Top libraries for MetaTrader 5 based on user ratings - 2

Constructor for creating histograms of statistical distributions of indicators, timeseries and their derivatives.

Tester's single pass data.

Multiple runs/optimisations in Tester.

Static class to fix the TimeGMT() function during testing in the strategy tester.

Calculate the cosine distance and similarity between 2 vectors . The cosine distance is 1-cosine_similarity and the cosine similarity is the dot product of two vectors by their magnitudes multiplied.

The simplest class for logging in MetaTrader 5 with support for levels, message format, include and exclude filters on substrings.

The goal is to make the function readily available for any Telegram integration task in MQL5 development. By adding this file to your CodeBase, you can simply include it in your Expert Advisors and call the function directly from the included module. This eliminates the need to redevelop the code from scratch repeatedly, ensuring reusability across multiple projects.

Allow the EA to determine whether there are duplicate EAs on the chart based on conditions.

Parallel use of the MetaTrader 4 and MetaTrader 5 order systems.

Serialization and deserialization of JSON protocol. The code is ported from a high-speed С++ library.

Class for displaying multi-line comments.

The library and iCanvas class simplify writing programs using Canvas.

This library will allow you to tranfser realtime quotes from MetaTrader 5 to external server application.

ALGLIB math function library (v. 3.19) ported to MQL5.

The EasyAndFastGUI library allows creating graphical interfaces for custom MQL programs.

Calculating the best trading interval.

TelegramToMT5 is a MetaTrader 5 Expert Advisor that bridges Telegram and MT5 by displaying messages from your Telegram channels, groups, and private chats directly on your trading charts. Simply create a Telegram bot, add it to your desired channels/groups, and let the EA show all messages as comments on your chart in real-time.

This non-trading utility generates custom symbol information on 1M chart.

Functions for creating various objects and changing object properties.

The library contains functions that returns description of runtime error codes and trade server return codes.

Trade functions library designed for use in the code of scripts and Expert Advisors depending on a broker

This Include File checks for Market Open Hours. An EA to test it is also included.

easydatabase

Class for expanding the capabilities of MqlRates.

Set of statistical functions which allows you to calculate some values describing timeseries.

Class for working with AES-256 encryption.

If you want to optimize your Expert Advisor using your own characteristics, you can use "Custom max" mode via OnTester() function. This code provides you many characteristics, which can be used during the optimization of your EA. Also it allows you to save the optimized charateristics in HTML file.

This class contains functions for working with colors. It has color conversion and other useful functions.

Synchronize ОС/EA/MT processes etc. Any self-made DLLs are not needed now.

The class restricts the EA trading by time. It has flexible configuration options, which allow to set a custom number of the time zones, and also to allow trading only on the specified week days.

A library for creating icons in the Windows taskbar and for sending text alerts. The use of this library will help you make your MQL programs more informative.

Calendar - fundamental analysis on history and real-time.

High-performmance functions for dealing with time.

Class implements neural network of radial basis functions (Radial Basis Function Network - RBFN)

Filter based on the Intraday time filter offered by the standard library.

This library allows to automate the process of connecting to a trade server after the "Account disabled" error occurs.

The library makes indicators' Init/Deinit synchronized

This time-series library brings lightning-fast timeseries access to MQL5 for time-sensitive applications while implementing the familiar methods of MQL4, e.g. iBarShift.

The library that contains various statistical functions including the calculation of an average value, variance, asymmetry, excess, covariation, correlation etc.

The class realizes the probabilistic neural network (Probabilistic Neural Network - PNN)