Articles on trading system automation in MQL5

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Read articles on the trading systems with a wide variety of ideas at the core. Learn how to use statistical methods and patterns on candlestick charts, how to filter signals and where to use semaphore indicators.

The MQL5 Wizard will help you create robots without programming to quickly check your trading ideas. Use the Wizard to learn about genetic algorithms.

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Neural networks made easy (Part 46): Goal-conditioned reinforcement learning (GCRL)

Neural networks made easy (Part 46): Goal-conditioned reinforcement learning (GCRL)

In this article, we will have a look at yet another reinforcement learning approach. It is called goal-conditioned reinforcement learning (GCRL). In this approach, an agent is trained to achieve different goals in specific scenarios.
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Archery Algorithm (AA)

Archery Algorithm (AA)

The article takes a detailed look at the archery-inspired optimization algorithm, with an emphasis on using the roulette method as a mechanism for selecting promising areas for "arrows". The method allows evaluating the quality of solutions and selecting the most promising positions for further study.
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Building AI-Powered Trading Systems in MQL5 (Part 8): UI Polish with Animations, Timing Metrics, and Response Management Tools

Building AI-Powered Trading Systems in MQL5 (Part 8): UI Polish with Animations, Timing Metrics, and Response Management Tools

In this article, we enhance the AI-powered trading system in MQL5 with user interface improvements, including loading animations for request preparation and thinking phases, as well as timing metrics displayed in responses for better feedback. We add response management tools like regenerate buttons to re-query the AI and export options to save the last response to a file, streamlining interaction.
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Developing a multi-currency Expert Advisor (Part 6): Automating the selection of an instance group

Developing a multi-currency Expert Advisor (Part 6): Automating the selection of an instance group

After optimizing the trading strategy, we receive sets of parameters. We can use them to create several instances of trading strategies combined in one EA. Previously, we did this manually. Here we will try to automate this process.
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Building A Candlestick Trend Constraint Model (Part 4): Customizing Display Style For Each Trend Wave

Building A Candlestick Trend Constraint Model (Part 4): Customizing Display Style For Each Trend Wave

In this article, we will explore the capabilities of the powerful MQL5 language in drawing various indicator styles on Meta Trader 5. We will also look at scripts and how they can be used in our model.
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Integrating Computer Vision into Trading in MQL5 (Part 1): Creating Basic Functions

Integrating Computer Vision into Trading in MQL5 (Part 1): Creating Basic Functions

The EURUSD forecasting system with the use of computer vision and deep learning. Learn how convolutional neural networks can recognize complex price patterns in the foreign exchange market and predict exchange rate movements with up to 54% accuracy. The article shares the methodology for creating an algorithm that uses artificial intelligence technologies for visual analysis of charts instead of traditional technical indicators. The author demonstrates the process of transforming price data into "images", their processing by a neural network, and a unique opportunity to peer into the "consciousness" of AI through activation maps and attention heatmaps. Practical Python code using the MetaTrader 5 library allows readers to reproduce the system and apply it in their own trading.
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Creating a Trading Administrator Panel in MQL5 (Part II): Enhancing Responsiveness and Quick Messaging

Creating a Trading Administrator Panel in MQL5 (Part II): Enhancing Responsiveness and Quick Messaging

In this article, we will enhance the responsiveness of the Admin Panel that we previously created. Additionally, we will explore the significance of quick messaging in the context of trading signals.
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Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)

Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)

In this article, I propose to look at the issue of building a trading strategy from a different angle. We will not predict future price movements, but will try to build a trading system based on the analysis of historical data.
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Price Action Analysis Toolkit Development (Part 59): Using Geometric Asymmetry to Identify Precision Breakouts from Fractal Consolidation

Price Action Analysis Toolkit Development (Part 59): Using Geometric Asymmetry to Identify Precision Breakouts from Fractal Consolidation

While studying a wide range of breakout setups, I noticed that failed breakouts were rarely caused by a lack of volatility, but more often by weak internal structure. That observation led to the framework presented in this article. The approach identifies patterns where the final price leg shows superior length, steepness, and speed—clear signs of momentum accumulation ahead of directional expansion. By detecting these subtle geometric imbalances within consolidation, traders can anticipate higher-probability breakouts before price exits the range. Continue reading to see how this fractal-based, geometric framework translates structural imbalance into precise breakout signals.
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Forex Arbitrage Trading: A Matrix Trading System for Return to Fair Value with Risk Control

