Top libraries for MetaTrader 5 based on user ratings - 2

ASQ Order Executor — Institutional order execution wrapper for MQL5 EAs ASQ Order Executor provides institutional-grade order execution with automatic retry logic, slippage monitoring, partial fill handling, requote management, and comprehensive execution statistics. Drop it into any EA for production-ready trade execution.

Structure of input parameters

This EA is a demonstration of how you can implement your own Hedging strategy with the help of the include file.

This code provides a simple function for sending push notifications to your mobile device whenever trades are opened or closed in MetaTrader 5. It's designed for netting accounts (where only one position per symbol is allowed).

A class for reading and writing individual bits or bit sequences to and from a buffer.

Unpack GZIP archives from *.gz files or responses from sites compressed with this format.

Function for closing positions and deleting orders

Technical Details Uses MQL5's OrderSend with TRADE_ACTION_DEAL for instant market closure at current Bid/Ask prices. Includes slippage tolerance (10 points), proper volume matching, and magic number preservation. Loops backward through positions to prevent index shifting during execution.

Basic library to create Volume Profiles on chart.

This Script & EA enables coders to backtest their news based strategies which use the MQL5 Calendar.

A logger with the ability to log specific modules or code sections

Include class that validates combined terminal ping + execution latency before trade operations. Returns false if threshold is exceeded.

Function for lot calculation from deposit percentage

The CDebugLogger class is a flexible and comprehensive logging utility designed for use in MQL4/5 environments. It allows developers to log messages at various levels of importance (INFO, WARNING, ERROR, DEBUG) with options to include timestamps, function signatures, file names, and line numbers in the log entries. The class supports logging to both the console and files, with the ability to save logs in a common folder and in CSV format. Additionally, it offers functionality to silence logs based on specific keywords, ensuring that sensitive information is not logged. This class is ideal for developers looking to implement robust logging mechanisms in their MQL4/5 applications, with customizable features that cater to a wide range of debugging and monitoring needs.

Serialization and deserialization of the JSON format

A hybrid sorting algorithm that provide fast performance for sorting arrays of simple types, structures or object pointers.

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.

Function of lot calculation by risk percentage

Filter trades by trading sessions (London, NY, Tokyo, Sydney)

An object-oriented MQL5 library (.mqh) that replaces static retail risk models with institutional Volatility-Adjusted Position Sizing (VAPS) and Kelly Criterion mathematics.

Complete deep learning library in pure MQL5. Build, train and deploy neural networks natively in MetaTrader 5. No DLLs, no Python, no external APIs.

Economic calendar trading guard library for MetaTrader 5 with live MQL5 Calendar API integration.

Institutional prop firm protection library for MetaTrader 5.

Intelligent anti-tilt risk management library for MetaTrader 5.

A small, dependency-light library that brings a Rust-style Result type to MQL5. Functions return a single value-or-error object instead of relying on the global GetLastError() state, so failures are explicit and impossible to ignore. Includes ResultValue (value types) and Result (pointer-held objects), an Error struct, early-return macros (TRY, RETURN_ON_ERROR, ...) and optional Then/Match/MapError callbacks.

Advanced MQL5 risk management class providing deterministic lot sizing, auto-suffix detection, and cross-currency triangular conversion.

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.