MQL4 and MQL5 Programming Articles

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Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.

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Brute force approach to patterns search (Part VI): Cyclic optimization

Brute force approach to patterns search (Part VI): Cyclic optimization

In this article I will show the first part of the improvements that allowed me not only to close the entire automation chain for MetaTrader 4 and 5 trading, but also to do something much more interesting. From now on, this solution allows me to fully automate both creating EAs and optimization, as well as to minimize labor costs for finding effective trading configurations.
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Canvas based indicators: Filling channels with transparency

Canvas based indicators: Filling channels with transparency

In this article I'll introduce a method for creating custom indicators whose drawings are made using the class CCanvas from standard library and see charts properties for coordinates conversion. I'll approach specially indicators which need to fill the area between two lines using transparency.
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Developing a Replay System — Market simulation (Part 04): adjusting the settings (II)

Developing a Replay System — Market simulation (Part 04): adjusting the settings (II)

Let's continue creating the system and controls. Without the ability to control the service, it is difficult to move forward and improve the system.
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DoEasy. Controls (Part 10): WinForms objects — Animating the interface

DoEasy. Controls (Part 10): WinForms objects — Animating the interface

It is time to animate the graphical interface by implementing the functionality for object interaction with users and objects. The new functionality will also be necessary to let more complex objects work correctly.
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Population optimization algorithms: Fish School Search (FSS)

Population optimization algorithms: Fish School Search (FSS)

Fish School Search (FSS) is a new optimization algorithm inspired by the behavior of fish in a school, most of which (up to 80%) swim in an organized community of relatives. It has been proven that fish aggregations play an important role in the efficiency of foraging and protection from predators.
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Neural networks made easy (Part 33): Quantile regression in distributed Q-learning

Neural networks made easy (Part 33): Quantile regression in distributed Q-learning

We continue studying distributed Q-learning. Today we will look at this approach from the other side. We will consider the possibility of using quantile regression to solve price prediction tasks.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 4): Triangular moving average — Indicator Signals

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 4): Triangular moving average — Indicator Signals

The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than one symbol pair only from one symbol chart. This time we will use only 1 indicator, namely Triangular moving average in multi-timeframes or single timeframe.
Three-Dimensional Graphs - a Professional Tool of Market Analyzing
Three-Dimensional Graphs - a Professional Tool of Market Analyzing

Three-Dimensional Graphs - a Professional Tool of Market Analyzing

In this article we will write a simple library for the construction of 3D graphs and their further viewing in Microsoft Excel. We will use standard MQL4 options to prepare and export data into *.csv file.
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The price movement model and its main provisions. (Part 3): Calculating optimal parameters of stock exchange speculations

The price movement model and its main provisions. (Part 3): Calculating optimal parameters of stock exchange speculations

Within the framework of the engineering approach developed by the author based on the probability theory, the conditions for opening a profitable position are found and the optimal (profit-maximizing) take profit and stop loss values are calculated.
The Statistic Analysis of Market Movements and Their Prognoses
The Statistic Analysis of Market Movements and Their Prognoses

The Statistic Analysis of Market Movements and Their Prognoses

The present article contemplates the wide opportunities of the statistic approach to marketing. Unfortunately, beginner traders deliberately fail to apply the really mighty science of statistics. Meanwhile, it is the only thing they use subconsciously while analyzing the market. Besides, statistics can give answers to many questions.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 3): Added symbols prefixes and/or suffixes and Trading Time Session

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 3): Added symbols prefixes and/or suffixes and Trading Time Session

Several fellow traders sent emails or commented about how to use this Multi-Currency EA on brokers with symbol names that have prefixes and/or suffixes, and also how to implement trading time zones or trading time sessions on this Multi-Currency EA.
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How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 6): Two RSI indicators cross each other's lines

How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 6): Two RSI indicators cross each other's lines

The multi-currency expert advisor in this article is an expert advisor or trading robot that uses two RSI indicators with crossing lines, the Fast RSI which crosses with the Slow RSI.
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Developing a Replay System — Market simulation (Part 15): Birth of the SIMULATOR (V) - RANDOM WALK

Developing a Replay System — Market simulation (Part 15): Birth of the SIMULATOR (V) - RANDOM WALK

In this article we will complete the development of a simulator for our system. The main goal here will be to configure the algorithm discussed in the previous article. This algorithm aims to create a RANDOM WALK movement. Therefore, to understand today's material, it is necessary to understand the content of previous articles. If you have not followed the development of the simulator, I advise you to read this sequence from the very beginning. Otherwise, you may get confused about what will be explained here.
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Neural networks made easy (Part 56): Using nuclear norm to drive research

