Articles on manual and algorithmic trading in MetaTrader 5

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This category features articles on all aspects of trading - from manual to fully automatic trading, from Expert Advisor ideas to trading robot creation using the MQL5 Wizard. Position management, processing of trade events and money management - these integral parts of trading are covered in theses articles.

Learn how to copy trading signals and how to provide around-the-clock operation of Expert Advisors, how to create a trading robot and how to run MetaTrader on Linux and MacOS, what social trading is and how to order a trading robot.

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ALGLIB library optimization methods (Part I)

ALGLIB library optimization methods (Part I)

In this article, we will get acquainted with the ALGLIB library optimization methods for MQL5. The article includes simple and clear examples of using ALGLIB to solve optimization problems, which will make mastering the methods as accessible as possible. We will take a detailed look at the connection of such algorithms as BLEIC, L-BFGS and NS, and use them to solve a simple test problem.
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Developing a Replay System — Market simulation (Part 16): New class system

Developing a Replay System — Market simulation (Part 16): New class system

We need to organize our work better. The code is growing, and if this is not done now, then it will become impossible. Let's divide and conquer. MQL5 allows the use of classes which will assist in implementing this task, but for this we need to have some knowledge about classes. Probably the thing that confuses beginners the most is inheritance. In this article, we will look at how to use these mechanisms in a practical and simple 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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Eagle Strategy (ES)

Eagle Strategy (ES)

Eagle Strategy is an algorithm that mimics the eagle's two-phase hunting strategy: global search via Levy flights using Mantegna method, alternating with intense local exploitation using the firefly algorithm, a mathematically sound approach to balancing exploration and exploitation, and a bioinspired concept that combines two natural phenomena into a single computational method.
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Risk Management (Part 4): Completing the Key Class Methods

Risk Management (Part 4): Completing the Key Class Methods

This is Part 4 of our series on risk management in MQL5, where we continue exploring advanced methods for protecting and optimizing trading strategies. Having laid important foundations in earlier articles, we will now focus on completing all remaining methods postponed in Part 3, including functions for checking whether specific profit or loss levels have been reached. In addition, we will introduce new key events that enable more accurate and flexible risk management.
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Capital management in trading and the trader's home accounting program with a database

Capital management in trading and the trader's home accounting program with a database

How can a trader manage capital? How can a trader and investor keep track of expenses, income, assets, and liabilities? I am not just going to introduce you to accounting software; I am going to show you a tool that might become your reliable financial navigator in the stormy sea of trading.
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Hidden Markov Models in Machine Learning-Based Trading Systems

Hidden Markov Models in Machine Learning-Based Trading Systems

Hidden Markov Models (HMMs) are a powerful class of probabilistic models designed to analyze sequential data, where observed events depend on some sequence of unobserved (hidden) states that form a Markov process. The main assumptions of HMM include the Markov property for hidden states, meaning that the probability of transition to the next state depends only on the current state, and the independence of observations given knowledge of the current hidden state.
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Animal Migration Optimization (AMO) algorithm

Animal Migration Optimization (AMO) algorithm

The article is devoted to the AMO algorithm, which models the seasonal migration of animals in search of optimal conditions for life and reproduction. The main features of AMO include the use of topological neighborhood and a probabilistic update mechanism, which makes it easy to implement and flexible for various optimization tasks.
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Tabu Search (TS)

Tabu Search (TS)

The article discusses the Tabu Search algorithm, one of the first and most well-known metaheuristic methods. We will go through the algorithm operation in detail, starting with choosing an initial solution and exploring neighboring options, with an emphasis on using a tabu list. The article covers the key aspects of the algorithm and its features.
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Integrating MQL5 with Data Processing Packages (Part 6): Merging Market Feedback with Model Adaptation

Integrating MQL5 with Data Processing Packages (Part 6): Merging Market Feedback with Model Adaptation

In this part, we focus on how to merge real-time market feedback—such as live trade outcomes, volatility changes, and liquidity shifts—with adaptive model learning to maintain a responsive and self-improving trading system.
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Position Management: Safe Pyramiding with a Unified Stop in MQL5

Position Management: Safe Pyramiding with a Unified Stop in MQL5

This article presents CPyramidEngine, a reusable MQL5 class that adds disciplined pyramiding to any Expert Advisor with about six lines of integration. The engine enforces three constraints: strictly decreasing lot sizes, a single unified stop that advances after each add-on, and broker-level validation of every modification. It explains common failure modes in naive implementations and shows how to keep total account risk quantifiable and controlled as positions are added.
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African Buffalo Optimization (ABO)

African Buffalo Optimization (ABO)

