MQL5 ReferenceIntegration 

MetaTrader integration with third-party programs

MQL5 is designed for the development of high-performance trading applications in the financial markets and is unparalleled among other specialized languages used in the algorithmic trading. The syntax and speed of MQL5 programs are very close to C++, there is support for OpenCL and integration with MS Visual Studio. Statistics, fuzzy logic and ALGLIB libraries are available as well. MetaEditor development environment features native support for .NET libraries with "smart" functions import eliminating the need to develop special wrappers. Third-party C++ DLLs can also be used.  C++ source code files (CPP and H) can be edited and compiled into DLL directly from the editor. Microsoft Visual Studio installed on user's PC can be used for that.

In addition to all the above advantages, the MetaTrader 5 platform provides MQL5 developers with the ability to integrate with other popular solutions for processing financial data. This allows specialists in statistics and machine learning to receive data directly from MetaTrader 5 without developing additional programs and adapters.

The following MetaTrader 5 integration solutions are described in this section:

The presented functions allow connecting directly to the MetaTrader 5 terminal and requesting a price history in the required amount and form for any financial instruments available in the platform.