Welcome to the MQL4 Programming Lab
Welcome to the MQL4 Programming Lab
the powerful C++-like programming language that drives
The MetaTrader 4 platform. While some consider it the "legacy" language, MQL4 remains
the bedrock of retail forex algorithmic trading, running on thousands of servers and
terminals worldwide.
This space is not just for asking "how to fix this error?"—it's for a deep, practical
Understanding of the ecosystem that powers a significant portion of automated trading.
MQL4's event-driven model is simple yet profound. We discuss the intricacies of the `start()`, `init()`, and `deinit()` functions, timer-based
workarounds, and how to build robust Expert Advisors (EAs) and scripts within this
framework.
styles, and the calculation logic of custom indicators. This is the place to deconstruct
and rebuild the classic tools of technical analysis.
MQL4 is inseparable from the MetaTrader 4 platform. We tackle platform-specific challenges: dealing with `WindowHandle` for
GUI, file operations, DLL imports for extended functionality, and the nuances of
backtesting in the MT4 Strategy Tester.
MT4 often runs on VPSs with limited resources. We focus on writing lean, efficient code—avoiding memory leaks, optimising loop
structures, and ensuring your EAs can run for months without intervention.
Many strategies born in MQL4 are still valid. Here, we also discuss the process and philosophy of porting robust MQL4 code to MQL5,
understanding the fundamental differences and trade-offs.
* In-depth discussions on MQL4 syntax, preprocessor directives, and compiler nuances.
* Debugging complex logical errors in EAs and indicators.
* Sharing well-commented code snippets for common functions (e.g., risk management, trade execution with error handling).
* Analysis of the MT4 Strategy Tester results and how to improve the statistical
significance of your backtests.
* Philosophical debates on trading system design within the constraints of MQL4.
Let's build a repository of knowledge that honours the foundation upon which modern
Algorithmic trading was built.
indigostrader
25.11.2025, 12:00 #1
the powerful C++-like programming language that drives
The MetaTrader 4 platform. While some consider it the "legacy" language, MQL4 remains
the bedrock of retail forex algorithmic trading, running on thousands of servers and
terminals worldwide.
This space is not just for asking "how to fix this error?"—it's for a deep, practical
Understanding of the ecosystem that powers a significant portion of automated trading.
MQL4's event-driven model is simple yet profound. We discuss the intricacies of the `start()`, `init()`, and `deinit()` functions, timer-based
workarounds, and how to build robust Expert Advisors (EAs) and scripts within this
framework.
styles, and the calculation logic of custom indicators. This is the place to deconstruct
and rebuild the classic tools of technical analysis.
MQL4 is inseparable from the MetaTrader 4 platform. We tackle platform-specific challenges: dealing with `WindowHandle` for
GUI, file operations, DLL imports for extended functionality, and the nuances of
backtesting in the MT4 Strategy Tester.
MT4 often runs on VPSs with limited resources. We focus on writing lean, efficient code—avoiding memory leaks, optimising loop
structures, and ensuring your EAs can run for months without intervention.
Many strategies born in MQL4 are still valid. Here, we also discuss the process and philosophy of porting robust MQL4 code to MQL5,
understanding the fundamental differences and trade-offs.
* In-depth discussions on MQL4 syntax, preprocessor directives, and compiler nuances.
* Debugging complex logical errors in EAs and indicators.
* Sharing well-commented code snippets for common functions (e.g., risk management, trade execution with error handling).
* Analysis of the MT4 Strategy Tester results and how to improve the statistical
significance of your backtests.
* Philosophical debates on trading system design within the constraints of MQL4.
Let's build a repository of knowledge that honours the foundation upon which modern
Algorithmic trading was built.
1 Gast/Gäste
1 Gast/Gäste