Top libraries for MetaTrader 5 based on user ratings - 3
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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.
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.
Advanced MQL5 risk management class providing deterministic lot sizing, auto-suffix detection, and cross-currency triangular conversion.
Scores every setup type in your EA on its own record instead of lumping them into one equity curve. Rebuilds itself from the account's deal history on init so a restart cannot wipe the record. Prints a Wilson score lower bound next to the raw win rate so a three trade hot streak stops looking like an edge.
Look after open positions in an Expert Advisor: break-even, trailing stop, two partial closes, and a stop and target for positions that have none. It never opens a trade.
A small include file that tells your Expert Advisor when it is inside a news window, using the economic calendar built into MetaTrader 5. No web requests and no DLL.
Single-header account lock for MT5 EAs: licensed account numbers, optional demo allowance, expiry date, tester bypass. Licence compiled in with #define. No DLL.
Fits GARCH(1,1), GJR-GARCH and EGARCH with normal, Student t or GED shocks by maximum likelihood, with robust standard errors and variance forecasts.
Include for EAs running 24/7 on an MQL5 VPS or PC: run-where switch, order send with OK/FAIL/UNKNOWN result (no duplicate orders after a timeout), restart-safe counters, positions closed while the EA was off, append-only log and optional Telegram. No trading logic inside.
Holidays and early halts of the CME equity index futures (S&P 500, Nasdaq-100, Dow, Russell 2000, E-mini and Micro), computed from the US holiday rules for any year, with a script that checks the calendar against your broker's own M1 history.
Is the best of many strategies really better than the benchmark? Hansen's SPA test, White's Reality Check, Romano-Wolf StepM and the model confidence set.
Five tests to tell a random walk from a mean-reverting series: KPSS, Phillips-Perron, DF-GLS, Zivot-Andrews with the break date, and the variance ratio.
Parkinson, Garman-Klass, Rogers-Satchell and Yang-Zhang estimators, daily realized and bipower variance from intraday bars, and HAR volatility forecasts.
Exact maximum likelihood of an Ornstein-Uhlenbeck spread and Bertram's optimal entry and exit levels for a given cost, with the expected length of a trade cycle.
Serialization and deserialization of JSON protocol. The code is ported from a high-speed С++ library.
This library will allow you to tranfser realtime quotes from MetaTrader 5 to external server application.
The EasyAndFastGUI library allows creating graphical interfaces for custom MQL programs.
This Include File checks for Market Open Hours. An EA to test it is also included.
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.
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
Set of statistical functions which allows you to calculate some values describing timeseries.
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.