Articles on the MQL5 programming and use of trading robots

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Expert Advisors created for the MetaTrader platform perform a variety of functions implemented by their developers. Trading robots can track financial symbols 24 hours a day, copy deals, create and send reports, analyze news and even provide specific custom graphical interface.

The articles describe programming techniques, mathematical ideas for data processing, tips on creating and ordering of trading robots.

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Pipelines in MQL5

Pipelines in MQL5

In this piece, we look at a key data preparation step for machine learning that is gaining rapid significance. Data Preprocessing Pipelines. These in essence are a streamlined sequence of data transformation steps that prepare raw data before it is fed to a model. As uninteresting as this may initially seem to the uninducted, this ‘data standardization’ not only saves on training time and execution costs, but it goes a long way in ensuring better generalization. In this article we are focusing on some SCIKIT-LEARN preprocessing functions, and while we are not exploiting the MQL5 Wizard, we will return to it in coming articles.
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From Novice to Expert: Implementation of Fibonacci Strategies in Post-NFP Market Trading

From Novice to Expert: Implementation of Fibonacci Strategies in Post-NFP Market Trading

In financial markets, the laws of retracement remain among the most undeniable forces. It is a rule of thumb that price will always retrace—whether in large moves or even within the smallest tick patterns, which often appear as a zigzag. However, the retracement pattern itself is never fixed; it remains uncertain and subject to anticipation. This uncertainty explains why traders rely on multiple Fibonacci levels, each carrying a certain probability of influence. In this discussion, we introduce a refined strategy that applies Fibonacci techniques to address the challenges of trading shortly after major economic event announcements. By combining retracement principles with event-driven market behavior, we aim to uncover more reliable entry and exit opportunities. Join to explore the full discussion and see how Fibonacci can be adapted to post-event trading.
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Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)

Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)

In this article, we will discuss the hybrid trading system StockFormer, which combines predictive coding and reinforcement learning (RL) algorithms. The framework uses 3 Transformer branches with an integrated Diversified Multi-Head Attention (DMH-Attn) mechanism that improves on the vanilla attention module with a multi-headed Feed-Forward block, allowing it to capture diverse time series patterns across different subspaces.
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Automating Trading Strategies in MQL5 (Part 32): Creating a Price Action 5 Drives Harmonic Pattern System

Automating Trading Strategies in MQL5 (Part 32): Creating a Price Action 5 Drives Harmonic Pattern System

In this article, we develop a 5 Drives pattern system in MQL5 that identifies bullish and bearish 5 Drives harmonic patterns using pivot points and Fibonacci ratios, executing trades with customizable entry, stop loss, and take-profit levels based on user-selected options. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the A-B-C-D-E-F pattern structure.
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Developing a multi-currency Expert Advisor (Part 21): Preparing for an important experiment and optimizing the code

Developing a multi-currency Expert Advisor (Part 21): Preparing for an important experiment and optimizing the code

For further progress it would be good to see if we can improve the results by periodically re-running the automatic optimization and generating a new EA. The stumbling block in many debates about the use of parameter optimization is the question of how long the obtained parameters can be used for trading in the future period while maintaining the profitability and drawdown at the specified levels. And is it even possible to do this?
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Automating Trading Strategies in MQL5 (Part 31): Creating a Price Action 3 Drives Harmonic Pattern System

Automating Trading Strategies in MQL5 (Part 31): Creating a Price Action 3 Drives Harmonic Pattern System

In this article, we develop a 3 Drives Pattern system in MQL5 that identifies bullish and bearish 3 Drives harmonic patterns using pivot points and Fibonacci ratios, executing trades with customizable entry, stop loss, and take-profit levels based on user-selected options. We enhance trader insight with visual feedback through chart objects.
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Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG

Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG

Elevate your trading with Smart Money Concepts (SMC) by combining Order Blocks (OB), Break of Structure (BOS), and Fair Value Gaps (FVG) into one powerful EA. Choose automatic strategy execution or focus on any individual SMC concept for flexible and precise trading.
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Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback

Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback

In this article, we develop an AB=CD Pattern EA in MQL5 that identifies bullish and bearish AB=CD harmonic patterns using pivot points and Fibonacci ratios, executing trades with precise entry, stop loss, and take-profit levels. We enhance trader insight with visual feedback through chart objects.
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Neural Networks in Trading: An Ensemble of Agents with Attention Mechanisms (MASAAT)

Neural Networks in Trading: An Ensemble of Agents with Attention Mechanisms (MASAAT)

We introduce the Multi-Agent Self-Adaptive Portfolio Optimization Framework (MASAAT), which combines attention mechanisms and time series analysis. MASAAT generates a set of agents that analyze price series and directional changes, enabling the identification of significant fluctuations in asset prices at different levels of detail.
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Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (Final Part)

Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (Final Part)

