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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Introduction to MQL5 (Part 2): Navigating Predefined Variables, Common Functions, and  Control Flow Statements

Introduction to MQL5 (Part 2): Navigating Predefined Variables, Common Functions, and Control Flow Statements

Embark on an illuminating journey with Part Two of our MQL5 series. These articles are not just tutorials, they're doorways to an enchanted realm where programming novices and wizards alike unite. What makes this journey truly magical? Part Two of our MQL5 series stands out with its refreshing simplicity, making complex concepts accessible to all. Engage with us interactively as we answer your questions, ensuring an enriching and personalized learning experience. Let's build a community where understanding MQL5 is an adventure for everyone. Welcome to the enchantment!
Interview with Igor Korepin (ATC 2011)
Interview with Igor Korepin (ATC 2011)

Interview with Igor Korepin (ATC 2011)

Appearance of the Expert Advisor cs2011 by Igor Korepin (Xupypr) at the very top of the Automated Trading Championship 2011 was really impressive - its balance was almost twice that of the EA featured on the second place. However, despite such a sound breakaway, the Expert Advisor could not stay long on the first line. Igor frankly said that he relied much on a lucky start of his trading robot in the competition. We'll see if luck helps this simple EA to take the lead in the ATC 2011 race again.
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DoEasy. Controls (Part 28): Bar styles in the ProgressBar control

DoEasy. Controls (Part 28): Bar styles in the ProgressBar control

In this article, I will develop display styles and description text for the progress bar of the ProgressBar control.
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Build Self Optimizing Expert Advisors With MQL5 And Python

Build Self Optimizing Expert Advisors With MQL5 And Python

In this article, we will discuss how we can build Expert Advisors capable of autonomously selecting and changing trading strategies based on prevailing market conditions. We will learn about Markov Chains and how they can be helpful to us as algorithmic traders.
Interview with Andrey Bobryashov (ATC 2011)
Interview with Andrey Bobryashov (ATC 2011)

Interview with Andrey Bobryashov (ATC 2011)

Since the first Automated Trading Championship we have seen plenty of trading robots in our TOP-10 created with the use of various methods. Excellent results were shown both by the Exper Advisors based on standard indicators, and complicated analytical complexes with weekly automatic optimization of their own parameters.
Interview with Boris Odintsov (ATC 2010)
Interview with Boris Odintsov (ATC 2010)

Interview with Boris Odintsov (ATC 2010)

Boris Odintsov is one of the most impressive participants of the Championship who managed to go beyond $100,000 on the third week of the competition. Boris explains the rapid rise of his expert Advisor as a favorable combination of circumstances. In this interview he tells about what is important in trading, and what market would be unfavorable for his EA.
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Automated exchange grid trading using stop pending orders on Moscow Exchange (MOEX)

Automated exchange grid trading using stop pending orders on Moscow Exchange (MOEX)

The article considers the grid trading approach based on stop pending orders and implemented in an MQL5 Expert Advisor on the Moscow Exchange (MOEX). When trading in the market, one of the simplest strategies is a grid of orders designed to "catch" the market price.
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Developing an Expert Advisor (EA) based on the Consolidation Range Breakout strategy in MQL5

Developing an Expert Advisor (EA) based on the Consolidation Range Breakout strategy in MQL5

This article outlines the steps to create an Expert Advisor (EA) that capitalizes on price breakouts after consolidation periods. By identifying consolidation ranges and setting breakout levels, traders can automate their trading decisions based on this strategy. The Expert Advisor aims to provide clear entry and exit points while avoiding false breakouts
Interview with Antonio Morillas (ATC 2011)
Interview with Antonio Morillas (ATC 2011)

Interview with Antonio Morillas (ATC 2011)

Antonio Morillas from Spain (sallirom, by the way - it is reversed surname!) was first who doubled his starting balance from the beginning of the Championship and thus attracted our attention. His trading strategy is extremely risky. We decided to talk to Antonio about risk and luck as these are part and parcel of Automated Trading Championship.
Interview with Vitaly Antonov (ATC 2011)
Interview with Vitaly Antonov (ATC 2011)

