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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Automating Classic Market Methods in MQL5 (Part 8): Ed Seykota's Trend Following System

Automating Classic Market Methods in MQL5 (Part 8): Ed Seykota's Trend Following System

The article presents a full MQL5 implementation of a multi-symbol trend system: dual EMA crossovers for entries, ADX to avoid ranges, ATR to normalize position size, and a heat monitor to cap total portfolio risk. We explain the architecture, calculation details, and entry/exit logic on daily bars. The result is a practical EA template for systematic, risk-aware portfolio trading.
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Developing a Multi-Currency Expert Advisor (Part 31): Secrets of the Optimization Project Creation Step (I)

Developing a Multi-Currency Expert Advisor (Part 31): Secrets of the Optimization Project Creation Step (I)

The article examines two practical aspects of the Adwizard-based optimization pipeline: diagnostics and recovery after failures when generating the final Expert Advisor database, as well as preliminary selection of strategy parameter ranges before project creation. It is shown how analyzing the stages/jobs/tasks tables in SQLite and restarting stages based on their statuses help restore the process, while trial optimization narrows the search space, eliminates redundant parameters, and reduces the risk of getting stuck at local maxima.
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Building a News Filter Engine in MQL5 Using a Local Economic Calendar File

Building a News Filter Engine in MQL5 Using a Local Economic Calendar File

A file-based news filter for MQL5 reads a pre-downloaded Forex Factory CSV from MQL5/Files, avoiding fragile web scraping and paid APIs. It provides a modular CNewsFilter with a quote-aware CSV parser, suffix-robust currency extraction, an inclusive time-window checker with clear block reasons, and chart zones for today's events. A demo EA and assertion tests help you integrate and verify offline filtering around scheduled releases.
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Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (Conclusion)

Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (Conclusion)

The article describes a practical implementation of the HimNet framework based on MQL5, ready for integration into automated trading. We demonstrate how heterogeneity-adapted meta-parameters transform the model into a universal tool capable of handling fluctuating volatility.
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Market Simulation: Position View (XIX)

Market Simulation: Position View (XIX)

One of the issues that bothered me the most was that the `C_ElementsTrade` class contains code for accessing positions. Don't take this as a mistake, because it really isn't one. However, this increases the risk of errors in some of the tasks we will need to handle later. All work on implementing the position indicator was carried out with a view to its use in the replay/simulation service. However, when running in this environment, we will have no access to actual positions. Consequently, any call to the MQL5 library intended to retrieve position data will have no effect in this environment.
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Defining your Edge (Part 6): Harnessing Fourier Transform and a Spiking Neural Network in an Expert Advisor

Defining your Edge (Part 6): Harnessing Fourier Transform and a Spiking Neural Network in an Expert Advisor

Article revisits Trading Robot that merged Discrete Fourier Transform with Leaky Integrate-and-Fire Spiking Neural Network. Evaluation is made over the seven operating modes with different symbols, timeframes, and test windows. We use two-thirds of the test window to optimize while the one-third does a forward walk run. This study tries to detail parameter interactions, input scaling, gating effects, and outlines practical checks that include rolling windows, frozen inputs, and others. The goal remains identifying settings worth further testing or paper trading.
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Developing a Reusable Dynamic Volatility Trailing Stop Engine in MQL5

Developing a Reusable Dynamic Volatility Trailing Stop Engine in MQL5

This article presents a modular, object-oriented volatility trailing stop engine for MQL5 packaged as a reusable include class, it calculates dynamic stop-loss levels using a True Range average filter on closed bars, supports step-based trailing, includes a visual diagnostic indicator, and provides an Expert Advisor execution template.
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Building AI-Powered Trading Systems in MQL5 (Part 10): A Resolution-Independent Vector Icon System

Building AI-Powered Trading Systems in MQL5 (Part 10): A Resolution-Independent Vector Icon System

We replace the embedded bitmap icons in our MQL5 canvas interface with a resolution-independent vector icon system. A small set of anti-aliased primitives (strokes, discs, rings, rounded rectangles, and polygons) draws every logo and sidebar glyph procedurally, then plugs into the header, sidebar, and theme toggle. You get smaller builds, theme-aware recoloring, and icons that stay sharp at any size.
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Python-MetaTrader 5 Strategy Tester (Part 06): MQL5-Style Backtesting for Python Expert Advisors

Python-MetaTrader 5 Strategy Tester (Part 06): MQL5-Style Backtesting for Python Expert Advisors

Code and build Python-based trading robots just like MQL5 Expert Advisors (EAs). In this article, we develop a Python-based replica of the MetaTrader 5 Python package, providing methods that closely resemble those of MetaTrader 5 during simulation. This allows us to backtest Python EAs in a simplified environment, using an approach similar to developing and testing Expert Advisors in MQL5.
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Developing a Multi-Currency Expert Advisor (Part 32): Secrets of the Optimization Project Creation Step (II)

Developing a Multi-Currency Expert Advisor (Part 32): Secrets of the Optimization Project Creation Step (II)

The article discusses the parameters of the second stage of the automatic optimization pipeline for a multi-currency Expert Advisor. We analyze the criteria for filtering first-stage passes and the rules for forming groups of trading strategies. The article demonstrates how settings affect optimization results, discusses aspects of process reliability, and examines the balance between selection strictness and having enough candidates for the algorithm.
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Market Simulation: Unity Is Strength (III)

Market Simulation: Unity Is Strength (III)

In this article, I will present our system for simulating market operations. Although everything is practically finished, there are still a few things to implement and a few changes to make. However, I have to admit that, after everything we've already developed, I'm tired of still being stuck on implementing this system.