Articles with MQL5 programming examples

icon

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.

Add a new article
latest | best
preview
DoEasy. Controls (Part 2): Working on the CPanel class

DoEasy. Controls (Part 2): Working on the CPanel class

In the current article, I will get rid of some errors related to handling graphical elements and continue the development of the CPanel control. In particular, I will implement the methods for setting the parameters of the font used by default for all panel text objects.
preview
Matrix and Vector operations in MQL5

Matrix and Vector operations in MQL5

Matrices and vectors have been introduced in MQL5 for efficient operations with mathematical solutions. The new types offer built-in methods for creating concise and understandable code that is close to mathematical notation. Arrays provide extensive capabilities, but there are many cases in which matrices are much more efficient.
preview
Creating an EA that works automatically (Part 15): Automation (VII)

Creating an EA that works automatically (Part 15): Automation (VII)

To complete this series of articles on automation, we will continue discussing the topic of the previous article. We will see how everything will fit together, making the EA run like clockwork.
DIY technical indicator
DIY technical indicator

DIY technical indicator

In this article, I will consider the algorithms allowing you to create your own technical indicator. You will learn how to obtain pretty complex and interesting results with very simple initial assumptions.
preview
Timeseries in DoEasy library (part 49): Multi-period multi-symbol multi-buffer standard indicators

Timeseries in DoEasy library (part 49): Multi-period multi-symbol multi-buffer standard indicators

In the current article, I will improve the library classes to implement the ability to develop multi-symbol multi-period standard indicators requiring several indicator buffers to display their data.
preview
Timeseries in DoEasy library (part 56): Custom indicator object, get data from indicator objects in the collection

Timeseries in DoEasy library (part 56): Custom indicator object, get data from indicator objects in the collection

The article considers creation of the custom indicator object for the use in EAs. Let’s slightly improve library classes and add methods to get data from indicator objects in EAs.
preview
Population optimization algorithms: Ant Colony Optimization (ACO)

Population optimization algorithms: Ant Colony Optimization (ACO)

This time I will analyze the Ant Colony optimization algorithm. The algorithm is very interesting and complex. In the article, I make an attempt to create a new type of ACO.
Other classes in DoEasy library (Part 68): Chart window object class and indicator object classes in the chart window
Other classes in DoEasy library (Part 68): Chart window object class and indicator object classes in the chart window

Other classes in DoEasy library (Part 68): Chart window object class and indicator object classes in the chart window

In this article, I will continue the development of the chart object class. I will add the list of chart window objects featuring the lists of available indicators.
Graphics in DoEasy library (Part 79): "Animation frame" object class and its descendant objects
Graphics in DoEasy library (Part 79): "Animation frame" object class and its descendant objects

Graphics in DoEasy library (Part 79): "Animation frame" object class and its descendant objects

In this article, I will develop the class of a single animation frame and its descendants. The class is to allow drawing shapes while maintaining and then restoring the background under them.
Other classes in DoEasy library (Part 71): Chart object collection events
Other classes in DoEasy library (Part 71): Chart object collection events

Other classes in DoEasy library (Part 71): Chart object collection events

In this article, I will create the functionality for tracking some chart object events — adding/removing symbol charts and chart subwindows, as well as adding/removing/changing indicators in chart windows.
Better Programmer (Part 04): How to become a faster developer
Better Programmer (Part 04): How to become a faster developer

Better Programmer (Part 04): 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 by every coder, regardless of years of experience on the keyboard.
Trader's Kit: Decorating Indicators
Trader's Kit: Decorating Indicators

Trader's Kit: Decorating Indicators

In this article you will find main tasks when decorating indicators, their solution and automation.
MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes
MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes

MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes

Whatever trading strategy you use, there will always be a question of what parameters to choose to ensure future profits. This article gives an example of an Expert Advisor with a possibility to optimize multiple symbol parameters at the same time. This method is intended to reduce the effect of overfitting parameters and handle situations where data from a single symbol are not enough for the study.
Using Skype to Send Messages from an Expert Advisor
Using Skype to Send Messages from an Expert Advisor

Using Skype to Send Messages from an Expert Advisor

The article deals with the ways of how to send internal messages and SMSes from an Expert Advisor to mobile phones using Skype.
preview
Neural networks made easy (Part 14): Data clustering

