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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DoEasy. Controls (Part 13): Optimizing interaction of WinForms objects with the mouse, starting the development of the TabControl WinForms object

DoEasy. Controls (Part 13): Optimizing interaction of WinForms objects with the mouse, starting the development of the TabControl WinForms object

In this article, I will fix and optimize handling the appearance of WinForms objects after moving the mouse cursor away from the object, as well as start the development of the TabControl WinForms object.
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Creating a ticker tape panel: Basic version

Creating a ticker tape panel: Basic version

Here I will show how to create screens with price tickers which are usually used to display quotes on the exchange. I will do it by only using MQL5, without using complex external programming.
Technical Analysis: What Do We Analyze?
Technical Analysis: What Do We Analyze?

Technical Analysis: What Do We Analyze?

This article tries to analyze several peculiarities of representation of quotes available in the MetaTrader client terminal. The article is general, it doesn't concern programming.
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Master MQL5 from beginner to pro (Part I): Getting started with programming

Master MQL5 from beginner to pro (Part I): Getting started with programming

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.
Nikolay Ivanov (Techno): "What is important for programs is the accuracy of their algorithms"
Nikolay Ivanov (Techno): "What is important for programs is the accuracy of their algorithms"

Nikolay Ivanov (Techno): "What is important for programs is the accuracy of their algorithms"

A programmer from Krasnoyarsk Nikolay Ivanov (Techno) is a leader among the developers in terms of the number of completed orders - he has implemented already more than 200 applications in the Jobs service. In this interview, he is talking about the Jobs service, its specific features and challengers faced by programmers.
Graphics in DoEasy library (Part 90): Standard graphical object events. Basic functionality
Graphics in DoEasy library (Part 90): Standard graphical object events. Basic functionality

Graphics in DoEasy library (Part 90): Standard graphical object events. Basic functionality

In this article, I will implement the basic functionality for tracking standard graphical object events. I will start from a double click event on a graphical object.
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Advanced resampling and selection of CatBoost models by brute-force method

Advanced resampling and selection of CatBoost models by brute-force method

This article describes one of the possible approaches to data transformation aimed at improving the generalizability of the model, and also discusses sampling and selection of CatBoost models.
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Monte Carlo Permutation Tests in MetaTrader 5

Monte Carlo Permutation Tests in MetaTrader 5

In this article we take a look at how we can conduct permutation tests based on shuffled tick data on any expert advisor using only Metatrader 5.
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Creating an EA that works automatically (Part 08): OnTradeTransaction

Creating an EA that works automatically (Part 08): OnTradeTransaction

In this article, we will see how to use the event handling system to quickly and efficiently process issues related to the order system. With this system the EA will work faster, so that it will not have to constantly search for the required data.
Timeseries in DoEasy library (part 48): Multi-period multi-symbol indicators on one buffer in a subwindow
Timeseries in DoEasy library (part 48): Multi-period multi-symbol indicators on one buffer in a subwindow

Timeseries in DoEasy library (part 48): Multi-period multi-symbol indicators on one buffer in a subwindow

The article considers an example of creating multi-symbol multi-period standard indicators using a single indicator buffer for construction and working in the indicator subwindow. I am going to prepare the library classes for working with standard indicators working in the program main window and having more than one buffer for displaying their data.
Better Programmer (Part 03): Give Up doing these 5 things to become a successful MQL5 Programmer
Better Programmer (Part 03): Give Up doing these 5 things to become a successful MQL5 Programmer

Better Programmer (Part 03): Give Up doing these 5 things to become a successful MQL5 Programmer

This is the must-read article for anyone wanting to improve their programming career. This article series is aimed at making you the best programmer you can possibly be, no matter how experienced you are. The discussed ideas work for MQL5 programming newbies as well as professionals.
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Developing a trading Expert Advisor from scratch (Part 22): New order system (V)

Developing a trading Expert Advisor from scratch (Part 22): New order system (V)

Today we will continue to develop the new order system. It is not that easy to implement a new system as we often encounter problems which greatly complicate the process. When these problems appear, we have to stop and re-analyze the direction in which we are moving.
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Understanding MQL5 Object-Oriented Programming (OOP)

Understanding MQL5 Object-Oriented Programming (OOP)

As developers, we need to learn how to create and develop software that can be reusable and flexible without duplicated code especially if we have different objects with different behaviors. This can be smoothly done by using object-oriented programming techniques and principles. In this article, we will present the basics of MQL5 Object-Oriented programming to understand how we can use principles and practices of this critical topic in our software.
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Data label for time series  mining(Part 1):Make a dataset with trend markers through the EA operation chart

