ProTradeLib

ProTradeLib - Professional MQL5 Trading Library

Complete Developer Toolkit for MetaTrader 5

ProTradeLib is a production-ready, single-file MQL5 include library designed for professional developers building Expert Advisors and trading systems. With seven integrated modules, it provides all the essential building blocks needed to create robust, feature-rich trading applications.

Key Features

1. Risk Manager

  • Calculate lot sizes based on account balance percentage, fixed USD risk, or fixed lots

  • Enforce maximum drawdown limits with automated trading halt

  • Track and enforce daily loss limits with automatic reset at server midnight

  • Integrated safety checks to prevent overtrading

2. Trailing Stop Management

  • Three trailing modes: ATR-based, Breakeven, and Fixed Pip

  • ATR trailing uses configurable multiplier and timeframe

  • Breakeven mode moves stop to entry plus offset when profit target is reached

  • Fixed pip trailing for classic stop management

  • Handles both Buy and Sell positions

3. Alert Engine

  • Multi-channel alerts: screen popup, sound, push notifications, and email

  • Cooldown system per alert type to prevent notification spam

  • Configurable cooldown intervals

4. Multi-Timeframe Data

  • Clean wrapper for OHLCV data across any timeframe

  • Indicator buffer value retrieval

  • New bar detection with caching to minimize performance impact

5. Market Session Detection

  • Identifies active sessions: Sydney, Tokyo, London, New York

  • Detects session overlaps

  • Killzone detection for London and New York opens

  • DST-aware with configurable offsets

6. News Filter

  • Fetches high-impact news events from built-in MetaTrader 5 calendar

  • Currency filtering with auto-detection from chart symbol

  • Configurable alert windows before and after events

  • 60-minute cache to optimize performance

7. UI Dashboard

  • Lightweight on-chart display using native MT5 objects

  • Shows current session, trading status, daily P&L, current lot size, and last alert

  • Compact design positioned at top-right corner

  • Dark background with color-coded status indicators

  • Automatic object cleanup on deinitialization

Technical Specifications

  • Single File: All modules included in one .mqh file

  • Zero Dependencies: No external DLLs or third-party libraries required

  • Professional Code: Clean, well-commented, and production-ready

  • Complete Integration: Master class instantiates all modules for easy implementation

  • Marketplace Ready: Designed for commercial distribution


Module Purpose Key Methods
RiskManager Position sizing and risk limits GetLotSize(), CanTrade(), Update()
TrailingSL Automatic stop management Manage(), SetMode()
AlertEngine Multi-channel notifications Send(), SetCooldown()
MultiTimeframe Data access across timeframes GetClose(), GetHigh(), IsNewBar()
MarketSession Session detection IsSession(), CurrentSession(), IsKillzone()
NewsFilter News event monitoring IsNewsWindow(), SetCurrencies()
UIPanel On-chart dashboard Draw(), Update(), Destroy()

Requirements

  • MetaTrader 5 build 2000 or higher

  • MQL5 compiler

  • No additional libraries or DLLs required

About ProTradeLib

ProTradeLib is designed for MQL5 developers who want to accelerate their development process without compromising on quality or functionality. Each module is fully commented and follows MQL5 best practices, making it easy to understand, customize, and integrate into your projects.

Whether you are building Expert Advisors for personal use or developing commercial trading systems for the MetaTrader Marketplace, ProTradeLib provides the professional foundation you need.

Files Included

  • ProTradeLib.mqh - Complete library file

  • Ready-to-use master class for instant access to all modules

Support

Technical support and updates are included with your purchase.

Licensing

Commercial license allowing use in both personal and commercial MQL5 projects. Resale of the library itself is not permitted.


