MQL5 Programming Articles

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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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Graphics in DoEasy library (Part 95): Composite graphical object controls
Graphics in DoEasy library (Part 95): Composite graphical object controls

Graphics in DoEasy library (Part 95): Composite graphical object controls

In this article, I will consider the toolkit for managing composite graphical objects - controls for managing an extended standard graphical object. Today, I will slightly digress from relocating a composite graphical object and implement the handler of change events on a chart featuring a composite graphical object. Besides, I will focus on the controls for managing a composite graphical object.
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Data Science and Machine Learning (Part 01): Linear Regression

Data Science and Machine Learning (Part 01): Linear Regression

It's time for us as traders to train our systems and ourselves to make decisions based on what number says. Not on our eyes, and what our guts make us believe, this is where the world is heading so, let us move perpendicular to the direction of the wave.
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The correct way to choose an Expert Advisor from the Market

The correct way to choose an Expert Advisor from the Market

In this article, we will consider some of the essential points you should pay attention to when purchasing an Expert Advisor. We will also look for ways to increase profit, to spend money wisely, and to earn from this spending. Also, after reading the article, you will see that it is possible to earn even using simple and free products.
Learn how to design a trading system by RSI
Learn how to design a trading system by RSI

Learn how to design a trading system by RSI

In this article, I will share with you one of the most popular and commonly used indicators in the world of trading which is RSI. You will learn how to design a trading system using this indicator.
Learn how to design a trading system by Envelopes
Learn how to design a trading system by Envelopes

Learn how to design a trading system by Envelopes

In this article, I will share with you one of the methods of how to trade bands. This time we will consider Envelopes and will see how easy it is to create some strategies based on the Envelopes.
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Visual evaluation of optimization results

Visual evaluation of optimization results

In this article, we will consider how to build graphs of all optimization passes and to select the optimal custom criterion. We will also see how to create a desired solution with little MQL5 knowledge, using the articles published on the website and forum comments.
Developing a trading Expert Advisor from scratch
Developing a trading Expert Advisor from scratch

Developing a trading Expert Advisor from scratch

In this article, we will discuss how to develop a trading robot with minimum programming. Of course, MetaTrader 5 provides a high level of control over trading positions. However, using only the manual ability to place orders can be quite difficult and risky for less experienced users.
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An Analysis of Why Expert Advisors Fail

An Analysis of Why Expert Advisors Fail

This article presents an analysis of currency data to better understand why expert advisors can have good performance in some regions of time and poor performance in other regions of time.
Learn how to design a trading system by Bollinger Bands
Learn how to design a trading system by Bollinger Bands

Learn how to design a trading system by Bollinger Bands

In this article, we will learn about Bollinger Bands which is one of the most popular indicators in the trading world. We will consider technical analysis and see how to design an algorithmic trading system based on the Bollinger Bands indicator.
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Matrices and vectors in MQL5

Matrices and vectors in MQL5

By using special data types 'matrix' and 'vector', it is possible to create code which is very close to mathematical notation. With these methods, you can avoid the need to create nested loops or to mind correct indexing of arrays in calculations. Therefore, the use of matrix and vector methods increases the reliability and speed in developing complex programs.
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Combinatorics and probability for trading (Part V): Curve analysis

Combinatorics and probability for trading (Part V): Curve analysis

In this article, I decided to conduct a study related to the possibility of reducing multiple states to double-state systems. The main purpose of the article is to analyze and to come to useful conclusions that may help in the further development of scalable trading algorithms based on the probability theory. Of course, this topic involves mathematics. However, given the experience of previous articles, I see that generalized information is more useful than details.
Learn how to design different Moving Average systems
Learn how to design different Moving Average systems

Learn how to design different Moving Average systems

There are many strategies that can be used to filter generated signals based on any strategy, even by using the moving average itself which is the subject of this article. So, the objective of this article is to share with you some of Moving Average Strategies and how to design an algorithmic trading system.
Combinatorics and probability for trading (Part IV): Bernoulli Logic
Combinatorics and probability for trading (Part IV): Bernoulli Logic

Combinatorics and probability for trading (Part IV): Bernoulli Logic

In this article, I decided to highlight the well-known Bernoulli scheme and to show how it can be used to describe trading-related data arrays. All this will then be used to create a self-adapting trading system. We will also look for a more generic algorithm, a special case of which is the Bernoulli formula, and will find an application for it.
Advanced EA constructor for MetaTrader - botbrains.app
Advanced EA constructor for MetaTrader - botbrains.app