Neural networks made easy (Part 56): Using nuclear norm to drive research

The study of the environment in reinforcement learning is a pressing problem. We have already looked at some approaches previously. In this article, we will have a look at yet another method based on maximizing the nuclear norm. It allows agents to identify environmental states with a high degree of novelty and diversity.
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DoEasy. Controls (Part 18): Functionality for scrolling tabs in TabControl

DoEasy. Controls (Part 18): Functionality for scrolling tabs in TabControl

In this article, I will place header scrolling control buttons in TabControl WinForms object in case the header bar does not fit the size of the control. Besides, I will implement the shift of the header bar when clicking on the cropped tab header.
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DoEasy. Controls (Part 20): SplitContainer WinForms object

DoEasy. Controls (Part 20): SplitContainer WinForms object

In the current article, I will start developing the SplitContainer control from the MS Visual Studio toolkit. This control consists of two panels separated by a vertical or horizontal movable separator.
Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object
Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object

Graphics in DoEasy library (Part 84): Descendant classes of the abstract standard graphical object

In this article, I will consider creation of descendant objects for the terminal abstract standard graphical object. The class object describes the properties that are common for all graphical objects. So, it is simply some kind of a graphical object. To clarify its affiliation with a real graphical object, we need to set the properties inherent in this particular graphical object in the descendant object class.
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Implementing the Janus factor in MQL5

Implementing the Janus factor in MQL5

Gary Anderson developed a method of market analysis based on a theory he dubbed the Janus Factor. The theory describes a set of indicators that can be used to reveal trends and assess market risk. In this article we will implement these tools in mql5.
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Neural networks made easy (Part 54): Using random encoder for efficient research (RE3)

Neural networks made easy (Part 54): Using random encoder for efficient research (RE3)

Whenever we consider reinforcement learning methods, we are faced with the issue of efficiently exploring the environment. Solving this issue often leads to complication of the algorithm and training of additional models. In this article, we will look at an alternative approach to solving this problem.
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Experiments with neural networks (Part 3): Practical application

Experiments with neural networks (Part 3): Practical application

In this article series, I use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 is approached as a self-sufficient tool for using neural networks in trading.
Object Approach in MQL
Object Approach in MQL

Object Approach in MQL

This article will be interesting first of all for programmers both beginners and professionals working in MQL environment. Also it would be useful if this article were read by MQL environment developers and ideologists, because questions that are analyzed here may become projects for future implementation of MetaTrader and MQL.
A Non-Trading EA Testing Indicators
A Non-Trading EA Testing Indicators

A Non-Trading EA Testing Indicators

All indicators can be divided into two groups: static indicators, the displaying of which, once shown, always remains the same in history and does not change with new incoming quotes, and dynamic indicators that display their status for the current moment only and are fully redrawn when a new price comes. The efficiency of a static indicator is directly visible on the chart. But how can we check whether a dynamic indicator works ok? This is the question the article is devoted to.
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Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Today we will add some more resources to our EA. This interesting article can provide some new ideas and methods of presenting information. At the same time, it can assist in fixing minor flaws in your projects.
Tomasz Tauzowski:"All I can do is pray for a loss position" (ATC 2010)
Tomasz Tauzowski:"All I can do is pray for a loss position" (ATC 2010)

Tomasz Tauzowski:"All I can do is pray for a loss position" (ATC 2010)

Tomasz Tauzowski (ttauzo) is a long-standing member of the top ten on the Automated Trading Championship 2010. For the seventh week his Expert Advisor is between the fifth and the seventh places. And no wonder: according to the report of the current Championship leader Boris Odinstov, ttauzo is one of the most stable EAs participating in the competition.
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Population optimization algorithms: Invasive Weed Optimization (IWO)

Population optimization algorithms: Invasive Weed Optimization (IWO)

The amazing ability of weeds to survive in a wide variety of conditions has become the idea for a powerful optimization algorithm. IWO is one of the best algorithms among the previously reviewed ones.
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DRAKON visual programming language — communication tool for MQL developers and customers

DRAKON visual programming language — communication tool for MQL developers and customers

DRAKON is a visual programming language designed to simplify interaction between specialists from different fields (biologists, physicists, engineers...) with programmers in Russian space projects (for example, in the Buran reusable spacecraft project). In this article, I will talk about how DRAKON makes the creation of algorithms accessible and intuitive, even if you have never encountered code, and also how it is easier for customers to explain their thoughts when ordering trading robots, and for programmers to make fewer mistakes in complex functions.
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DoEasy. Controls (Part 9): Re-arranging WinForms object methods, RadioButton and Button controls

