Articles with examples of trading robots developed in MQL5

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An Expert Advisor is the 'pinnacle' of programming and the desired goal of every automated trading developer. Read the articles in this section to create your own trading robot. By following the described steps you will learn how to create, debug and test automated trading systems.

The articles not only teach MQL5 programming, but also show how to implement trading ideas and techniques. You will learn how to program a trailing stop, how to apply money management, how to get the indicator values, and much more.

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The MQL5 Standard Library Explorer (Part 7): Interactive Position Labeling with CCanvas

The MQL5 Standard Library Explorer (Part 7): Interactive Position Labeling with CCanvas

In this article, we explore how to build a position information visualization tool using the MQL5 Standard Library’s CCanvas. This project strengthens your skills in working with library modules while providing traders with a practical tool to visualize and interact with open positions directly on a live chart. Join the discussion to learn more.
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Larry Williams Market Secrets (Part 10): Automating Smash Day Reversal Patterns

Larry Williams Market Secrets (Part 10): Automating Smash Day Reversal Patterns

We implement Larry Williams’ Smash Day reversal patterns in MQL5 by building a rule-based Expert Advisor with dynamic risk management, breakout confirmation logic, and one trade at a time execution. Readers can backtest, reproduce, and study parameter effects using the MetaTrader 5 Strategy Tester and the provided source.
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Using Deep Reinforcement Learning to Enhance Ilan Expert Advisor

Using Deep Reinforcement Learning to Enhance Ilan Expert Advisor

We revisit the Ilan grid Expert Advisor and integrate Q-learning in MQL5 to build an adaptive version for MetaTrader 5. The article shows how to define state features, discretize them for a Q-table, select actions with ε-greedy, and shape rewards for averaging and exits. You will implement saving/loading the Q-table, tune learning parameters, and test on EURUSD/AUDUSD in the Strategy Tester to evaluate stability and drawdown risks.
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Integrating External Applications with MQL5 Community OAuth

Integrating External Applications with MQL5 Community OAuth

Learn how to add “Sign in with MQL5” to your Android app using the OAuth 2.0 authorization code flow. The guide covers app registration, endpoints, redirect URI, Custom Tabs, deep-link handling, and a PHP backend that exchanges the code for an access token over HTTPS. You will authenticate real MQL5 users and access profile data such as rank and reputation.
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Employing Game Theory Approaches in Trading Algorithms

Employing Game Theory Approaches in Trading Algorithms

We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of different pairs will exchange information with each other.
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From Novice to Expert: Developing a Liquidity Strategy

From Novice to Expert: Developing a Liquidity Strategy

Liquidity zones are commonly traded by waiting for the price to return and retest the zone of interest, often through the placement of pending orders within these areas. In this article, we leverage MQL5 to bring this concept to life, demonstrating how such zones can be identified programmatically and how risk management can be systematically applied. Join the discussion as we explore both the logic behind liquidity-based trading and its practical implementation.
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Price Action Analysis Toolkit Development (Part 58): Range Contraction Analysis and Maturity Classification Module

Price Action Analysis Toolkit Development (Part 58): Range Contraction Analysis and Maturity Classification Module

Building on the previous article that introduced the market state classification module, this installment focuses on implementing the core logic for identifying and evaluating compression zones. It presents a range contraction detection and maturity grading system in MQL5 that analyzes market congestion using price action alone.
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Swap Arbitrage in Forex: Building a Synthetic Portfolio and Generating a Consistent Swap Flow

Swap Arbitrage in Forex: Building a Synthetic Portfolio and Generating a Consistent Swap Flow

Do you want to know how to benefit from the difference in interest rates? This article considers how to use swap arbitrage in Forex to earn stable profit every night, creating a portfolio that is resistant to market fluctuations.
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From Novice to Expert: Creating a Liquidity Zone Indicator

From Novice to Expert: Creating a Liquidity Zone Indicator

The extent of liquidity zones and the magnitude of the breakout range are key variables that substantially affect the probability of a retest occurring. In this discussion, we outline the complete process for developing an indicator that incorporates these ratios.
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MQL5 Trading Tools (Part 15): Canvas Blur Effects, Shadow Rendering, and Smooth Mouse Wheel Scrolling

MQL5 Trading Tools (Part 15): Canvas Blur Effects, Shadow Rendering, and Smooth Mouse Wheel Scrolling

