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How to Write an Expert Advisor or an Indicator

MQL5 Source Codes of Libraries for MetaTrader 5

Libraries are small sub-programs containing a certain functionality that can then be used for developing new applications. Once written and thoroughly checked, a library allows users to speed up the development of new MQL5 applications. One of the illustrative examples is ALGLIB library containing multiple numerical analysis functions.

Library source codes can be downloaded and used in MetaEditor when developing trading strategies. They cannot be launched in MetaTrader 5 independently.

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This Function will retrieve the Assets next Opening Time and Closing Times, either following the current time or following a given time.

This class loads a licensing file by reading 64bit encrypted account data from a license file into an account array for the purpose of licensing. The Class is initialised with a Filename, a Master Key and whether the file needs to be saved in the common folders or not.

An easy-to-use multi-currency library, usable in indicators and EA.

hybrid sorting algorithm that provides both fast average performance and (asymptotically) optimal worst-case performance

gnome sort is based on the technique used by the dutch garden gnome

This is a wrap for using databasexxx

a simple sorting algorithm that people use to manually sort cards in a bridge hand

A light header-only version of Log4mql that provides standardized logging.

an in-place comparison sorting algorithm

an in-place comparison sort

a much more efficient version of selection sort

an efficient, general-purpose sorting algorithm

A sorter class to sort an array based on other arrays.

a highly efficient sorting algorithm, based on partitioning of array of data into smaller arrays

represent an operation to be performed on the elements of an object structure. visitor lets you define a new operation without changing the classes of the elements on which it operates

define the skeleton of an algorithm in an operation, deferring some steps to subclasses. template method lets subclasses redefine certain steps of an algorithm without changing the algorithm's structure

define a family of algorithms, encapsulate each one, and make them interchangeable. strategy lets the algorithm vary independently from clients that use it

allow an object to alter its behavior when its internal state changes. the object will appear to change its class

An (optional) include file to enhance error code handling experience.

An (optional) include file to enhance debugging experience.

define a one-to-many dependency between objects so that when one object changes state, all its dependents are notified and updated automatically

define a one-to-many dependency between objects so that when one object changes state, all its dependents are notified and updated automatically

without violating encapsulation, capture and externalize an object's internal state so that the object can be restored to this state later

Define an object that encapsulates how a set of objects interact mediator promotes loose coupling by keeping objects from referring to each other explicitly, and it lets you vary their interaction independently

Provide a way to access the elements of an aggregate object sequentially without exposing its underlying representation

Given a language, define a represention for its grammar along with an interpreter that uses the representation to interpret sentences in the language

A logging library similar to Log4j but for MQL.

Encapsulate a request as an object thereby letting you parameterize clients with different requests. Queue or log requests, and support undoable operations

Avoid coupling the sender of a request to its receiver by giving more than one object a chance to handle the request. Chain the receiving objects and pass the request along the chain until an object handles it

Provide a surrogate or placeholder for another object to control access to it

Use sharing to support large numbers of fine-grained objects efficiently

Provide a unified interface to a set of interfaces in a subsystem; facade defines a higher-level interface that makes the subsystem easier to use

Attach additional responsibilities to an object dynamically; and provide a flexible alternative to subclassing for extending functionality

Create an object tree which represents part-whole hierarchies, so that the client would treat objects and compositions of objects uniformly.

A native implementation of neural networks in pure MQL, bundled with an easy to use interface, with easy support of saving and loading of the network configurations after training.

Decouple an abstraction from its implementation so that the two can vary independently

Convert the interface of a class into another expected interface; classes with incompatible interfaces can work together

A collection of classic creational GoF design patterns

Ensure one instance of a class with a global point of access

Create objects by copying a prototype