DoEasy. Controls (Part 9): Re-arranging WinForms object methods, RadioButton and Button controls

In this article, I will fix the names of WinForms object class methods and create Button and RadioButton WinForms objects.
Interview with Matúš German (ATC 2012)
Interview with Matúš German (ATC 2012)

Interview with Matúš German (ATC 2012)

It's the second time Matúš German participates in the Automated Trading Championship. By the end of the fourth week of ATC 2012 his Expert Advisor has been holding its positions in the TOP-10 having about $30 000. Matúš is from Slovakia, from the little town Bardejov. Matúš is interested in trading for about 5 years and he develops Expert Advisors for 3 years already.
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Neural networks made easy (Part 37): Sparse Attention

Neural networks made easy (Part 37): Sparse Attention

In the previous article, we discussed relational models which use attention mechanisms in their architecture. One of the specific features of these models is the intensive utilization of computing resources. In this article, we will consider one of the mechanisms for reducing the number of computational operations inside the Self-Attention block. This will increase the general performance of the model.
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part VII)
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part VII)

Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part VII)

In this article, the author gives an example Expert Advisor meeting the requirements stated in the Rules of the Automated Trading Championship 2008
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part IV)
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part IV)

Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part IV)

In this article the author continues to analyze implementation algorithms of simplest trading systems and introduces recording of optimization results in backtesting into one html file in the form of a table. The article will be useful for beginning traders and EA writers.
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Filtering and feature extraction in the frequency domain

Filtering and feature extraction in the frequency domain

In this article we explore the application of digital filters on time series represented in the frequency domain so as to extract unique features that may be useful to prediction models.
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Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators

Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators

In the article, complete development of objects of multi-period multi-symbol standard indicators. Using Ichimoku Kinko Hyo standard indicator example, analyze creation of compound custom indicators which have auxiliary drawn buffers for displaying data on the chart.
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Population optimization algorithms: Shuffled Frog-Leaping algorithm (SFL)

Population optimization algorithms: Shuffled Frog-Leaping algorithm (SFL)

The article presents a detailed description of the shuffled frog-leaping (SFL) algorithm and its capabilities in solving optimization problems. The SFL algorithm is inspired by the behavior of frogs in their natural environment and offers a new approach to function optimization. The SFL algorithm is an efficient and flexible tool capable of processing a variety of data types and achieving optimal solutions.
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Population optimization algorithms: ElectroMagnetism-like algorithm (ЕМ)

Population optimization algorithms: ElectroMagnetism-like algorithm (ЕМ)

The article describes the principles, methods and possibilities of using the Electromagnetic Algorithm in various optimization problems. The EM algorithm is an efficient optimization tool capable of working with large amounts of data and multidimensional functions.
Secrets of MetaTrader 4 Client Terminal: File Library in MetaEditor
Secrets of MetaTrader 4 Client Terminal: File Library in MetaEditor

Secrets of MetaTrader 4 Client Terminal: File Library in MetaEditor

When creating custom programs, code editor is of great importance. The more functions are available in the editor, the faster and more convenient is creation of the program. Many programs are created on basis of an already existing code. Do you use an indicator or a script that does not fully suit your purposes? Download the code of this program from our website and customize it for yourselves.
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Developing a trading Expert Advisor from scratch (Part 20): New order system (III)

Developing a trading Expert Advisor from scratch (Part 20): New order system (III)

We continue to implement the new order system. The creation of such a system requires a good command of MQL5, as well as an understanding of how the MetaTrader 5 platform actually works and what resources it provides.
Graphics in DoEasy library (Part 92): Standard graphical object memory class. Object property change history
Graphics in DoEasy library (Part 92): Standard graphical object memory class. Object property change history

Graphics in DoEasy library (Part 92): Standard graphical object memory class. Object property change history

In the article, I will create the class of the standard graphical object memory allowing the object to save its states when its properties are modified. In turn, this allows retracting to the previous graphical object states.
A Trader's Assistant Based on Extended MACD Analysis
A Trader's Assistant Based on Extended MACD Analysis

A Trader's Assistant Based on Extended MACD Analysis

Script 'Trader's Assistant' helps you to make a decision on opening positions, based on the extended analysis of the MACD status for the last three bars in the real-time trading on any timeframe. It can also be used for back testing.
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Data Science and Machine Learning(Part 21): Unlocking Neural Networks, Optimization algorithms demystified

Data Science and Machine Learning(Part 21): Unlocking Neural Networks, Optimization algorithms demystified

Dive into the heart of neural networks as we demystify the optimization algorithms used inside the neural network. In this article, discover the key techniques that unlock the full potential of neural networks, propelling your models to new heights of accuracy and efficiency.