MQL4 and MQL5 Programming Articles

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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Price series discretization, random component and noise

We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements

Timeseries in DoEasy library (part 49): Multi-period multi-symbol multi-buffer standard indicators

In the current article, I will improve the library classes to implement the ability to develop multi-symbol multi-period standard indicators requiring several indicator buffers to display their data

Gradient Boosting (CatBoost) in the development of trading systems. A naive approach

Training the CatBoost classifier in Python and exporting the model to mql5, as well as parsing the model parameters and a custom strategy tester. The Python language and the MetaTrader 5 library are

Using cryptography with external applications

In this article, we consider encryption/decryption of objects in MetaTrader and in external applications. Our purpose is to determine the conditions under which the same results will be obtained with

Timeseries in DoEasy library (part 48): Multi-period multi-symbol indicators on one buffer in a subwindow

The article considers an example of creating multi-symbol multi-period standard indicators using a single indicator buffer for construction and working in the indicator subwindow. I am going to

A system of voice notifications for trade events and signals

Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of

Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators

In this article, I will start developing the methods of working with standard indicators, which will ultimately allow creating multi-symbol multi-period standard indicators based on library classes

On Methods to Detect Overbought/Oversold Zones. Part I

Overbought/oversold zones characterize a certain state of the market, differentiating through weaker changes in the prices of securities. This adverse change in the synamics is pronounced most at the

Probability theory and mathematical statistics with examples (part I): Fundamentals and elementary theory

Trading is always about making decisions in the face of uncertainty. This means that the results of the decisions are not quite obvious at the time these decisions are made. This entails the

Quick Manual Trading Toolkit: Working with open positions and pending orders

In this article, we will expand the capabilities of the toolkit: we will add the ability to close trade positions upon specific conditions and will create tables for controlling market and pending

Timeseries in DoEasy library (part 46): Multi-period multi-symbol indicator buffers

In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom

Calculating mathematical expressions (Part 2). Pratt and shunting yard parsers

In this article, we consider the principles of mathematical expression parsing and evaluation using parsers based on operator precedence. We will implement Pratt and shunting-yard parser, byte-code

Timeseries in DoEasy library (part 45): Multi-period indicator buffers

In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer

Calculating mathematical expressions (Part 1). Recursive descent parsers

The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes

Quick Manual Trading Toolkit: Basic Functionality

Today, many traders switch to automated trading systems which can require additional setup or can be fully automated and ready to use. However, there is a considerable part of traders who prefer

Practical application of neural networks in trading. It's time to practice

The article provides a description and instructions for the practical use of neural network modules on the Matlab platform. It also covers the main aspects of creation of a trading system using the

Practical application of neural networks in trading

In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot

Manual charting and trading toolkit (Part I). Preparation: structure description and helper class

This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press

Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects

The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of

MQL as a Markup Tool for the Graphical Interface of MQL Programs (Part 3). Form Designer

In this paper, we are completing the description of our concept of building the window interface of MQL programs, using the structures of MQL. Specialized graphical editor will allow to interactively

Timeseries in DoEasy library (part 43): Classes of indicator buffer objects

The article considers the development of indicator buffer object classes as descendants of the abstract buffer object simplifying declaration and working with indicator buffers, while creating custom

Multicurrency monitoring of trading signals (Part 5): Composite signals

In the fifth article related to the creation of a trading signal monitor, we will consider composite signals and will implement the necessary functionality. In earlier versions, we used simple

Native Twitter Client: Part 2

A Twitter client implemented as MQL class to allow you to send tweets with photos. All you need is to include a single self contained include file and off you go to tweet all your wonderful charts and

Timeseries in DoEasy library (part 42): Abstract indicator buffer object class

In this article, we start the development of the indicator buffer classes for the DoEasy library. We will create the base class of the abstract buffer which is to be used as a foundation for the

Native Twitter Client for MT4 and MT5 without DLL

Ever wanted to access tweets and/or post your trade signals on Twitter ? Search no more, these on-going article series will show you how to do it without using any DLL. Enjoy the journey of

Timeseries in DoEasy library (part 41): Sample multi-symbol multi-period indicator

In the article, we will consider a sample multi-symbol multi-period indicator using the timeseries classes of the DoEasy library displaying the chart of a selected currency pair on a selected

Continuous Walk-Forward Optimization (Part 7): Binding Auto Optimizer's logical part with graphics and controlling graphics from the program

This article describes the connection of the graphical part of the auto optimizer program with its logical part. It considers the optimization launch process, from a button click to task redirection

Timeseries in DoEasy library (part 40): Library-based indicators - updating data in real time

The article considers the development of a simple multi-period indicator based on the DoEasy library. Let's improve the timeseries classes to receive data from any timeframes to display it on the

Developing a cross-platform grid EA: testing a multi-currency EA

Markets dropped down by more that 30% within one month. It seems to be the best time for testing grid- and martingale-based Expert Advisors. This article is an unplanned continuation of the series

Continuous Walk-Forward Optimization (Part 6): Auto optimizer's logical part and structure

We have previously considered the creation of automatic walk-forward optimization. This time, we will proceed to the internal structure of the auto optimizer tool. The article will be useful for all

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2

This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional

Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events

The article deals with applying DoEasy library for creating multi-symbol multi-period indicators. We are going to prepare the library classes to work within indicators and test creating timeseries to

Multicurrency monitoring of trading signals (Part 4): Enhancing functionality and improving the signal search system

In this part, we expand the trading signal searching and editing system, as well as introduce the possibility to use custom indicators and add program localization. We have previously created a basic

MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1

This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow

Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program

The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these

Multicurrency monitoring of trading signals (Part 3): Introducing search algorithms

In the previous article, we developed the visual part of the application, as well as the basic interaction of GUI elements. This time we are going to add internal logic and the algorithm of trading

Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports

The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also

Timeseries in DoEasy library (part 37): Timeseries collection - database of timeseries by symbols and periods

The article deals with the development of the timeseries collection of specified timeframes for all symbols used in the program. We are going to develop the timeseries collection, the methods of

Continuous Walk-Forward Optimization (Part 5): Auto Optimizer project overview and creation of a GUI

This article provides further description of the walk-forward optimization in the MetaTrader 5 terminal. In previous articles, we considered methods for generating and filtering the optimization

Forecasting Time Series (Part 2): Least-Square Support-Vector Machine (LS-SVM)

This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test