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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Cross-Platform Expert Advisor: Introduction

This article details a method by which cross-platform expert advisors can be developed faster and easier. The proposed method consolidates the features shared by both versions into a single class, and...

Graphical Interfaces VIII: The Tree View Control (Chapter 2)

The previous chapter of part VIII on graphical interfaces has focused on the elements of static and drop-down calendar. The second chapter will be dedicated to an equally complex element — a tree view...

Graphical Interfaces VIII: The Calendar Control (Chapter 1)

In the part VIII of the series of articles dedicated to creating graphical interfaces in MetaTrader, we will consider complex composite controls like calendars, tree view, and file navigator. Due to...

Graphical Interfaces VII: The Tabs Control (Chapter 2)

The first chapter of seventh part introduced three classes of controls for creating tables: text label table (CLabelsTable), edit box table (CTable) and rendered table (CCanvasTable). In this article...

Testing trading strategies on real ticks

The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.

Graphical Interfaces VII: the Tables Controls (Chapter 1)

The seventh part of the series on MetaTrader graphical interfaces deals with three table types: text label, edit box and rendered one. Another important and frequently used controls are tabs allowing...

The checks a trading robot must pass before publication in the Market

Before any product is published in the Market, it must undergo compulsory preliminary checks in order to ensure a uniform quality standard. This article considers the most frequent errors made by...

LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing

How to make the testing process more visual? The answer is simple: you need to use one or more indicators in the Strategy Tester, including a tick indicator, an indicator of balance and equity, an...

Universal Expert Advisor: Integration with Standard MetaTrader Modules of Signals (Part 7)

This part of the article describes the possibilities of the CStrategy engine integration with the signal modules included into the standard library in MetaTrader. The article describes how to work...

Working with sockets in MQL, or How to become a signal provider

Sockets… What in our IT world could possibly exist without them? Dating back to 1982, and hardly changed up to the present time, they smoothly work for us every second. This is the foundation of...

Regular expressions for traders

A regular expression is a special language for handling texts by applying a specified rule, also called a regex or regexp for short. In this article, we are going to show how to handle a trade report...

Creating a trading robot for Moscow Exchange. Where to start?

Many traders on Moscow Exchange would like to automate their trading algorithms, but they do not know where to start. The MQL5 language offers a huge range of trading functions, and it additionally...

How to create bots for Telegram in MQL5

This article contains step-by-step instructions for creating bots for Telegram in MQL5. This information may prove useful for users who wish to synchronize their trading robot with a mobile device....

Creating an assistant in manual trading

The number of trading robots used on the currency markets has significantly increased recently. They employ various concepts and strategies, however, none of them has yet succeeded to create a win-win...

Universal Expert Advisor: A Custom Trailing Stop (Part 6)

The sixth part of the article about the universal Expert Advisor describes the use of the trailing stop feature. The article will guide you through how to create a custom trailing stop module using...

Graphical Interfaces VI: the Slider and the Dual Slider Controls (Chapter 2)

In the previous article, we have enriched our library with four controls frequently used in graphical interfaces: checkbox, edit, edit with checkbox and check combobox. The second chapter of the sixth...

Self-optimization of EA: Evolutionary and genetic algorithms

This article covers the main principles set fourth in evolutionary algorithms, their variety and features. We will conduct an experiment with a simple Expert Advisor used as an example to show how our...

Graphical Interfaces VI: the Checkbox Control, the Edit Control and their Mixed Types (Chapter 1)

This article is the beginning of the sixth part of the series dedicated to the development of the library for creating graphical interfaces in the MetaTrader terminals. In the first chapter, we are...

Universal Expert Advisor: Pending Orders and Hedging Support (Part 5)

This article provides further description of the CStrategy trading engine. By popular demand of users, we have added pending order support functions to the trading engine. Also, the latest version of...

Graphical Interfaces V: The Combobox Control (Chapter 3)

In the first two chapters of the fifth part of the series, we developed classes for creating a scrollbar and a view list. In this chapter, we will speak about creating a class for the combobox control...

