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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Population optimization algorithms
Population optimization algorithms

Population optimization algorithms

This is an introductory article on optimization algorithm (OA) classification. The article attempts to create a test stand (a set of functions), which is to be used for comparing OAs and, perhaps, identifying the most universal algorithm out of all widely known ones.
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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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Structures in MQL5 and methods for printing their data

Structures in MQL5 and methods for printing their data

In this article we will look at the MqlDateTime, MqlTick, MqlRates and MqlBookInfo strutures, as well as methods for printing data from them. In order to print all the fields of a structure, there is a standard ArrayPrint() function, which displays the data contained in the array with the type of the handled structure in a convenient tabular format.
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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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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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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.
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.
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 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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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.
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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.
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.
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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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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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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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.
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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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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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Developing a Replay System (Part 38): Paving the Path (II)

Developing a Replay System (Part 38): Paving the Path (II)

Many people who consider themselves MQL5 programmers do not have the basic knowledge that I will outline in this article. Many people consider MQL5 to be a limited tool, but the actual reason is that they do not have the required knowledge. So, if you don't know something, don't be ashamed of it. It's better to feel ashamed for not asking. Simply forcing MetaTrader 5 to disable indicator duplication in no way ensures two-way communication between the indicator and the Expert Advisor. We are still very far from this, but the fact that the indicator is not duplicated on the chart gives us some confidence.
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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: 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.
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.
Tricolor Indicators and Some Opportunities for Maximal Simplification of Writing Indicators
Tricolor Indicators and Some Opportunities for Maximal Simplification of Writing Indicators

Tricolor Indicators and Some Opportunities for Maximal Simplification of Writing Indicators

In this article the author dwells on some means of increasing indicators' informational value for visual trading. The author analyzes the realization of tricolor indicators, indicators, for building which data from other timeframes is used, and continues to dwell on the library of indicators, described in the article "Effective Averaging Algorithms with Minimal Lag: Use in Indicators"
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DoEasy. Controls (Part 8): Base WinForms objects by categories, GroupBox and CheckBox controls

DoEasy. Controls (Part 8): Base WinForms objects by categories, GroupBox and CheckBox controls

The article considers creation of 'GroupBox' and 'CheckBox' WinForms objects, as well as the development of base objects for WinForms object categories. All created objects are still static, i.e. they are unable to interact with the mouse.
Requirements Applicable to Articles Offered for Publishing at MQL4.com
Requirements Applicable to Articles Offered for Publishing at MQL4.com

Requirements Applicable to Articles Offered for Publishing at MQL4.com

Requirements Applicable to Articles Offered for Publishing at MQL4.com
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DoEasy. Controls (Part 4): Panel control, Padding and Dock parameters

DoEasy. Controls (Part 4): Panel control, Padding and Dock parameters

In this article, I will implement handling Padding (internal indents/margin on all sides of an element) and Dock parameters (the way an object is located inside its container).
Considering Orders in a Large Program
Considering Orders in a Large Program

Considering Orders in a Large Program

General principles of considering orders in a large and complex program are discussed.
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Frequency domain representations of time series: The Power Spectrum

Frequency domain representations of time series: The Power Spectrum

In this article we discuss methods related to the analysis of timeseries in the frequency domain. Emphasizing the utility of examining the power spectra of time series when building predictive models. In this article we will discuss some of the useful perspectives to be gained by analyzing time series in the frequency domain using the discrete fourier transform (dft).
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Developing a trading Expert Advisor from scratch (Part 17): Accessing data on the web (III)

Developing a trading Expert Advisor from scratch (Part 17): Accessing data on the web (III)

In this article we continue considering how to obtain data from the web and to use it in an Expert Advisor. This time we will proceed to developing an alternative system.
Two-Stage Modification of Opened Positions
Two-Stage Modification of Opened Positions

Two-Stage Modification of Opened Positions

The two-stage approach allows you to avoid the unnecessary closing and re-opening of positions in situations close to the trend and in cases of possible occurrence of divirgence.
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DoEasy. Controls (Part 7): Text label control

DoEasy. Controls (Part 7): Text label control

In the current article, I will create the class of the WinForms text label control object. Such an object will have the ability to position its container anywhere, while its own functionality will repeat the functionality of the MS Visual Studio text label. We will be able to set font parameters for a displayed text.
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Measuring Indicator Information

Measuring Indicator Information

Machine learning has become a popular method for strategy development. Whilst there has been more emphasis on maximizing profitability and prediction accuracy , the importance of processing the data used to build predictive models has not received a lot of attention. In this article we consider using the concept of entropy to evaluate the appropriateness of indicators to be used in predictive model building as documented in the book Testing and Tuning Market Trading Systems by Timothy Masters.
DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling
DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling

DoEasy. Controls (Part 32): Horizontal ScrollBar, mouse wheel scrolling

In the article, we will complete the development of the horizontal scrollbar object functionality. We will also make it possible to scroll the contents of the container by moving the scrollbar slider and rotating the mouse wheel, as well as make additions to the library, taking into account the new order execution policy and new runtime error codes in MQL5.
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DoEasy. Controls (Part 23): Improving TabControl and SplitContainer WinForms objects

DoEasy. Controls (Part 23): Improving TabControl and SplitContainer WinForms objects

In this article, I will add new mouse events relative to the boundaries of the working areas of WinForms objects and fix some shortcomings in the functioning of the TabControl and SplitContainer controls.
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ALGLIB numerical analysis library in MQL5

ALGLIB numerical analysis library in MQL5

The article takes a quick look at the ALGLIB 3.19 numerical analysis library, its applications and new algorithms that can improve the efficiency of financial data analysis.
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Graphics in DoEasy library (Part 99): Moving an extended graphical object using a single control point

Graphics in DoEasy library (Part 99): Moving an extended graphical object using a single control point

In the previous article, I implemented the ability to move pivot points of an extended graphical object using control forms. Now I am going to implement the ability to move a composite graphical object using a single graphical object control point (form).