MQL4 and MQL5 Programming Articles
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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Developing a trading Expert Advisor from scratch (Part 24): Providing system robustness (I)
In this article, we will make the system more reliable to ensure a robust and secure use. One of the ways to achieve the desired robustness is to try to re-use the code as much as possible so that it is constantly tested in different cases. But this is only one of the ways. Another one is to use OOP.
Building A Candlestick Trend Constraint Model(Part 3): Detecting changes in trends while using this system
This article explores how economic news releases, investor behavior, and various factors can influence market trend reversals. It includes a video explanation and proceeds by incorporating MQL5 code into our program to detect trend reversals, alert us, and take appropriate actions based on market conditions. This builds upon previous articles in the series.
Building AI-Powered Trading Systems in MQL5 (Part 6): Introducing Chat Deletion and Search Functionality
In Part 6 of our MQL5 AI trading system series, we advance the ChatGPT-integrated Expert Advisor by introducing chat deletion functionality through interactive delete buttons in the sidebar, small/large history popups, and a new search popup, allowing traders to manage and organize persistent conversations efficiently while maintaining encrypted storage and AI-driven signals from chart data.
Using the MQL5 Economic Calendar for News Filtering (Part 1): Implementing Pre- and Post-News Windows in MQL5
We build a calendar‑driven news filter entirely in MQL5, avoiding web requests and external DLLs. Part 1 covers loading and caching events, mapping them to symbols by currency, filtering by impact level, defining pre/post windows, and blocking new trades during active news, with optional pre‑news position closure. The result is a configurable, prop‑firm‑friendly control that reduces false pauses and protects entries during volatility.
Moving to MQL5 Algo Forge (Part 1): Creating the Main Repository
When working on projects in MetaEditor, developers often face the need to manage code versions. MetaQuotes recently announced migration to GIT and the launch of MQL5 Algo Forge with code versioning and collaboration capabilities. In this article, we will discuss how to use the new and previously existing tools more efficiently.
Price Action Analysis Toolkit Development (Part 68): Price-Attached RSI Panel in MQL5
We present a chart-embedded RSI panel that removes the need for a separate window by attaching momentum directly to live price. The article explains the design and MQL5 code: real-time RSI retrieval, slope-based signal classification, and adaptive positioning. Traders get RSI value, state, and signal strength where decisions are made, improving clarity across timeframes.
MQL5 Wizard Techniques you should know (Part 73): Using Patterns of Ichimoku and the ADX-Wilder
The Ichimoku-Kinko-Hyo Indicator and the ADX-Wilder oscillator are a pairing that could be used in complimentarily within an MQL5 Expert Advisor. The Ichimoku is multi-faceted, however for this article, we are relying on it primarily for its ability to define support and resistance levels. Meanwhile, we also use the ADX to define our trend. As usual, we use the MQL5 wizard to build and test any potential these two may possess.
Neural networks made easy (Part 17): Dimensionality reduction
In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.
Automating Trading Strategies in MQL5 (Part 39): Statistical Mean Reversion with Confidence Intervals and Dashboard
In this article, we develop an MQL5 Expert Advisor for statistical mean reversion trading, calculating moments like mean, variance, skewness, kurtosis, and Jarque-Bera statistics over a specified period to identify non-normal distributions and generate buy/sell signals based on confidence intervals with adaptive thresholds
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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Requirements Applicable to Articles Offered for Publishing at MQL4.com
Discrete Hartley transform
In this article, we will consider one of the methods of spectral analysis and signal processing - the discrete Hartley transform. It allows filtering signals, analyzing their spectrum and much more. The capabilities of DHT are no less than those of the discrete Fourier transform. However, unlike DFT, DHT uses only real numbers, which makes it more convenient for implementation in practice, and the results of its application are more visual.
Price Action Analysis Toolkit Development (Part 68): Price-Attached RSI Panel in MQL5
We present a chart-embedded RSI panel that removes the need for a separate window by attaching momentum directly to live price. The article explains the design and MQL5 code: real-time RSI retrieval, slope-based signal classification, and adaptive positioning. Traders get RSI value, state, and signal strength where decisions are made, improving clarity across timeframes.
Data Science and ML (Part 26): The Ultimate Battle in Time Series Forecasting — LSTM vs GRU Neural Networks
In the previous article, we discussed a simple RNN which despite its inability to understand long-term dependencies in the data, was able to make a profitable strategy. In this article, we are discussing both the Long-Short Term Memory(LSTM) and the Gated Recurrent Unit(GRU). These two were introduced to overcome the shortcomings of a simple RNN and to outsmart it.
Developing a Multi-Currency Expert Advisor (Part 26): Informer for Trading Instruments
Before moving forward with the development of multi-currency EAs, let's try to switch to creating a new project using the developed library. This example will demonstrate how to best organize source code storage and how using the new code repository from MetaQuotes can help us.
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"
Mastering JSON: Create Your Own JSON Reader from Scratch in MQL5
Experience a step-by-step guide on creating a custom JSON parser in MQL5, complete with object and array handling, error checking, and serialization. Gain practical insights into bridging your trading logic and structured data with this flexible solution for handling JSON in MetaTrader 5.
MQL5 Trading Tools (Part 8): Enhanced Informational Dashboard with Draggable and Minimizable Features
In this article, we develop an enhanced informational dashboard that upgrades the previous part by adding draggable and minimizable features for improved user interaction, while maintaining real-time monitoring of multi-symbol positions and account metrics.
DRAW_ARROW drawing type in multi-symbol multi-period indicators
In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.
