MQL Developer
Guide for professional MQL4/MQL5 development on MetaTrader platforms.
Quick Reference Navigation
Load the appropriate reference file based on the task:
| Task |
Reference File |
| MQL4 syntax, types, functions, predefined vars |
references/mql4-reference.md |
| MQL5 syntax, OOP, CTrade, Standard Library |
references/mql5-reference.md |
| Project structure, EA architecture, design patterns |
references/architecture-patterns.md |
| Orders, positions, risk management, trailing stops |
references/trading-operations.md |
| Custom indicators, UI panels, scripts, chart objects |
references/indicators-and-ui.md |
| WebRequest, JSON, REST API, Node.js integration |
references/external-communication.md |
| Strategy Tester, optimization, walk-forward, Monte Carlo |
references/backtesting.md |
| Code protection, licensing, anti-decompilation |
references/security-licensing.md |
Search Patterns for Large References
For targeted lookup in large files, grep for these section headers:
mql4-reference.md: Data Types, Variables, Operators, Arrays, Strings, Program Types, Predefined Variables, Technical Indicator Functions, Order Management, Market Information, Account Functions, Preprocessor, Error Handling, Common Gotchas, File Operations, WebRequest, Utility Functions, Global Terminal Variables
architecture-patterns.md: Project Structure, Simple Single-File, Modular EA, State Machine, Multi-Timeframe, Multi-Symbol, Singleton, Strategy Pattern, Observer, Include File Design, Complete Templates
mql5-reference.md: OOP Features, Trade Functions, CTrade, Native Trade, Event Handlers, Standard Library, Key Enumerations, SQLite, Sockets, Resources, OpenCL
MQL4 vs MQL5 Key Differences
| Aspect |
MQL4 |
MQL5 |
| Paradigm |
Procedural (C-like) |
Full OOP (C++-like) |
| Trade model |
Orders only (OrderSend) |
Orders + Deals + Positions (CTrade) |
| Account model |
Hedging only |
Netting + Hedging |
| Indicator buffers |
Max 8 |
Max 512 |
| Draw styles |
6 basic |
18 (basic + color) |
| Standard Library |
Minimal |
Comprehensive |
| Database |
None |
SQLite built-in |
| Sockets |
None |
TCP + TLS |
| OpenCL |
No |
Yes |
Core Workflow
Creating an Expert Advisor
- Define strategy signal logic (entry/exit conditions)
- Choose architecture: simple (single-file) or modular (Signal + Trade + Risk + Filter)
- Implement order/position management with proper error handling and retries
- Add risk management (position sizing, drawdown control)
- Add filters (time, spread, volatility)
- Backtest with Strategy Tester (Open Prices first, then Every Tick)
- Walk-forward validate and Monte Carlo test
Creating a Custom Indicator
- Choose window:
indicator_chart_window or indicator_separate_window
- Define buffers and plots (
indicator_buffers, indicator_plots in MQL5)
- Implement
OnCalculate() with efficient recalculation using prev_calculated
- Set draw styles, colors, labels
- Handle multi-timeframe data if needed
Communicating with External APIs
- Whitelist URL in Tools > Options > Expert Advisors
- Use
WebRequest() for REST calls (POST/GET)
- Build JSON manually (MQL has no native JSON)
- Parse response with string functions
- Use
EventSetTimer() for polling patterns
- Handle network errors with retries
Critical Gotchas
- Double comparison: Never use
== with doubles. Use NormalizeDouble() or tolerance
- 4-digit vs 5-digit brokers: 1 pip = 1 point (4-digit) or 10 points (5-digit). Always detect
- Reverse loop for closing: Iterate
OrdersTotal()-1 down to 0 when closing orders (MQL4)
- ECN brokers: Some require two-step:
OrderSend() without SL/TP, then OrderModify()
- Filling policy (MQL5): Always detect via
SYMBOL_FILLING_MODE, never hardcode FOK
- WebRequest limitations: Synchronous/blocking, not available in indicators or Strategy Tester
- Trade context busy (MQL4): Only one EA can trade at a time per terminal
- Array indexing: Series arrays index 0 = newest bar. Use
ArraySetAsSeries() to control
Project Structure (Recommended)
MQL5/ (or MQL4/)
├── Experts/
│ └── MyEA/
│ └── MyEA.mq5 // EA entry point
├── Indicators/
│ └── MyIndicator.mq5
├── Scripts/
│ └── MyScript.mq5
├── Include/
│ ├── Core/
│ │ ├── CTradeManager.mqh // Order execution + retries
│ │ ├── CRiskManager.mqh // Position sizing + drawdown
│ │ └── CSignalBase.mqh // Signal interface
│ ├── Communication/
│ │ ├── CHttpClient.mqh // WebRequest wrapper
│ │ └── CJsonHelper.mqh // JSON build/parse
│ ├── UI/
│ │ └── CPanel.mqh // Trading panel
│ └── Utils/
│ ├── CTimeFilter.mqh // Session/time filters
│ └── CSymbolHelper.mqh // Multi-market helpers
└── Libraries/
For simpler projects, a single-file EA with inline functions is acceptable.