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Hello everyone! I am a professional MQL programmer , Making EAs, Indicators and Trading Tools for my clients all over the world. I build 3-7 programs every week but I seldomly sell any ready-made Robots. Because I am fastidious and good strategy is so few...  this EA is the only one so far I think its good enough to be published here.  As we all know, the Ichimoku indicator has become world popular for decades, but still, only few people knows the right way of using it, and if we check the clo
Ak47tutu
Dian Zhou
ライブラリ
金融とトレーディング戦略の領域を深く掘り下げ、私は一連の実験を実施し、強化学習に基づくアプローチと強化学習を使用しないアプローチを調査することにしました。 これらの手法を適用して、私は現代のトレーディングにおけるユニークな戦略の重要性を理解する上で極めて重要な微妙な結論を導き出すことができました。 ニューラル ネットワーク アドバイザーは、初期段階では目覚ましい効率性を示したにもかかわらず、長期的には非常に不安定であることが判明しました。 市場のボラティリティ、トレンドの変化、外部事象などのさまざまな要因により、企業の運営に混乱が生じ、最終的には不安定化につながりました。 この経験を武器に、私は課題を受け入れ、独自のアプローチを開発し始めました。 私の焦点は、集められた最良のインジケーターを異なるパラメーター設定で利用するアドバイザーを作成することに集中していました。 このアドバイザーは、私の独自の戦略に基づいており、さまざまなパラメーター設定を持つ 14 の指標を同時に採用し、何時間ものデータ分析と綿密なテストから生まれました。
OpenAI Library MT5
VitalDefender Inc.
ライブラリ
このライブラリは、できるだけ簡単にMetaTrader上で直接OpenAIのAPIを使用するための手段として提供されます。 ライブラリの機能についてさらに詳しく知るには、次の記事をお読みください： https://www.mql5.com/en/blogs/post/756098 The files needed to use the library can be found here: Manual 重要：EAを使用するには、OpenAI APIへのアクセスを許可するために、次のURLを追加する必要があります  添付画像に示されているように ライブラリを使用するには、次のリンクで見つけることができる次のヘッダーを含める必要があります:  https://www.mql5.com/en/blogs/post/756108 #import "StormWaveOpenAI.ex5" COpenAI *iOpenAI(string); CMessages *iMessages(void); CTools *iTools(void); #import これが、ライブラリを簡単に使用するため
Nice Gold Trading NO1
Jie Tang
ライブラリ
********主な取引であるXAUSDは、テストの際、XAUSDに調整することを提案し、他の取引標的は利益効果を保証できない******** テストが必要な場合はメッセージを残してください（見たらすぐに返信します）、仕事の成果を保護するためには、特定のパラメータを入力する必要があります、システムのデフォルトのパラメータはスクリーンショットを元に戻す効果を実現できません！ テストが必要な場合はメッセージを残してください（見たらすぐに返信します）、仕事の成果を保護するためには、特定のパラメータを入力する必要があります、システムのデフォルトのパラメータはスクリーンショットを元に戻す効果を実現できません！ テストが必要な場合はメッセージを残してください（見たらすぐに返信します）、仕事の成果を保護するためには、特定のパラメータを入力する必要があります、システムのデフォルトのパラメータはスクリーンショットを元に戻す効果を実現できません！ ***************************************************************************
Shawrie
Kevin Kipkoech
ライブラリ
This Pine Script implements a Gaussian Channel + Stochastic RSI Strategy for TradingView . It calculates a Gaussian Weighted Moving Average (GWMA) and its standard deviation to form an upper and lower channel. A Stochastic RSI is also computed to determine momentum. A long position is entered when the price closes above the upper Gaussian band and the Stoch RSI K-line crosses above D-line . The position is exited when the price falls back below the upper band. The script includes commission, cap
Bookeepr
Marvellous Peace Kiragu
ライブラリ
Bookeepr is an advanced MQL5 trading bookkeeping software that automates trade logging, tracks real-time P&L, and integrates a ledger-style financial system for deposits, withdrawals, and expenses. It supports multi-currency assets , generates detailed performance reports , and provides risk management tools to help traders optimize their strategies. With secure cloud storage, exportable reports, and seamless MetaTrader 5 integration , Bookeepr ensures accurate, transparent, and hassle-free fina
Ai Prediction MT5
Mochamad Alwy Fauzi
ライブラリ
A free indicator for those who purchase the full version This indicator is created by this Ai, with your desired settings Artificial Intelligence at your service Have a complete artificial intelligence and use it in your codes This artificial intelligence is trained to tell you on each candle whether the market is moving up or down. In general, artificial intelligence can be used in all markets, all timeframes and all symbols However, due to the increasing complexity and decreasing accuracy of
Close All Orders No1
Jie Tang
ライブラリ
