Articles with MQL5 programming examples

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.

In this article we will talk about how MQL5 can interact with Python and FastAPI, using HTTP calls in MQL5 to interact with the tic-tac-toe game in Python. The article discusses the creation of an API using FastAPI for this integration and provides a test script in MQL5, highlighting the versatility of MQL5, the simplicity of Python, and the effectiveness of FastAPI in connecting different technologies to create innovative solutions.

Trading across multiple currencies is not available by default when an expert advisor is assembled via the wizard. We examine 2 possible hacks traders can make when looking to test their ideas off more than one symbol at a time.

In this article we continue our exploration of the Group Method of Data Handling family of algorithms, with the implementation of the Combinatorial Algorithm along with its refined incarnation, the Combinatorial Selective Algorithm in MQL5.

One of the things that can make our lives as programmers difficult is assumptions. In this article, I will show you how dangerous it is to make assumptions: both in MQL5 programming, where you assume that the type will have a certain value, and in MetaTrader 5, where you assume that different servers work the same.

In this article we will present a way to implement optimization problems with multiple objectives and constraints when selecting "Custom Max" in the Setting tab of the MetaTrader 5 terminal. As an example, the optimization problem could be: Maximize Profit Factor, Net Profit, and Recovery Factor, such that the Draw Down is less than 10%, the number of consecutive losses is less than 5, and the number of trades per week is more than 5.

In this article, I will consider the option of obtaining information about closed positions based on their trading history. Besides, I will create a simple indicator that displays the approximate profit/loss of positions on each bar as a diagram.

In this article we describe the implementation of the Multilayered Iterative Algorithm of the Group Method of Data Handling in MQL5.

The article presents a complete exploration of the Nelder-Mead method, explaining how the simplex (function parameter space) is modified and rearranged at each iteration to achieve an optimal solution, and describes how the method can be improved.

This article is an introduction to a series of articles about programming. It is assumed here that the reader has never dealt with programming before. So, this series starts from the very basics. Programming knowledge level: Absolute Beginner.

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.

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.