization of how values
Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server
After we send a trading order to the server, we need to check the error codes or the absence of errors. In this article, we will consider handling errors returned by the trade server and prepare for
Extending Strategy Builder Functionality
In the previous two articles, we discussed the application of Merrill patterns to various data types. An application was developed to test the presented ideas. In this article, we will continue
Library for easy and quick development of MetaTrader programs (part XXIV): Base trading class - auto correction of invalid parameters
In this article, we will have a look at the handler of invalid trading order parameters and improve the trading event class. Now all trading events (both single ones and the ones occurred
Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
The first article is devoted to the creation of a toolkit for working with optimization reports, for importing them from the terminal, as well as for filtering and sorting the obtained data
Library for easy and quick development of MetaTrader programs (part XXIII): Base trading class - verification of valid parameters
In the article, we continue the development of the trading class by implementing the control over incorrect trading order parameter values and voicing trading events
Library for easy and quick development of MetaTrader programs (part XXII): Trading classes - Base trading class, verification of limitations
In this article, we will start the development of the library base trading class and add the initial verification of permissions to conduct trading operations to its first version. Besides, we will
Library for easy and quick development of MetaTrader programs (part XXI): Trading classes - Base cross-platform trading object
In this article, we will start the development of the new library section - trading classes. Besides, we will consider the development of a unified base trading object for MetaTrader 5 and MetaTrader
Library for easy and quick development of MetaTrader programs (part XX): Creating and storing program resources
The article deals with storing data in the program's source code and creating audio and graphical files out of them. When developing an application, we often need audio and images. The MQL language
Building an Expert Advisor using separate modules
When developing indicators, Expert Advisors and scripts, developers often need to create various pieces of code, which are not directly related to the trading strategy. In this article, we consider a
Library for easy and quick development of MetaTrader programs (part XIX): Class of library messages
In this article, we will consider the class of displaying text messages. Currently, we have a sufficient number of different text messages. It is time to re-arrange the methods of their storage
Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects
The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for
Library for easy and quick development of MetaTrader programs (part XVII): Interactivity of library objects
In this article, we are going to finish the development of the base object of all library objects, so that any library object based on it is able to interact with a user. For example, users will be
Strategy builder based on Merrill patterns
In the previous article, we considered application of Merrill patterns to various data, such as to a price value on a currency symbol chart and values of standard MetaTrader 5 indicators: ATR, WPR
Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events
In this article, we will create a new base class of all library objects adding the event functionality to all its descendants and develop the class for tracking symbol collection events based on the
Developing a cross-platform grid EA (Last part): Diversification as a way to increase profitability
In previous articles within this series, we tried various methods for creating a more or less profitable grid Expert Advisor. Now we will try to increase the EA profitability through diversification
MQL5 Cookbook: Trading strategy stress testing using custom symbols
The article considers an approach to stress testing of a trading strategy using custom symbols. A custom symbol class is created for this purpose. This class is used to receive tick data from
Developing Pivot Mean Oscillator: a novel Indicator for the Cumulative Moving Average
This article presents Pivot Mean Oscillator (PMO), an implementation of the cumulative moving average (CMA) as a trading indicator for the MetaTrader platforms. In particular, we first introduce Pivot
Parsing HTML with curl
The article provides the description of a simple HTML code parsing library using third-party components. In particular, it covers the possibilities of accessing data which cannot be retrieved using
Library for easy and quick development of MetaTrader programs (part XV): Collection of symbol objects
In this article, we will consider creation of a symbol collection based on the abstract symbol object developed in the previous article. The abstract symbol descendants are to clarify a symbol data
A New Approach to Interpreting Classic and Hidden Divergence. Part II
The article provides a critical examination of regular divergence and efficiency of various indicators. In addition, it contains filtering options for an increased analysis accuracy and features
Merrill patterns
In this article, we will have a look at Merrill patterns' model and try to evaluate their current relevance. To do this, we will develop a tool to test the patterns and apply the model to various data
Optimization management (Part II): Creating key objects and add-on logic
This article is a continuation of the previous publication related to the creation of a graphical interface for optimization management. The article considers the logic of the add-on. A wrapper for
Library for easy and quick development of MetaTrader programs (part XIV): Symbol object
In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for
Library for easy and quick development of MetaTrader programs (part XIII): Account object events
The article considers working with account events for tracking important changes in account properties affecting the automated trading. We have already implemented some functionality for tracking
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the
Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events
We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library
Optimization management (Part I): Creating a GUI
This article describes the process of creating an extension for the MetaTrader terminal. The solution discussed helps to automate the optimization process by running optimizations in other terminals
Developing a cross-platform grider EA (part III): Correction-based grid with martingale
In this article, we will make an attempt to develop the best possible grid-based EA. As usual, this will be a cross-platform EA capable of working both with MetaTrader 4 and MetaTrader 5. The first EA
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started
Extract profit down to the last pip
The article describes an attempt to combine theory with practice in the algorithmic trading field. Most of discussions concerning the creation of Trading Systems is connected with the use of historic
Arranging a mailing campaign by means of Google services
A trader may want to arrange a mailing campaign to maintain business relationships with other traders, subscribers, clients or friends. Besides, there may be a necessity to send screenshotas, logs or
Developing a cross-platform Expert Advisor to set StopLoss and TakeProfit based on risk settings
In this article, we will create an Expert Advisor for automated entry lot calculation based on risk values. Also the Expert Advisor will be able to automatically place Take Profit with the select
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the eighth part, we implemented the
Developing a cross-platform grider EA (part II): Range-based grid in trend direction
In this article, we will develop a grider EA for trading in a trend direction within a range. Thus, the EA is to be suited mostly for Forex and commodity markets. According to the tests, our grider
Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the seventh part, we added tracking
Grokking market "memory" through differentiation and entropy analysis
The scope of use of fractional differentiation is wide enough. For example, a differentiated series is usually input into machine learning algorithms. The problem is that it is necessary to display
Price velocity measurement methods
There are multiple different approaches to market research and analysis. The main ones are technical and fundamental. In technical analysis, traders collect, process and analyze numerical data and
Evaluating the ability of Fractal index and Hurst exponent to predict financial time series
Studies related to search for the fractal behavior of financial data suggest that behind the seemingly chaotic behavior of economic time series there are hidden stable mechanisms of participants'
Library for easy and quick development of MetaTrader programs (part VII): StopLimit order activation events, preparing the functionality for order and position modification events
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the sixth part, we trained the