快速关仓，无需任何操作。 当前版本的一键关仓主要针对的是来不及手动关仓的情况，目前是不分交易标的类别，是对所有的持仓进行关仓。 未来可能升级的方向： 1、分类别、分标的关仓。 适用场景：开了多个标的的仓位，并且波动不一，快速频繁的波动影响了整体的判断。 2、增加只关闭盈利仓位、只关闭亏损仓位。 适用场景：持仓较多，趋势发生变化。 个人建议：一般建议选择一键全部关仓，因为如果行情与持仓方向一致，只关闭盈利仓位无形就是扩大了亏损。如果行情方向与持仓方向相反，只关闭亏损仓位，当前已盈利的后面又会变为亏损，盈利无法变现。 3、按照仓位顺序由大到小关仓、按照仓位顺序由小到大关仓。 适用 场景：行情发生波动，对于未来行情判断把握不确定的，可根据自己需求选择仓位关仓顺序，由大到小关仓的话，可以避免亏损的进一步扩大。 4、减小仓位量，保持绝对的安全距离。 适用 场景：对未来趋势相对确定，不想错过当前行情，但是认为当前持仓体量又有点大，想降低仓位。
Burst Executor D38G
Li Guo Yin
ライブラリ
[Gold Intelligent Trading EA | Risk Control is Steady, Profit Breakthrough] The intelligent trading EA, which is customized for the fluctuation characteristics of gold, takes the hard-core trading system as the core, and each order is derived from the accurate judgment of market trends and supporting pressures by quantitative models, so as to eliminate subjective interference and make trading decisions more objective and efficient. Equipped with multi-dimensional risk control system, dynamic s
SniperkickEA
Mohamed Maguini
ライブラリ
Questo Expert Advisor (EA) è stato progettato per offrire un'esperienza di trading automatizzata di alto livello, adatta sia ai trader principianti che a quelli esperti. Utilizzando algoritmi avanzati e tecniche di analisi del mercato, l'EA è in grado di identificare opportunità di trading redditizie con precisione e velocità. L'EA è configurabile per operare su vari strumenti finanziari, tra cui forex, indici e materie prime, garantendo una flessibilità senza pari. Le caratteristiche princip
LSTM Library
Thalles Nascimento De Carvalho
ライブラリ
LSTM Library - MetaTrader 5用高度神経ネットワーク アルゴリズム取引のためのプロフェッショナル神経ネットワークライブラリ LSTM Libraryは、MQL5の取引戦略にリカレントニューラルネットワークのパワーをもたらします。このプロフェッショナルレベルの実装には、通常は専門的な機械学習フレームワークでしか見られない高度な機能を備えたLSTM、BiLSTM、GRUネットワークが含まれています。 "トレーディングにおける機械学習の成功の秘訣は、適切なデータ処理にあります。 Garbage In, Garbage Out –予測の品質はトレーニングデータの品質を超えることはありません。" — マルコス・ロペス・デ・プラド博士, Advances in Financial Machine Learning 主な機能 LSTM、BiLSTM、GRUの完全実装 より良い一般化のためのリカレントドロップアウト 複数の最適化アルゴリズム（Adam、AdamW、RAdam） 高度な正規化テクニック 包括的な評価指標システム トレーニング進捗の可視化 クラス重みによる不均衡デー
Gold EA Scalper buylimit CN
Chan Zhen Nam
ライブラリ
Automatic Replenishment Trading Within a Defined Range The EA operates only within the predefined price range . When an order is closed, filled, or cancelled (reducing the total number of orders), the EA will automatically place new orders to maintain the continuous operation of the trading strategy. This EA is designed for ranging / sideways market conditions . You can control the total number of orders using Max Orders . Example: Max Orders: 8 Active trades: 2 Pending Buy Limit orders: 6 In t
EA Scalper sell limit
Chan Zhen Nam
ライブラリ
Automatic Replenishment Trading Within a Defined Range The EA operates   only within the predefined price range . When an order is   closed, filled, or cancelled   (reducing the total number of orders), the EA will   automatically place new orders   to maintain the continuous operation of the trading strategy. This EA is   designed for ranging / sideways market conditions . You can control the total number of orders using   Max Orders . Example: Max Orders:   8 Active trades:   2 Pending Sell L
PostgreSQL Client
Romeu Bertho
ライブラリ
A complete PostgreSQL client implemented in pure MQL5 over native MetaTrader 5 TCP sockets. The library implements the PostgreSQL client with MD5 and SCRAM-SHA-256 authentication, SSL/TLS, the Simple Query Protocol, and explicit transactions. No DLLs, no external dependencies, no third-party services. Features Direct TCP connection to any PostgreSQL-compatible database MD5 and SCRAM-SHA-256 authentication, auto-detected SSL/TLS via PostgreSQL's SSLRequest flow Full transaction support Typed res
WalkForwardOptimizer MT5
Stanislav Korotky
3.78 (9)
ライブラリ
WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.
ModernUI Library
Levi Dane Benjamin
ライブラリ
