Codes
Examples from the book "Neural networks for algorithmic trading with MQL5" for MetaTrader 5
The book "Neural networks in algorithmic trading with MQL5" is a comprehensive guide, covering both the theoretical foundations of artificial intelligence and neural networks and practical aspects of their application in financial trading using the MQL5 programming language
MQL5 Programming for Traders – Source Codes from the Book. Part 7 for MetaTrader 5
The final seventh part of the book discusses the advanced capabilities of the MQL5 API, which will be useful when developing programs for MetaTrader 5. These include custom financial symbols, built-in economic calendar events, and general-purpose technologies such as networking, databases, and
MQL5 Programming for Traders – Source Codes from the Book. Part 6 for MetaTrader 5
In Part 6 of the "MQL5 Programming for Traders", we will study a key component of the MQL5 language – trading automation. We will start with a description of the fundamental entities, such as financial instrument specifications and trading account settings. These are prerequisites for creating
MQL5 Programming for Traders – Source Codes from the Book. Part 5 for MetaTrader 5
In Part 5 of the book, we'll delve deeper into the APIs associated with algorithmic trading, including financial data analysis and processing, chart visualization, automation, and user interactions
MQL5 Programming for Traders – Source Codes from the Book. Part 4 for MetaTrader 5
In the fourth part of the book, we will focus on mastering built-in functions (MQL5 API) and will gradually delve into specialized subsystems. Any MQL5 program can utilize a plethora of technologies and functionalities. Therefore, it makes sense to begin with the most simple and useful functions
MQL5 Programming for Traders – Source Codes from the Book. Part 3 for MetaTrader 5
Part 3 "Object Oriented Programming in MQL5" offers an immersion into the world of object-oriented programming (OOP) in the MQL5 language. Software development often involves the complexity related to the management of multiple entities, requiring advanced technology to improve programming
MQL5 Programming for Traders – Source Codes from the Book. Part 2 for MetaTrader 5
Part 2 "MQL5 programming fundamentals" is an introduction to the key concepts of this programming language. This part of the book is devoted to data types, identifiers, variables, expressions, and operators. You will learn how to combine different instructions to form the program logic
MQL5 Programming for Traders – Source Codes from the Book. Part 1 for MetaTrader 5
The first chapter of the book introduces the MQL5 language and development environment. One of the new features introduced in the MQL5 language compared to MQL4 (MetaTrader 4 language) is support for object-oriented programming (OOP), which makes it similar to C++
Zigzag R for MetaTrader 4
An optimized version of the Zigzag indicator, which was included in the MT4 delivery of 2005 (and in MT3.83)
RegularExpressions in MQL4 for working with regular expressions for MetaTrader 4
Regular expressions provide a formal language for quick and flexible processing of texts. Each regular expression is a pattern (mask), for which the regular expression engine tries to find matches in the source text. A pattern consists of one or more character literals, operators, or constructs
Articles
Applying L1 Trend Filtering in MetaTrader 5 for MetaTrader 5
This article explores the practical application of L1 trend filtering in MetaTrader 5, covering both its mathematical foundations and usage in MQL5 programs. The L1 filter enables extraction of piecewise-linear trends that preserve essential market structure while reducing price noise. The study
Getting Started with MQL5 Algo Forge for MetaTrader 5
We are introducing MQL5 Algo Forge — a dedicated portal for algorithmic trading developers. It combines the power of Git with an intuitive interface for managing and organizing projects within the MQL5 ecosystem. Here, you can follow interesting authors, form teams, and collaborate on algorithmic
Installing MetaTrader 5 and Other MetaQuotes Apps on HarmonyOS NEXT for MetaTrader 5
Easily install MetaTrader 5 and other MetaQuotes apps on HarmonyOS NEXT devices using DroiTong. A detailed step-by-step guide for your phone or laptop
MetaTrader 5 on macOS for MetaTrader 5
We provide a special installer for the MetaTrader 5 trading platform on macOS. It is a full-fledged wizard that allows you to install the application natively. The installer performs all the required steps: it identifies your system, downloads and installs the latest Wine version, configures it, and
How to earn money by fulfilling traders' orders in the Freelance service for MetaTrader 5
MQL5 Freelance is an online service where developers are paid to create trading applications for traders customers. The service has been successfully operating since 2010, with over 100,000 projects completed to date, totaling $7 million in value. As we can see, a substantial amount of money is
MetaTrader 4 on macOS for MetaTrader 4
We provide a special installer for the MetaTrader 4 trading platform on macOS. It is a full-fledged wizard that allows you to install the application natively. The installer performs all the required steps: it identifies your system, downloads and installs the latest Wine version, configures it, and
