Top libraries for MetaTrader 5 based on user ratings - 4

The function that decrypts the code of the trade operation result for the functions OrderSend() and OrderCheck().

The MetaTrader 4/5 library allows generating reports based on the trading history.

This calculates Optimal f using the Geometric Mean. Per Ralph Vince, "In trading we can count on our wins being for varying amounts and our losses being for varying amounts. Therefore the Kelly formulas could not give us the correct optimal f." So, using his equation(s), I created this library for the Geometric Mean version of Optimal f.

A class for easy access to the closed position properties.

A basic container for storing an ordered list of objects.

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.

High-performmance functions for dealing with time.

CStochasticOnArray class is designed for calculation of Stochastic indicator values on indicator buffers. The example of use of the class is provided.

Trading signals module for MQL5 Wizard. ASCtrendSignal indicator's color dot serves as a market entry signal.

Trading signals module for MQL5 Wizard. Stalin indicator's color arrow serves as a market entry signal.

A cross platform library/framework

CNetMLP provides multilayer perceptron (MLP).

A library for parsing of XML documents. Pure MQL5, it doesn't uses any external libraries.

DLL (MS VC++ 2010) for working with Memory Mapped files.

The classes (conveted from C++ to MQL5) for working with memory mapped files.

Trading signals module for MQL5 Wizard. WPRSIsignal indicator's color arrow serves as a market entry signal.

Graphic control for color selection.

Calculation of 32 digit string MD5-hash from transmitted byte array

Uses the idea of ​​the classical moving average smoothing. The class can be used when you want to smooth out any array of type double without using the standard indicator.

A set of macros to benchmark small code snippets for their execution speeds.

The class to play music using the MIDI device

Example of implementation of lines hash array with a string key.

Byte-wise operation with structures and standard data types.

Increased accuracy of the standard timer.

Create objects by copying a prototype

Smooth Algorithms - Corrected/Modified

The CGV class simplifies the work with global variables of MetaTrader 5 client terminal.

Initial library of combinatorics functions.

The class is the simplified version of the CArrayRing class: it has a predetermined fixed size of 256 elements, it is faster, and allows to organize the mini time series, indicator minibuffers, short sized buffers to store intermediate stream data inside the Expert Advisor or indicator.

A logging library similar to Log4j but for MQL.

Trading signals module for MQL5 Wizard. Karacatica indicator's color arrow serves as a market entry signal.

The class for localization/multilingual support of text messages in user MQL5 programs

CATROnArray is designed for calculation of ATR (Average True Range) values on indicator buffers. The example of use of the class is provided.

The CIchimokuOnArray class is intended for calculation of Ichimoku (Ichimoku Kinko Hyo) values on indicator buffers.

This library allows an easy interface to MySQL.

Function Library for Working with Time Series: iTime, iOpen, iHigh, iLow, iClose, iHighest, iLowest, iBarshift. Short invocation version is available for all functions (with the current chart's symbol and period).

An updated version of the CBitPic class with the ability to control drawing transparency

CEROnArray class is designed to calculate the Efficiency Ratio (ER) used in the Adaptive Moving Average (AMA). The example of use of the CEROnArray class is presented.

There are a lot of users who searched for iBarShift function like in MQL4. But this function is no more include in MQL5, mainly because MQL5 provides all necessary basic, low-level, functions to process such thing in a library.

A price channel based on a bar of user-defined duration (timeframe).