Advanced EA constructor for MetaTrader - botbrains.app

In this article, we demonstrate features of botbrains.app - a no-code platform for trading robots development. To create a trading robot you don't need to write any code - just drag and drop the necessary blocks onto the scheme, set their parameters, and establish connections between them.
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Manual charting and trading toolkit (Part III). Optimization and new tools

Manual charting and trading toolkit (Part III). Optimization and new tools

In this article, we will further develop the idea of drawing graphical objects on charts using keyboard shortcuts. New tools have been added to the library, including a straight line plotted through arbitrary vertices, and a set of rectangles that enable the evaluation of the reversal time and level. Also, the article shows the possibility to optimize code for improved performance. The implementation example has been rewritten, allowing the use of Shortcuts alongside other trading programs. Required code knowledge level: slightly higher than a beginner.
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MQL5 Cookbook – Economic Calendar

MQL5 Cookbook – Economic Calendar

The article highlights the programming features of the Economic Calendar and considers creating a class for a simplified access to the calendar properties and receiving event values. Developing an indicator using CFTC non-commercial net positions serves as a practical example.
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An attempt at developing an EA constructor

An attempt at developing an EA constructor

In this article, I offer my set of trading functions in the form of a ready-made EA. This method allows getting multiple trading strategies by simply adding indicators and changing inputs.
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Using AutoIt With MQL5

Using AutoIt With MQL5

Short description. In this article we will explore scripting the MetraTrader 5 terminal by integrating MQL5 with AutoIt. In it we will cover how to automate various tasks by manipulating the terminals' user interface and also present a class that uses the AutoItX library.
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Fix PriceAction Stoploss or Fixed RSI (Smart StopLoss)

Fix PriceAction Stoploss or Fixed RSI (Smart StopLoss)

Stop-loss is a major tool when it comes to money management in trading. Effective use of stop-loss, take profit and lot size can make a trader more consistent in trading and overall more profitable. Although stop-loss is a great tool, there are challenges that are encountered when being used. The major one being stop-loss hunt. This article looks on how to reduce stop-loss hunt in trade and compare with the classical stop-loss usage to determine its profitability.
Use MQL5.community channels and group chats
Use MQL5.community channels and group chats

Use MQL5.community channels and group chats

The MQL5.com website brings together traders from all over the world. Users publish articles, share free codes, sell products in the Market, perform Freelance orders and copy trading signals. You can communicate with them on the Forum, in trader chats and in MetaTrader channels.
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Multilayer perceptron and backpropagation algorithm (Part II): Implementation in Python and integration with MQL5

Multilayer perceptron and backpropagation algorithm (Part II): Implementation in Python and integration with MQL5

There is a Python package available for developing integrations with MQL, which enables a plethora of opportunities such as data exploration, creation and use of machine learning models. The built in Python integration in MQL5 enables the creation of various solutions, from simple linear regression to deep learning models. Let's take a look at how to set up and prepare a development environment and how to use use some of the machine learning libraries.
Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object
Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object

Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object

In this article, I will consider creation of descendant objects for the terminal abstract standard graphical object. The class object describes the properties that are common for all graphical objects. So, it is simply some kind of a graphical object. To clarify its affiliation with a real graphical object, we need to set the properties inherent in this particular graphical object in the descendant object class.
Better Programmer (Part 06): 9 habits that lead to effective coding
Better Programmer (Part 06): 9 habits that lead to effective coding

Better Programmer (Part 06): 9 habits that lead to effective coding

It's not always all about writing the code that leads to effective coding. There are certain habits that I have found in my experience that lead to effective coding. We are going to discuss some of them in detail in this article. This is a must-read article for every programmer who wants to improve their ability to write complex algorithms with less hassle.
Graphics in DoEasy library (Part 83): Class of the abstract standard graphical object
Graphics in DoEasy library (Part 83): Class of the abstract standard graphical object

Graphics in DoEasy library (Part 83): Class of the abstract standard graphical object

In this article, I will create the class of the abstract graphical object. This object is to serve as a basis for creating the class of standard graphical objects. Graphical objects feature multiple properties. Therefore, I will need to do a lot of preparatory work before actually creating the abstract graphical object class. This work includes setting the properties in the library enumerations.