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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Custom Graphical Controls. Part 1: Creating a Simple Control
Custom Graphical Controls. Part 1: Creating a Simple Control

Custom Graphical Controls. Part 1: Creating a Simple Control

This article covers general principles of development of graphical controls. We are going to prepare tools for a quick and convenient work with graphical objects, analyze an example of creation of a simple control for entering text or numeric data as well as the ways of using it.
Auto detection of extreme points based on a specified price variation
Auto detection of extreme points based on a specified price variation

Auto detection of extreme points based on a specified price variation

Automation of trading strategies involving graphical patterns requires the ability to search for extreme points on the charts for further processing and interpretation. Existing tools do not always provide such an ability. The algorithms described in the article allow finding all extreme points on charts. The tools discussed here are equally efficient both during trends and flat movements. The obtained results are not strongly affected by a selected timeframe and are only defined by a specified scale.
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Programming a Deep Neural Network from Scratch using MQL Language

Programming a Deep Neural Network from Scratch using MQL Language

This article aims to teach the reader how to make a Deep Neural Network from scratch using the MQL4/5 language.
Grid and martingale: what are they and how to use them?
Grid and martingale: what are they and how to use them?

Grid and martingale: what are they and how to use them?

In this article, I will try to explain in detail what grid and martingale are, as well as what they have in common. Besides, I will try to analyze how viable these strategies really are. The article features mathematical and practical sections.
Testing patterns that arise when trading currency pair baskets. Part III
Testing patterns that arise when trading currency pair baskets. Part III

Testing patterns that arise when trading currency pair baskets. Part III

In this article, we finish testing the patterns that can be detected when trading currency pair baskets. Here we present the results of testing the patterns tracking the movement of pair's currencies relative to each other.
Creating an Indicator with Multiple Indicator Buffers for Newbies
Creating an Indicator with Multiple Indicator Buffers for Newbies

Creating an Indicator with Multiple Indicator Buffers for Newbies

The complex codes consist of a set of simple codes. If you are familiar with them, it doesn't look so complicated. In this article, we will consider how to create an indicator with multiple indicator buffers. As an example, the Aroon indicator is analyzed in details, and two different versions of the code are presented.
Interview with Dr. Alexander Elder: "I want to be a psychiatrist in the market"
Interview with Dr. Alexander Elder: "I want to be a psychiatrist in the market"

Interview with Dr. Alexander Elder: "I want to be a psychiatrist in the market"

I think financial markets are like manic-depressive patients. Sell when they have mania, and buy when they have depression. The envelope helps me determine where these levels of depression and mania are. There is a joke: "A neurotic is a man who builds castles in the skies, psychotic is the one who lives in them, and a psychiatrist is a person who collects the rent." I want to be a psychiatrist in the market. I want to collect the rent from the madness of the crowd.
MetaTrader 5: Publishing trading forecasts and live trading statements via e-mail on blogs, social networks and dedicated websites
MetaTrader 5: Publishing trading forecasts and live trading statements via e-mail on blogs, social networks and dedicated websites

MetaTrader 5: Publishing trading forecasts and live trading statements via e-mail on blogs, social networks and dedicated websites

This article aims to present ready-made solutions for publishing forecasts using MetaTrader 5. It covers a range of ideas: from using dedicated websites for publishing MetaTrader statements, through setting up one's own website with virtually no web programming experience needed and finally integration with a social network microblogging service that allows many readers to join and follow the forecasts. All solutions presented here are 100% free and possible to setup by anyone with a basic knowledge of e-mail and ftp services. There are no obstacles to use the same techniques for professional hosting and commercial trading forecast services.
Creating Tick Indicators in MQL5
Creating Tick Indicators in MQL5

Creating Tick Indicators in MQL5

In this article, we will consider the creation of two indicators: the tick indicator, which plots the tick chart of the price and tick candle indicator, which plot candles with the specified number of ticks. Each of the indicators writes the incoming prices into a file, and uses the saved data after the restart of the indicator (these data also can be used by the other programs)
Evaluation and selection of variables for machine learning models
Evaluation and selection of variables for machine learning models