The article presents the African Buffalo Optimization (ABO) algorithm, a metaheuristic approach developed in 2015 based on the unique behavior of these animals. The article describes in detail the stages of the algorithm implementation and its efficiency in finding solutions to complex problems, which makes it a valuable tool in the field of optimization.
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Using the MQL5 Economic Calendar for News Filter (Part 3): Surviving Terminal Restarts During News Window

Using the MQL5 Economic Calendar for News Filter (Part 3): Surviving Terminal Restarts During News Window

The article introduces a restart-safe storage model for news-time stop removal. Suspension state and original SL/TP per position are written to terminal global variables, reconstructed on OnInit, and cleaned after restoration. This lets the EA resume an active suspension window after recompiles or restarts and restore stops only when the news window ends.
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Battle Royale Optimizer (BRO)

Battle Royale Optimizer (BRO)

The article explores the Battle Royale Optimizer algorithm — a metaheuristic in which solutions compete with their nearest neighbors, accumulate “damage,” are replaced when a threshold is exceeded, and periodically shrink the search space around the current best solution. It presents both pseudocode and an MQL5 implementation of the CAOBRO class, including neighbor search, movement toward the best solution, and an adaptive delta interval. Test results on the Hilly, Forest, and Megacity functions highlight the strengths and limitations of the approach. The reader is provided with a ready-to-use foundation for experimentation and tuning key parameters such as popSize and maxDamage.
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Central Force Optimization (CFO) algorithm

Central Force Optimization (CFO) algorithm

The article presents the Central Force Optimization (CFO) algorithm inspired by the laws of gravity. It explores how principles of physical attraction can solve optimization problems where "heavier" solutions attract less successful counterparts.
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Artificial Tribe Algorithm (ATA)

Artificial Tribe Algorithm (ATA)

The article provides a detailed discussion of the key components and innovations of the ATA optimization algorithm, which is an evolutionary method with a unique dual behavior system that adapts depending on the situation. ATA combines individual and social learning while using crossover for explorations and migration to find solutions when stuck in local optima.
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Neuroboids Optimization Algorithm 2 (NOA2)

Neuroboids Optimization Algorithm 2 (NOA2)

The new proprietary optimization algorithm NOA2 (Neuroboids Optimization Algorithm 2) combines the principles of swarm intelligence with neural control. NOA2 combines the mechanics of a neuroboid swarm with an adaptive neural system that allows agents to self-correct their behavior while searching for the optimum. The algorithm is under active development and demonstrates potential for solving complex optimization problems.
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Chaos optimization algorithm (COA): Continued

Chaos optimization algorithm (COA): Continued

We continue studying the chaotic optimization algorithm. The second part of the article deals with the practical aspects of the algorithm implementation, its testing and conclusions.
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Camel Algorithm (CA)

Camel Algorithm (CA)

The Camel Algorithm, developed in 2016, simulates the behavior of camels in the desert to solve optimization problems, taking into account temperature, supply, and endurance. This article also presents a modified version of the algorithm (CAm) with key improvements: the use of a Gaussian distribution in generating solutions and the optimization of the oasis effect parameters.
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The Power of MetaTrader 5: From Step-by-Step Debugging to EX5 Protection in a Unified Environment

The Power of MetaTrader 5: From Step-by-Step Debugging to EX5 Protection in a Unified Environment

This article examines a comprehensive approach to developing trading algorithms: from project setup and logic debugging to protecting the finished product. We will explore MetaEditor's built-in tools, including step-by-step debugging using real ticks, performance profiling, and direct integration with C++ DLLs to speed up calculations. The article also explains how to protect intellectual property using MQL5 Cloud Protector. The application of the described techniques will transform Expert Advisor development from a chaotic search for solutions into a systematic process, significantly reducing the time required to develop a strategy.
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Neuroboids Optimization Algorithm (NOA)

Neuroboids Optimization Algorithm (NOA)

A new bioinspired optimization metaheuristic, NOA (Neuroboids Optimization Algorithm), combines the principles of collective intelligence and neural networks. Unlike conventional methods, the algorithm uses a population of self-learning "neuroboids", each with its own neural network that adapts its search strategy in real time. The article reveals the architecture of the algorithm, the mechanisms of self-learning of agents, and the prospects for applying this hybrid approach to complex optimization problems.
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Bacterial Chemotaxis Optimization (BCO)

Bacterial Chemotaxis Optimization (BCO)

