Top libraries for MetaTrader 5 based on user ratings - 5

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.

Trading signals module for MQL5 Wizard. The moment, when the oscillator line formed by ColorLaguerre changes its color, indicates the time for market entry.

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).

Compute the daylight saving time changes (start/end of the summer time).

Calculates fractals and lets you specify the number of bars separately before and after the current High / Low (fractal).

CADXOnArray class is designed for calculation of ADX (Average Directional Movement Index) values on indicator buffers. The example of use of the class is provided.

Slightly modified history load function from MetaQuotes.

Measuring the net performance of MetaTrader 4/5 strategy testers.

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

EasyXML is a native MQL5 XML Parsing Library. It can parse XML from three different sources: URL, File and String Input. It is completely object oriented and strives to integrate neatly with MQL5, as it utilizes CObject and CArrayObj from the MQL5 standard library to store the DOM.

The class allows to easily determine from your MQL5 programs any changes in the Market Watch window (change of symbol sorting, adding, deleting a symbol or a set of symbols), as well as opening and closure of charts, and the availability of the one click trading option on the current chart, on which the program is running.

The class can be used for creation of trade signal classes with reversal candlestick patterns.

CAMAOnArray class is designed for calculation of AMA (Adaptive Moving Average) values on indicator buffers. The example of use of the class is provided.

CMFIOnArray class is designed for calculation of MFI (Money Flow Index) values on indicator buffer. The example of use of the class is presented.

СIsNewBar class allows to determine the moment of a bar change.

A library to provide simple storage mechanism for expert advisors and indicators.

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

Trading signals module for MQL5 Wizard. The moment, when a candlestick formed by Heiken_Ashi_Smoothed changes its color, indicates the time for market entry.

The Shapiro-Wilk normality test.

Converts a number to a text.

This class was developed to exchange data between MetaTrader 5 and CSV files. It converts the strings read from the CSV file to double and integer values depending of the type of the columns. Two producers of CSV files are most important for me. The most important producer are spreadsheet programs, i.e. LibreCalc. Manually entered CSV are the other kind of CSV files I had in mind. Be aware that this class do not use the standard library FileCsv.mqh etc. Instead it works with text files. It splits text lines into fields. Maximum speed and low memory usage were no development goals. This class may not be suited for large datasets or time critical operations. I would not use CSV files if speed was my main goal.

The CForceOnArray class is intended for calculation of Force Index on indicator buffers.

The COBVOnArray class is intended for calculation of OBV (On Balance Volume) on indicator buffers.

Trading signals module for MQL5 Wizard. The moment, when a candlestick formed by Candles_Smoothed changes its color, indicates the time for market entry.

A library of GUI Controls.

Returns the profit of a position in points, as well as commission, swaps and profit in money based on the trading history.

A short format for storing ticks.