Evaluation and selection of variables for machine learning models

This article focuses on specifics of choice, preconditioning and evaluation of the input variables (predictors) for use in machine learning models. New approaches and opportunities of deep predictor analysis and their influence on possible overfitting of models will be considered. The overall result of using models largely depends on the result of this stage. We will analyze two packages offering new and original approaches to the selection of predictors.
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OpenCL: From Naive Towards More Insightful Programming

OpenCL: From Naive Towards More Insightful Programming

This article focuses on some optimization capabilities that open up when at least some consideration is given to the underlying hardware on which the OpenCL kernel is executed. The figures obtained are far from being ceiling values but even they suggest that having the existing resources available here and now (OpenCL API as implemented by the developers of the terminal does not allow to control some parameters important for optimization - particularly, the work group size), the performance gain over the host program execution is very substantial.
MQL5 Cookbook: Monitoring Multiple Time Frames in a Single Window
MQL5 Cookbook: Monitoring Multiple Time Frames in a Single Window

MQL5 Cookbook: Monitoring Multiple Time Frames in a Single Window

There are 21 time frames available in MetaTrader 5 for analysis. You can take advantage of special chart objects that you can place on the existing chart and set the symbol, time frame and some other properties right there. This article will provide detailed information on such chart graphical objects: we will create an indicator with controls (buttons) that will allow us to set multiple chart objects in a subwindow at the same time. Furthermore, chart objects will accurately fit in the subwindow and will be automatically adjusted when the main chart or terminal window is resized.
Genetic Algorithms - It's Easy!
Genetic Algorithms - It's Easy!

Genetic Algorithms - It's Easy!

In this article the author talks about evolutionary calculations with the use of a personally developed genetic algorithm. He demonstrates the functioning of the algorithm, using examples, and provides practical recommendations for its usage.
Indicator for Constructing a Three Line Break Chart
Indicator for Constructing a Three Line Break Chart

Indicator for Constructing a Three Line Break Chart

This article is dedicated to the Three Line Break chart, suggested by Steve Nison in his book "Beyond Candlesticks". The greatest advantage of this chart is that it allows filtering minor fluctuations of a price in relation to the previous movement. We are going to discuss the principle of the chart construction, the code of the indicator and some examples of trading strategies based on it.
Exploring Seasonal Patterns of Financial Time Series with Boxplot
Exploring Seasonal Patterns of Financial Time Series with Boxplot

Exploring Seasonal Patterns of Financial Time Series with Boxplot

In this article we will view seasonal characteristics of financial time series using Boxplot diagrams. Each separate boxplot (or box-and-whiskey diagram) provides a good visualization of how values are distributed along the dataset. Boxplots should not be confused with the candlestick charts, although they can be visually similar.
Advanced Adaptive Indicators Theory and Implementation in MQL5
Advanced Adaptive Indicators Theory and Implementation in MQL5

Advanced Adaptive Indicators Theory and Implementation in MQL5

This article will describe advanced adaptive indicators and their implementation in MQL5: Adaptive Cyber Cycle, Adaptive Center of Gravity and Adaptive RVI. All indicators were originally presented in "Cybernetic Analysis for Stocks and Futures" by John F. Ehlers.
Machine Learning: How Support Vector Machines can be used in Trading
Machine Learning: How Support Vector Machines can be used in Trading

Machine Learning: How Support Vector Machines can be used in Trading

Support Vector Machines have long been used in fields such as bioinformatics and applied mathematics to assess complex data sets and extract useful patterns that can be used to classify data. This article looks at what a support vector machine is, how they work and why they can be so useful in extracting complex patterns. We then investigate how they can be applied to the market and potentially used to advise on trades. Using the Support Vector Machine Learning Tool, the article provides worked examples that allow readers to experiment with their own trading.
Plotting trend lines based on fractals using MQL4 and MQL5
Plotting trend lines based on fractals using MQL4 and MQL5

Plotting trend lines based on fractals using MQL4 and MQL5

The article describes the automation of trend lines plotting based on the Fractals indicator using MQL4 and MQL5. The article structure provides a comparative view of the solution for two languages. Trend lines are plotted using two last known fractals.
Tips from a professional programmer (Part II): Storing and exchanging parameters between an Expert Advisor, scripts and external programs
Tips from a professional programmer (Part II): Storing and exchanging parameters between an Expert Advisor, scripts and external programs

