Advanced MQL5 Tools

In this part of the book, we will learn about additional MQL5 API features in various areas that may be required when developing programs for the MetaTrader 5 environment. Some of them are of an applied trading nature, for example, custom financial instruments or the built-in economic calendar. Others represent universal technologies that can be useful everywhere: network functions, databases, cryptography, etc.

In addition, we will consider extending MQL programs using resources which are files of an arbitrary type that can be embedded in the code and contain multimedia, "heavy" settings from external programs (for example, ready-made machine learning models or neural network configurations) or other MQL programs (indicators) in a compiled form.

A couple of chapters will be devoted to the modular development of MQL programs. In this context, we will consider a special program type — libraries, which can be connected to other MQL programs to provide ready-made sets of specific APIs in closed form but which cannot be used standalone. We will also explore the possibilities for organizing the process of developing software complexes and combining logically interrelated programs into projects.

Finally, we will present integration with other software environments, in particular, with Python.

The book does not cover some highly specialized topics that may be of interest to advanced users, such as hardware capabilities for parallel computing using OpenCL, as well as 2D and 3D graphics based on DirectX. It is suggested that you familiarize yourself with these technologies using the documentation and articles on the mql5.com website.