Articles with MQL5 programming examples

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Access a huge collection of articles with code examples showing how to create indicators and trading robots for the MetaTrader platform in the MQL5 language. Source codes are attached to the articles, so you can open them in MetaEditor and run them to see how the applications work.

These articles will be useful both for those who have just started exploring automated trading and for professional traders with programming experience. They feature not only examples, but also contain new ideas.

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Other classes in DoEasy library (Part 66): MQL5.com Signals collection class
Other classes in DoEasy library (Part 66): MQL5.com Signals collection class

Other classes in DoEasy library (Part 66): MQL5.com Signals collection class

In this article, I will create the signal collection class of the MQL5.com Signals service with the functions for managing signals. Besides, I will improve the Depth of Market snapshot object class for displaying the total DOM buy and sell volumes.
Pivot Points Helping to Define Market Trends
Pivot Points Helping to Define Market Trends

Pivot Points Helping to Define Market Trends

Pivot point is a line in the price chart that shows the further trend of a currency pair. If the price is above this line, it tends to grow. If the price is below this line, accordingly, it tends to fall.
How to Prepare MetaTrader 5 Quotes for Other Applications
How to Prepare MetaTrader 5 Quotes for Other Applications

How to Prepare MetaTrader 5 Quotes for Other Applications

The article describes the examples of creating directories, copying data, filing, working with the symbols in Market Watch or the common list, as well as the examples of handling errors, etc. All these elements can eventually be gathered in a single script for filing the data in a user-defined format.
Research of Statistical Recurrences of Candle Directions
Research of Statistical Recurrences of Candle Directions

Research of Statistical Recurrences of Candle Directions

Is it possible to predict the behavior of the market for a short upcoming interval of time, based on the recurring tendencies of candle directions, at specific times throughout the day? That is, If such an occurrence is found in the first place. This question has probably arisen in the mind of every trader. The purpose of this article is to attempt to predict the behavior of the market, based on the statistical recurrences of candle directions during specific intervals of time.
Graphics in DoEasy library (Part 78): Animation principles in the library. Image slicing
Graphics in DoEasy library (Part 78): Animation principles in the library. Image slicing

Graphics in DoEasy library (Part 78): Animation principles in the library. Image slicing

In this article, I will define the animation principles to be used in some parts of the library. I will also develop a class for copying a part of the image and pasting it to a specified form object location while preserving and restoring the part of the form background the image is to be superimposed on.
Graphical Interfaces II: the Separation Line and Context Menu Elements (Chapter 2)
Graphical Interfaces II: the Separation Line and Context Menu Elements (Chapter 2)

Graphical Interfaces II: the Separation Line and Context Menu Elements (Chapter 2)

In this article we will create the separation line element. It will be possible to use it not only as an independent interface element but also as a part of many other elements. After that, we will have everything required for the development of the context menu class, which will be also considered in this article in detail. Added to that, we will introduce all necessary additions to the class, which is the base for storing pointers to all the elements of the graphical interface of the application.
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Multilayer perceptron and backpropagation algorithm

Multilayer perceptron and backpropagation algorithm

The popularity of these two methods grows, so a lot of libraries have been developed in Matlab, R, Python, C++ and others, which receive a training set as input and automatically create an appropriate network for the problem. Let us try to understand how the basic neural network type works (including single-neuron perceptron and multilayer perceptron). We will consider an exciting algorithm which is responsible for network training - gradient descent and backpropagation. Existing complex models are often based on such simple network models.
Graphics in DoEasy library (Part 73): Form object of a graphical element
Graphics in DoEasy library (Part 73): Form object of a graphical element

Graphics in DoEasy library (Part 73): Form object of a graphical element

The article opens up a new large section of the library for working with graphics. In the current article, I will create the mouse status object, the base object of all graphical elements and the class of the form object of the library graphical elements.
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Data Science and Machine Learning (Part 03): Matrix Regressions