Tips from a professional programmer (Part II): Storing and exchanging parameters between an Expert Advisor, scripts and external programs

These are some tips from a professional programmer about methods, techniques and auxiliary tools which can make programming easier. We will discuss parameters which can be restored after terminal restart (shutdown). All examples are real working code segments from my Cayman project.
Secrets of MetaTrader 4 Client Terminal
Secrets of MetaTrader 4 Client Terminal

Secrets of MetaTrader 4 Client Terminal

21 way to ease the life: Latent features in MetaTrader 4 Client Terminal. Full screen; hot keys; Fast Navigation bar; minimizing windows; favorites; traffic reduction; disabling of news; symbol sets; Market Watch; templates for testing and independent charts; profiles; crosshair; electronic ruler; barwise chart paging; account history in the chart; types of pending orders; modifying of StopLoss and TakeProfit; undo deletion; chart print.
Strategy builder based on Merrill patterns
Strategy builder based on Merrill patterns

Strategy builder based on Merrill patterns

In the previous article, we considered application of Merrill patterns to various data, such as to a price value on a currency symbol chart and values of standard MetaTrader 5 indicators: ATR, WPR, CCI, RSI, among others. Now, let us try to create a strategy construction set based on Merrill patterns.
Creating Neural Network EAs Using MQL5 Wizard and Hlaiman EA Generator
Creating Neural Network EAs Using MQL5 Wizard and Hlaiman EA Generator

Creating Neural Network EAs Using MQL5 Wizard and Hlaiman EA Generator

The article describes a method of automated creation of neural network EAs using MQL5 Wizard and Hlaiman EA Generator. It shows you how you can easily start working with neural networks, without having to learn the entire body of theoretical information and writing your own code.
The Basics of Object-Oriented Programming
The Basics of Object-Oriented Programming

The Basics of Object-Oriented Programming

You don't need to know what are polymorphism, encapsulation, etc. all about in to use object-oriented programming (OOP)... you may simply use these features. This article covers the basics of OOP with hands-on examples.
Timeseries in DoEasy library (part 42): Abstract indicator buffer object class
Timeseries in DoEasy library (part 42): Abstract indicator buffer object class

Timeseries in DoEasy library (part 42): Abstract indicator buffer object class

In this article, we start the development of the indicator buffer classes for the DoEasy library. We will create the base class of the abstract buffer which is to be used as a foundation for the development of different class types of indicator buffers.
Debugging MQL5 Programs
Debugging MQL5 Programs

Debugging MQL5 Programs

This article is intended primarily for the programmers who have already learned the language but have not fully mastered the program development yet. It reveals some debugging techniques and presents a combined experience of the author and many other programmers.
Comparative analysis of 10 flat trading strategies
Comparative analysis of 10 flat trading strategies

Comparative analysis of 10 flat trading strategies

The article explores the advantages and disadvantages of trading in flat periods. The ten strategies created and tested within this article are based on the tracking of price movements inside a channel. Each strategy is provided with a filtering mechanism, which is aimed at avoiding false market entry signals.
Trading Signal Generator Based on a Custom Indicator
Trading Signal Generator Based on a Custom Indicator

Trading Signal Generator Based on a Custom Indicator

How to create a trading signal generator based on a custom indicator? How to create a custom indicator? How to get access to custom indicator data? Why do we need the IS_PATTERN_USAGE(0) structure and model 0?
Managing the MetaTrader Terminal via DLL
Managing the MetaTrader Terminal via DLL

Managing the MetaTrader Terminal via DLL

The article deals with managing MetaTrader user interface elements via an auxiliary DLL library using the example of changing push notification delivery settings. The library source code and the sample script are attached to the article.
LifeHack for traders: Blending ForEach with defines (#define)
LifeHack for traders: Blending ForEach with defines (#define)

LifeHack for traders: Blending ForEach with defines (#define)

