Top libraries for MetaTrader 5 based on user ratings - 2

Centralized indicator handle management library for MetaTrader 5 EAs.

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

Function for modifying open positions and pending orders

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

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)

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

A professional object-oriented MQL5 library designed for quantitative developers. It provides asynchronous order execution and dynamic slippage control to prevent terminal freezing during high-frequency algorithmic trading.

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.

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.