Moving to MQL5 Algo Forge (Part 1): Creating the Main Repository
Moving to MQL5 Algo Forge (Part 1): Creating the Main Repository
When working on projects in MetaEditor, developers often face the need to manage code versions. MetaQuotes recently announced migration to GIT and the launch of MQL5 Algo Forge with code versioning and collaboration capabilities. In this article, we will discuss how to use the new and previously existing tools more efficiently.
Self Optimizing Expert Advisors in MQL5 (Part 14): Viewing Data Transformations as Tuning Parameters of Our Feedback Controller
Self Optimizing Expert Advisors in MQL5 (Part 14): Viewing Data Transformations as Tuning Parameters of Our Feedback Controller
Preprocessing is a powerful yet quickly overlooked tuning parameter. It lives in the shadows of its bigger brothers: optimizers and shiny model architectures. Small percentage improvements here can have disproportionately large, compounding effects on profitability and risk. Too often, this largely unexplored science is boiled down to a simple routine, seen only as a means to an end, when in reality it is where signal can be directly amplified, or just as easily destroyed.
From Novice to Expert: Animated News Headline Using MQL5 (X)—Multiple Symbol Chart View for News Trading
From Novice to Expert: Animated News Headline Using MQL5 (X)—Multiple Symbol Chart View for News Trading
Today we will develop a multi-chart view system using chart objects. The goal is to enhance news trading by applying MQL5 algorithms that help reduce trader reaction time during periods of high volatility, such as major news releases. In this case, we provide traders with an integrated way to monitor multiple major symbols within a single all-in-one news trading tool. Our work is continuously advancing with the News Headline EA, which now features a growing set of functions that add real value both for traders using fully automated systems and for those who prefer manual trading assisted by algorithms. Explore more knowledge, insights, and practical ideas by clicking through and joining this discussion.
Price Action Analysis Toolkit Development (Part 39): Automating BOS and ChoCH Detection in MQL5
Price Action Analysis Toolkit Development (Part 39): Automating BOS and ChoCH Detection in MQL5
This article presents Fractal Reaction System, a compact MQL5 system that converts fractal pivots into actionable market-structure signals. Using closed-bar logic to avoid repainting, the EA detects Change-of-Character (ChoCH) warnings and confirms Breaks-of-Structure (BOS), draws persistent chart objects, and logs/alerts every confirmed event (desktop, mobile and sound). Read on for the algorithm design, implementation notes, testing results and the full EA code so you can compile, test and deploy the detector yourself.
Black Hole Algorithm (BHA)
Black Hole Algorithm (BHA)
The Black Hole Algorithm (BHA) uses the principles of black hole gravity to optimize solutions. In this article, we will look at how BHA attracts the best solutions while avoiding local extremes, and why this algorithm has become a powerful tool for solving complex problems. Learn how simple ideas can lead to impressive results in the world of optimization.
Developing a Replay System (Part 78): New Chart Trade (V)
Developing a Replay System (Part 78): New Chart Trade (V)
In this article, we will look at how to implement part of the receiver code. Here we will implement an Expert Advisor to test and learn how the protocol interaction works. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
How to Add New UI Languages to the MetaTrader 5 Platform
How to Add New UI Languages to the MetaTrader 5 Platform
User interface of the MetaTrader 5 platform is translated into several languages. Don't worry if your native language is not among the supported ones. You can easily complete the translation using the special MetaTrader 5 MultiLanguage Pack utility, offered by MetaQuotes Software Corp. for free to all comers. In this article we will show some examples of how to add a new user interface languages to the MetaTrader 5 platform.
Developing a Replay System (Part 77): New Chart Trade (IV)
Developing a Replay System (Part 77): New Chart Trade (IV)
In this article, we will cover some of the measures and precautions to consider when creating a communication protocol. These are pretty simple and straightforward things, so we won't go into too much detail in this article. But to understand what will happen, you need to understand the content of the article.
Simplifying Databases in MQL5 (Part 1): Introduction to Databases and SQL
Simplifying Databases in MQL5 (Part 1): Introduction to Databases and SQL
We explore how to manipulate databases in MQL5 using the language's native functions. We cover everything from table creation, insertion, updating, and deletion to data import and export, all with sample code. The content serves as a solid foundation for understanding the internal mechanics of data access, paving the way for the discussion of ORM, where we'll build one in MQL5.
Chart Synchronization for Easier Technical Analysis
Chart Synchronization for Easier Technical Analysis
Chart Synchronization for Easier Technical Analysis is a tool that ensures all chart timeframes display consistent graphical objects like trendlines, rectangles, or indicators across different timeframes for a single symbol. Actions such as panning, zooming, or symbol changes are mirrored across all synced charts, allowing traders to seamlessly view and compare the same price action context in multiple timeframes.