Data Science and Machine Learning (Part 03): Matrix Regressions

This time our models are being made by matrices, which allows flexibility while it allows us to make powerful models that can handle not only five independent variables but also many variables as long as we stay within the calculations limits of a computer, this article is going to be an interesting read, that's for sure.
Here Comes the New MetaTrader 5 and MQL5
Here Comes the New MetaTrader 5 and MQL5

Here Comes the New MetaTrader 5 and MQL5

This is just a brief review of MetaTrader 5. I can't describe all the system's new features for such a short time period - the testing started on 2009.09.09. This is a symbolical date, and I am sure it will be a lucky number. A few days have passed since I got the beta version of the MetaTrader 5 terminal and MQL5. I haven't managed to try all its features, but I am already impressed.
Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods
Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods

Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods

In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all used symbol timeseries periods.
Library for easy and quick development of MetaTrader programs (part III). Collection of market orders and positions, search and sorting
Library for easy and quick development of MetaTrader programs (part III). Collection of market orders and positions, search and sorting

Library for easy and quick development of MetaTrader programs (part III). Collection of market orders and positions, search and sorting

In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. Further on, we implemented the collection of history orders and deals. Our next step is creating a class for a convenient selection and sorting of orders, deals and positions in collection lists. We are going to implement the base library object called Engine and add collection of market orders and positions to the library.
Graphical Interfaces I: Testing Library in Programs of Different Types and in the MetaTrader 4 Terminal (Chapter 5)
Graphical Interfaces I: Testing Library in Programs of Different Types and in the MetaTrader 4 Terminal (Chapter 5)

Graphical Interfaces I: Testing Library in Programs of Different Types and in the MetaTrader 4 Terminal (Chapter 5)

In the previous chapter of the first part of the series about graphical interfaces, the form class was enriched by methods which allowed managing the form by pressing its controls. In this article, we will test our work in different types of MQL program such as indicators and scripts. As the library was designed to be cross-platform so it could be used in all MetaTrader platforms, we will also test it in MetaTrader 4.
Changing the External Parameters of MQL4 Programs without Restarting
Changing the External Parameters of MQL4 Programs without Restarting

Changing the External Parameters of MQL4 Programs without Restarting

The article describes a method of changing the external parameters of MQL4 programs on-the-fly, without restarting.
MQL5 Cookbook: Using Different Print Modes
MQL5 Cookbook: Using Different Print Modes

MQL5 Cookbook: Using Different Print Modes

This is the first article of the MQL5 Cookbook series. I will start with simple examples to allow those who are taking their first steps in programming to gradually become familiar with the new language. I remember my first efforts at designing and programming trading systems which I may say was quite difficult, given the fact that it was the first programming language in my life. However, it turned out to be easier than I thought and it only took me a few months before I could develop a fairly complex program.
The Last Crusade
The Last Crusade

The Last Crusade

Take a look at your trading terminal. What means of price presentation can you see? Bars, candlesticks, lines. We are chasing time and prices whereas we only profit from prices. Shall we only give attention to prices when analyzing the market? This article proposes an algorithm and a script for point and figure charting ("naughts and crosses") Consideration is given to various price patterns whose practical use is outlined in recommendations provided.
Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events
Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events

Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the seventh part, we added tracking StopLimit orders activation and prepared the functionality for tracking other events involving orders and positions. In this article, we will develop the class for tracking order and position modification events.
MQL5 Cookbook: Indicator Subwindow Controls - Scrollbar
MQL5 Cookbook: Indicator Subwindow Controls - Scrollbar

MQL5 Cookbook: Indicator Subwindow Controls - Scrollbar

Let's continue exploring various controls and this time turn our attention to scrollbar. Just like in the previous article entitled "MQL5 Cookbook: Indicator Subwindow Controls - Buttons", all operations will be performed in the indicator subwindow. Take a moment to read the above mentioned article as it provides a detailed description of working with events in the OnChartEvent() function, while this point will only be casually touched upon in this article. For illustrative purposes, this time around we will create a vertical scrollbar for a large list of all financial instrument properties that can be obtained using MQL5 resources.
Prices in DoEasy library (Part 64): Depth of Market, classes of DOM snapshot and snapshot series objects
Prices in DoEasy library (Part 64): Depth of Market, classes of DOM snapshot and snapshot series objects

