MQL4 and 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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Risk and capital management using Expert Advisors

Risk and capital management using Expert Advisors

This article is about what you can not see in a backtest report, what you should expect using automated trading software, how to manage your money if you are using expert advisors, and how to cover a significant loss to remain in the trading activity when you are using automated procedures.
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Neural networks made easy (Part 20): Autoencoders

Neural networks made easy (Part 20): Autoencoders

We continue to study unsupervised learning algorithms. Some readers might have questions regarding the relevance of recent publications to the topic of neural networks. In this new article, we get back to studying neural networks.
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Learn how to design a trading system by Accelerator Oscillator

Learn how to design a trading system by Accelerator Oscillator

A new article from our series about how to create simple trading systems by the most popular technical indicators. We will learn about a new one which is the Accelerator Oscillator indicator and we will learn how to design a trading system using it.
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MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.
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Matrix and Vector operations in MQL5

Matrix and Vector operations in MQL5

Matrices and vectors have been introduced in MQL5 for efficient operations with mathematical solutions. The new types offer built-in methods for creating concise and understandable code that is close to mathematical notation. Arrays provide extensive capabilities, but there are many cases in which matrices are much more efficient.
Learn how to design a trading system by DeMarker
Learn how to design a trading system by DeMarker

Learn how to design a trading system by DeMarker

Here is a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will present how to create a trading system by the DeMarker indicator.
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Neural networks made easy (Part 19): Association rules using MQL5

Neural networks made easy (Part 19): Association rules using MQL5

We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.
Learn how to design a trading system by VIDYA
Learn how to design a trading system by VIDYA

Learn how to design a trading system by VIDYA

Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).
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Neural networks made easy (Part 18): Association rules

Neural networks made easy (Part 18): Association rules

As a continuation of this series of articles, let's consider another type of problems within unsupervised learning methods: mining association rules. This problem type was first used in retail, namely supermarkets, to analyze market baskets. In this article, we will talk about the applicability of such algorithms in trading.
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Learn how to design a trading system by Bull's Power

Learn how to design a trading system by Bull's Power

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator as we will learn in this article about a new technical indicator and how we can design a trading system by it and this indicator is the Bull's Power indicator.
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Learn how to design a trading system by Bear's Power

Learn how to design a trading system by Bear's Power

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator here is a new article about learning how to design a trading system by Bear's Power technical indicator.
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Learn how to design a trading system by Force Index

Learn how to design a trading system by Force Index

Welcome to a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will learn about a new technical indicator and how to create a trading system using the Force Index indicator.
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Complex indicators made easy using objects

Complex indicators made easy using objects

This article provides a method to create complex indicators while also avoiding the problems that arise when dealing with multiple plots, buffers and/or combining data from multiple sources.
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Neural networks made easy (Part 17): Dimensionality reduction

Neural networks made easy (Part 17): Dimensionality reduction

In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.
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Learn how to design a trading system by Chaikin Oscillator

Learn how to design a trading system by Chaikin Oscillator

Welcome to our new article from our series about learning how to design a trading system by the most popular technical indicator. Through this new article, we will learn how to design a trading system by the Chaikin Oscillator indicator.
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Data Science and Machine Learning (Part 06): Gradient Descent

Data Science and Machine Learning (Part 06): Gradient Descent

The gradient descent plays a significant role in training neural networks and many machine learning algorithms. It is a quick and intelligent algorithm despite its impressive work it is still misunderstood by a lot of data scientists let's see what it is all about.
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Automated grid trading using limit orders on Moscow Exchange (MOEX)

Automated grid trading using limit orders on Moscow Exchange (MOEX)

The article considers the development of an MQL5 Expert Advisor (EA) for MetaTrader 5 aimed at working on MOEX. The EA is to follow a grid strategy while trading on MOEX using MetaTrader 5 terminal. The EA involves closing positions by stop loss and take profit, as well as removing pending orders in case of certain market conditions.
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The price movement model and its main provisions (Part 1): The simplest model version and its applications

The price movement model and its main provisions (Part 1): The simplest model version and its applications

The article provides the foundations of a mathematically rigorous price movement and market functioning theory. Up to the present, we have not had any mathematically rigorous price movement theory. Instead, we have had to deal with experience-based assumptions stating that the price moves in a certain way after a certain pattern. Of course, these assumptions have been supported neither by statistics, nor by theory.
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Learn how to design a trading system by Standard Deviation

Learn how to design a trading system by Standard Deviation

Here is a new article in our series about how to design a trading system by the most popular technical indicators in MetaTrader 5 trading platform. In this new article, we will learn how to design a trading system by Standard Deviation indicator.
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DoEasy. Controls (Part 7): Text label control

DoEasy. Controls (Part 7): Text label control

In the current article, I will create the class of the WinForms text label control object. Such an object will have the ability to position its container anywhere, while its own functionality will repeat the functionality of the MS Visual Studio text label. We will be able to set font parameters for a displayed text.