Forex Arbitrage Trading: A Matrix Trading System for Return to Fair Value with Risk Control

The article contains a detailed description of the cross-rate calculation algorithm, a visualization of the imbalance matrix, and recommendations for optimally setting the MinDiscrepancy and MaxRisk parameters for efficient trading. The system automatically calculates the "fair value" of each currency pair using cross rates, generating buy signals in case of negative deviations and sell signals in case of positive ones.
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Exploring Machine Learning in Unidirectional Trend Trading Using Gold as a Case Study

Exploring Machine Learning in Unidirectional Trend Trading Using Gold as a Case Study

This article discusses an approach to trading only in the chosen direction (buy or sell). For this purpose, the technique of causal inference and machine learning are used.
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Custom Indicator: Plotting Partial Entry, Exit and Reversal Deals for Netting Accounts

Custom Indicator: Plotting Partial Entry, Exit and Reversal Deals for Netting Accounts

In this article, we will look at a non-standard way of creating an indicator in MQL5. Instead of focusing on a trend or chart pattern, our goal will be to manage our own positions, including partial entries and exits. We will make extensive use of dynamic matrices and some trading functions related to trade history and open positions to indicate on the chart where these trades were made.
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Codex Pipelines: From Python to MQL5 for Indicator Selection — A Multi-Quarter Analysis of the FXI ETF

Codex Pipelines: From Python to MQL5 for Indicator Selection — A Multi-Quarter Analysis of the FXI ETF

We continue our look at how MetaTrader can be used outside its forex trading ‘comfort-zone’ by looking at another tradable asset in the form of the FXI ETF. Unlike in the last article where we tried to do ‘too-much’ by delving into not just indicator selection, but also considering indicator pattern combinations, for this article we will swim slightly upstream by focusing more on indicator selection. Our end product for this is intended as a form of pipeline that can help recommend indicators for various assets, provided we have a reasonable amount of their price history.
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Statistical Arbitrage Through Cointegrated Stocks (Part 2): Expert Advisor, Backtests, and Optimization

Statistical Arbitrage Through Cointegrated Stocks (Part 2): Expert Advisor, Backtests, and Optimization

This article presents a sample Expert Advisor implementation for trading a basket of four Nasdaq stocks. The stocks were initially filtered based on Pearson correlation tests. The filtered group was then tested for cointegration with Johansen tests. Finally, the cointegrated spread was tested for stationarity with the ADF and KPSS tests. Here we will see some notes about this process and the results of the backtests after a small optimization.
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From Novice to Expert: The Essential Journey Through MQL5 Trading

From Novice to Expert: The Essential Journey Through MQL5 Trading

Unlock your potential! You're surrounded by opportunities. Discover 3 top secrets to kickstart your MQL5 journey or take it to the next level. Let's dive into discussion of tips and tricks for beginners and pros alike.
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Automating Market Memory Zones Indicator: Where Price is Likely to Return

Automating Market Memory Zones Indicator: Where Price is Likely to Return

This article turns Market Memory Zones from a chart-only concept into a complete MQL5 Expert Advisor. It automates Displacement, Structure Transition (CHoCH), and Liquidity Sweep zones using ATR- and candle-structure filters, applies lower-timeframe confirmation, and enforces risk-based position sizing with dynamic SL and structure-based TP. You will get the code architecture for detection, entries, trade management, and visualization, plus a brief backtest review.
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Data Science and ML (Part 46): Stock Markets Forecasting Using N-BEATS in Python

Data Science and ML (Part 46): Stock Markets Forecasting Using N-BEATS in Python

N-BEATS is a revolutionary deep learning model designed for time series forecasting. It was released to surpass classical models for time series forecasting such as ARIMA, PROPHET, VAR, etc. In this article, we are going to discuss this model and use it in predicting the stock market.
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MetaTrader 5 Machine Learning Blueprint (Part 6): Engineering a Production-Grade Caching System

MetaTrader 5 Machine Learning Blueprint (Part 6): Engineering a Production-Grade Caching System