MetaTrader 5 向け ModernUI ライブラリ ModernUI は、MetaTrader 5 のチャート上で動作するユーザーインターフェースライブラリです。MQL5 開発者が、MT5 のチャート環境内で、より整理された EA パネル、ダッシュボード、設定ウィンドウ、フォーム、テーブル、ダイアログ、ドロワー、コンパクトなトレード風インターフェースを構築できるようにします。 散らばったチャートオブジェクトではなく、よりプロフェッショナルなインターフェース層を使いたい開発者向けに作られています。同時に、自分の EA、インジケーター、ユーティリティのロジックは完全に自分で管理できます。 Modern UI - ユーザーガイド   | EA サンプルデモ 作成できるもの ModernUI は、特定の種類のパネルだけに限定されません。MetaTrader 5 のチャート上に配置するほぼあらゆるツールに対して、再利用可能なインターフェース層を提供します。 シンプルな設定画面、コンパクトなトレードパネル、本格的なダッシュボード、データビュー、コントロールパネル、口座関連ツール、ワー
Binance Library MetaTrader 5
Roman Zhitnik
5 (1)
ライブラリ
Binance Library MetaTrader 5 connects your Expert Advisors, indicators, and scripts to Binance.com and Binance.US directly from MetaTrader 5. It is a developer library for building custom Binance integrations inside MT5, not a standalone trading robot or copier. The library helps you add Binance instruments to Market Watch, read symbol specifications, load current and historical market data, check wallet balances, manage orders, and track open positions. It supports Spot, USD-M futures, and COI
MetaCOT 2 CFTC ToolBox MT5
Vasiliy Sokolov
3.4 (5)
ライブラリ
Friends, join us! Ask questions and connect with like-minded traders: MetaCOT Public Group MetaCOT Information Channel: news, CFTC reports, and signals: MetaCOT Channel Here’s to successful trading and new profitable signals for us all! Attention! Recently, certain countries have been blocking access to the cftc.gov website. As a result, users in these countries are giving the product low ratings. MetaCOT has always adhered to the highest quality standards and is in no way associated with th
BinanceData
Jingfeng Luo
ライブラリ
After downloading this service program, it will be used as a service support program for Dom BookHeatMAP Lightning Trading Panel. Dom BookHeatMAP Lightning Trading Panel   download link： https://www.mql5.com/zh/market/product/159414?source=Site+Market+MT5+Search+Rating006%3aDom+BookHeatMAP+Lightning+Trading+Panel Please first drag and drop the downloaded file to the corresponding service folder (` MQL5 \ Services `) in the MT5 data directory, and confirm that the file has been successfully pla
Trades Manager MT5
Omar Alkassar
ライブラリ
The library is dedicated to help manage your trades, calculate lot, trailing, partial close and other functions. Lot Calculation Mode 0: Fixed Lot. Mode 1: Martingale Lot (1,3,5,8,13) you can use it in different way calculate when loss=1 ,when profit=0. Mode 2: Multiplier Lot (1,2,4,8,16) you can use it in different way calculate when loss=1 ,when profit=0. Mode 3: Plus Lot (1,2,3,4,5) you can use it in different way calculate when loss=1 ,when profit=0. Mode 4: SL/Risk Lot calculate based on s
WalkForwardLight MT5
Stanislav Korotky
ライブラリ
This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "MQL5\Files" directory. Then it uses these files to automatically build a cluster walk forward report and rolling walk forward reports that refine it (all of them in one HTML file). Using the WalkForwardBuilder MT5 auxiliary script allows building othe
OrderBook History Library
Stanislav Korotky
3 (2)
ライブラリ
Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The library OrderBook History Library reads market book state in the past from archive files, created by OrderBook Recorder . The library can be embedded into you
BitMEX Trading API
Romeu Bertho
5 (1)
ライブラリ
Cryptocurrency analysis has never been easier with Crypto Charts for MetaTrader 5. Now, trading on BitMEX has never been easier with BitMEX Trading API for MetaTrader 5. BitMEX Trading API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods and start trading! Features Trade on BitMEX and BitMEX Testnet. Build and automate your strategies. Concern more with the trading strategy logic and less with the co
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インディケータ
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Noel Anjao Alube
インディケータ
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エキスパート
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Noel Anjao Alube
インディケータ
