MQL5 Programming Articles

This article focuses on general issues linked to handling software errors. Furthermore, the logging term is brought up and the examples of logging implementation with MQL5 tools are shown.

The article discusses the possibility of plotting statistical distribution histograms of market conditions with the help of the graphical memory meaning no indicator buffers and arrays are applied. Sample histograms are described in details and the "hidden" functionality of MQL5 graphical objects is shown.

In this article, we continue studying the use of CAppDialog. Now we will learn how to set color for the background, borders and header of the dialog box. Also, this article provides a step-by-step description of how to add transparency for an application window when dragging it within the chart. We will consider how to create child classes of CAppDialog or CWndClient and analyze new specifics of working with controls. Finally, we will review new Projects from a new perspective.

This article describes a new approach to hedging of positions and draws the line in the debates between users of MetaTrader 4 and MetaTrader 5 about this matter. The algorithms making such hedging reliable are described in layman's terms and illustrated with simple charts and diagrams. This article is dedicated to the new panel HedgeTerminal, which is essentially a fully featured trading terminal within MetaTrader 5. Using HedgeTerminal and the virtualization of the trade it offers, positions can be managed in the way similar to MetaTrader 4.

This article discusses the implementation of various methods of time filtering a cross-platform expert advisor. The time filter classes are responsible for checking whether or not a given time falls under a certain time configuration setting.

In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for their further analysis and comparison.

This article presents Pivot Mean Oscillator (PMO), an implementation of the cumulative moving average (CMA) as a trading indicator for the MetaTrader platforms. In particular, we first introduce Pivot Mean (PM) as a normalization index for timeseries that computes the fraction between any data point and the CMA. We then build PMO as the difference between the moving averages applied to two PM signals. Some preliminary experiments carried out on the EURUSD symbol to test the efficacy of the proposed indicator are also reported, leaving ample space for further considerations and improvements.

This article is intended for developers who would be interested in using SQL in their projects. It explains the functionality and advantages of SQLite. The article does not require special knowledge of SQLite functions, yet minimum understanding of SQL would be beneficial.

This article discusses the CSignal and CSignals classes which will be used in cross-platform expert advisors. It examines the differences between MQL4 and MQL5 on how particular data needed for evaluation of trade signals are accessed to ensure that the code written will be compatible with both compilers.

In previous articles within this series, we tried various methods for creating a more or less profitable grid Expert Advisor. Now we will try to increase the EA profitability through diversification. Our ultimate goal is to reach 100% profit per year with the maximum balance drawdown no more than 20%.

The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.

The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing trading strategies — Simulated annealing. The method's algorithm, its implementation and integration into any Expert Advisor are considered. The developed algorithm is tested on the Moving Average EA.

In this article we will create the first and main element of the graphical interface - a form for controls. Multiple controls can be attached to this form anywhere and in any combination.

Efficiency of any trading robot depends on the correct selection of its parameters (optimization). However, parameters that are considered optimal for one time interval may not retain their effectiveness in another period of trading history. Besides, EAs showing profit during tests turn out to be loss-making in real time. The issue of continuous optimization comes to the fore here. When facing plenty of routine work, humans always look for ways to automate it. In this article, I propose a non-standard approach to solving this issue.

When you subscribe to signals, such situation may occur: your trade account has a leverage of 1:100, the provider has a leverage of 1:500 and trades using the minimal lot, and your trade balances are virtually equal — but the copy ratio will comprise only 10% to 15%. This article describes how to increase the copy rate in such cases.

In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating strategies based on a combination of NRTR with additional trend confirmation indicators.

In this article we will perform an experiment: we will color optimization results. The color is determined by three parameters: the levels of red, green and blue (RGB). There are other color coding methods, which also use three parameters. Thus, three testing parameters can be converted to one color, which visually represents the values. Read this article to find out if such a representation can be useful.

Let us consider the button control. We will discuss examples of several classes for creating a simple button, buttons with extended functionality (icon button and split button) and interconnected buttons (button groups and radio button). Added to that, we will introduce some additions to existing classes for controls to broaden their capability.

In the article, we will apply Reinforcement learning to develop self-learning Expert Advisors. In the previous article, we considered the Random Decision Forest algorithm and wrote a simple self-learning EA based on Reinforcement learning. The main advantages of such an approach (trading algorithm development simplicity and high "training" speed) were outlined. Reinforcement learning (RL) is easily incorporated into any trading EA and speeds up its optimization.

The MQL5.com website brings together traders from all over the world. Users publish articles, share free codes, sell products in the Market, perform Freelance orders and copy trading signals. You can communicate with them on the Forum, in trader chats and in MetaTrader channels.

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode.

In this little video course you will learn how to download, install and setup MetaTrader 5 for Automated Trading. You will also learn how to adjust the chart settings and the options for automated trading. You will do your first backtest and by the end of this course you will know how to import an Expert Advisor that can automatically trade 24/7 while you don't have to sit in front of your screen.

The article gives a description of ways of use of the multiple regression analysis for development of trading systems. It demonstrates the use of the regression analysis for strategy search automation. A regression equation generated and integrated in an EA without requiring high proficiency in programming is given as an example.

Mini Market Emulator is an indicator designed for partial emulation of work in the terminal. Presumably, it can be used to test "manual" strategies of market analysis and trading.

In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot.

The article dwells on gaps — significant differences between a close price of a previous timeframe and an open price of the next one, as well as on forecasting a daily bar direction. Applying the GetOpenFileName function by the system DLL is considered as well.

This article describes the MQL5 Standard Library extension, which allows to create Expert Advisors, place orders, Stop Losses and Take Profits using the MQL5 Wizard by the prices received from included modules. This approach does not apply any additional restrictions on the number of modules and does not cause conflicts in their joint work.

The article provides the description of a simple HTML code parsing library using third-party components. In particular, it covers the possibilities of accessing data which cannot be retrieved using GET and POST requests. We will select a website with not too large pages and will try to obtain interesting data from this site.

Many researchers do not pay enough attention to determining the price behavior. At the same time, complex methods are used, which very often are simply “black boxes”, such as machine learning or neural networks. The most important question arising in that case is what data to submit for training a particular model.

This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press one key and a trendline appears, you press another key — this will create a Fibonacci fan with the necessary parameters. It will also be possible to switch timeframes, to rearrange layers or to delete all objects from the chart.

After we send a trading order to the server, we need to check the error codes or the absence of errors. In this article, we will consider handling errors returned by the trade server and prepare for creating pending trading requests.

In this article, we build a Liquidity Sweep on Break of Structure (BoS) system in MQL5 that detects swing highs/lows over a user-defined length, labels them as HH/HL/LH/LL to identify BOS (HH in uptrend or LL in downtrend), and spots liquidity sweeps when price wicks beyond the swing but closes back inside on a bullish/bearish candle.

This article presents an adaptive parallel channel detection and breakout system in MQL5. It explains how swing points are identified, channels are constructed and dynamically recalculated, and breakouts are confirmed and visualized with persistent signals. The framework integrates trendline geometry, ATR-based filtering, and retest validation to provide reliable, real-time price action analysis for professional charting and trading decisions.

The concept of diversification of assets on financial markets is quiet old, and has always attracted beginner traders. In this article, the author proposes a maximally simple approach to a construction of a multi-currency Expert Advisor, for an initial introduction to this direction of trading strategies.

This article describes the construction of the custom optimization criterion R-squared. This criterion can be used to estimate the quality of a strategy's balance curve and to select the most smoothly growing and stable strategies. The work discusses the principles of its construction and statistical methods used in estimation of properties and quality of this metric.