Market book tester

3

Using data from the order book in the strategy tester

Key features:

  • Simultaneous use of several symbols, up to 7 pieces
  • DOM visualization
  • With the visualization of order books, real-time simulation is available, as well as acceleration or deceleration

Working with the library:

This product also requires a utility to save data: https://www.mql5.com/en/market/product/71642

Speed control utility: https://www.mql5.com/en/market/product/81409

Include file:   https://c.mql5.com/31/735/Market_book_synhron_lib.mqh

Version for optimization: https://www.mql5.com/en/market/product/81400#!tab=comments&page=1&comment=39641857

评分 3
Irusel
794
Irusel 2026.05.16 17:47 

отлично

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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
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
WalkForwardOptimizer MT5
Stanislav Korotky
3.63 (8)
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.
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)
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)
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
Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEven
Goliath Mt5
Nicolokondwani Biscaldi
Goliath MT5 - scalper fully automated Expert Advisor for medium-volatile forex markets P roperties: The Library trades 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, USDCAD, GBPUSD, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library does not use martingale The Library sets a fixed stop loss and take profit for all orders The Library only trades a user input volume The Library can be installed on any currency pair and any timeframe Recommendations: Before using on a real account, t
Binance Library
Hadil Mutaqin SE
5 (1)
The library is used to develop automatic trading on Binance Spot Market from MT5 platform. Support all order types: Limit, Market, StopLimit and StopMarket Support Testnet mode Automatically display the chart on the screen Usage: 1. Open MQL5 demo account 2. Download Header   file and EA sample   https://drive.google.com/uc?export=download&id=1kjUX7Hyy02EiwTLgVi8qdaCNvNzazjln Copy Binance.mqh to folder \MQL5\Include Copy  BinanceEA-Sample.mq5 to folder \MQL5\Experts 3. Allow WebRequest from MT5
Gold plucking machine   Gold plucking machine   is an Expert Advisor designed specifically for trading gold. The operation is based on opening orders using the Fast and Slow lines indicator, thus the EA works according to the "Trend Follow" strategy, which means following the trend. Use grid strategy to place orders without stop loss operation, so please make sure the account has sufficient funds. magic number        -  is a special number that the EA assigns to its orders. Lot Multiplier     
The library is used to develop automatic trading on Binance Futures Market from MT5 platform. Support Binance Futures USD-M and COIN-M Support Testnet mode Support all order types: Limit, Market, StopLimit, StopMarket, StopLoss and TakeProfit Automatically display the chart on the screen Usage: 1. Open MQL5 demo account 2. Download Header file and EA sample https://drive.google.com/uc?export=download&id=17fWrZFeMZoSvH9-2iv4WDJhcyxG2eW17 Copy BinanceFutures.mqh to folder \MQL5\Include Copy  Bina
MT4/5通用交易库(  一份代码通用4和5 ) #ifdef __MQL5__      #define KOD_TICKET ulong      #define KOD_MAGIC   long #else        #define KOD_TICKET long      #define KOD_MAGIC   int #endif class ODLIST; #import "K Trade Lib Pro 5.ex5"       //祝有个美好开始,运行首行加入    void StartGood() ;    //简单开单    long OrderOpen( int type, double volume, int magic, string symbol= "" , string comment= "" , double opprice= 0 , double sl= 0 , double tp= 0 , int expiration= 0 , bool slsetmode= false , bool tpsetmode= false );    //复杂开单
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
1. 这是什么 MT5系统自带的优化结果非常少,有时候我们需要研究更多的结果,这个库可以让你在回测优化时可以输出更多的结果。也支持在单次回测时打印更多的策略结果。 2. 产品特色 优化的输出的结果非常多。 可以自定义CustomMax。 输出结果在Common文件夹。 根据EA名称自动命名,且同一个EA多次回测会自动更新名称,不会覆盖上一次的结果。 函数非常简单,你一眼就可以看懂。 #import "More BackTest Results.ex5" // Libraries Folder, Download from the market. //---Set CustomMax void iSetCustomMax( string mode); //---Display multiple strategy results when backtesting alone (not opt). void iOnDeinit(); //--- void iOnTesterInit(); double iOnTester(); void iOnTesterPass( string lang
T5L Library is necessary to use the EAs from TSU Investimentos, IAtrader and others. It contains all the functions framework needed to Expert Advisors working properly.  ツ - The Expert Advisors from  TSU Investimentos does not work without this library,  the T5L library can have updates during the year - At this Library you will find several funcionalities like order sends, buy and sell, trigger entry points check, candlestick analyses, supply and demmand marking and lines, and much more. 
AO Core
Andrey Dik
3.67 (3)
AO Core is the core of the optimization algorithm, it is a library built on the author's HMA (hybrid metaheuristic algorithm) algorithm. Pay attention to the MT5 Optimization Booster product , which makes it very easy to manage the regular MT5 optimizer . An example of using AO Core is described in the article: https://www.mql5.com/ru/articles/14183 https://www.mql5.com/en/blogs/post/756510 This hybrid algorithm is based on a genetic algorithm and contains the best qualities and properties of p
EA Toolkit
Esteban Thevenon
EA Toolkit   is a library that allows any developer to quickly and easily program Advisor experts. It includes many functions and enumerations such as trailing stop, lot, stop loss management, market trading authorisations, price table updates, trading conditions and many more. Installation + Documentation : You will find all the information to install this library and the documentation of its functions on this GitHub : https://github.com/Venon282/Expert-Advisor-Toolkit WARNING : The installat
GetFFEvents MT5 I tester capability
Hans Alexander Nolawon Djurberg