In this article, we enhance the MQL5 canvas dashboard with advanced visual effects, including blur gradients for fog overlays, shadow rendering for headers, and antialiased drawing for smoother lines and curves. We add smooth mouse wheel scrolling to the text panel that does not interfere with the chart zoom scale, technically an upgrade.
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Larry Williams Market Secrets (Part 9): Patterns to Profit

Larry Williams Market Secrets (Part 9): Patterns to Profit

An empirical study of Larry Williams' short-term trading patterns, showing how classic setups can be automated in MQL5, tested on real market data, and evaluated for consistency, profitability, and practical trading value.
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Visualizing Strategies in MQL5: Laying Out Optimization Results Across Criterion Charts

Visualizing Strategies in MQL5: Laying Out Optimization Results Across Criterion Charts

In this article, we write an example of visualizing the optimization process and display the top three passes for the four optimization criteria. We will also provide an opportunity to select one of the three best passes for displaying its data in tables and on a chart.
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Formulating Dynamic Multi-Pair EA (Part 6): Adaptive Spread Sensitivity for High-Frequency Symbol Switching

Formulating Dynamic Multi-Pair EA (Part 6): Adaptive Spread Sensitivity for High-Frequency Symbol Switching

In this part, we will focus on designing an intelligent execution layer that continuously monitors and evaluates real-time spread conditions across multiple symbols. The EA dynamically adapts its symbol selection by enabling or disabling trading based on spread efficiency rather than fixed rules. This approach allows high-frequency multi-pair systems to prioritize cost-effective symbols.
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Neural Networks in Trading: Hybrid Graph Sequence Models (Final Part)

Neural Networks in Trading: Hybrid Graph Sequence Models (Final Part)

We continue exploring hybrid graph sequence models (GSM++), which integrate the advantages of different architectures, providing high analysis accuracy and efficient distribution of computing resources. These models effectively identify hidden patterns, reducing the impact of market noise and improving forecasting quality.
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Triangular and Sawtooth Waves: Analytical Tools for Traders

Triangular and Sawtooth Waves: Analytical Tools for Traders

Wave analysis is one of the methods used in technical analysis. This article focuses on two less conventional wave patterns: triangular and sawtooth waves. These formations underpin a number of technical indicators designed for market price analysis.
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Automating Trading Strategies in MQL5 (Part 47): Nick Rypock Trailing Reverse (NRTR) with Hedging Features

Automating Trading Strategies in MQL5 (Part 47): Nick Rypock Trailing Reverse (NRTR) with Hedging Features

In this article, we develop a Nick Rypock Trailing Reverse (NRTR) trading system in MQL5 that uses channel indicators for reversal signals, enabling trend-following entries with hedging support for buys and sells. We incorporate risk management features like auto lot sizing based on equity or balance, fixed or dynamic stop-loss and take-profit levels using ATR multipliers, and position limits.
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MQL5 Trading Tools (Part 14): Pixel-Perfect Scrollable Text Canvas with Antialiasing and Rounded Scrollbar

MQL5 Trading Tools (Part 14): Pixel-Perfect Scrollable Text Canvas with Antialiasing and Rounded Scrollbar

In this article, we enhance the canvas-based price dashboard in MQL5 by adding a pixel-perfect scrollable text panel for usage guides, overcoming native scrolling limitations through custom antialiasing and a rounded scrollbar design with hover-expand functionality. The text panel supports themed backgrounds with opacity, dynamic line wrapping for content like instructions and contacts, and interactive navigation via up/down buttons, slider dragging, and mouse wheel scrolling within the body area.
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Larry Williams Market Secrets (Part 8): Combining Volatility, Structure and Time Filters

Larry Williams Market Secrets (Part 8): Combining Volatility, Structure and Time Filters

An in-depth walkthrough of building a Larry Williams inspired volatility breakout Expert Advisor in MQL5, combining swing structure, volatility-based entries, trade day of the week filtering, time filters, and flexible risk management, with a complete implementation and reproducible test setup.
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Introduction to MQL5 (Part 37): Mastering API and WebRequest Function in MQL5 (XI)

Introduction to MQL5 (Part 37): Mastering API and WebRequest Function in MQL5 (XI)

In this article, we show how to send authenticated requests to the Binance API using MQL5 to retrieve your account balance for all assets. Learn how to use your API key, server time, and signature to securely access account data, and how to save the response to a file for future use.
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The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor

The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor

In this discussion, we follow up on the previously developed multi-signal Expert Advisor with the objective of exploring and applying available optimization methods. The aim is to determine whether the trading performance of the EA can be meaningfully improved through systematic optimization based on historical data.
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MQL5 Trading Tools (Part 13): Creating a Canvas-Based Price Dashboard with Graph and Stats Panels