Tired of watching progress bars instead of testing trading strategies? Traditional caching fails financial ML, leaving you with lost computations and frustrating restarts. We've engineered a sophisticated caching architecture that understands the unique challenges of financial data—temporal dependencies, complex data structures, and the constant threat of look-ahead bias. Our three-layer system delivers dramatic speed improvements while automatically invalidating stale results and preventing costly data leaks. Stop waiting for computations and start iterating at the pace the markets demand.
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Developing a Replay System — Market simulation (Part 11): Birth of the SIMULATOR (I)

Developing a Replay System — Market simulation (Part 11): Birth of the SIMULATOR (I)

In order to use the data that forms the bars, we must abandon replay and start developing a simulator. We will use 1 minute bars because they offer the least amount of difficulty.
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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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Developing a Replay System — Market simulation (Part 14): Birth of the SIMULATOR (IV)

Developing a Replay System — Market simulation (Part 14): Birth of the SIMULATOR (IV)

In this article we will continue the simulator development stage. this time we will see how to effectively create a RANDOM WALK type movement. This type of movement is very intriguing because it forms the basis of everything that happens in the capital market. In addition, we will begin to understand some concepts that are fundamental to those conducting market analysis.
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Neural networks made easy (Part 45): Training state exploration skills

Neural networks made easy (Part 45): Training state exploration skills

Training useful skills without an explicit reward function is one of the main challenges in hierarchical reinforcement learning. Previously, we already got acquainted with two algorithms for solving this problem. But the question of the completeness of environmental research remains open. This article demonstrates a different approach to skill training, the use of which directly depends on the current state of the system.
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Creating an MQL5-Telegram Integrated Expert Advisor (Part 7): Command Analysis for Indicator Automation on Charts

Creating an MQL5-Telegram Integrated Expert Advisor (Part 7): Command Analysis for Indicator Automation on Charts

In this article, we explore how to integrate Telegram commands with MQL5 to automate the addition of indicators on trading charts. We cover the process of parsing user commands, executing them in MQL5, and testing the system to ensure smooth indicator-based trading
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How to Detect Round-Number Liquidity in MQL5

How to Detect Round-Number Liquidity in MQL5

The article presents an MQL5 method for detecting psychological round numbers by converting prices to strings and counting trailing zeros (ZeroSize). It outlines the theory of institutional liquidity at integers, explains the GetZeroCount logic with tick-size normalization to avoid floating‑point errors, and details hierarchical visualization. Case studies across forex, metals, and crypto, plus timeframe filters and inputs, show how to use confluence and basic risk controls in practice.
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Developing a multi-currency Expert Advisor (Part 15): Preparing EA for real trading

Developing a multi-currency Expert Advisor (Part 15): Preparing EA for real trading

As we gradually approach to obtaining a ready-made EA, we need to pay attention to issues that seem secondary at the stage of testing a trading strategy, but become important when moving on to real trading.
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Developing a Replay System — Market simulation (Part 09): Custom events

Developing a Replay System — Market simulation (Part 09): Custom events

Here we'll see how custom events are triggered and how the indicator reports the state of the replay/simulation service.
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Price Action Analysis Toolkit Development (Part 37): Sentiment Tilt Meter

Price Action Analysis Toolkit Development (Part 37): Sentiment Tilt Meter

Market sentiment is one of the most overlooked yet powerful forces influencing price movement. While most traders rely on lagging indicators or guesswork, the Sentiment Tilt Meter (STM) EA transforms raw market data into clear, visual guidance, showing whether the market is leaning bullish, bearish, or staying neutral in real-time. This makes it easier to confirm trades, avoid false entries, and time market participation more effectively.
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Python-MetaTrader 5 Strategy Tester (Part 04): Tester 101

Python-MetaTrader 5 Strategy Tester (Part 04): Tester 101

In this fascinating article, we build our very first trading robot in the simulator and run a strategy testing action that resembles how the MetaTrader 5 strategy tester works, then compare the outcome produced in a custom simulation against our favorite terminal.
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Neural networks made easy (Part 51): Behavior-Guided Actor-Critic (BAC)

Neural networks made easy (Part 51): Behavior-Guided Actor-Critic (BAC)

The last two articles considered the Soft Actor-Critic algorithm, which incorporates entropy regularization into the reward function. This approach balances environmental exploration and model exploitation, but it is only applicable to stochastic models. The current article proposes an alternative approach that is applicable to both stochastic and deterministic models.
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Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part III)

Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part III)