Interview with Vitaly Antonov (ATC 2011)

It was only this summer that Vitaly Antonov (beast) has learned about the upcoming Automated Trading Championship and got to know MetaTrader 5 terminal. Time was running out, besides, Vitaly was a newcomer. So, he randomly chose GBPUSD currency pair to develop his trading system. And the choice turned out to be successful. It would have been impossible to use other symbols with the strategy.
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Neural networks made easy (Part 47): Continuous action space

Neural networks made easy (Part 47): Continuous action space

In this article, we expand the range of tasks of our agent. The training process will include some aspects of money and risk management, which are an integral part of any trading strategy.
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Matrix Utils, Extending the Matrices and Vector Standard Library Functionality

Matrix Utils, Extending the Matrices and Vector Standard Library Functionality

Matrix serves as the foundation of machine learning algorithms and computers in general because of their ability to effectively handle large mathematical operations, The Standard library has everything one needs but let's see how we can extend it by introducing several functions in the utils file, that are not yet available in the library
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Risk manager for manual trading

Risk manager for manual trading

In this article we will discuss in detail how to write a risk manager class for manual trading from scratch. This class can also be used as a base class for inheritance by algorithmic traders who use automated programs.
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Integrating ML models with the Strategy Tester (Conclusion): Implementing a regression model for price prediction

Integrating ML models with the Strategy Tester (Conclusion): Implementing a regression model for price prediction

This article describes the implementation of a regression model based on a decision tree. The model should predict prices of financial assets. We have already prepared the data, trained and evaluated the model, as well as adjusted and optimized it. However, it is important to note that this model is intended for study purposes only and should not be used in real trading.
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Seasonality Filtering and time period for Deep Learning ONNX models with python for EA

Seasonality Filtering and time period for Deep Learning ONNX models with python for EA

Can we benefit from seasonality when creating models for Deep Learning with Python? Does filtering data for the ONNX models help to get better results? What time period should we use? We will cover all of this over this article.
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Developing a Replay System (Part 32): Order System (I)

Developing a Replay System (Part 32): Order System (I)

Of all the things that we have developed so far, this system, as you will probably notice and eventually agree, is the most complex. Now we need to do something very simple: make our system simulate the operation of a trading server. This need to accurately implement the way the trading server operates seems like a no-brainer. At least in words. But we need to do this so that the everything is seamless and transparent for the user of the replay/simulation system.
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Building A Candlestick Trend Constraint Model (Part 7): Refining our model for EA development

Building A Candlestick Trend Constraint Model (Part 7): Refining our model for EA development

In this article, we will delve into the detailed preparation of our indicator for Expert Advisor (EA) development. Our discussion will encompass further refinements to the current version of the indicator to enhance its accuracy and functionality. Additionally, we will introduce new features that mark exit points, addressing a limitation of the previous version, which only identified entry points.
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DoEasy. Controls (Part 22): SplitContainer. Changing the properties of the created object

DoEasy. Controls (Part 22): SplitContainer. Changing the properties of the created object

In the current article, I will implement the ability to change the properties and appearance of the newly created SplitContainer control.
ATC Champions League: Interview with Olexandr Topchylo (ATC 2011)
ATC Champions League: Interview with Olexandr Topchylo (ATC 2011)

ATC Champions League: Interview with Olexandr Topchylo (ATC 2011)

Interview with Olexandr Topchylo (Better) is the second publication within the "ATC Champions League" project. Having won the Automated Trading Championship 2007, this professional trader caught the attention of investors. Olexandr says that his first place in the ATC 2007 is one of the major events of his trading experience. However, later on this popularity helped him discover the biggest disappointment - it is so easy to lose investors after the first drawdown on an investor account.
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Developing a Replay System (Part 26): Expert Advisor project — C_Terminal class

