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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Launching MetaTrader VPS: A step-by-step guide for first-time users

Launching MetaTrader VPS: A step-by-step guide for first-time users

Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for several reasons. You can conveniently pay and manage the subscription through your MQL5.community account.
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Mastering ONNX: The Game-Changer for MQL5 Traders

Mastering ONNX: The Game-Changer for MQL5 Traders

Dive into the world of ONNX, the powerful open-standard format for exchanging machine learning models. Discover how leveraging ONNX can revolutionize algorithmic trading in MQL5, allowing traders to seamlessly integrate cutting-edge AI models and elevate their strategies to new heights. Uncover the secrets to cross-platform compatibility and learn how to unlock the full potential of ONNX in your MQL5 trading endeavors. Elevate your trading game with this comprehensive guide to Mastering ONNX
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StringFormat(). Review and ready-made examples

StringFormat(). Review and ready-made examples

The article continues the review of the PrintFormat() function. We will briefly look at formatting strings using StringFormat() and their further use in the program. We will also write templates to display symbol data in the terminal journal. The article will be useful for both beginners and experienced developers.
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Data label for time series mining (Part 3):Example for using label data

Data label for time series mining (Part 3):Example for using label data

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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Category Theory in MQL5 (Part 23): A different look at the Double Exponential Moving Average

Category Theory in MQL5 (Part 23): A different look at the Double Exponential Moving Average

In this article we continue with our theme in the last of tackling everyday trading indicators viewed in a ‘new’ light. We are handling horizontal composition of natural transformations for this piece and the best indicator for this, that expands on what we just covered, is the double exponential moving average (DEMA).
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Alternative risk return metrics in MQL5

Alternative risk return metrics in MQL5

In this article we present the implementation of several risk return metrics billed as alternatives to the Sharpe ratio and examine hypothetical equity curves to analyze their characteristics.
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Classification models in the Scikit-Learn library and their export to ONNX

Classification models in the Scikit-Learn library and their export to ONNX

In this article, we will explore the application of all classification models available in the Scikit-Learn library to solve the classification task of Fisher's Iris dataset. We will attempt to convert these models into ONNX format and utilize the resulting models in MQL5 programs. Additionally, we will compare the accuracy of the original models with their ONNX versions on the full Iris dataset.
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Studying PrintFormat() and applying ready-made examples

Studying PrintFormat() and applying ready-made examples

The article will be useful for both beginners and experienced developers. We will look at the PrintFormat() function, analyze examples of string formatting and write templates for displaying various information in the terminal log.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 2): Indicator Signals: Multi Timeframe Parabolic SAR Indicator

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 2): Indicator Signals: Multi Timeframe Parabolic SAR Indicator

The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than 1 symbol pair only from one symbol chart. This time we will use only 1 indicator, namely Parabolic SAR or iSAR in multi-timeframes starting from PERIOD_M15 to PERIOD_D1.
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GUI: Tips and Tricks for creating your own Graphic Library in MQL

GUI: Tips and Tricks for creating your own Graphic Library in MQL

We'll go through the basics of GUI libraries so that you can understand how they work or even start making your own.
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Category Theory in MQL5 (Part 22): A different look at Moving Averages

Category Theory in MQL5 (Part 22): A different look at Moving Averages

In this article we attempt to simplify our illustration of concepts covered in these series by dwelling on just one indicator, the most common and probably the easiest to understand. The moving average. In doing so we consider significance and possible applications of vertical natural transformations.
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Neural networks made easy (Part 39): Go-Explore, a different approach to exploration

Neural networks made easy (Part 39): Go-Explore, a different approach to exploration

We continue studying the environment in reinforcement learning models. And in this article we will look at another algorithm – Go-Explore, which allows you to effectively explore the environment at the model training stage.
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Developing a Replay System — Market simulation (Part 08): Locking the indicator

Developing a Replay System — Market simulation (Part 08): Locking the indicator

In this article, we will look at how to lock the indicator while simply using the MQL5 language, and we will do it in a very interesting and amazing way.
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Developing a Replay System — Market simulation (Part 07): First improvements (II)

