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Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation

Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation

 
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indigostrader
Indigo Shaman
94
25.11.2025, 12:18
#1
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Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation



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Größe: 32,4 KB / Downloads: 4
Greetings, architects of the next generation. This forum is the home for 


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Größe: 33,25 KB / Downloads: 4
**MQL5 (MetaQuotes Language 5)**, 


The modern, object-oriented successor to the MetaTrader 5 platform. MQL5 isn't just an upgrade; it's a paradigm shift, offering the power, speed,
and the flexibility required for sophisticated, multi-asset, and multi-threaded trading systems.
This is the lab for those who see trading automation as a serious software engineering discipline.


.png
x-06...six mittel indigos.png
Größe: 28,71 KB / Downloads: 4
**The Core Focus of This MQL5 Forum:**


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x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
1. **Object-Oriented Programming (OOP) Paradigm:** This is central to MQL5. We delve into creating robust class hierarchies for trading engines, encapsulating indicators, orders, and risk models into reusable objects. Discuss design patterns (like Strategy, Factory, or Singleton) as they apply to trading systems.


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x-11...eleven mittel indigos.png
Größe: 30,41 KB / Downloads: 4
2. **The Event-Driven Framework with Depth:** 


MQL5's extensive event model (`OnTick`, `OnTimer`, `OnTrade`, `OnChartEvent`) allows for highly responsive and organised code. We explore best practices for structuring large projects around these events.

.png
x-15...fiveteen mittel indigo.png
Größe: 27,31 KB / Downloads: 4
3. **High-Performance Computing & Optimisation:** 


Leverage MQL5's native support for complex data types (structures, classes) and its faster execution. Discuss techniques for pre-calculation, using the `OnCalculate()` function efficiently in indicators, and preparing for the native multi-currency tester.

.png
x-17...seventeen mittel indig.png
Größe: 28,61 KB / Downloads: 4
4. **Advanced Integration & APIs:** 


MQL5 is built for a connected world. This is the place to discuss:

* Interacting with the **MQL5 Cloud Network** for massive, distributed optimization.

* Using **WebRequest** for fundamental data feeds, sentiment analysis, or communication with external REST APIs.

* Creating complex graphical interfaces (GUI) with the standard library for inputs and dashboards.


.png
x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
5. **The Strategy Tester as a Scientific Tool:** 


Go beyond simple backtests. We focus on multi-core optimisation, genetic algorithms, custom optimisation criteria, and forward
testing (walk-forward) analysis to build statistically robust trading systems.


.png
x-12...twelve mittel indigos.png
Größe: 28,46 KB / Downloads: 4
**What Belongs Here:**


* Designing and refactoring large-scale MQL5 projects using OOP principles.

* Deep dives into the MQL5 Standard Library and trading classes.

* Advanced topics like custom indicators with graphical series, working with economic
calendars, and hedging-based position accounting.

* Performance benchmarking and low-latency coding techniques.

* Collaborative projects and code reviews to elevate our collective engineering
standards.

Let's push the boundaries of what's possible within the MetaTrader ecosystem.


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Größe: 31,68 KB / Downloads: 4
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Größe: 32,4 KB / Downloads: 4
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Größe: 33,56 KB / Downloads: 4
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Größe: 33,25 KB / Downloads: 4
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x-05...five mittel indigos.png
Größe: 28,79 KB / Downloads: 4
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x-06...six mittel indigos.png
Größe: 28,71 KB / Downloads: 4
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x-07...seven mittel indigos.png
Größe: 29,73 KB / Downloads: 4
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x-08...eight mittel indigos.png
Größe: 30,26 KB / Downloads: 4
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x-09...nine mittel indigos.png
Größe: 30,32 KB / Downloads: 4
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x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
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x-11...eleven mittel indigos.png
Größe: 30,41 KB / Downloads: 4
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Größe: 28,46 KB / Downloads: 4
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Größe: 27,35 KB / Downloads: 4
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Größe: 25,54 KB / Downloads: 4
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Größe: 27,31 KB / Downloads: 4
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Größe: 26,59 KB / Downloads: 4
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Größe: 28,61 KB / Downloads: 4
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Größe: 27,22 KB / Downloads: 4
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Dieser Beitrag wurde zuletzt bearbeitet: 25.11.2025, 12:19 von indigostrader.
indigostrader
25.11.2025, 12:18 #1

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Größe: 31,68 KB / Downloads: 4
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Größe: 32,4 KB / Downloads: 4
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x-03...tree mittel indigos.png
Größe: 33,56 KB / Downloads: 4
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x-04...four mittel indigos.png
Größe: 33,25 KB / Downloads: 4
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x-05...five mittel indigos.png
Größe: 28,79 KB / Downloads: 4
.png
x-06...six mittel indigos.png
Größe: 28,71 KB / Downloads: 4
.png
x-07...seven mittel indigos.png
Größe: 29,73 KB / Downloads: 4
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x-08...eight mittel indigos.png
Größe: 30,26 KB / Downloads: 4
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x-09...nine mittel indigos.png
Größe: 30,32 KB / Downloads: 4
.png
x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
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x-11...eleven mittel indigos.png
Größe: 30,41 KB / Downloads: 4
.png
x-12...twelve mittel indigos.png
Größe: 28,46 KB / Downloads: 4
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x-13...therteen mittel indigo.png
Größe: 27,35 KB / Downloads: 4
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x-14...fourteen mittel indigo.png
Größe: 25,54 KB / Downloads: 4
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x-15...fiveteen mittel indigo.png
Größe: 27,31 KB / Downloads: 4
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x-16...sixteen mittel indigos.png
Größe: 26,59 KB / Downloads: 4
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x-17...seventeen mittel indig.png
Größe: 28,61 KB / Downloads: 4
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x-18...eightteen mittel indig.png
Größe: 27,22 KB / Downloads: 4
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x-19...nineteen mittel indigo.png
Größe: 27,03 KB / Downloads: 4



Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation



.png
x-02...two mittel indigos.png
Größe: 32,4 KB / Downloads: 4
Greetings, architects of the next generation. This forum is the home for 


.png
x-04...four mittel indigos.png
Größe: 33,25 KB / Downloads: 4
**MQL5 (MetaQuotes Language 5)**, 


The modern, object-oriented successor to the MetaTrader 5 platform. MQL5 isn't just an upgrade; it's a paradigm shift, offering the power, speed,
and the flexibility required for sophisticated, multi-asset, and multi-threaded trading systems.
This is the lab for those who see trading automation as a serious software engineering discipline.


.png
x-06...six mittel indigos.png
Größe: 28,71 KB / Downloads: 4
**The Core Focus of This MQL5 Forum:**


.png
x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
1. **Object-Oriented Programming (OOP) Paradigm:** This is central to MQL5. We delve into creating robust class hierarchies for trading engines, encapsulating indicators, orders, and risk models into reusable objects. Discuss design patterns (like Strategy, Factory, or Singleton) as they apply to trading systems.


.png
x-11...eleven mittel indigos.png
Größe: 30,41 KB / Downloads: 4
2. **The Event-Driven Framework with Depth:** 


MQL5's extensive event model (`OnTick`, `OnTimer`, `OnTrade`, `OnChartEvent`) allows for highly responsive and organised code. We explore best practices for structuring large projects around these events.

.png
x-15...fiveteen mittel indigo.png
Größe: 27,31 KB / Downloads: 4
3. **High-Performance Computing & Optimisation:** 


Leverage MQL5's native support for complex data types (structures, classes) and its faster execution. Discuss techniques for pre-calculation, using the `OnCalculate()` function efficiently in indicators, and preparing for the native multi-currency tester.

.png
x-17...seventeen mittel indig.png
Größe: 28,61 KB / Downloads: 4
4. **Advanced Integration & APIs:** 


MQL5 is built for a connected world. This is the place to discuss:

* Interacting with the **MQL5 Cloud Network** for massive, distributed optimization.

* Using **WebRequest** for fundamental data feeds, sentiment analysis, or communication with external REST APIs.

* Creating complex graphical interfaces (GUI) with the standard library for inputs and dashboards.


.png
x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
5. **The Strategy Tester as a Scientific Tool:** 


Go beyond simple backtests. We focus on multi-core optimisation, genetic algorithms, custom optimisation criteria, and forward
testing (walk-forward) analysis to build statistically robust trading systems.


.png
x-12...twelve mittel indigos.png
Größe: 28,46 KB / Downloads: 4
**What Belongs Here:**


* Designing and refactoring large-scale MQL5 projects using OOP principles.

* Deep dives into the MQL5 Standard Library and trading classes.

* Advanced topics like custom indicators with graphical series, working with economic
calendars, and hedging-based position accounting.

* Performance benchmarking and low-latency coding techniques.

* Collaborative projects and code reviews to elevate our collective engineering
standards.

Let's push the boundaries of what's possible within the MetaTrader ecosystem.


.png
x-01...one mittel indigos.png
Größe: 31,68 KB / Downloads: 4
.png
x-02...two mittel indigos.png
Größe: 32,4 KB / Downloads: 4
.png
x-03...tree mittel indigos.png
Größe: 33,56 KB / Downloads: 4
.png
x-04...four mittel indigos.png
Größe: 33,25 KB / Downloads: 4
.png
x-05...five mittel indigos.png
Größe: 28,79 KB / Downloads: 4
.png
x-06...six mittel indigos.png
Größe: 28,71 KB / Downloads: 4
.png
x-07...seven mittel indigos.png
Größe: 29,73 KB / Downloads: 4
.png
x-08...eight mittel indigos.png
Größe: 30,26 KB / Downloads: 4
.png
x-09...nine mittel indigos.png
Größe: 30,32 KB / Downloads: 4
.png
x-10...teen mittel indigos.png
Größe: 30,95 KB / Downloads: 4
.png
x-11...eleven mittel indigos.png
Größe: 30,41 KB / Downloads: 4
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x-12...twelve mittel indigos.png
Größe: 28,46 KB / Downloads: 4
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x-13...therteen mittel indigo.png
Größe: 27,35 KB / Downloads: 4
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x-14...fourteen mittel indigo.png
Größe: 25,54 KB / Downloads: 4
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x-15...fiveteen mittel indigo.png
Größe: 27,31 KB / Downloads: 4
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x-16...sixteen mittel indigos.png
Größe: 26,59 KB / Downloads: 4
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x-17...seventeen mittel indig.png
Größe: 28,61 KB / Downloads: 4
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x-18...eightteen mittel indig.png
Größe: 27,22 KB / Downloads: 4
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x-19...nineteen mittel indigo.png
Größe: 27,03 KB / Downloads: 4

 
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