MQL5 Trading Tools (Part 13): Creating a Canvas-Based Price Dashboard with Graph and Stats Panels

In this article, we develop a canvas-based price dashboard in MQL5 using the CCanvas class to create interactive panels for visualizing recent price graphs and account statistics, with support for background images, fog effects, and gradient fills. The system includes draggable and resizable features via mouse event handling, theme toggling between dark and light modes with dynamic color adjustments, and minimize/maximize controls for efficient chart space management.
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Larry Williams Market Secrets (Part 7): An Empirical Study of the Trade Day of the Week Concept

Larry Williams Market Secrets (Part 7): An Empirical Study of the Trade Day of the Week Concept

An empirical study of Larry Williams’ Trade Day of the Week concept, showing how time-based market bias can be measured, tested, and applied using MQL5. This article presents a practical framework for analyzing win rates and performance across trading days to improve short-term trading systems.
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Neural Networks in Trading: Hybrid Graph Sequence Models (GSM++)

Neural Networks in Trading: Hybrid Graph Sequence Models (GSM++)

Hybrid graph sequence models (GSM++) combine the advantages of different architectures to provide high-fidelity data analysis and optimized computational costs. These models adapt effectively to dynamic market data, improving the presentation and processing of financial information.
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Introduction to MQL5 (Part 36): Mastering API and WebRequest Function in MQL5 (X)

Introduction to MQL5 (Part 36): Mastering API and WebRequest Function in MQL5 (X)

This article introduces the basic concepts behind HMAC-SHA256 and API signatures in MQL5, explaining how messages and secret keys are combined to securely authenticate requests. It lays the foundation for signing API calls without exposing sensitive data.
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MQL5 Trading Tools (Part 12): Enhancing the Correlation Matrix Dashboard with Interactivity

MQL5 Trading Tools (Part 12): Enhancing the Correlation Matrix Dashboard with Interactivity

In this article, we enhance the correlation matrix dashboard in MQL5 with interactive features like panel dragging, minimizing/maximizing, hover effects on buttons and timeframes, and mouse event handling for improved user experience. We add sorting of symbols by average correlation strength in ascending/descending modes, toggle between correlation and p-value views, and incorporate light/dark theme switching with dynamic color updates.
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Larry Williams Market Secrets (Part 6): Measuring Volatility Breakouts Using Market Swings

Larry Williams Market Secrets (Part 6): Measuring Volatility Breakouts Using Market Swings

This article demonstrates how to design and implement a Larry Williams volatility breakout Expert Advisor in MQL5, covering swing-range measurement, entry-level projection, risk-based position sizing, and backtesting on real market data.
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Neural Networks in Trading: Two-Dimensional Connection Space Models (Final Part)

Neural Networks in Trading: Two-Dimensional Connection Space Models (Final Part)

We continue to explore the innovative Chimera framework – a two-dimensional state-space model that uses neural network technologies to analyze multidimensional time series. This method provides high forecasting accuracy with low computational cost.
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MQL5 Trading Tools (Part 11): Correlation Matrix Dashboard (Pearson, Spearman, Kendall) with Heatmap and Standard Modes

MQL5 Trading Tools (Part 11): Correlation Matrix Dashboard (Pearson, Spearman, Kendall) with Heatmap and Standard Modes

In this article, we build a correlation matrix dashboard in MQL5 to compute asset relationships using Pearson, Spearman, and Kendall methods over a set timeframe and bars. The system offers standard mode with color thresholds and p-value stars, plus heatmap mode with gradient visuals for correlation strengths. It includes an interactive UI with timeframe selectors, mode toggles, and a dynamic legend for efficient analysis of symbol interdependencies.
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Forex arbitrage trading: A simple synthetic market maker bot to get started

Forex arbitrage trading: A simple synthetic market maker bot to get started

Today we will take a look at my first arbitrage robot — a liquidity provider (if you can call it that) for synthetic assets. Currently, this bot is successfully operating as a module in a large machine learning system, but I pulled up an old Forex arbitrage robot from the cloud, so let's take a look at it and think about what we can do with it today.
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Neural Networks in Trading: Two-Dimensional Connection Space Models (Chimera)

Neural Networks in Trading: Two-Dimensional Connection Space Models (Chimera)

