Top libraries for MetaTrader 5 based on user ratings - 2

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

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

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)