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インディケータ
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Noel Anjao Alube
エキスパート
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エキスパート
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インディケータ
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インディケータ
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インディケータ
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Noel Anjao Alube
インディケータ
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エキスパート
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インディケータ
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エキスパート
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Noel Anjao Alube
ライブラリ
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エキスパート
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インディケータ
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インディケータ
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インディケータ
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エキスパート
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エキスパート
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GoldApex Multi Horizon
Noel Anjao Alube
エキスパート
GoldApex Multi-Horizon Scalper is a precision-engineered Expert Advisor designed exclusively for XAU/USD, combining a top-down multi-timeframe confluence framework with a dynamic breakout-and-pullback entry model. The system reads macro directional bias from the 4-hour and 1-hour timeframes using dual EMA alignment, then descends to the 15-minute chart to map active support and resistance boundaries. Entry is reserved for confirmed breakouts of those boundaries followed by a controlled retest on
Gold Sniper Breakout
Noel Anjao Alube
エキスパート
Gold Sniper Breakout EA — XAUUSD 1-Minute Session Scalper for MT5 Overview Gold Sniper Breakout is a fully automated Expert Advisor engineered exclusively for XAUUSD (Gold) on the MetaTrader 5 platform. Built around a precision 1-minute candle breakout methodology, it hunts high-probability momentum moves during the most liquid sessions of the trading day — then exits with surgical timing before the market can reverse. No indicators. No lagging signals. Pure price action. How It Works At the ope
Kairos Signal
Noel Anjao Alube
インディケータ
Kairos Signal Confirmed M15 Entry Indicator for XAUUSD Overview Kairos Signal is a precision-engineered MT5 indicator built exclusively for XAUUSD trading on the M15 timeframe. The name comes from the ancient Greek concept of Kairos — the opportune moment, the perfect window of action. That philosophy is the foundation of this tool: it does not react to noise, it does not fire during uncertainty, and it never changes its mind after a decision is made. Every signal is locked to the close of a co
Session Inversion EA
Noel Anjao Alube
エキスパート
Session Inversion EA is a fully automated Expert Advisor for MetaTrader 5 that trades a structured, rule-based strategy combining session range analysis with Inverted Fair Value Gap (iFVG) entry logic. The strategy is drawn directly from Smart Money Concepts and ICT methodology and executes without any manual intervention from chart setup to trade close. How the Strategy Works The EA tracks four configurable trading sessions across the day using UTC-based time detection, which means session time
Wraith SMC
Noel Anjao Alube
エキスパート
Wraith SMC — Multi-Symbol Smart Money Confluence Scanner Most retail setups fail for a simple reason: they react to a single signal in isolation. A break of structure on its own. A fair value gap on its own. No context, no confirmation, no filter for whether the broader trend even supports the trade. Wraith SMC was built around a different idea. It watches up to 10 symbols at once, builds a higher-timeframe directional bias from H4 and H1 price action, and only considers a setup valid once sever
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