Working with ONNX models in float16 and float8 formats for MetaTrader 5
Data formats used to represent machine learning models play a crucial role in their effectiveness. In recent years, several new types of data have emerged, specifically designed for working with deep learning models. In this article, we will focus on two new data formats that have become widely
Regression models of the Scikit-learn Library and their export to ONNX for MetaTrader 5
In this article, we will explore the application of regression models from the Scikit-learn package, attempt to convert them into ONNX format, and use the resultant models within MQL5 programs. Additionally, we will compare the accuracy of the original models with their ONNX versions for both float
Launching MetaTrader VPS: A step-by-step guide for first-time users for MetaTrader 5
Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for several reasons. You can conveniently pay and manage the subscription through your MQL5.community
Classification models in the Scikit-Learn library and their export to ONNX for MetaTrader 5
In this article, we will explore the application of all classification models available in the Scikit-Learn library to solve the classification task of Fisher's Iris dataset. We will attempt to convert these models into ONNX format and utilize the resulting models in MQL5 programs. Additionally, we
Forum
Discussing the article: "Creating a Traditional Renko Overlay Indicator in MQL5"
Check out the new article: Creating a Traditional Renko Overlay Indicator in MQL5 . Create a traditional Renko indicator in MQL5 that converts candlestick closing prices into fixed-size blocks displayed on the main chart. We calculate the movement from the closing price of the last block, create new
Discussing the article: "Price Action Analysis Toolkit Development (Part 66): Developing a Structured Head and Shoulders Scanner in MQL5"
Check out the new article: Price Action Analysis Toolkit Development (Part 66): Developing a Structured Head and Shoulders Scanner in MQL5 . Head and Shoulders patterns are difficult to identify consistently in live market data due to noise and structural ambiguity. This article presents a
Discussing the article: "Building a Trade Analytics System (Part 1): Foundation and System Architecture"
Check out the new article: Building a Trade Analytics System (Part 1): Foundation and System Architecture . We design a simple external trade analytics pipeline for MetaTrader 5 and implement its backend in Python with Flask and SQLite. The article defines the architecture, data model, and versioned
Discussing the article: "How to Detect Round-Number Liquidity in MQL5"
Check out the new article: How to Detect Round-Number Liquidity in MQL5 . The article presents an MQL5 method for detecting psychological round numbers by converting prices to strings and counting trailing zeros (ZeroSize). It outlines the theory of institutional liquidity at integers, explains the
Discussing the article: "Self-Learning Expert Advisor with a Neural Network Based on a Markov State-Transition Matrix"
Check out the new article: Self-Learning Expert Advisor with a Neural Network Based on a Markov State-Transition Matrix . Self-training EA with a neural network based on a state matrix. We combine Markov chains with a multilayer neural network MLP developed using the ALGLIB MQL5 library. How can
Discussing the article: "Price Movement: Mathematical Models and Technical Analysis"
Check out the new article: Price Movement: Mathematical Models and Technical Analysis . Forecasting the movements of currency pairs is an important factor in trading success. This article explores various price movement models, analyzes their advantages and disadvantages, and explores their
MetaTrader 5 Platform Update Build 5830: General Improvements
The MetaTrader 5 platform update will be released on Friday, April 24, 2026. In this version, we have enhanced the built-in help system: improved its dark theme support, refined navigation, and added text scaling. In addition, we have optimized the dark theme display across all platform components
MetaTrader 5 Platform Update Build 5660: Improvements and Fixes
On Friday, February 27, 2026, an updated version of the MetaTrader 5 platform will be released. This version improves operations with proxy servers . We have enhanced HTTP and SOCKS5 protocol support to reduce connection errors. The outdated SOCKS4 protocol is no longer supported. We have also
Discussing the article: "Markov Chain-Based Matrix Forecasting Model"
Check out the new article: Markov Chain-Based Matrix Forecasting Model . We are going to create a matrix forecasting model based on a Markov chain. What are Markov chains, and how can we use a Markov chain for Forex trading? Andrey Markov, a prominent mathematician of the early 20th century, while
MetaTrader 5 Platform Update Build 5800: Redesigned Trading Dialog and Improved Operations with CSV in MetaEditor
The updated MetaTrader 5 platform will be released on Friday, April 17, 2026. This release introduces the first stage of enhancements to the main trading dialog. It now features a more modern design, an integrated Depth of Market, and more convenient switching between operation types. Future updates