This part of the article series is dedicated to integrating WhatsApp with MetaTrader 5 for notifications. We have included a flow chart to simplify understanding and will discuss the importance of security measures in integration. The primary purpose of indicators is to simplify analysis through automation, and they should include notification methods for alerting users when specific conditions are met. Discover more in this article.
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Neural Networks in Trading: Controlled Segmentation (Final Part)

Neural Networks in Trading: Controlled Segmentation (Final Part)

We continue the work started in the previous article on building the RefMask3D framework using MQL5. This framework is designed to comprehensively study multimodal interaction and feature analysis in a point cloud, followed by target object identification based on a description provided in natural language.
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Neural Networks in Trading: Contrastive Pattern Transformer

Neural Networks in Trading: Contrastive Pattern Transformer

The Contrastive Transformer is designed to analyze markets both at the level of individual candlesticks and based on entire patterns. This helps improve the quality of market trend modeling. Moreover, the use of contrastive learning to align representations of candlesticks and patterns fosters self-regulation and improves the accuracy of forecasts.
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MQL5 Wizard Techniques you should know (Part 57): Supervised Learning with Moving Average and Stochastic Oscillator

MQL5 Wizard Techniques you should know (Part 57): Supervised Learning with Moving Average and Stochastic Oscillator

Moving Average and Stochastic Oscillator are very common indicators that some traders may not use a lot because of their lagging nature. In a 3-part ‘miniseries' that considers the 3 main forms of machine learning, we look to see if this bias against these indicators is justified, or they might be holding an edge. We do our examination in wizard assembled Expert Advisors.
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Developing a multi-currency Expert Advisor (Part 8): Load testing and handling a new bar

Developing a multi-currency Expert Advisor (Part 8): Load testing and handling a new bar

As we progressed, we used more and more simultaneously running instances of trading strategies in one EA. Let's try to figure out how many instances we can get to before we hit resource limitations.
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Reusing Invalidated Orderblocks As Mitigation Blocks (SMC)

Reusing Invalidated Orderblocks As Mitigation Blocks (SMC)

In this article, we explore how previously invalidated orderblocks can be reused as mitigation blocks within Smart Money Concepts (SMC). These zones reveal where institutional traders re-enter the market after a failed orderblock, providing high-probability areas for trade continuation in the dominant trend.
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Trading with the MQL5 Economic Calendar (Part 10): Draggable Dashboard and Interactive Hover Effects for Seamless News Navigation

Trading with the MQL5 Economic Calendar (Part 10): Draggable Dashboard and Interactive Hover Effects for Seamless News Navigation

In this article, we enhance the MQL5 Economic Calendar by introducing a draggable dashboard that allows us to reposition the interface for better chart visibility. We implement hover effects for buttons to improve interactivity and ensure seamless navigation with a dynamically positioned scrollbar.
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Mining Central Bank Balance Sheet Data to Get a Picture of Global Liquidity

Mining Central Bank Balance Sheet Data to Get a Picture of Global Liquidity

Mining central bank balance sheet data provides a picture of global liquidity in the Forex market and key currencies. We combine data from the Fed, ECB, BOJ and PBoC into a composite index and use machine learning to uncover hidden patterns. This approach turns raw data into real trading signals by combining fundamental and technical analysis.
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Developing a multi-currency Expert Advisor (Part 16): Impact of different quote histories on test results

Developing a multi-currency Expert Advisor (Part 16): Impact of different quote histories on test results

The EA under development is expected to show good results when trading with different brokers. But for now we have been using quotes from a MetaQuotes demo account to perform tests. Let's see if our EA is ready to work on a trading account with different quotes compared to those used during testing and optimization.
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MetaTrader tick info access from MQL5 services to Python application using sockets

MetaTrader tick info access from MQL5 services to Python application using sockets

Sometimes everything is not programmable in the MQL5 language. And even if it is possible to convert existing advanced libraries in MQL5, it would be time-consuming. This article tries to show that we can bypass Windows OS dependency by transporting tick information such as bid, ask and time with MetaTrader services to a Python application using sockets.
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Developing a Replay System (Part 76): New Chart Trade (III)

Developing a Replay System (Part 76): New Chart Trade (III)

In this article, we'll look at how the code of DispatchMessage, missing from the previous article, works. We will laso introduce the topic of the next article. For this reason, it is important to understand how this code works before moving on to the next topic. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.