Prices in DoEasy library (Part 64): Depth of Market, classes of DOM snapshot and snapshot series objects

In this article, I will create two classes (the class of DOM snapshot object and the class of DOM snapshot series object) and test creation of the DOM data series.
Graphical Interfaces X: Sorting, rebuilding the table and controls in the cells (build 11)
Graphical Interfaces X: Sorting, rebuilding the table and controls in the cells (build 11)

Graphical Interfaces X: Sorting, rebuilding the table and controls in the cells (build 11)

We continue to add new features to the rendered table: data sorting, managing the number of columns and rows, setting the table cell types to place controls into them.
Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12)
Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12)

Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12)

We continue to develop the Multiline Text box control. This time our task is to implement an automatic word wrapping in case a text box width overflow occurs, or a reverse word wrapping of the text to the previous line if the opportunity arises.
Better programmer (Part 05): How to become a faster developer
Better programmer (Part 05): How to become a faster developer

Better programmer (Part 05): How to become a faster developer

Every developer wants to be able to write code faster, and being able to code faster and effective is not some kind of special ability that only a few people are born with. It's a skill that can be learned, that is what I'm trying to teach in this article.
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Making charts more interesting: Adding a background

Making charts more interesting: Adding a background

Many workstations contain some representative image which shows something about the user. These images make the working environment more beautiful and exciting. Let's see how to make the charts more interesting by adding a background.
Extending MQL5 Standard Library and Reusing Code
Extending MQL5 Standard Library and Reusing Code

Extending MQL5 Standard Library and Reusing Code

MQL5 Standard Library makes your life as a developer easier. Nevertheless, it does not implement all the needs of all developers in the world, so if you feel that you need some more custom stuff you can take a step further and extend. This article walks you through integrating MetaQuotes' Zig-Zag technical indicator into the Standard Library. We get inspired by MetaQuotes' design philosophy to achieve our goal.
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Neural networks made easy (Part 9): Documenting the work

Neural networks made easy (Part 9): Documenting the work

We have already passed a long way and the code in our library is becoming bigger and bigger. This makes it difficult to keep track of all connections and dependencies. Therefore, I suggest creating documentation for the earlier created code and to keep it updating with each new step. Properly prepared documentation will help us see the integrity of our work.
Free-of-Holes Charts
Free-of-Holes Charts

Free-of-Holes Charts

The article deals with realization of charts without skipped bars.
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Neural networks made easy (Part 3): Convolutional networks

Neural networks made easy (Part 3): Convolutional networks

As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we will consider the application of these networks in the financial markets.
Graphics in DoEasy library (Part 86): Graphical object collection - managing property modification
Graphics in DoEasy library (Part 86): Graphical object collection - managing property modification

Graphics in DoEasy library (Part 86): Graphical object collection - managing property modification

In this article, I will consider tracking property value modification, as well as removing and renaming graphical objects in the library.
Movement continuation model - searching on the chart and execution statistics
Movement continuation model - searching on the chart and execution statistics

Movement continuation model - searching on the chart and execution statistics

This article provides programmatic definition of one of the movement continuation models. The main idea is defining two waves — the main and the correction one. For extreme points, I apply fractals as well as "potential" fractals - extreme points that have not yet formed as fractals.
Graphics in DoEasy library (Part 83): Class of the abstract standard graphical object
Graphics in DoEasy library (Part 83): Class of the abstract standard graphical object

Graphics in DoEasy library (Part 83): Class of the abstract standard graphical object

In this article, I will create the class of the abstract graphical object. This object is to serve as a basis for creating the class of standard graphical objects. Graphical objects feature multiple properties. Therefore, I will need to do a lot of preparatory work before actually creating the abstract graphical object class. This work includes setting the properties in the library enumerations.
A system of voice notifications for trade events and signals
A system of voice notifications for trade events and signals