Neural networks made easy (Part 14): Data clustering

It has been more than a year since I published my last article. This is quite a lot time to revise ideas and to develop new approaches. In the new article, I would like to divert from the previously used supervised learning method. This time we will dip into unsupervised learning algorithms. In particular, we will consider one of the clustering algorithms—k-means.
Graphics in DoEasy library (Part 91): Standard graphical object events. Object name change history
Graphics in DoEasy library (Part 91): Standard graphical object events. Object name change history

Graphics in DoEasy library (Part 91): Standard graphical object events. Object name change history

In this article, I will refine the basic functionality for providing control over graphical object events from a library-based program. I will start from implementing the functionality for storing the graphical object change history using the "Object name" property as an example.
Other classes in DoEasy library (Part 69): Chart object collection class
Other classes in DoEasy library (Part 69): Chart object collection class

Other classes in DoEasy library (Part 69): Chart object collection class

With this article, I start the development of the chart object collection class. The class will store the collection list of chart objects with their subwindows and indicators providing the ability to work with any selected charts and their subwindows or with a list of several charts at once.
preview
Gain An Edge Over Any Market

Gain An Edge Over Any Market

Learn how you can get ahead of any market you wish to trade, regardless of your current level of skill.
Alternative Log File with the Use of HTML and CSS
Alternative Log File with the Use of HTML and CSS

Alternative Log File with the Use of HTML and CSS

In this article we will describe the process of writing a simple but a very powerful library for making the html files, will learn to adjust their displaying and will see how they can be easily implemented and used in your expert or the script.
preview
DoEasy. Controls (Part 15): TabControl WinForms object — several rows of tab headers, tab handling methods

DoEasy. Controls (Part 15): TabControl WinForms object — several rows of tab headers, tab handling methods

In this article, I will continue working on the TabControl WinForm object — I will create a tab field object class, make it possible to arrange tab headers in several rows and add methods for handling object tabs.
Prices in DoEasy library (part 61): Collection of symbol tick series
Prices in DoEasy library (part 61): Collection of symbol tick series

Prices in DoEasy library (part 61): Collection of symbol tick series

Since a program may use different symbols in its work, a separate list should be created for each of them. In this article, I will combine such lists into a tick data collection. In fact, this will be a regular list based on the class of dynamic array of pointers to instances of CObject class and its descendants of the Standard library.
Working with Files. An Example of Important Market Events Visualization
Working with Files. An Example of Important Market Events Visualization

Working with Files. An Example of Important Market Events Visualization

The article deals with the outlook of using MQL4 for more productive work at FOREX markets.
Graphical Control of External Parameters of Indicators
Graphical Control of External Parameters of Indicators

Graphical Control of External Parameters of Indicators

External variables of indicators are controlled using a special window where parameters can be changed and the indicator is then run again. The obvious inconvenience of these manipulations has given rise to the need for displaying the required parameters on the screen and controlling the indicator graphically.
Trader's Kit: Drag Trade Library
Trader's Kit: Drag Trade Library

Trader's Kit: Drag Trade Library

The article describes Drag Trade Library that provides functionality for visual trading. The library can easily be integrated into virtually any Expert Advisor. Your Expert Advisor can be transformed from an automat into an automated trading and information system almost effortless on your side by just adding a few lines of code.
preview
Developing a trading Expert Advisor from scratch (Part 29): The talking platform

Developing a trading Expert Advisor from scratch (Part 29): The talking platform

In this article, we will learn how to make the MetaTrader 5 platform talk. What if we make the EA more fun? Financial market trading is often too boring and monotonous, but we can make this job less tiring. Please note that this project can be dangerous for those who experience problems such as addiction. However, in a general case, it just makes things less boring.
Sending Trading Signals in a Universal Expert Advisor
Sending Trading Signals in a Universal Expert Advisor

Sending Trading Signals in a Universal Expert Advisor

The article describes different ways of sending trading signals from a signal program unit of a universal Expert Advisor into the positions and orders controlling unit. It dwells on serial and parallel interfaces.
Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects
Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects

Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects

The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of buffers that can be created in MQL indicators is 512).
Graphics in DoEasy library (Part 82): Library objects refactoring and collection of graphical objects
Graphics in DoEasy library (Part 82): Library objects refactoring and collection of graphical objects

Graphics in DoEasy library (Part 82): Library objects refactoring and collection of graphical objects

In this article, I will improve all library objects by assigning a unique type to each object and continue the development of the library graphical objects collection class.
Graphics in DoEasy library (Part 96): Graphics in form objects and handling mouse events
Graphics in DoEasy library (Part 96): Graphics in form objects and handling mouse events

Graphics in DoEasy library (Part 96): Graphics in form objects and handling mouse events

In this article, I will start creating the functionality for handling mouse events in form objects, as well as add new properties and their tracking to a symbol object. Besides, I will improve the symbol object class since the chart symbols now have new properties to be considered and tracked.
preview
Non-linear indicators

Non-linear indicators

In this article, I will make an attempt to consider some ways of building non-linear indicators and their use in trading. There are quite a few indicators in the MetaTrader trading platform that use non-linear approaches.
preview
Population optimization algorithms: Bacterial Foraging Optimization (BFO)

Population optimization algorithms: Bacterial Foraging Optimization (BFO)

E. coli bacterium foraging strategy inspired scientists to create the BFO optimization algorithm. The algorithm contains original ideas and promising approaches to optimization and is worthy of further study.
Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors
Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors

Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors

The article describes custom averaging functions of higher quality developed by the author: JJMASeries(), JurXSeries(), JLiteSeries(), ParMASeries(), LRMASeries(), T3Series() and MASeries(). The author considers the hot substitution of these functions in indicators using the call of the SmoothXSeries() function.
Practical Use of the Virtual Private Server (VPS) for Autotrading
Practical Use of the Virtual Private Server (VPS) for Autotrading

Practical Use of the Virtual Private Server (VPS) for Autotrading

Autotrading using VPS. This article is intended exceptionally for autotraders and autotrading supporters.
MQL5 Cookbook: Handling Custom Chart Events
MQL5 Cookbook: Handling Custom Chart Events

MQL5 Cookbook: Handling Custom Chart Events

This article considers aspects of design and development of custom chart events system in the MQL5 environment. An example of an approach to the events classification can also be found here, as well as a program code for a class of events and a class of custom events handler.
Electronic Tables in MQL5
Electronic Tables in MQL5

Electronic Tables in MQL5

The article describes a class of dynamic two-dimensional array that contains data of different types in its first dimension. Storing data in the form of a table is convenient for solving a wide range of problems of arrangement, storing and operation with bound information of different types. The source code of the class that implements the functionality of working with tables is attached to the article.
preview
Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.
Marvel Your MQL5 Customers with a Usable Cocktail of Technologies!
Marvel Your MQL5 Customers with a Usable Cocktail of Technologies!

Marvel Your MQL5 Customers with a Usable Cocktail of Technologies!

MQL5 provides programmers with a very complete set of functions and object-oriented API thanks to which they can do everything they want within the MetaTrader environment. However, Web Technology is an extremely versatile tool nowadays that may come to the rescue in some situations when you need to do something very specific, want to marvel your customers with something different or simply you do not have enough time to master a specific part of MT5 Standard Library. Today's exercise walks you through a practical example about how you can manage your development time at the same time as you also create an amazing tech cocktail.
Prices in DoEasy library (part 59): Object to store data of one tick
Prices in DoEasy library (part 59): Object to store data of one tick

Prices in DoEasy library (part 59): Object to store data of one tick

From this article on, start creating library functionality to work with price data. Today, create an object class which will store all price data which arrived with yet another tick.
preview
Developing a trading Expert Advisor from scratch (Part 8): A conceptual leap

Developing a trading Expert Advisor from scratch (Part 8): A conceptual leap

What is the easiest way to implement new functionality? In this article, we will take one step back and then two steps forward.
Trend Lines Indicator Considering T. Demark's Approach
Trend Lines Indicator Considering T. Demark's Approach

Trend Lines Indicator Considering T. Demark's Approach

The indicator shows trend lines displaying the recent events on the market. The indicator is developed considering the recommendations and the approach of Thomas Demark concerning technical analysis. The indicator displays both the last direction of the trend and the next-to-last opposite direction of the trend.