In this article, we will explore the innovative Chimera framework: a two-dimensional state-space model that uses neural networks to analyze multivariate time series. This method offers high accuracy with low computational cost, outperforming traditional approaches and Transformer architectures.
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Larry Williams Market Secrets (Part 4): Automating Short-Term Swing Highs and Lows in MQL5

Larry Williams Market Secrets (Part 4): Automating Short-Term Swing Highs and Lows in MQL5

Master the automation of Larry Williams’ short-term swing patterns using MQL5. In this guide, we develop a fully configurable Expert Advisor (EA) that leverages non-random market structures. We’ll cover how to integrate robust risk management and flexible exit logic, providing a solid foundation for systematic strategy development and backtesting.
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Building AI-Powered Trading Systems in MQL5 (Part 8): UI Polish with Animations, Timing Metrics, and Response Management Tools

Building AI-Powered Trading Systems in MQL5 (Part 8): UI Polish with Animations, Timing Metrics, and Response Management Tools

In this article, we enhance the AI-powered trading system in MQL5 with user interface improvements, including loading animations for request preparation and thinking phases, as well as timing metrics displayed in responses for better feedback. We add response management tools like regenerate buttons to re-query the AI and export options to save the last response to a file, streamlining interaction.
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Neural Networks in Trading: Multi-Task Learning Based on the ResNeXt Model (Final Part)

Neural Networks in Trading: Multi-Task Learning Based on the ResNeXt Model (Final Part)

We continue exploring a multi-task learning framework based on ResNeXt, which is characterized by modularity, high computational efficiency, and the ability to identify stable patterns in data. Using a single encoder and specialized "heads" reduces the risk of model overfitting and improves the quality of forecasts.
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From Novice to Expert: Higher Probability Signals

From Novice to Expert: Higher Probability Signals

In high-probability support and resistance zones, valid entry confirmation signals are always present once the zone has been correctly identified. In this discussion, we build an intelligent MQL5 program that automatically detects entry conditions within these zones. We leverage well-known candlestick patterns alongside native confirmation indicators to validate trade decisions. Click to read further.
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From Novice to Expert: Navigating Market Irregularities

From Novice to Expert: Navigating Market Irregularities

Market rules are continuously evolving, and many once-reliable principles gradually lose their effectiveness. What worked in the past no longer works consistently over time. Today’s discussion focuses on probability ranges and how they can be used to navigate market irregularities. We will leverage MQL5 to develop an algorithm capable of trading effectively even in the choppiest market conditions. Join this discussion to find out more.
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From Novice to Expert: Automating Trade Discipline with an MQL5 Risk Enforcement EA

From Novice to Expert: Automating Trade Discipline with an MQL5 Risk Enforcement EA

For many traders, the gap between knowing a risk rule and following it consistently is where accounts go to die. Emotional overrides, revenge trading, and simple oversight can dismantle even the best strategy. Today, we will transform the MetaTrader 5 platform into an unwavering enforcer of your trading rules by developing a Risk Enforcement Expert Advisor. Join this discussion to find out more.
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Building AI-Powered Trading Systems in MQL5 (Part 7): Further Modularization and Automated Trading

Building AI-Powered Trading Systems in MQL5 (Part 7): Further Modularization and Automated Trading

In this article, we enhance the AI-powered trading system's modularity by separating UI components into a dedicated include file. The system now automates trade execution based on AI-generated signals, parsing JSON responses for BUY/SELL/NONE with entry/SL/TP, visualizing patterns like engulfing or divergences on charts with arrows, lines, and labels, and optional auto-signal checks on new bars.
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From Novice to Expert: Trading the RSI with Market Structure Awareness

From Novice to Expert: Trading the RSI with Market Structure Awareness

In this article, we will explore practical techniques for trading the Relative Strength Index (RSI) oscillator with market structure. Our focus will be on channel price action patterns, how they are typically traded, and how MQL5 can be leveraged to enhance this process. By the end, you will have a rule-based, automated channel-trading system designed to capture trend continuation opportunities with greater precision and consistency.
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Automating Trading Strategies in MQL5 (Part 46): Liquidity Sweep on Break of Structure (BoS)

Automating Trading Strategies in MQL5 (Part 46): Liquidity Sweep on Break of Structure (BoS)

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.
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Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching

Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching

This topic explores how to build an Adaptive Smart Money Architecture (ASMA)—an intelligent Expert Advisor that merges Smart Money Concepts (Order Blocks, Break of Structure, Fair Value Gaps) with real-time market sentiment to automatically choose the best trading strategy depending on current market conditions.