Getting Started with MQL5 Algo Forge
Getting Started with MQL5 Algo Forge
We are introducing MQL5 Algo Forge — a dedicated portal for algorithmic trading developers. It combines the power of Git with an intuitive interface for managing and organizing projects within the MQL5 ecosystem. Here, you can follow interesting authors, form teams, and collaborate on algorithmic trading projects.
Artificial Tribe Algorithm (ATA)
Artificial Tribe Algorithm (ATA)
The article provides a detailed discussion of the key components and innovations of the ATA optimization algorithm, which is an evolutionary method with a unique dual behavior system that adapts depending on the situation. ATA combines individual and social learning while using crossover for explorations and migration to find solutions when stuck in local optima.
Self Optimizing Expert Advisors in MQL5 (Part 13): A Gentle Introduction To Control Theory Using Matrix Factorization
Self Optimizing Expert Advisors in MQL5 (Part 13): A Gentle Introduction To Control Theory Using Matrix Factorization
Financial markets are unpredictable, and trading strategies that look profitable in the past often collapse in real market conditions. This happens because most strategies are fixed once deployed and cannot adapt or learn from their mistakes. By borrowing ideas from control theory, we can use feedback controllers to observe how our strategies interact with markets and adjust their behavior toward profitability. Our results show that adding a feedback controller to a simple moving average strategy improved profits, reduced risk, and increased efficiency, proving that this approach has strong potential for trading applications.
From Basic to Intermediate: Template and Typename (IV)
From Basic to Intermediate: Template and Typename (IV)
In this article, we will take a very close look at how to solve the problem posed at the end of the previous article. There was an attempt to create a template of such type so that to be able to create a template for data union.
Reimagining Classic Strategies (Part 15): Daily Breakout Trading Strategy
Reimagining Classic Strategies (Part 15): Daily Breakout Trading Strategy
Human traders had long participated in financial markets before the rise of computers, developing rules of thumb that guided their decisions. In this article, we revisit a well-known breakout strategy to test whether such market logic, learned through experience, can hold its own against systematic methods. Our findings show that while the original strategy produced high accuracy, it suffered from instability and poor risk control. By refining the approach, we demonstrate how discretionary insights can be adapted into more robust, algorithmic trading strategies.
Price Action Analysis Toolkit Development (Part 37): Sentiment Tilt Meter
Price Action Analysis Toolkit Development (Part 37): Sentiment Tilt Meter
Market sentiment is one of the most overlooked yet powerful forces influencing price movement. While most traders rely on lagging indicators or guesswork, the Sentiment Tilt Meter (STM) EA transforms raw market data into clear, visual guidance, showing whether the market is leaning bullish, bearish, or staying neutral in real-time. This makes it easier to confirm trades, avoid false entries, and time market participation more effectively.
From Basic to Intermediate: Template and Typename (III)
From Basic to Intermediate: Template and Typename (III)
In this article, we will discuss the first part of the topic, which is not so easy for beginners to understand. In order not to get even more confused and to explain this topic correctly, we will divide the explanation into stages. We will devote this article to the first stage. However, although at the end of the article it may seem that we have reached the deadlock, in fact we will take a step towards another situation, which will be better understood in the next article.
How to publish a product on the Market
How to publish a product on the Market
Start offering your trading applications to millions of MetaTrader users from around the world though the Market. The service provides a ready-made infrastructure: access to a large audience, licensing solutions, trial versions, publication of updates and acceptance of payments. You only need to complete a quick seller registration procedure and publish your product. Start generating additional profits from your programs using the ready-made technical base provided by the service.
From Basic to Intermediate: Template and Typename (II)
From Basic to Intermediate: Template and Typename (II)
This article explains how to deal with one of the most difficult programming situations you can encounter: using different types in the same function or procedure template. Although we have spent most of our time focusing only on functions, everything covered here is useful and can be applied to procedures.
From Basic to Intermediate: Definitions (I)
From Basic to Intermediate: Definitions (I)
In this article we will do things that many will find strange and completely out of context, but which, if used correctly, will make your learning much more fun and interesting: we will be able to build quite interesting things based on what is shown here. This will allow you to better understand the syntax of the MQL5 language. The materials provided here are for educational purposes only. It should not be considered in any way as a final application. Its purpose is not to explore the concepts presented.
Developing a Replay System (Part 76): New Chart Trade (III)
Developing a Replay System (Part 76): New Chart Trade (III)
In this article, we'll look at how the code of DispatchMessage, missing from the previous article, works. We will laso introduce the topic of the next article. For this reason, it is important to understand how this code works before moving on to the next topic. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
From Basic to Intermediate: Template and Typename (I)
From Basic to Intermediate: Template and Typename (I)
In this article, we start considering one of the concepts that many beginners avoid. This is related to the fact that templates are not an easy topic, as many do not understand the basic principle underlying the template: overload of functions and procedures.