The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look into the macro substitution of the #define preprocessor.
Creating Active Control Panels in MQL5 for Trading
Creating Active Control Panels in MQL5 for Trading

Creating Active Control Panels in MQL5 for Trading

The article covers the problem of development of active control panels in MQL5. Interface elements are managed by the event handling mechanism. Besides, the option of a flexible setup of control elements properties is available. The active control panel allows working with positions, as well setting, modifying and deleting market and pending orders.
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Learn Why and How to Design Your Algorithmic Trading System

Learn Why and How to Design Your Algorithmic Trading System

This article shows the basics of MQL for beginners to design their Algorithmic trading system (Expert Advisor) through designing a simple algorithmic trading system after mentioning some basics of MQL5
Create Your Own Expert Advisor in MQL5 Wizard
Create Your Own Expert Advisor in MQL5 Wizard

Create Your Own Expert Advisor in MQL5 Wizard

The knowledge of programming languages is no longer a prerequisite for creating trading robots. Earlier lack of programming skills was an impassable obstacle to the implementation of one's own trading strategies, but with the emergence of the MQL5 Wizard, the situation radically changed. Novice traders can stop worrying because of the lack of programming experience - with the new Wizard, which allows you to generate Expert Advisor code, it is not necessary.
Universal Trend with the Graphical Interface
Universal Trend with the Graphical Interface

Universal Trend with the Graphical Interface

In this article a universal trend indicator is created based on a number of standard indicators. An additionally created graphical interface allows selecting the type of indicator and adjusting its parameter. The indicator is displayed in a separate window with rows of colored icons.
3D Modeling in MQL5
3D Modeling in MQL5

3D Modeling in MQL5

A time series is a dynamic system, in which values of a random variable are received continuously or at successive equally spaced points in time. Transition from 2D to 3D market analysis provides a new look at complex processes and research objects. The article describes visualization methods providing 3D representation of two-dimensional data.
How Long Is the Trend?
How Long Is the Trend?

How Long Is the Trend?

The article highlights several methods for trend identification aiming to determine the trend duration relative to the flat market. In theory, the trend to flat rate is considered to be 30% to 70%. This is what we'll be checking.
ZUP - Universal ZigZag with Pesavento Patterns. Part 2
ZUP - Universal ZigZag with Pesavento Patterns. Part 2

ZUP - Universal ZigZag with Pesavento Patterns. Part 2

ZUP - Universal ZigZag with Pesavento Patterns. Part 2 - Description of Embedded Tools
Developing stock indicators featuring volume control through the example of the delta indicator
Developing stock indicators featuring volume control through the example of the delta indicator

Developing stock indicators featuring volume control through the example of the delta indicator

The article deals with the algorithm of developing stock indicators based on real volumes using the CopyTicks() and CopyTicksRange() functions. Some subtle aspects of developing such indicators, as well as their operation in real time and in the strategy tester are also described.
Expert Advisor featuring GUI: Adding functionality (part II)
Expert Advisor featuring GUI: Adding functionality (part II)

Expert Advisor featuring GUI: Adding functionality (part II)

This is the second part of the article showing the development of a multi-symbol signal Expert Advisor for manual trading. We have already created the graphical interface. It is now time to connect it with the program's functionality.
Graphics in DoEasy library (Part 88): Graphical object collection — two-dimensional dynamic array for storing dynamically changing object properties
Graphics in DoEasy library (Part 88): Graphical object collection — two-dimensional dynamic array for storing dynamically changing object properties

Graphics in DoEasy library (Part 88): Graphical object collection — two-dimensional dynamic array for storing dynamically changing object properties

In this article, I will create a dynamic multidimensional array class with the ability to change the amount of data in any dimension. Based on the created class, I will create a two-dimensional dynamic array to store some dynamically changed properties of graphical objects.
Mechanical Trading System "Chuvashov's Triangle"
Mechanical Trading System "Chuvashov's Triangle"

Mechanical Trading System "Chuvashov's Triangle"

Let me offer you an overview and the program code of the mechanical trading system based on ideas of Stanislav Chuvashov. Triangle's construction is based on the intersection of two trend lines built by the upper and lower fractals.