Developing a Replay System (Part 26): Expert Advisor project — C_Terminal class

We can now start creating an Expert Advisor for use in the replay/simulation system. However, we need something improved, not a random solution. Despite this, we should not be intimidated by the initial complexity. It's important to start somewhere, otherwise we end up ruminating about the difficulty of a task without even trying to overcome it. That's what programming is all about: overcoming obstacles through learning, testing, and extensive research.
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Developing a trading Expert Advisor from scratch (Part 25): Providing system robustness (II)

Developing a trading Expert Advisor from scratch (Part 25): Providing system robustness (II)

In this article, we will make the final step towards the EA's performance. So, be prepared for a long read. To make our Expert Advisor reliable, we will first remove everything from the code that is not part of the trading system.
ATC Champions League: Interview with Roman Zamozhniy (ATC 2011)
ATC Champions League: Interview with Roman Zamozhniy (ATC 2011)

ATC Champions League: Interview with Roman Zamozhniy (ATC 2011)

This is the first interview in the "ATC Champions League" project. Roman Zamozhniy (Rich) from Ukraine was the winner of the first Automated Trading Championship in 2006. In addition, he is a regular participant of our Championships - he has not missed a single contest. In this interview, we talked about Roman's first place and tried to figure out what is necessary for successful participation.
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Category Theory in MQL5 (Part 7): Multi, Relative and Indexed Domains

Category Theory in MQL5 (Part 7): Multi, Relative and Indexed Domains

Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
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Understand and efficiently use OpenCL API by recreating built-in support as DLL on Linux (Part 1): Motivation and validation

Understand and efficiently use OpenCL API by recreating built-in support as DLL on Linux (Part 1): Motivation and validation

Bulit-in OpenCL support in MetaTrader 5 still has a major problem especially the one about device selection error 5114 resulting from unable to create an OpenCL context using CL_USE_GPU_ONLY, or CL_USE_GPU_DOUBLE_ONLY although it properly detects GPU. It works fine with directly using of ordinal number of GPU device we found in Journal tab, but that's still considered a bug, and users should not hard-code a device. We will solve it by recreating an OpenCL support as DLL with C++ on Linux. Along the journey, we will get to know OpenCL from concept to best practices in its API usage just enough for us to put into great use later when we deal with DLL implementation in C++ and consume it with MQL5.
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Using JSON Data API in your MQL projects

Using JSON Data API in your MQL projects

Imagine that you can use data that is not found in MetaTrader, you only get data from indicators by price analysis and technical analysis. Now imagine that you can access data that will take your trading power steps higher. You can multiply the power of the MetaTrader software if you mix the output of other software, macro analysis methods, and ultra-advanced tools through the ​​API data. In this article, we will teach you how to use APIs and introduce useful and valuable API data services.
Interview with Andrei Moraru (ATC 2011)
Interview with Andrei Moraru (ATC 2011)

Interview with Andrei Moraru (ATC 2011)

Ukrainian programmer Andrei Moraru (enivid) is an active participant of the Automated Trading Championship beginning from 2007. Andrei had already come in our view at that time and now we have decided to find out if there occured any changes in his attitude towards trading and selection of trading strategies for the past four years, and also to know about his new Expert Advisor.
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Population optimization algorithms: Bat algorithm (BA)

Population optimization algorithms: Bat algorithm (BA)

In this article, I will consider the Bat Algorithm (BA), which shows good convergence on smooth functions.
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Neural networks made easy (Part 34): Fully Parameterized Quantile Function

Neural networks made easy (Part 34): Fully Parameterized Quantile Function

We continue studying distributed Q-learning algorithms. In previous articles, we have considered distributed and quantile Q-learning algorithms. In the first algorithm, we trained the probabilities of given ranges of values. In the second algorithm, we trained ranges with a given probability. In both of them, we used a priori knowledge of one distribution and trained another one. In this article, we will consider an algorithm which allows the model to train for both distributions.
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Introduction to MQL5 (Part 6): A Beginner's Guide to Array Functions in MQL5 (II)

Introduction to MQL5 (Part 6): A Beginner's Guide to Array Functions in MQL5 (II)