In the previous article, we introduced the multi-agent adaptive framework MASA, which combines reinforcement learning approaches and self-adaptive strategies, providing a harmonious balance between profitability and risk in turbulent market conditions. We have built the functionality of individual agents within this framework. In this article, we will continue the work we started, bringing it to its logical conclusion.
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Automating Trading Strategies in MQL5 (Part 29): Creating a price action Gartley Harmonic Pattern system

Automating Trading Strategies in MQL5 (Part 29): Creating a price action Gartley Harmonic Pattern system

In this article, we develop a Gartley Pattern system in MQL5 that identifies bullish and bearish Gartley harmonic patterns using pivot points and Fibonacci ratios, executing trades with precise entry, stop loss, and take-profit levels. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the XABCD pattern structure.
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From Novice to Expert: Mastering Detailed Trading Reports with Reporting EA

From Novice to Expert: Mastering Detailed Trading Reports with Reporting EA

In this article, we delve into enhancing the details of trading reports and delivering the final document via email in PDF format. This marks a progression from our previous work, as we continue exploring how to harness the power of MQL5 and Python to generate and schedule trading reports in the most convenient and professional formats. Join us in this discussion to learn more about optimizing trading report generation within the MQL5 ecosystem.
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Trend criteria in trading

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.
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Automating Trading Strategies in MQL5 (Part 28): Creating a Price Action Bat Harmonic Pattern with Visual Feedback

Automating Trading Strategies in MQL5 (Part 28): Creating a Price Action Bat Harmonic Pattern with Visual Feedback

In this article, we develop a Bat Pattern system in MQL5 that identifies bullish and bearish Bat harmonic patterns using pivot points and Fibonacci ratios, triggering trades with precise entry, stop loss, and take-profit levels, enhanced with visual feedback through chart objects
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Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (MASA)

Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (MASA)

I invite you to get acquainted with the Multi-Agent Self-Adaptive (MASA) framework, which combines reinforcement learning and adaptive strategies, providing a harmonious balance between profitability and risk management in turbulent market conditions.
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Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns

Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns

In this article, we explore the fundamentals of harmonic patterns, their structures, and how they are applied in trading. You’ll learn about Fibonacci retracements, extensions, and how to implement harmonic pattern detection in MQL5, setting the foundation for building advanced trading tools and Expert Advisors.
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MQL5 Wizard Techniques you should know (Part 79): Using Gator Oscillator and Accumulation/Distribution Oscillator with Supervised Learning

MQL5 Wizard Techniques you should know (Part 79): Using Gator Oscillator and Accumulation/Distribution Oscillator with Supervised Learning

In the last piece, we concluded our look at the pairing of the gator oscillator and the accumulation/distribution oscillator when used in their typical setting of the raw signals they generate. These two indicators are complimentary as trend and volume indicators, respectively. We now follow up that piece, by examining the effect that supervised learning can have on enhancing some of the feature patterns we had reviewed. Our supervised learning approach is a CNN that engages with kernel regression and dot product similarity to size its kernels and channels. As always, we do this in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
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Automating Trading Strategies in MQL5 (Part 27): Creating a Price Action Crab Harmonic Pattern with Visual Feedback

Automating Trading Strategies in MQL5 (Part 27): Creating a Price Action Crab Harmonic Pattern with Visual Feedback

In this article, we develop a Crab Harmonic Pattern system in MQL5 that identifies bullish and bearish Crab harmonic patterns using pivot points and Fibonacci ratios, triggering trades with precise entry, stop loss, and take-profit levels. We incorporate visual feedback through chart objects like triangles and trendlines to display the XABCD pattern structure and trade levels.
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Automating Trading Strategies in MQL5 (Part 26): Building a Pin Bar Averaging System for Multi-Position Trading

Automating Trading Strategies in MQL5 (Part 26): Building a Pin Bar Averaging System for Multi-Position Trading

In this article, we develop a Pin Bar Averaging system in MQL5 that detects pin bar patterns to initiate trades and employs an averaging strategy for multi-position management, enhanced by trailing stops and breakeven adjustments. We incorporate customizable parameters with a dashboard for real-time monitoring of positions and profits.
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Neural Networks in Trading: Parameter-Efficient Transformer with Segmented Attention (Final Part)

Neural Networks in Trading: Parameter-Efficient Transformer with Segmented Attention (Final Part)

In the previous work, we discussed the theoretical aspects of the PSformer framework, which includes two major innovations in the classical Transformer architecture: the Parameter Shared (PS) mechanism and attention to spatio-temporal segments (SegAtt). In this article, we continue the work we started on implementing the proposed approaches using MQL5.
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Neural Networks in Trading: A Parameter-Efficient Transformer with Segmented Attention (PSformer)

Neural Networks in Trading: A Parameter-Efficient Transformer with Segmented Attention (PSformer)

