History of MQL5.community development

For a long time multi-currency analysis and multi-currency trading has been of interest to people. The opportunity to implement a full fledged multi-currency regime became possible only with the public release of MetaTrader 5 and the MQL5 programming language. In this article we propose a way to analyze and process all incoming ticks for several symbols. As an illustration, let's consider a multi-currency RSI indicator of the USDx dollar index.

I guess it won't be an exaggeration, if I say the channels are the most popular tool for the analysis of market and making trade decisions after the moving averages. Without diving deeply into the mass of trade strategies that use channels and their components, we are going to discuss the mathematical basis and the practical implementation of an indicator, which draws a channel determined by three extremums on the screen of the client terminal.

Today it is difficult to find a computer that does not have an installed web-browser. For a long time browsers have been evolving and improving. This article discusses the simple and safe way to create of charts and diagrams, based on the the information, obtained from MetaTrader 5 client terminal for displaying them in the browser.

In addition to creation of neuronets, the NeuroSolutions software suite allows exporting them as DLLs. This article describes the process of creating a neuronet, generating a DLL and connecting it to an Expert Advisor for trading in MetaTrader 5.

A monitoring of the current state of a trade account implies controlling open positions and orders. Before a trade signal becomes a deal, it should be sent from the client terminal as a request to the trade server, where it will be placed in the order queue awaiting to be processed. Accepting of a request by the trade server, deleting it as it expires or conducting a deal on its basis - all those actions are followed by trade events; and the trade server informs the terminal about them.

The generator of trade strategies MQL5 Wizard greatly simplifies the testing of trading ideas. The article discusses how to write and connect to the generator of trade strategies MQL5 Wizard your own class of managing open positions by moving the Stop Loss level to a lossless zone when the price goes in the position direction, allowing to protect your profit decrease drawdowns when trading. It also tells about the structure and format of the description of the created class for the MQL5 Wizard.

The generator of trading strategies of the MQL5 Wizard greatly simplifies testing of trading ideas. The article describes how to develop a custom risk and money management module and enable it in the MQL5 Wizard. As an example we've considered a money management algorithm, in which the size of the trade volume is determined by the results of the previous deal. The structure and format of description of the created class for the MQL5 Wizard are also discussed in the article.

In this article I presented different methods of interaction between MQL5 code and managed C# code. I also provided several examples on how to marshal MQL5 structures against C# and how to invoke exported DLL functions in MQL5 scripts. I believe that the provided examples may serve as a basis for future research in writing DLLs in managed code. This article also open doors for MetaTrader to use many libraries that are already implemented in C#.