Data label for time series mining(Part 1):Make a dataset with trend markers through the EA operation chart

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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Population optimization algorithms: Harmony Search (HS)

Population optimization algorithms: Harmony Search (HS)

In the current article, I will study and test the most powerful optimization algorithm - harmonic search (HS) inspired by the process of finding the perfect sound harmony. So what algorithm is now the leader in our rating?
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MQL5 Cookbook — Services

MQL5 Cookbook — Services

The article describes the versatile capabilities of services — MQL5 programs that do not require binding graphs. I will also highlight the differences of services from other MQL5 programs and emphasize the nuances of the developer's work with services. As examples, the reader is offered various tasks covering a wide range of functionality that can be implemented as a service.
CCI indicator. Three transformation steps
CCI indicator. Three transformation steps

CCI indicator. Three transformation steps

In this article, I will make additional changes to the CCI affecting the very logic of this indicator. Moreover, we will be able to see it in the main chart window.
How we developed the MetaTrader Signals service and Social Trading
How we developed the MetaTrader Signals service and Social Trading

How we developed the MetaTrader Signals service and Social Trading

We continue to enhance the Signals service, improve the mechanisms, add new functions and fix flaws. The MetaTrader Signals Service of 2012 and the current MetaTrader Signals Service are like two completely different services. Currently, we are implementing A Virtual Hosting Cloud service which consists of a network of servers to support specific versions of the MetaTrader client terminal.
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Multiple indicators on one chart (Part 03): Developing definitions for users

Multiple indicators on one chart (Part 03): Developing definitions for users

Today we will update the functionality of the indicator system for the first time. In the previous article within the "Multiple indicators on one chart" we considered the basic code which allows using more than one indicator in a chart subwindow. But what was presented was just the starting base of a much larger system.
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Neural networks made easy (Part 67): Using past experience to solve new tasks

Neural networks made easy (Part 67): Using past experience to solve new tasks

In this article, we continue discussing methods for collecting data into a training set. Obviously, the learning process requires constant interaction with the environment. However, situations can be different.
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Developing an Expert Advisor from scratch (Part 30): CHART TRADE as an indicator?

Developing an Expert Advisor from scratch (Part 30): CHART TRADE as an indicator?

Today we are going to use Chart Trade again, but this time it will be an on-chart indicator which may or may not be present on the chart.
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How to create a custom True Strength Index indicator using MQL5

How to create a custom True Strength Index indicator using MQL5

Here is a new article about how to create a custom indicator. This time we will work with the True Strength Index (TSI) and will create an Expert Advisor based on it.
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Multiple indicators on one chart (Part 05): Turning MetaTrader 5 into a RAD system (I)

Multiple indicators on one chart (Part 05): Turning MetaTrader 5 into a RAD system (I)

There are a lot of people who do not know how to program but they are quite creative and have great ideas. However, the lack of programming knowledge prevents them from implementing these ideas. Let's see together how to create a Chart Trade using the MetaTrader 5 platform itself, as if it were an IDE.
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Category Theory (Part 9): Monoid-Actions

Category Theory (Part 9): Monoid-Actions

This article continues the series on category theory implementation in MQL5. Here we continue monoid-actions as a means of transforming monoids, covered in the previous article, leading to increased applications.
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DoEasy. Controls (Part 3): Creating bound controls

DoEasy. Controls (Part 3): Creating bound controls

In this article, I will create subordinate controls bound to the base element. The development will be performed using the base control functionality. In addition, I will tinker with the graphical element shadow object a bit since it still suffers from some logic errors when applied to any of the objects capable of having a shadow.
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Experiments with neural networks (Part 5): Normalizing inputs for passing to a neural network

Experiments with neural networks (Part 5): Normalizing inputs for passing to a neural network

Neural networks are an ultimate tool in traders' toolkit. Let's check if this assumption is true. MetaTrader 5 is approached as a self-sufficient medium for using neural networks in trading. A simple explanation is provided.
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Ready-made templates for including indicators to Expert Advisors (Part 3): Trend indicators

Ready-made templates for including indicators to Expert Advisors (Part 3): Trend indicators

In this reference article, we will look at standard indicators from the Trend Indicators category. We will create ready-to-use templates for indicator use in EAs - declaring and setting parameters, indicator initialization and deinitialization, as well as receiving data and signals from indicator buffers in EAs.
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Data Science and Machine Learning (Part 12): Can Self-Training Neural Networks Help You Outsmart the Stock Market?