The article presents the original version of the Bacterial Chemotaxis Optimization (BCO) algorithm and its modified version. We will take a closer look at all the differences, with a special focus on the new version of BCOm, which simplifies the bacterial movement mechanism, reduces the dependence on positional history, and uses simpler math than the computationally heavy original version. We will also conduct the tests and summarize the results.
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3D Visualization Without External Libraries: How MetaTrader 5 Reveals Optimization Results via MQL5 + DX11

3D Visualization Without External Libraries: How MetaTrader 5 Reveals Optimization Results via MQL5 + DX11

The article describes the practical application of DirectX 11 and built-in MQL5 tools for creating 3D visualizations and interactive interfaces in MetaTrader 5. The focus is on cognitive efficiency - the ability of 3D charts and guided scenes to help in understanding optimization data, liquidity clusters, and multi-dimensional trading scenarios. The basics of the DX pipeline, working with shaders, binding mouse and keyboard events, and objective technological limitations are discussed in detail. The article is intended for MQL5 developers and algorithmic traders who are ready to transform strategy metrics into understandable 3D analytical landscapes, where the visual layer accelerates decision-making.
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Using the MQL5 Economic Calendar for News Filter (Part 4): Accurate Backtesting with Static Data

Using the MQL5 Economic Calendar for News Filter (Part 4): Accurate Backtesting with Static Data

This article implements a static, CSV-based news source for the Strategy Tester, so historical economic news events can be preloaded and queried during backtesting. It replaces live calendar calls in tester mode with a fast in-memory search, preserves the live logic for trading, and delivers deterministic, repeatable results with explicit control over included events, enabling reliable validation of news-aware filters, stop suspension, and trade-blocking rules.
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Creating a Trading Administrator Panel in MQL5 (Part VII): Trusted User, Recovery and Cryptography

Creating a Trading Administrator Panel in MQL5 (Part VII): Trusted User, Recovery and Cryptography

Security prompts, such as those triggered every time you refresh the chart, add a new pair to the chat with the Admin Panel EA, or restart the terminal, can become tedious. In this discussion, we will explore and implement a feature that tracks the number of login attempts to identify a trusted user. After a set number of failed attempts, the application will transition to an advanced login procedure, which also facilitates passcode recovery for users who may have forgotten it. Additionally, we will cover how cryptography can be effectively integrated into the Admin Panel to enhance security.
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Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine

Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine

Let's discuss how we can make our Expert Advisors speech‑capable using text‑to‑speech technology, partnering Python and MQL5. After reading this article, you will walk away with a working example of an EA that speaks dynamic market information. You will master the application of TTS, the WebRequest function, and learn how Python libraries integrate with the MQL5 language to create a truly voice‑aware trading tool.
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Artificial Showering Algorithm (ASHA)

Artificial Showering Algorithm (ASHA)

The article presents the Artificial Showering Algorithm (ASHA), a new metaheuristic method developed for solving general optimization problems. Based on simulation of water flow and accumulation processes, this algorithm constructs the concept of an ideal field, in which each unit of resource (water) is called upon to find an optimal solution. We will find out how ASHA adapts flow and accumulation principles to efficiently allocate resources in a search space, and see its implementation and test results.
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The MQL5 Standard Library Explorer (Part 11): How to Build a Matrix-Based Market Structure Indicator in MQL5

The MQL5 Standard Library Explorer (Part 11): How to Build a Matrix-Based Market Structure Indicator in MQL5

Learn to engineer an MQL5 indicator that converts trend, momentum, and volatility into a single raw score using a matrix.mqh (ALGLIB). The article covers a separate‑window oscillator to validate the core mathematics, then a main‑chart indicator that plots non‑repainting buy/sell arrows when the score crosses user‑defined thresholds. An optional long‑term EMA filter, a minimum‑bar cooldown, and built‑in alerts make the tool practical for live trading.
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MQL5 Trading Tools (Part 17): Exploring Vector-Based Rounded Rectangles and Triangles

MQL5 Trading Tools (Part 17): Exploring Vector-Based Rounded Rectangles and Triangles

In this article, we explore vector-based methods for drawing rounded rectangles and triangles in MQL5 using canvas, with supersampling for anti-aliased rendering. We implement scanline filling, geometric precomputations for arcs and tangents, and border drawing to create smooth, customizable shapes. This approach lays the groundwork for modern UI elements in future trading tools, supporting inputs for sizes, radii, borders, and opacities.
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MQL5 Wizard Techniques you should know (Part 23): CNNs

MQL5 Wizard Techniques you should know (Part 23): CNNs

Convolutional Neural Networks are another machine learning algorithm that tend to specialize in decomposing multi-dimensioned data sets into key constituent parts. We look at how this is typically achieved and explore a possible application for traders in another MQL5 wizard signal class.
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Deterministic Oscillatory Search (DOS)