From Basic to Intermediate: Overload
From Basic to Intermediate: Overload
Perhaps this article will be the most confusing for novice programmers. As a matter of fact, here I will show that it is not always that all functions and procedures have unique names in the same code. Yes, we can easily use functions and procedures with the same name — and this is called overload.
Self Optimizing Expert Advisors in MQL5 (Part 12): Building Linear Classifiers Using Matrix Factorization
Self Optimizing Expert Advisors in MQL5 (Part 12): Building Linear Classifiers Using Matrix Factorization
This article explores the powerful role of matrix factorization in algorithmic trading, specifically within MQL5 applications. From regression models to multi-target classifiers, we walk through practical examples that demonstrate how easily these techniques can be integrated using built-in MQL5 functions. Whether you're predicting price direction or modeling indicator behavior, this guide lays a strong foundation for building intelligent trading systems using matrix methods.
From Basic to Intermediate: Floating point
From Basic to Intermediate: Floating point
This article is a brief introduction to the concept of floating-point numbers. Since this text is very complex please, read it attentively and carefully. Do not expect to quickly master the floating-point system. It only becomes clear over time, as you gain experience using it. But this article will help you understand why your application sometimes produces results different from what you expect.
Mastering Log Records (Part 2): Formatting Logs
Mastering Log Records (Part 2): Formatting Logs
In this article, we will explore how to create and apply log formatters in the library. We will see everything from the basic structure of a formatter to practical implementation examples. By the end, you will have the necessary knowledge to format logs within the library, and understand how everything works behind the scenes.
From Basic to Intermediate: Definitions (II)
From Basic to Intermediate: Definitions (II)
In this article, we will continue our awareness of #define directive, but this time we will focus on its second form of use, that is, creating macros. Since this subject can be a bit complicated, we decided to use an application that we have been studying for some time. I hope you enjoy today's article.
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.
From Basic to Intermediate: Union (II)
From Basic to Intermediate: Union (II)
Today we have a very funny and quite interesting article. We will look at Union and will try to solve the problem discussed earlier. We'll also explore some unusual situations that can arise when using union in applications. The materials presented here are intended for didactic purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
Self Optimizing Expert Advisors in MQL5 (Part 11): A Gentle Introduction to the Fundamentals of Linear Algebra
Self Optimizing Expert Advisors in MQL5 (Part 11): A Gentle Introduction to the Fundamentals of Linear Algebra
In this discussion, we will set the foundation for using powerful linear, algebra tools that are implemented in the MQL5 matrix and vector API. For us to make proficient use of this API, we need to have a firm understanding of the principles in linear algebra that govern intelligent use of these methods. This article aims to get the reader an intuitive level of understanding of some of the most important rules of linear algebra that we, as algorithmic traders in MQL5 need,to get started, taking advantage of this powerful library.
From Novice to Expert: Animated News Headline Using MQL5 (VIII) — Quick Trade Buttons for News Trading
From Novice to Expert: Animated News Headline Using MQL5 (VIII) — Quick Trade Buttons for News Trading
While algorithmic trading systems manage automated operations, many news traders and scalpers prefer active control during high-impact news events and fast-paced market conditions, requiring rapid order execution and management. This underscores the need for intuitive front-end tools that integrate real-time news feeds, economic calendar data, indicator insights, AI-driven analytics, and responsive trading controls.
Developing Advanced ICT Trading Systems: Implementing Order Blocks in an Indicator
Developing Advanced ICT Trading Systems: Implementing Order Blocks in an Indicator
In this article, we will learn how to create an indicator that detects, draws, and alerts on the mitigation of order blocks. We will also take a detailed look at how to identify these blocks on the chart, set accurate alerts, and visualize their position using rectangles to better understand the price action. This indicator will serve as a key tool for traders who follow the Smart Money Concepts and the Inner Circle Trader methodology.
Expert Advisor based on the universal MLP approximator
Expert Advisor based on the universal MLP approximator
The article presents a simple and accessible way to use a neural network in a trading EA that does not require deep knowledge of machine learning. The method eliminates the target function normalization, as well as overcomes "weight explosion" and "network stall" issues offering intuitive training and visual control of the results.
From Basic to Intermediate: Array (III)
From Basic to Intermediate: Array (III)
In this article, we will look at how to work with arrays in MQL5, including how to pass information between functions and procedures using arrays. The purpose is to prepare you for what will be demonstrated and explained in future materials in the series. Therefore, I strongly recommend that you carefully study what will be shown in this article.