MQL5 Trading Tools (Part 2): Enhancing the Interactive Trade Assistant with Dynamic Visual Feedback
In this article, we upgrade our Trade Assistant Tool by adding drag-and-drop panel functionality and hover effects to make the interface more intuitive and responsive. We refine the tool to validate real-time order setups, ensuring accurate trade configurations relative to market prices. We also backtest these enhancements to confirm their reliability.
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.
From Novice to Expert: Animated News Headline Using MQL5 (IX) — Multiple Symbol Management on a single chart for News Trading
News trading often requires managing multiple positions and symbols within a very short time due to heightened volatility. In today’s discussion, we address the challenges of multi-symbol trading by integrating this feature into our News Headline EA. Join us as we explore how algorithmic trading with MQL5 makes multi-symbol trading more efficient and powerful.
Trend criteria in trading
Trends are an important part of many trading strategies. In this article, we will look at some of the tools used to identify trends and their characteristics. Understanding and correctly interpreting trends can significantly improve trading efficiency and minimize risks.
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.
Overcoming ONNX Integration Challenges
ONNX is a great tool for integrating complex AI code between different platforms, it is a great tool that comes with some challenges that one must address to get the most out of it, In this article we discuss the common issues you might face and how to mitigate them.
MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading
Strategies that are based on multiple time frames cannot be tested in wizard assembled Expert Advisors by default because of the MQL5 code architecture used in the assembly classes. We explore a possible work around this limitation for strategies that look to use multiple time frames in a case study with the quadratic moving average.
MQL5 Wizard Techniques you should know (Part 38): Bollinger Bands
Bollinger Bands are a very common Envelope Indicator used by a lot of traders to manually place and close trades. We examine this indicator by considering as many of the different possible signals it does generate, and see how they could be put to use in a wizard assembled Expert Advisor.
MQL5 Wizard Techniques you should know (Part 80): Using Patterns of Ichimoku and the ADX-Wilder with TD3 Reinforcement Learning
This article follows up ‘Part-74’, where we examined the pairing of Ichimoku and the ADX under a Supervised Learning framework, by moving our focus to Reinforcement Learning. Ichimoku and ADX form a complementary combination of support/resistance mapping and trend strength spotting. In this installment, we indulge in how the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm can be used with this indicator set. As with earlier parts of the series, the implementation is carried out in a custom signal class designed for integration with the MQL5 Wizard, which facilitates seamless Expert Advisor assembly.
DRAW_ARROW drawing type in multi-symbol multi-period indicators
In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.
Price Action Analysis Toolkit Development (Part 29): Boom and Crash Interceptor EA
Discover how the Boom & Crash Interceptor EA transforms your charts into a proactive alert system-spotting explosive moves with lightning-fast velocity scans, volatility surge checks, trend confirmation, and pivot-zone filters. With crisp green “Boom” and red “Crash” arrows guiding your every decision, this tool cuts through the noise and lets you capitalize on market spikes like never before. Dive in to see how it works and why it can become your next essential edge.
Price Action Analysis Toolkit Development (Part 50): Developing the RVGI, CCI and SMA Confluence Engine in MQL5
Many traders struggle to identify genuine reversals. This article presents an EA that combines RVGI, CCI (±100), and an SMA trend filter to produce a single clear reversal signal. The EA includes an on-chart panel, configurable alerts, and the full source file for immediate download and testing.
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.
Price Action Analysis Toolkit Development (Part 29): Boom and Crash Interceptor EA
Discover how the Boom & Crash Interceptor EA transforms your charts into a proactive alert system-spotting explosive moves with lightning-fast velocity scans, volatility surge checks, trend confirmation, and pivot-zone filters. With crisp green “Boom” and red “Crash” arrows guiding your every decision, this tool cuts through the noise and lets you capitalize on market spikes like never before. Dive in to see how it works and why it can become your next essential edge.
Wrapping ONNX models in classes
Object-oriented programming enables creation of a more compact code that is easy to read and modify. Here we will have a look at the example for three ONNX models.
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.
Creating an EA that works automatically (Part 07): Account types (II)
Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. The trader should always be aware of what the automatic EA is doing, so that if it "goes off the rails", the trader could remove it from the chart as soon as possible and take control of the situation.
Swing Extremes and Pullbacks in MQL5 (Part 3): Defining Structural Validity Beyond Simple Highs/Lows
This article presents an MQL5 Expert Advisor that upgrades raw swing detection to a rule-based Structural Validation Engine. Swings are confirmed by a break of structure, displacement, liquidity sweeps, or time-based respect, then linked to a liquidity map and a structural state machine. The result is context-aware entries and stops anchored to validated levels, helping filter noise and systematize execution.
Example of Auto Optimized Take Profits and Indicator Parameters with SMA and EMA
This article presents a sophisticated Expert Advisor for forex trading, combining machine learning with technical analysis. It focuses on trading Apple stock, featuring adaptive optimization, risk management, and multiple strategies. Backtesting shows promising results with high profitability but also significant drawdowns, indicating potential for further refinement.
Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester
Learn how to build a manual backtesting EA for MetaTrader 5's visual tester by adding chart buttons with CButton, executing orders through CTrade, and filtering positions with a magic number. The article implements Buy/Sell and Close All controls, configurable lot size and initial SL, and a trailing stop via CPositionInfo. You will also see how to load indicators with tester.tpl to validate ideas faster before automation and narrow optimization ranges.
Simplifying Databases in MQL5 (Part 1): Introduction to Databases and SQL
We explore how to manipulate databases in MQL5 using the language's native functions. We cover everything from table creation, insertion, updating, and deletion to data import and export, all with sample code. The content serves as a solid foundation for understanding the internal mechanics of data access, paving the way for the discussion of ORM, where we'll build one in MQL5.