Deterministic Oscillatory Search (DOS)

Deterministic Oscillatory Search (DOS) algorithm is an innovative global optimization method that combines the advantages of gradient and swarm algorithms without the use of random numbers. The fitness oscillation and slope mechanism allows DOS to explore complex search spaces in a deterministic manner.
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The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor

The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor

In this discussion, we follow up on the previously developed multi-signal Expert Advisor with the objective of exploring and applying available optimization methods. The aim is to determine whether the trading performance of the EA can be meaningfully improved through systematic optimization based on historical data.
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Atmosphere Clouds Model Optimization (ACMO): Practice

Atmosphere Clouds Model Optimization (ACMO): Practice

In this article, we will continue diving into the implementation of the ACMO (Atmospheric Cloud Model Optimization) algorithm. In particular, we will discuss two key aspects: the movement of clouds into low-pressure regions and the rain simulation, including the initialization of droplets and their distribution among clouds. We will also look at other methods that play an important role in managing the state of clouds and ensuring their interaction with the environment.
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MQL5 Trading Tools (Part 15): Canvas Blur Effects, Shadow Rendering, and Smooth Mouse Wheel Scrolling

MQL5 Trading Tools (Part 15): Canvas Blur Effects, Shadow Rendering, and Smooth Mouse Wheel Scrolling

In this article, we enhance the MQL5 canvas dashboard with advanced visual effects, including blur gradients for fog overlays, shadow rendering for headers, and antialiased drawing for smoother lines and curves. We add smooth mouse wheel scrolling to the text panel that does not interfere with the chart zoom scale, technically an upgrade.
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Implementing Practical Modules from Other Languages in MQL5 (Part 05): The Logging module from Python, Log Like a Pro

Implementing Practical Modules from Other Languages in MQL5 (Part 05): The Logging module from Python, Log Like a Pro

Integrating Python's logging module with MQL5 empowers traders with a systematic logging approach, simplifying the process of monitoring, debugging, and documenting trading activities. This article explains the adaptation process, offering traders a powerful tool for maintaining clarity and organization in trading software development.
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Data Science and ML (Part 48): Are Transformers a Big Deal for Trading?

Data Science and ML (Part 48): Are Transformers a Big Deal for Trading?

From ChatGPT to Gemini and many model AI tools for text, image, and video generation. Transformers have rocked the AI-world. But, are they applicable in the financial (trading) space? Let's find out.
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MQL5 Trading Tools (Part 18): Rounded Speech Bubbles/Balloons with Orientation Control

MQL5 Trading Tools (Part 18): Rounded Speech Bubbles/Balloons with Orientation Control

This article shows how to build rounded speech bubbles in MQL5 by combining a rounded rectangle with a pointer triangle and controlling orientation (up, down, left, right). It details geometry precomputation, supersampled filling, rounded apex arcs, and segmented borders with an extension ratio for seamless joins. Readers get configurable code for size, radii, colors, opacity, and thickness, ready for alerts or tooltips in trading interfaces.
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Biogeography-Based Optimization (BBO)

Biogeography-Based Optimization (BBO)

Biogeography-Based Optimization (BBO) is an elegant global optimization method inspired by natural processes of species migration between islands within archipelagos. The algorithm is based on a simple yet powerful idea: high-quality solutions actively share their characteristics, while low-quality ones actively adopt new features, creating a natural flow of information from the best solutions to the worst. A unique adaptive mutation operator provides an excellent balance between exploration and exploitation. BBO demonstrates high efficiency on a variety of tasks.
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Detecting and Classifying Fractal Patterns Using Machine Learning

Detecting and Classifying Fractal Patterns Using Machine Learning

In this article, we will touch upon the intriguing topic of fractal analysis and market forecasting using machine learning. These are just the first steps towards exploring the diverse fractal structures that form on financial price charts. We will use the correlation to find patterns and the CatBoost algorithm to classify these patterns.
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Overcoming Accessibility Problems in MQL5 Trading Tools (Part I): How to Add Contextual Voice Alerts in MQL5 Indicators

Overcoming Accessibility Problems in MQL5 Trading Tools (Part I): How to Add Contextual Voice Alerts in MQL5 Indicators

This article explores an accessibility-focused enhancement that goes beyond default terminal alerts by leveraging MQL5 resource management to deliver contextual voice feedback. Instead of generic tones, the indicator communicates what has occurred and why, allowing traders to understand market events without relying solely on visual observation. This approach is especially valuable for visually impaired traders, but it also benefits busy or multitasking users who prefer hands-free interaction.