MQL4 and MQL5 Programming Articles

Learn how to create advanced visualizations in MetaTrader 5 using a Matplotlib-like API from MQL5 while Python handles rendering. We implement key chart types—scatter, bar, horizontal bar, histogram, pie, and hexbin—and show how to control axes, legends, colorbars, and styles. The result is a consistent workflow for exploring trading and financial datasets.

We build a volume profile heatmap indicator in MQL5 that bins window volume into uniform price levels and paints each bar as a column of colored cells behind the candles. We cover binning, heat coloring, the side profile, the point-of-control and value-area lines, and the liquidity readouts, with every level published to buffers. The result is a map of dense bands and thin gaps, showing how much traded volume sits above and below the current price.

The article examines the architecture of an Expert Advisor based on a cellular automaton with 10,000 adaptive parameters and an independent binary predictor with a 10-bar prediction horizon. The article demonstrates a three-level online learning process, the evolution of strategies, and validation using a ring buffer and a confusion matrix. The input parameters are reduced to Magic Number, while trading settings are calculated from ATR and five genomes. The EURUSD H1 test yielded an approximate hit rate of 58%, compared to roughly 51% for the fixed MLP.

In this article, I will try to explain as simply and clearly as possible one of the most controversial issues that arises when discussing neural networks: how to find the best possible point, or the minimum of the loss function. I'll show you the difference between linear regression and gradient descent. Both methods are fairly simple and serve as examples of how the path that seems obvious isn't always the best one.

The article presents CPdfBuffer and CPdfWriter, a minimal MQL5 pair that derives all offsets from the output buffer instead of hand-maintaining numbers. CPdfWriter records object starts, writes a fixed-width cross-reference table and trailer, and ensures structural consistency. The result passes Part 2's validator, and a ready-to-use script converts arbitrary text to a paginated PDF.

In this article, I will try to show you, dear reader, that things are not always what they seem. We often tend to think that everything is arranged in a certain way, even though we may end up believing something that isn't necessarily true. Neural networks are undoubtedly one of the most interesting topics, whether viewed from the perspectives of mathematics, electronics, or software. Contrary to what many people believe or claim, neural networks are neither a problem nor a definitive solution. This is just one area of research where we should continue to delve deeper and explore what goes on behind the scenes.

This part finishes the geometry layer: arcs use a sagitta‑based angular step tied to the pixel tolerance, so segment counts are computed, not guessed. The path gains ArcTo, AddCircle, AddEllipse and AddRoundRect with per‑corner radii, enabling common UI shapes such as tabs, pills, badges, rings, gauges and donut wedges.

This article models position exits as an American option and implements the Longstaff–Schwartz least‑squares Monte Carlo in native MQL5. The engine calibrates drift and volatility from recent returns, simulates forward price paths, and uses backward induction to compare immediate exercise to continuation. It integrates into an EA with hard time and price backstops and a live indicator, and is tested on four symbol/timeframe combinations with mixed, reproducible Strategy Tester results.

Prop-firm accounts operate under a second rulebook that MetaTrader 5 does not model. This first part builds the observation layer: a per-pass frozen account snapshot read by every rule, a verdict record that reports without acting, explicit enable flags in the profile, and a session clock aligned to the firm's reset time. The result is a reproducible pass that prevents cascading effects and prepares the ground for safe decisions in Part 2.

We build a Python reader that attaches to the MetaTrader 5 shared memory segment, reproduces the Arrow columnar layout, and constructs ArrowArray/ArrowSchema via ctypes so pyarrow imports ticks without copying. The code honors the three-way schema contract and the seqlock generation counter to read consistent batches. A standalone benchmark verifies performance against a legacy per-field struct.unpack path with real numbers.

In the previous article, we looked at an example of implementing a class in MQL5 to provide basic support. Its purpose is specifically to allow SQL code to be stored in a separate script file. This way, we won't need to write the same SQL statements as string literals in the MQL5 source code. Although this solution is functional, there are some aspects of it that we can and should improve.

Although many people believe that we can easily embed SQL code into other code, this is usually not the case. The reason is that the SQL code is included in the executable as a string. Embedding SQL code as a string, while not a problem for small snippets, can ultimately cause us quite a few headaches.

This article implements a path-dependent volatility model in MQL5 that keeps the sign of returns. The engine uses two-timescale EWMA kernels (four accumulators) to form activity and trend features, with closed-form coefficients and a lightweight kernel search. We provide a calibration workflow and an indicator that plots the decomposition, then test out of sample against EWMA and GARCH on multiple symbols. Results show clear gains on equity indicators and minimal gains on FX.

This article implements the Probability of Backtest Overfitting in MQL5 with Combinatorially Symmetric Cross-Validation. It shows how to build the bar-by-bar returns matrix of a parameter grid, aggregate it by blocks and rank the in-sample winner out-of-sample across every split of the history. You get a single probability that this winner ends up in the lower half of the grid out-of-sample, along with the MQL5 code to compute it on your own optimizations.