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How to Write an Expert Advisor or an Indicator

MQL5 Source Code Library for MetaTrader 5 - 91

This is the largest free source code library for MetaTrader 5 platform programs. Here you can find ready-made Expert Advisors, technical indicators, scripts and libraries. Use the code library when learning MQL5 language and develop your own automated trading applications based on the provided codes.

You can freely download and test published codes, as well as launch them in MetaTrader 5. The library is also available directly from MetaTrader 5 platform and MetaEditor development environment.

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Vertical time grid with one day step.

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

Vertical time grid with one week step.

Eight RSI (Relative Strength Index) technical indicators in one chart.

CMAOnArray class is used for Moving Average calculation on indicator buffer's data. The example of use of the class is provided.

Vertical time grid with one month step.

The hybrid of digital and analog filters that displays larger timeframe values at a smaller one in a minimized way.

Vertical time grid with one year step.

The hybrid of digital and analog filters that displays its larger timeframe values at a smaller one.

Symmetrical normalized oscillator.

The trend indicator made as NRTR (Nick Rypock Trailing Reverse).

ZigZag allowing to build Fibo fans on the last two ZigZags.

Negative Volume Index (NVI) draws a connection between the volume downfall and financial instrument price change.

Multi-currency Expert Advisor functional module for organization of an access to any historical data with a request result processing.

Positive Volume Index (PVI) draws a connection between the volume rise and financial instrument price change.

Modification of Bollinger Bands ® trend indicator.

Murrey Lines with calculation at all bars and the possibility to choose a timeframe for lines calculation.

Universal moving average that displays the values from the higher timeframe.

Vertical Horizontal Filter (VHF) shows, if there is a trend or a flat

The typical normalized oscillator varying within the range -100 to +100 and provided with a signal line.

МА combination is based on the digital filter and regressive Moving Average.

This oscillator displays its values considering RSI (Relative Strength Index) technical indicator.

DeMarker indicator with the possibility to select smoothing algorithms that is made in color with dynamically changing oversold and overbought levels.

Unnormalized oscillator based on the linear regression algorithm.

Modified elliptic filter from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading"

Multicurrency "grider" with risk control (version for Automated Trading Championship 2011 and updated version).

CNetMLP provides multilayer perceptron (MLP).

The indicator gives trading signals using colored arrows on a chart. The signals are based on the WPR (Williams’ Percent Range) and RSI (Relative Strength Index) technical indicators.

The indicator consisting of two moving averages (Lead and its EMA smoothing) on one chart from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading".

The indicator consisting of two moving averages from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading".

Moving average with the linear regression algorithm.

More informative Average Directional Index (ADX) indicator with the possibility to select the smoothing algorithm out of ten possible variants.

The indicator is based on comparing the signals of JJRSX oscillator and XMA moving average working on different timeframes - the current (chart timeframe) and the higher ones.

This indicator shows the direction of the acceleration of JFatlAcceleration price from a larger timeframe at a smaller one.

Two-pole super smoother filter from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading" is used in this indicator for moving average calculation.

ZigZag indicator built using the values of the Parabolic SAR technical indicator with the added possibility to build Fibo levels on the last two indicator peaks and the channel generated with the use of three successive zigzag peaks with selection of these peaks.

This indicator shows the direction of the acceleration of JFatlSpeed price from a larger timeframe at a smaller one.

Three-pole super smoother filter from John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading" is used in this indicator for moving average calculation.

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

The indicator that displays "averaged" candlesticks of a larger timeframe at a smaller one.

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