Want to get all events like Previous/Forecast/Actual values for each news to analyze/predict it? By this simple library you can do it easily,Just import/integrate the library into your system,then get all possible values for each news   Even In Strategy Tester   . Note: Please add the address " https://www.forexfactory.com/ " of news feed at your MT5 tab > Tools > Options > Expert Advisors > Check Allow web request for listed URL. Since the WebRequest() function can't be called from indicator ba
A Simple Moving Average (SMA) is a statistical indicator used in time series analysis. This indicator represents the arithmetic mean of a sequence of values over a specific period of time. SMA is used to smooth short-term fluctuations in data, helping to highlight the overall trend or direction of changes. This aids analysts and traders in better understanding the general dynamics of the time series and identifying potential trends or changes in direction.  More information you can find in Wiki 
该库将允许您使用任何 EA 来管理交易,并且非常容易集成到任何 EA 上,您可以使用描述中提到的脚本代码以及显示完整过程的视频演示示例自行完成。 - 下限价、止损限价和止盈限价订单 - 下达市场订单、SL 市场订单、TP 市场订单 - 修改限价订单 - 取消订单 - 查询订单 - 更改杠杆、保证金 - 获取位置信息 和更多... 租赁加密货币图表是可选的,除非您的 MT5 上没有币安图表。 对于脚本演示:单击此处 如果您想与交易面板进行交易,您可能对此产品感兴趣 该产品是加密图表的插件 该库将允许您使用任何 EA 来管理交易,并且非常容易集成到任何 EA 上,您可以使用描述中提到的脚本代码以及显示完整过程的视频演示示例自行完成。 - 下限价、止损限价和止盈限价订单 - 下达市场订单、SL 市场订单、TP 市场订单 - 修改限价订单 - 取消订单 - 查询订单 - 更改杠杆、保证金 - 获取位置信息 和更多... 租赁加密货币图表是可选的,除非您的 MT5 上没有币安图表。 对于脚本演示: 单击此处 如果您想与交易面板进行交易, 您可能对
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
Applying these methods, I managed to arrive at a nuanced conclusion that is crucial to understanding the importance of unique strategies in contemporary trading. Although the neural network advisor showed impressive efficiency in the initial stages, it proved to be highly unstable in the long run. Various factors such as market fluctuations, trend changes, external events, etc. cause its operation to be chaotic and eventually lead to instability. With these experiences, I accepted the challenge
Introducing "TG Risk Service Manager" — your comprehensive toolkit for swift and precise risk management and lot size calculations in the dynamic world of trading. Designed to streamline development processes and enhance trading strategies, this indispensable library equips developers with essential tools for optimizing risk assessment and trade profitability. Metatrader4 Version |  All Products  |  Contact   Key Features: Efficient Lot Size Calculation : Harness the power of precise lot size c
Introducing "TG Trade Service Manager" — your all-in-one solution for seamless trade management in both MQL4 and MQL5 environments. With a focus on speed, reliability, and convenience, this powerful library simplifies the complexities of trade execution and management, empowering developers with a single interface for enhanced efficiency. Metatrader4 Version   |   All Products   |   Contact   Key Features: Unified Interface : TG Trade Service Manager" provides a unified interface for   MQL4   an
OpenAI Library MT5
VitalDefender Inc.
该库旨在提供一种尽可能简单的方法,直接在MetaTrader上使用OpenAI的API。 要深入了解库的潜力,请阅读以下文章: https://www.mql5.com/en/blogs/post/756098 The files needed to use the library can be found here: Manual 重要提示:要使用EA,需要添加以下URL以允许访问OpenAI API  如附图所示 要使用该库,需要包含以下Header,您可以在以下链接找到:  https://www.mql5.com/en/blogs/post/756108 #import "StormWaveOpenAI.ex5" COpenAI *iOpenAI(string); CMessages *iMessages(void); CTools *iTools(void); #import 这就是您需要的所有信息,以便轻松使用该库。 以下是如何轻松使用该库并与OpenAI的API交互的示例 #include <StormWaveOpenAI.mqh>       //--- 包含用于AP
作者的更多信息
Playback of previously saved data from the order book. Key features: Historical data navigation Adjusting the playback speed with the "---" and "+++" buttons, as well as with the mouse, you can by scrolling the wheel over the area of ​​these buttons and between them Turning Price Centering On and Off Time display accurate to thousandths of a second Attention: This product also needs a utility to save data: https://www.mql5.com/en/market/product/71642
FREE
The utility is designed to control the update rate of the order book (or several) in the strategy tester. Management is carried out by a library, which is available here https://www.mql5.com/en/market/product/81400 Interface description: S/P   Start and pause playback ---    Decrease the speed by one step +++   Increase speed by one step R      Updating the character list <0>  Slider, moving left/right change the playback speed, after releasing the mouse it is restored to its original state. The
FREE
Market book
Aliaksandr Hryshyn
Depth of market display. Up to sixteen instruments can be displayed. There is auto-scrolling of prices, which can be turned off by clicking on "A" at the top of the window. It is quite a beautiful indicator, it can act as a splash screen, it will not be so boring to look like a regular chart, just right for meditation, especially after big losses in the market. The indicator is not for trading, so your deposit will be more complete. The video displays fast playback of previously saved data. Atte
Saving data from the order book. Data replay utility: https://www.mql5.com/en/market/product/71640 Library for use in the strategy tester: https://www.mql5.com/en/market/product/81409 Perhaps, then a library will appear for using the saved data in the strategy tester, depending on the interest in this development. Now there are developments of this kind using shared memory, when only one copy of the data is in RAM. This not only solves the memory issue, but gives faster initialization on each
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Irusel
794
Irusel 2026.05.16 17:47 

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wilaim67
44
wilaim67 2025.06.20 05:54 

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Shigeo Sorihashi
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Shigeo Sorihashi 2024.03.24 11:16 

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