Data Science and Machine Learning (Part 12): Can Self-Training Neural Networks Help You Outsmart the Stock Market?

Are you tired of constantly trying to predict the stock market? Do you wish you had a crystal ball to help you make more informed investment decisions? Self-trained neural networks might be the solution you've been looking for. In this article, we explore whether these powerful algorithms can help you "ride the wave" and outsmart the stock market. By analyzing vast amounts of data and identifying patterns, self-trained neural networks can make predictions that are often more accurate than human traders. Discover how you can use this cutting-edge technology to maximize your profits and make smarter investment decisions.
MQL5 Market Results for Q2 2013
MQL5 Market Results for Q2 2013

MQL5 Market Results for Q2 2013

Successfully operating for 1.5 years, MQL5 Market has become the largest traders' store of trading strategies and technical indicators. It offers around 800 trading applications provided by 350 developers from around the world. Over 100.000 trading programs have already been purchased and downloaded by traders to their MetaTrader 5 terminals.
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Developing a trading Expert Advisor from scratch (Part 28): Towards the future (III)

Developing a trading Expert Advisor from scratch (Part 28): Towards the future (III)

There is still one task which our order system is not up to, but we will FINALLY figure it out. The MetaTrader 5 provides a system of tickets which allows creating and correcting order values. The idea is to have an Expert Advisor that would make the same ticket system faster and more efficient.
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An example of how to ensemble ONNX models in MQL5

An example of how to ensemble ONNX models in MQL5

ONNX (Open Neural Network eXchange) is an open format built to represent neural networks. In this article, we will show how to use two ONNX models in one Expert Advisor simultaneously.
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Neural networks made easy (Part 15): Data clustering using MQL5

Neural networks made easy (Part 15): Data clustering using MQL5

We continue to consider the clustering method. In this article, we will create a new CKmeans class to implement one of the most common k-means clustering methods. During tests, the model managed to identify about 500 patterns.
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Modified Grid-Hedge EA in MQL5 (Part I): Making a Simple Hedge EA

Modified Grid-Hedge EA in MQL5 (Part I): Making a Simple Hedge EA

We will be creating a simple hedge EA as a base for our more advanced Grid-Hedge EA, which will be a mixture of classic grid and classic hedge strategies. By the end of this article, you will know how to create a simple hedge strategy, and you will also get to know what people say about whether this strategy is truly 100% profitable.
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MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.
Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators
Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators

Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators

In this article, I will start developing the methods of working with standard indicators, which will ultimately allow creating multi-symbol multi-period standard indicators based on library classes. Besides, I will add the "Skipped bars" event to the timeseries classes and eliminate excessive load from the main program code by moving the library preparation functions to CEngine class.
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Parallel Particle Swarm Optimization

Parallel Particle Swarm Optimization

The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an Expert Advisor and in a parallel multi-threaded mode as an add-on that runs on local tester agents.
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Developing a trading Expert Advisor from scratch (Part 9): A conceptual leap (II)

Developing a trading Expert Advisor from scratch (Part 9): A conceptual leap (II)

In this article, we will place Chart Trade in a floating window. In the previous part, we created a basic system which enables the use of templates within a floating window.
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Neural networks made easy (Part 32): Distributed Q-Learning

Neural networks made easy (Part 32): Distributed Q-Learning

We got acquainted with the Q-learning method in one of the earlier articles within this series. This method averages rewards for each action. Two works were presented in 2017, which show greater success when studying the reward distribution function. Let's consider the possibility of using such technology to solve our problems.
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Understanding Programming Paradigms (Part 1): A Procedural Approach to Developing a Price Action Expert Advisor

Understanding Programming Paradigms (Part 1): A Procedural Approach to Developing a Price Action Expert Advisor

Learn about programming paradigms and their application in MQL5 code. This article explores the specifics of procedural programming, offering hands-on experience through a practical example. You'll learn how to develop a price action expert advisor using the EMA indicator and candlestick price data. Additionally, the article introduces you to the functional programming paradigm.
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MQL5 Cookbook — Macroeconomic events database

MQL5 Cookbook — Macroeconomic events database

The article discusses the possibilities of handling databases based on the SQLite engine. The CDatabase class has been formed for convenience and efficient use of OOP principles. It is subsequently involved in the creation and management of the database of macroeconomic events. The article provides the examples of using multiple methods of the CDatabase class.