A system of voice notifications for trade events and signals

Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of voice notifications for various trade events, market states or signals generated by trading signals.
MQL5 Cookbook: Analyzing Position Properties in the MetaTrader 5 Strategy Tester
MQL5 Cookbook: Analyzing Position Properties in the MetaTrader 5 Strategy Tester

MQL5 Cookbook: Analyzing Position Properties in the MetaTrader 5 Strategy Tester

We will present a modified version of the Expert Advisor from the previous article "MQL5 Cookbook: Position Properties on the Custom Info Panel". Some of the issues we will address include getting data from bars, checking for new bar events on the current symbol, including a trade class of the Standard Library to a file, creating a function to search for trading signals and a function for executing trading operations, as well as determining trade events in the OnTrade() function.
An Example of Developing a Spread Strategy for Moscow Exchange Futures
An Example of Developing a Spread Strategy for Moscow Exchange Futures

An Example of Developing a Spread Strategy for Moscow Exchange Futures

The MetaTrader 5 platform allows developing and testing trading robots that simultaneously trade multiple financial instruments. The built-in Strategy Tester automatically downloads required tick history from the broker's server taking into account contract specifications, so the developer does not need to do anything manually. This makes it possible to easily and reliably reproduce trading environment conditions, including even millisecond intervals between the arrival of ticks on different symbols. In this article we will demonstrate the development and testing of a spread strategy on two Moscow Exchange futures.
HTML Walkthrough Using MQL4
HTML Walkthrough Using MQL4

HTML Walkthrough Using MQL4

HTML is nowadays one of the wide-spread types of documents. MetaTrader 4 Client Terminal allows you to save statements, test and optimization reports as .htm files. It is sometimes necessary to get information from such files in an MQL4 program. The article describes one of variations of how to get the tag structure and contents from HTML.
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Tips from a professional programmer (Part I): Code storing, debugging and compiling. Working with projects and logs

Tips from a professional programmer (Part I): Code storing, debugging and compiling. Working with projects and logs

These are some tips from a professional programmer about methods, techniques and auxiliary tools which can make programming easier.
Equivolume Charting Revisited
Equivolume Charting Revisited

Equivolume Charting Revisited

The article dwells on the method of constructing charts, at which each bar consists of the equal number of ticks.
Custom Graphical Controls. Part 3. Forms
Custom Graphical Controls. Part 3. Forms

Custom Graphical Controls. Part 3. Forms

This is the last of the three articles devoted to graphical controls. It covers the creation of the main graphical interface component - the form - and its use in combination with other controls. In addition to the form classes, CFrame, CButton, CLabel classes have been added to the control library.
Graphical Interfaces IX: The Color Picker Control (Chapter 1)
Graphical Interfaces IX: The Color Picker Control (Chapter 1)

Graphical Interfaces IX: The Color Picker Control (Chapter 1)

With this article we begin chapter nine of series of articles dedicated to creating graphical interfaces in MetaTrader trading terminals. It consists of two chapters where new elements of controls and interface, such as color picker, color button, progress bar and line chart are presented.
Promote Your Development Projects Using EX5 Libraries
Promote Your Development Projects Using EX5 Libraries

Promote Your Development Projects Using EX5 Libraries

Hiding of the implementation details of classes/functions in an .ex5 file will enable you to share your know-how algorithms with other developers, set up common projects and promote them in the Web. And while the MetaQuotes team spares no effort to bring about the possibility of direct inheritance of ex5 library classes, we are going to implement it right now.
Graphical Interfaces V: The List View Element (Chapter 2)
Graphical Interfaces V: The List View Element (Chapter 2)

Graphical Interfaces V: The List View Element (Chapter 2)

In the previous chapter, we wrote classes for creating vertical and horizontal scrollbars. In this chapter, we will implement them. We will write a class for creating the list view element, a compound part of which will be a vertical scrollbar.