This article introduces the new PSformer framework, which adapts the architecture of the vanilla Transformer to solving problems related to multivariate time series forecasting. The framework is based on two key innovations: the Parameter Sharing (PS) mechanism and the Segment Attention (SegAtt).
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Automating Trading Strategies in MQL5 (Part 25): Trendline Trader with Least Squares Fit and Dynamic Signal Generation

Automating Trading Strategies in MQL5 (Part 25): Trendline Trader with Least Squares Fit and Dynamic Signal Generation

In this article, we develop a trendline trader program that uses least squares fit to detect support and resistance trendlines, generating dynamic buy and sell signals based on price touches and open positions based on generated signals.
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Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (Final Part)

Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (Final Part)

SAMformer offers a solution to the key drawbacks of Transformer models in long-term time series forecasting, such as training complexity and poor generalization on small datasets. Its shallow architecture and sharpness-aware optimization help avoid suboptimal local minima. In this article, we will continue to implement approaches using MQL5 and evaluate their practical value.
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Python-MetaTrader 5 Strategy Tester (Part 01): Trade Simulator

Python-MetaTrader 5 Strategy Tester (Part 01): Trade Simulator

The MetaTrader 5 module offered in Python provides a convenient way of opening trades in the MetaTrader 5 app using Python, but it has a huge problem, it doesn't have the strategy tester capability present in the MetaTrader 5 app, In this article series, we will build a framework for back testing your trading strategies in Python environments.
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MQL5 Wizard Techniques you should know (Part 78): Using Gator Oscillator and the Accumulation/Distribution Oscillator

MQL5 Wizard Techniques you should know (Part 78): Using Gator Oscillator and the Accumulation/Distribution Oscillator

The Gator Oscillator by Bill Williams and the Accumulation/Distribution Oscillator are another indicator pairing that could be used harmoniously within an MQL5 Expert Advisor. We use the Gator Oscillator for its ability to affirm trends, while the A/D is used to provide confirmation of the trends via checks on volume. We are following up our last article where we introduced 5 signal patterns by introducing another 5 to complete our typical set of 10. As always, we use the MQL5 wizard to build and test out their potential.
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MQL5 Trading Tools (Part 7): Informational Dashboard for Multi-Symbol Position and Account Monitoring

MQL5 Trading Tools (Part 7): Informational Dashboard for Multi-Symbol Position and Account Monitoring

In this article, we develop an informational dashboard in MQL5 for monitoring multi-symbol positions and account metrics like balance, equity, and free margin. We implement a sortable grid with real-time updates, CSV export, and a glowing header effect to enhance usability and visual appeal.
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Self Optimizing Expert Advisors in MQL5 (Part 10): Matrix Factorization

Self Optimizing Expert Advisors in MQL5 (Part 10): Matrix Factorization

Factorization is a mathematical process used to gain insights into the attributes of data. When we apply factorization to large sets of market data—organized in rows and columns—we can uncover patterns and characteristics of the market. Factorization is a powerful tool, and this article will show how you can use it within the MetaTrader 5 terminal, through the MQL5 API, to gain more profound insights into your market data.
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From Novice to Expert: Reporting EA — Setting up the work flow

From Novice to Expert: Reporting EA — Setting up the work flow

Brokerages often provide trading account reports at regular intervals, based on a predefined schedule. These firms, through their API technologies, have access to your account activity and trading history, allowing them to generate performance reports on your behalf. Similarly, the MetaTrader 5 terminal stores detailed records of your trading activity, which can be leveraged using MQL5 to create fully customized reports and define personalized delivery methods.
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MQL5 Wizard Techniques you should know (Part 77): Using Gator Oscillator and the Accumulation/Distribution Oscillator

MQL5 Wizard Techniques you should know (Part 77): Using Gator Oscillator and the Accumulation/Distribution Oscillator

The Gator Oscillator by Bill Williams and the Accumulation/Distribution Oscillator are another indicator pairing that could be used harmoniously within an MQL5 Expert Advisor. We use the Gator Oscillator for its ability to affirm trends, while the A/D is used to provide confirmation of the trends via checks on volume. In exploring this indicator pairing, as always, we use the MQL5 wizard to build and test out their potential.
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From Novice to Expert: Animated News Headline Using MQL5 (VII) — Post Impact Strategy for News Trading

From Novice to Expert: Animated News Headline Using MQL5 (VII) — Post Impact Strategy for News Trading

The risk of whipsaw is extremely high during the first minute following a high-impact economic news release. In that brief window, price movements can be erratic and volatile, often triggering both sides of pending orders. Shortly after the release—typically within a minute—the market tends to stabilize, resuming or correcting the prevailing trend with more typical volatility. In this section, we’ll explore an alternative approach to news trading, aiming to assess its effectiveness as a valuable addition to a trader’s toolkit. Continue reading for more insights and details in this discussion.
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Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool

Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool

Upgrade your market reading with the Candle-Range Theory suite for MetaTrader 5, a fully MQL5-native solution that converts raw price bars into real-time volatility intelligence. The lightweight CRangePattern library benchmarks each candle’s true range against an adaptive ATR and classifies it the instant it closes; the CRT Indicator then projects those classifications on your chart as crisp, color-coded rectangles and arrows that reveal tightening consolidations, explosive breakouts, and full-range engulfment the moment they occur.
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MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls

MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls

In this article, we create a dynamic holographic dashboard in MQL5 for monitoring symbols and timeframes with RSI, volatility alerts, and sorting options. We add pulse animations, interactive buttons, and holographic effects to make the tool visually engaging and responsive.
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Introduction to MQL5 (Part 19): Automating Wolfe Wave Detection

Introduction to MQL5 (Part 19): Automating Wolfe Wave Detection

This article shows how to programmatically identify bullish and bearish Wolfe Wave patterns and trade them using MQL5. We’ll explore how to identify Wolfe Wave structures programmatically and execute trades based on them using MQL5. This includes detecting key swing points, validating pattern rules, and preparing the EA to act on the signals it finds.
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MQL5 Wizard Techniques you should know (Part 76):  Using Patterns of Awesome Oscillator and the Envelope Channels with Supervised Learning

MQL5 Wizard Techniques you should know (Part 76): Using Patterns of Awesome Oscillator and the Envelope Channels with Supervised Learning

We follow up on our last article, where we introduced the indicator couple of the Awesome-Oscillator and the Envelope Channel, by looking at how this pairing could be enhanced with Supervised Learning. The Awesome-Oscillator and Envelope-Channel are a trend-spotting and support/resistance complimentary mix. Our supervised learning approach is a CNN that engages the Dot Product Kernel with Cross-Time-Attention to size its kernels and channels. As per usual, this is done in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
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Automating Trading Strategies in MQL5 (Part 24): London Session Breakout System with Risk Management and Trailing Stops

Automating Trading Strategies in MQL5 (Part 24): London Session Breakout System with Risk Management and Trailing Stops

In this article, we develop a London Session Breakout System that identifies pre-London range breakouts and places pending orders with customizable trade types and risk settings. We incorporate features like trailing stops, risk-to-reward ratios, maximum drawdown limits, and a control panel for real-time monitoring and management.
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Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

In this article, we continue our exploration of building an ensemble of trading strategies and using the MT5 genetic optimizer to tune the strategy parameters. Today, we analyzed the data in Python, showing our model could better predict which strategy would outperform, achieving higher accuracy than forecasting market returns directly. However, when we tested our application with its statistical models, our performance levels fell dismally. We subsequently discovered that the genetic optimizer unfortunately favored highly correlated strategies, prompting us to revise our method to keep vote weights fixed and focus optimization on indicator settings instead.
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MQL5 Trading Tools (Part 5): Creating a Rolling Ticker Tape for Real-Time Symbol Monitoring

MQL5 Trading Tools (Part 5): Creating a Rolling Ticker Tape for Real-Time Symbol Monitoring

In this article, we develop a rolling ticker tape in MQL5 for real-time monitoring of multiple symbols, displaying bid prices, spreads, and daily percentage changes with scrolling effects. We implement customizable fonts, colors, and scroll speeds to highlight price movements and trends effectively.
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Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (SAMformer)

Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (SAMformer)

Training Transformer models requires large amounts of data and is often difficult since the models are not good at generalizing to small datasets. The SAMformer framework helps solve this problem by avoiding poor local minima. This improves the efficiency of models even on limited training datasets.
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From Novice to Expert: Animated News Headline Using MQL5 (VI) — Pending Order Strategy for News Trading

From Novice to Expert: Animated News Headline Using MQL5 (VI) — Pending Order Strategy for News Trading

In this article, we shift focus toward integrating news-driven order execution logic—enabling the EA to act, not just inform. Join us as we explore how to implement automated trade execution in MQL5 and extend the News Headline EA into a fully responsive trading system. Expert Advisors offer significant advantages for algorithmic developers thanks to the wide range of features they support. So far, we’ve focused on building a news and calendar events presentation tool, complete with integrated AI insights lanes and technical indicator insights.
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Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover

Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover

This article outlines the design of a double moving average crossover strategy that uses signals from a higher timeframe (D1) to guide entries on a lower timeframe (M15), with stop-loss levels calculated from an intermediate risk timeframe (H4). It introduces system constants, custom enumerations, and logic for trend-following and mean-reverting modes, while emphasizing modularity and future optimization using a genetic algorithm. The approach allows for flexible entry and exit conditions, aiming to reduce signal lag and improve trade timing by aligning lower-timeframe entries with higher-timeframe trends.