Self-organizing feature maps (Kohonen maps) - revisiting the subject

This article describes techniques of operating with Kohonen maps. The subject will be of interest to both market researchers with basic level of programing in MQL4 and MQL5 and experienced programmers...

Universal Expert Advisor: Trading in a Group and Managing a Portfolio of Strategies (Part 4)

In the last part of the series of articles about the CStrategy trading engine, we will consider simultaneous operation of multiple trading algorithms, will learn to load strategies from XML files, and...

Graphical Interfaces V: The List View Element (Chapter 2)

In the previous chapter, we wrote classes for creating vertical and horizontal scrollbars. In this chapter, we will implement them. We will write a class for creating the list view element, a compound...

Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)

We are still discussing the development of the library for creating graphical interfaces in the MetaTrader environment. In the first article of the fifth part of the series, we will write classes for...

Calculator of signals

The calculator of signals operates directly from the MetaTrader 5 terminal, which is a serious advantage, since the terminal provides a preliminary selection and sorts out signals. This way, users can...

Graphical Interfaces IV: the Multi-Window Mode and System of Priorities (Chapter 2)

In this chapter, we will extend the library implementation to the possibility of creating multi-window interfaces for the MQL applications. We will also develop a system of priorities for left mouse...

Graphical Interfaces IV: Informational Interface Elements (Chapter 1)

At the current stage of development, the library for creating graphical interfaces contains a form and several controls that can be attached to it. It was mentioned before that one of the future...

MQL5 Cookbook - Programming moving channels

This article presents a method of programming the equidistant channel system. Certain details of building such channels are being considered here. Channel typification is provided, and a universal...

Graphical Interfaces III: Groups of Simple and Multi-Functional Buttons (Chapter 2)

The first chapter of the series was about simple and multi-functional buttons. The second article will be dedicated to groups of interconnected buttons that will allow the creation of elements in an...

Graphical Interfaces III: Simple and Multi-Functional Buttons (Chapter 1)

Let us consider the button control. We will discuss examples of several classes for creating a simple button, buttons with extended functionality (icon button and split button) and interconnected...

Graphical Interfaces II: The Main Menu Element (Chapter 4)

This is the final chapter of the second part of the series about graphical interfaces. Here, we are going to consider the creation of the main menu. The development of this control and setting up...

Universal Expert Advisor: Custom Strategies and Auxiliary Trade Classes (Part 3)

In this article, we will continue analyzing the algorithms of the CStrategy trading engine. The third part of the series contains the detailed analysis of examples of how to develop specific trading...

Graphical Interfaces II: Setting Up the Event Handlers of the Library (Chapter 3)

The previous articles contain the implementation of the classes for creating constituent parts of the main menu. Now, it is time to take a close look at the event handlers in the principle base...

MetaTrader 5 features hedging position accounting system

In order to expand possibilities of retail Forex traders, we have added the second accounting system — hedging. Now, it is possible to have multiple positions per symbol, including oppositely directed...

Universal Expert Advisor: the Event Model and Trading Strategy Prototype (Part 2)

This article continues the series of publications on a universal Expert Advisor model. This part describes in detail the original event model based on centralized data processing, and considers the...

Area method

The "area method" trading system works based on unusual interpretation of the RSI oscillator readings. The indicator that visualizes the area method, and the Expert Advisor that trades using this...

Universal Expert Advisor: Trading Modes of Strategies (Part 1)

Any Expert Advisor developer, regardless of programming skills, is daily confronted with the same trading tasks and algorithmic problems, which should be solved to organize a reliable trading process....

Graphical Interfaces II: the Separation Line and Context Menu Elements (Chapter 2)

In this article we will create the separation line element. It will be possible to use it not only as an independent interface element but also as a part of many other elements. After that, we will...

Graphical Interfaces II: the Menu Item Element (Chapter 1)

In the second part of the series, we will show in detail the development of such interface elements as main menu and context menu. We will also mention drawing elements and create a special class for...

Adding a control panel to an indicator or an Expert Advisor in no time

Have you ever felt the need to add a graphical panel to your indicator or Expert Advisor for greater speed and convenience? In this article, you will find out how to implement the dialog panel with...