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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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Continuous Walk-Through Optimization (Part 2): Mechanism for creating an optimization report for any robot

The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language

Library for easy and quick development of MetaTrader programs (part XXVII): Working with trading requests - placing pending orders

In this article, we will continue the development of trading requests, implement placing pending orders and eliminate detected shortcomings of the trading class operation

Library for easy and quick development of MetaTrader programs (part XXVI): Working with pending trading requests - first implementation (opening positions)

In this article, we are going to store some data in the value of the orders and positions magic number and start the implementation of pending requests. To check the concept, let's create the first

Exploring Seasonal Patterns of Financial Time Series with Boxplot

In this article we will view seasonal characteristics of financial time series using Boxplot diagrams. Each separate boxplot (or box-and-whiskey diagram) provides a good visualization of how values

Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server

After we send a trading order to the server, we need to check the error codes or the absence of errors. In this article, we will consider handling errors returned by the trade server and prepare for

Extending Strategy Builder Functionality

In the previous two articles, we discussed the application of Merrill patterns to various data types. An application was developed to test the presented ideas. In this article, we will continue

Library for easy and quick development of MetaTrader programs (part XXIV): Base trading class - auto correction of invalid parameters

In this article, we will have a look at the handler of invalid trading order parameters and improve the trading event class. Now all trading events (both single ones and the ones occurred

Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports

The first article is devoted to the creation of a toolkit for working with optimization reports, for importing them from the terminal, as well as for filtering and sorting the obtained data

Library for easy and quick development of MetaTrader programs (part XXIII): Base trading class - verification of valid parameters

In the article, we continue the development of the trading class by implementing the control over incorrect trading order parameter values and voicing trading events

Library for easy and quick development of MetaTrader programs (part XXII): Trading classes - Base trading class, verification of limitations

In this article, we will start the development of the library base trading class and add the initial verification of permissions to conduct trading operations to its first version. Besides, we will

Library for easy and quick development of MetaTrader programs (part XXI): Trading classes - Base cross-platform trading object

In this article, we will start the development of the new library section - trading classes. Besides, we will consider the development of a unified base trading object for MetaTrader 5 and MetaTrader

Library for easy and quick development of MetaTrader programs (part XX): Creating and storing program resources

The article deals with storing data in the program's source code and creating audio and graphical files out of them. When developing an application, we often need audio and images. The MQL language

Building an Expert Advisor using separate modules

When developing indicators, Expert Advisors and scripts, developers often need to create various pieces of code, which are not directly related to the trading strategy. In this article, we consider a

Library for easy and quick development of MetaTrader programs (part XIX): Class of library messages

In this article, we will consider the class of displaying text messages. Currently, we have a sufficient number of different text messages. It is time to re-arrange the methods of their storage

Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects

The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for

Library for easy and quick development of MetaTrader programs (part XVII): Interactivity of library objects

In this article, we are going to finish the development of the base object of all library objects, so that any library object based on it is able to interact with a user. For example, users will be

Strategy builder based on Merrill patterns

In the previous article, we considered application of Merrill patterns to various data, such as to a price value on a currency symbol chart and values of standard MetaTrader 5 indicators: ATR, WPR

Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events

In this article, we will create a new base class of all library objects adding the event functionality to all its descendants and develop the class for tracking symbol collection events based on the

Developing a cross-platform grid EA (Last part): Diversification as a way to increase profitability

In previous articles within this series, we tried various methods for creating a more or less profitable grid Expert Advisor. Now we will try to increase the EA profitability through diversification

MQL5 Cookbook: Trading strategy stress testing using custom symbols

The article considers an approach to stress testing of a trading strategy using custom symbols. A custom symbol class is created for this purpose. This class is used to receive tick data from

Developing Pivot Mean Oscillator: a novel Indicator for the Cumulative Moving Average

This article presents Pivot Mean Oscillator (PMO), an implementation of the cumulative moving average (CMA) as a trading indicator for the MetaTrader platforms. In particular, we first introduce Pivot

Parsing HTML with curl

The article provides the description of a simple HTML code parsing library using third-party components. In particular, it covers the possibilities of accessing data which cannot be retrieved using

Library for easy and quick development of MetaTrader programs (part XV): Collection of symbol objects

In this article, we will consider creation of a symbol collection based on the abstract symbol object developed in the previous article. The abstract symbol descendants are to clarify a symbol data

A New Approach to Interpreting Classic and Hidden Divergence. Part II

The article provides a critical examination of regular divergence and efficiency of various indicators. In addition, it contains filtering options for an increased analysis accuracy and features

Merrill patterns

In this article, we will have a look at Merrill patterns' model and try to evaluate their current relevance. To do this, we will develop a tool to test the patterns and apply the model to various data

Optimization management (Part II): Creating key objects and add-on logic

This article is a continuation of the previous publication related to the creation of a graphical interface for optimization management. The article considers the logic of the add-on. A wrapper for

Library for easy and quick development of MetaTrader programs (part XIV): Symbol object

In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for

Library for easy and quick development of MetaTrader programs (part XIII): Account object events

The article considers working with account events for tracking important changes in account properties affecting the automated trading. We have already implemented some functionality for tracking

Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects

In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the

Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events

We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library

Optimization management (Part I): Creating a GUI

This article describes the process of creating an extension for the MetaTrader terminal. The solution discussed helps to automate the optimization process by running optimizations in other terminals

Developing a cross-platform grider EA (part III): Correction-based grid with martingale

In this article, we will make an attempt to develop the best possible grid-based EA. As usual, this will be a cross-platform EA capable of working both with MetaTrader 4 and MetaTrader 5. The first EA

Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started

Extract profit down to the last pip

The article describes an attempt to combine theory with practice in the algorithmic trading field. Most of discussions concerning the creation of Trading Systems is connected with the use of historic

Arranging a mailing campaign by means of Google services

A trader may want to arrange a mailing campaign to maintain business relationships with other traders, subscribers, clients or friends. Besides, there may be a necessity to send screenshotas, logs or

Developing a cross-platform Expert Advisor to set StopLoss and TakeProfit based on risk settings

In this article, we will create an Expert Advisor for automated entry lot calculation based on risk values. Also the Expert Advisor will be able to automatically place Take Profit with the select

Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the eighth part, we implemented the

Developing a cross-platform grider EA (part II): Range-based grid in trend direction

In this article, we will develop a grider EA for trading in a trend direction within a range. Thus, the EA is to be suited mostly for Forex and commodity markets. According to the tests, our grider

Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the seventh part, we added tracking

Grokking market "memory" through differentiation and entropy analysis

The scope of use of fractional differentiation is wide enough. For example, a differentiated series is usually input into machine learning algorithms. The problem is that it is necessary to display