Developing a Replay System — Market simulation (Part 07): First improvements (II)

In the previous article, we made some fixes and added tests to our replication system to ensure the best possible stability. We also started creating and using a configuration file for this system.
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Neural networks made easy (Part 38): Self-Supervised Exploration via Disagreement

Neural networks made easy (Part 38): Self-Supervised Exploration via Disagreement

One of the key problems within reinforcement learning is environmental exploration. Previously, we have already seen the research method based on Intrinsic Curiosity. Today I propose to look at another algorithm: Exploration via Disagreement.
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Developing an MQTT client for MetaTrader 5: a TDD approach — Part 3

Developing an MQTT client for MetaTrader 5: a TDD approach — Part 3

This article is the third part of a series describing our development steps of a native MQL5 client for the MQTT protocol. In this part, we describe in detail how we are using Test-Driven Development to implement the Operational Behavior part of the CONNECT/CONNACK packet exchange. At the end of this step, our client MUST be able to behave appropriately when dealing with any of the possible server outcomes from a connection attempt.
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Category Theory in MQL5 (Part 21): Natural Transformations with LDA

Category Theory in MQL5 (Part 21): Natural Transformations with LDA

This article, the 21st in our series, continues with a look at Natural Transformations and how they can be implemented using linear discriminant analysis. We present applications of this in a signal class format, like in the previous article.
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Estimate future performance with confidence intervals

Estimate future performance with confidence intervals

In this article we delve into the application of boostrapping techniques as a means to estimate the future performance of an automated strategy.
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Evaluating ONNX models using regression metrics

Evaluating ONNX models using regression metrics

Regression is a task of predicting a real value from an unlabeled example. The so-called regression metrics are used to assess the accuracy of regression model predictions.
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Category Theory in MQL5 (Part 20): A detour to Self-Attention and the Transformer

Category Theory in MQL5 (Part 20): A detour to Self-Attention and the Transformer

We digress in our series by pondering at part of the algorithm to chatGPT. Are there any similarities or concepts borrowed from natural transformations? We attempt to answer these and other questions in a fun piece, with our code in a signal class format.
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Developing an MQTT client for MetaTrader 5: a TDD approach — Part 2

Developing an MQTT client for MetaTrader 5: a TDD approach — Part 2

This article is part of a series describing our development steps of a native MQL5 client for the MQTT protocol. In this part we describe our code organization, the first header files and classes, and how we are writing our tests. This article also includes brief notes about the Test-Driven-Development practice and how we are applying it to this project.
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Data label for timeseries mining (Part 2):Make datasets with trend markers using Python

Data label for timeseries mining (Part 2):Make datasets with trend markers using Python

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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Developing a Replay System — Market simulation (Part 06): First improvements (I)

Developing a Replay System — Market simulation (Part 06): First improvements (I)

In this article, we will begin to stabilize the entire system, without which we might not be able to proceed to the next steps.
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Neural networks made easy (Part 37): Sparse Attention

Neural networks made easy (Part 37): Sparse Attention

In the previous article, we discussed relational models which use attention mechanisms in their architecture. One of the specific features of these models is the intensive utilization of computing resources. In this article, we will consider one of the mechanisms for reducing the number of computational operations inside the Self-Attention block. This will increase the general performance of the model.
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Elastic net regression using coordinate descent in MQL5

Elastic net regression using coordinate descent in MQL5

In this article we explore the practical implementation of elastic net regression to minimize overfitting and at the same time automatically separate useful predictors from those that have little prognostic power.
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Understanding order placement in MQL5

Understanding order placement in MQL5

When creating any trading system, there is a task we need to deal with effectively. This task is order placement or to let the created trading system deal with orders automatically because it is crucial in any trading system. So, you will find in this article most of the topics that you need to understand about this task to create your trading system in terms of order placement effectively.
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Category Theory in MQL5 (Part 19): Naturality Square Induction