Embark on the next phase of our MQL5 journey. In this insightful and beginner-friendly article, we'll look into the remaining array functions, demystifying complex concepts to empower you to craft efficient trading strategies. We’ll be discussing ArrayPrint, ArrayInsert, ArraySize, ArrayRange, ArrarRemove, ArraySwap, ArrayReverse, and ArraySort. Elevate your algorithmic trading expertise with these essential array functions. Join us on the path to MQL5 mastery!
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Quantitative analysis in MQL5: Implementing a promising algorithm

Quantitative analysis in MQL5: Implementing a promising algorithm

We will analyze the question of what quantitative analysis is and how it is used by major players. We will create one of the quantitative analysis algorithms in the MQL5 language.
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DoEasy. Controls (Part 27): Working on ProgressBar WinForms object

DoEasy. Controls (Part 27): Working on ProgressBar WinForms object

In this article, I will continue the development of the ProgressBar control. In particular, I will create the functionality for managing the progress bar and visual effects.
Grouped File Operations
Grouped File Operations

Grouped File Operations

It is sometimes necessary to perform identical operations with a group of files. If you have a list of files included into a group, then it is no problem. However, if you need to make this list yourself, then a question arises: "How can I do this?" The article proposes doing this using functions FindFirstFile() and FindNextFile() included in kernel32.dll.
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Benefiting from Forex market seasonality

Benefiting from Forex market seasonality

We are all familiar with the concept of seasonality, for example, we are all accustomed to rising prices for fresh vegetables in winter or rising fuel prices during severe frosts, but few people know that similar patterns exist in the Forex market.
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Neural networks made easy (Part 68): Offline Preference-guided Policy Optimization

Neural networks made easy (Part 68): Offline Preference-guided Policy Optimization

Since the first articles devoted to reinforcement learning, we have in one way or another touched upon 2 problems: exploring the environment and determining the reward function. Recent articles have been devoted to the problem of exploration in offline learning. In this article, I would like to introduce you to an algorithm whose authors completely eliminated the reward function.
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Developing a trading Expert Advisor from scratch (Part 26): Towards the future (I)

Developing a trading Expert Advisor from scratch (Part 26): Towards the future (I)

Today we will take our order system to the next level. But before that, we need to solve a few problems. Now we have some questions that are related to how we want to work and what things we do during the trading day.
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DoEasy. Controls (Part 16): TabControl WinForms object — several rows of tab headers, stretching headers to fit the container

DoEasy. Controls (Part 16): TabControl WinForms object — several rows of tab headers, stretching headers to fit the container

In this article, I will continue the development of TabControl and implement the arrangement of tab headers on all four sides of the control for all modes of setting the size of headers: Normal, Fixed and Fill To Right.
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Neural networks made easy (Part 80): Graph Transformer Generative Adversarial Model (GTGAN)

Neural networks made easy (Part 80): Graph Transformer Generative Adversarial Model (GTGAN)

In this article, I will get acquainted with the GTGAN algorithm, which was introduced in January 2024 to solve complex problems of generation architectural layouts with graph constraints.
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Implementing the Zeus EA: Automated Trading with RSI and Moving Averages in MQL5

Implementing the Zeus EA: Automated Trading with RSI and Moving Averages in MQL5

This article outlines the steps to implement the Zeus EA based on the RSI and Moving Average indicators for guiding automated trading.
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Neural networks made easy (Part 60): Online Decision Transformer (ODT)

Neural networks made easy (Part 60): Online Decision Transformer (ODT)

The last two articles were devoted to the Decision Transformer method, which models action sequences in the context of an autoregressive model of desired rewards. In this article, we will look at another optimization algorithm for this method.
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Brain Storm Optimization algorithm (Part II): Multimodality

Brain Storm Optimization algorithm (Part II): Multimodality

In the second part of the article, we will move on to the practical implementation of the BSO algorithm, conduct tests on test functions and compare the efficiency of BSO with other optimization methods.