Top libraries for MetaTrader 5 based on user ratings - 6

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

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 basic container for storing an ordered list of objects.

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.

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).

A cross platform library/framework

CNetMLP provides multilayer perceptron (MLP).

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

Graphic control for color selection.

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.

This is a basic library to create and manage grids.

Trading signals module for MQL5 Wizard. The moment, when ColorJFatl indicator changes its color, indicates the time for market entry.

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.

This non-trading utility generates custom symbol information on 1M chart. Configure using Tick Size, Pip Size, Points or R. Now with Asymetric Reversals!

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.

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).

Multisymbol OnTick.

MQTTFive — a fully-featured implementation of the MQTT 5.0 client for MQL5. Features: • MQTT v5.0 — all packet types, properties, QoS 0/1/2 • TCP + TLS via the native MQL5 Socket API • Will messages with properties (will_delay_interval, payload_format, message_expiry) • Topic aliases for outgoing PUBLISH messages • Flow Control (Receive Maximum) • Subscription Options (no_local, retain_as_published, retain_handling) • Binary and UTF-8 payloads • Automatic retry for QoS 1/2 • Zero DLL dependencies — pure MQL5 Tested with Mosquitto 5.0 (15 tests, all PASS). Documentation: https://github.com/chekh/MQTTFive Licence: MIT