Category Theory in MQL5 (Part 19): Naturality Square Induction

We continue our look at natural transformations by considering naturality square induction. Slight restraints on multicurrency implementation for experts assembled with the MQL5 wizard mean we are showcasing our data classification abilities with a script. Principle applications considered are price change classification and thus its forecasting.
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Data label for time series  mining(Part 1):Make a dataset with trend markers through the EA operation chart

Data label for time series mining(Part 1):Make a dataset with trend markers through the EA operation chart

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR

The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders an more) for more than 1 symbol pair only from one symbol chart.
DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling
DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling

DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling

In the article, we will complete the development of the horizontal scrollbar object functionality. We will also make it possible to scroll the contents of the container by moving the scrollbar slider and rotating the mouse wheel, as well as make additions to the library, taking into account the new order execution policy and new runtime error codes in MQL5.
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Category Theory in MQL5 (Part 18): Naturality Square

Category Theory in MQL5 (Part 18): Naturality Square

This article continues our series into category theory by introducing natural transformations, a key pillar within the subject. We look at the seemingly complex definition, then delve into examples and applications with this series’ ‘bread and butter’; volatility forecasting.
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Monte Carlo Permutation Tests in MetaTrader 5

Monte Carlo Permutation Tests in MetaTrader 5

In this article we take a look at how we can conduct permutation tests based on shuffled tick data on any expert advisor using only Metatrader 5.
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Developing a Replay System — Market simulation (Part 05): Adding Previews

Developing a Replay System — Market simulation (Part 05): Adding Previews

We have managed to develop a way to implement the market replay system in a realistic and accessible way. Now let's continue our project and add data to improve the replay behavior.
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Wrapping ONNX models in classes

Wrapping ONNX models in classes

Object-oriented programming enables creation of a more compact code that is easy to read and modify. Here we will have a look at the example for three ONNX models.
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OpenAI's ChatGPT features within the framework of MQL4 and MQL5 development

OpenAI's ChatGPT features within the framework of MQL4 and MQL5 development

In this article, we will fiddle around ChatGPT from OpenAI in order to understand its capabilities in terms of reducing the time and labor intensity of developing Expert Advisors, indicators and scripts. I will quickly navigate you through this technology and try to show you how to use it correctly for programming in MQL4 and MQL5.
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Testing different Moving Average types to see how insightful they are

Testing different Moving Average types to see how insightful they are

We all know the importance of the Moving Average indicator for a lot of traders. There are other Moving average types that can be useful in trading, we will identify these types in this article and make a simple comparison between each one of them and the most popular simple Moving average type to see which one can show the best results.
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Category Theory in MQL5 (Part 17): Functors and Monoids

Category Theory in MQL5 (Part 17): Functors and Monoids

This article, the final in our series to tackle functors as a subject, revisits monoids as a category. Monoids which we have already introduced in these series are used here to aid in position sizing, together with multi-layer perceptrons.
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Category Theory in MQL5 (Part 16): Functors with Multi-Layer Perceptrons

Category Theory in MQL5 (Part 16): Functors with Multi-Layer Perceptrons

This article, the 16th in our series, continues with a look at Functors and how they can be implemented using artificial neural networks. We depart from our approach so far in the series, that has involved forecasting volatility and try to implement a custom signal class for setting position entry and exit signals.
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Improve Your Trading Charts With Interactive GUI's in MQL5 (Part III): Simple Movable Trading GUI

Improve Your Trading Charts With Interactive GUI's in MQL5 (Part III): Simple Movable Trading GUI

Join us in Part III of the "Improve Your Trading Charts With Interactive GUIs in MQL5" series as we explore the integration of interactive GUIs into movable trading dashboards in MQL5. This article builds on the foundations set in Parts I and II, guiding readers to transform static trading dashboards into dynamic, movable ones.
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The RSI Deep Three Move Trading Technique

The RSI Deep Three Move Trading Technique

Presenting the RSI Deep Three Move Trading Technique in MetaTrader 5. This article is based on a new series of studies that showcase a few trading techniques based on the RSI, a technical analysis indicator used to measure the strength and momentum of a security, such as a stock, currency, or commodity.