Code Style Conventions
- Prefix member variables with
m_ (e.g., m_magicNumber)
- Prefix global variables with
g_ (e.g., g_isInitialized)
- Use
input for user parameters, not extern
- Always use
#property strict in MQL4
- Normalize all prices before sending to server:
NormalizeDouble(price, Digits)
- Always check return values of
OrderSelect(), OrderSend(), trade operations
- Comment magic numbers and explain non-obvious trading logic
Official Documentation
1---2name: mql-developer3description: Comprehensive MQL4/MQL5 development for MetaTrader 4 and MetaTrader 5 platforms. Use when writing, reviewing, debugging, or architecting: Expert Advisors (EAs), custom indicators, scripts, libraries (.mqh), graphical panels, or any MQL code. Also use for: order/position management, risk management, backtesting strategies, communication with external APIs (WebRequest, REST, JSON), inter-program communication, code protection/licensing, and MQL4-to-MQL5 migration. Covers the full MQL ecosystem including trading automation, technical analysis, UI panels, and server integration.4---5
6# MQL Developer
7
8Guide for professional MQL4/MQL5 development on MetaTrader platforms.
9
10## Quick Reference Navigation
11
12Load the appropriate reference file based on the task:
13
14| Task | Reference File |
15|------|---------------|
16| MQL4 syntax, types, functions, predefined vars | [references/mql4-reference.md](references/mql4-reference.md) |
17| MQL5 syntax, OOP, CTrade, Standard Library | [references/mql5-reference.md](references/mql5-reference.md) |
18| Project structure, EA architecture, design patterns | [references/architecture-patterns.md](references/architecture-patterns.md) |
19| Orders, positions, risk management, trailing stops | [references/trading-operations.md](references/trading-operations.md) |
20| Custom indicators, UI panels, scripts, chart objects | [references/indicators-and-ui.md](references/indicators-and-ui.md) |
21| WebRequest, JSON, REST API, Node.js integration | [references/external-communication.md](references/external-communication.md) |
22| Strategy Tester, optimization, walk-forward, Monte Carlo | [references/backtesting.md](references/backtesting.md) |
23| Code protection, licensing, anti-decompilation | [references/security-licensing.md](references/security-licensing.md) |
24
25### Search Patterns for Large References
26
27For targeted lookup in large files, grep for these section headers:
28
29**mql4-reference.md:** `Data Types`, `Variables`, `Operators`, `Arrays`, `Strings`, `Program Types`, `Predefined Variables`, `Technical Indicator Functions`, `Order Management`, `Market Information`, `Account Functions`, `Preprocessor`, `Error Handling`, `Common Gotchas`, `File Operations`, `WebRequest`, `Utility Functions`, `Global Terminal Variables`
30
31**architecture-patterns.md:** `Project Structure`, `Simple Single-File`, `Modular EA`, `State Machine`, `Multi-Timeframe`, `Multi-Symbol`, `Singleton`, `Strategy Pattern`, `Observer`, `Include File Design`, `Complete Templates`
32
33**mql5-reference.md:** `OOP Features`, `Trade Functions`, `CTrade`, `Native Trade`, `Event Handlers`, `Standard Library`, `Key Enumerations`, `SQLite`, `Sockets`, `Resources`, `OpenCL`
34
35## MQL4 vs MQL5 Key Differences
36
37| Aspect | MQL4 | MQL5 |
38|--------|------|------|
39| Paradigm | Procedural (C-like) | Full OOP (C++-like) |
40| Trade model | Orders only (`OrderSend`) | Orders + Deals + Positions (`CTrade`) |
41| Account model | Hedging only | Netting + Hedging |
42| Indicator buffers | Max 8 | Max 512 |
43| Draw styles | 6 basic | 18 (basic + color) |
44| Standard Library | Minimal | Comprehensive |
45| Database | None | SQLite built-in |
46| Sockets | None | TCP + TLS |
47| OpenCL | No | Yes |
48
49## Core Workflow
50
51### Creating an Expert Advisor
52
531. Define strategy signal logic (entry/exit conditions)
542. Choose architecture: simple (single-file) or modular (Signal + Trade + Risk + Filter)
553. Implement order/position management with proper error handling and retries
564. Add risk management (position sizing, drawdown control)
575. Add filters (time, spread, volatility)
586. Backtest with Strategy Tester (Open Prices first, then Every Tick)
597. Walk-forward validate and Monte Carlo test
60
61### Creating a Custom Indicator
62
631. Choose window: `indicator_chart_window` or `indicator_separate_window`
642. Define buffers and plots (`indicator_buffers`, `indicator_plots` in MQL5)
653. Implement `OnCalculate()` with efficient recalculation using `prev_calculated`
664. Set draw styles, colors, labels
675. Handle multi-timeframe data if needed
68
69### Communicating with External APIs
70
711. Whitelist URL in Tools > Options > Expert Advisors
722. Use `WebRequest()` for REST calls (POST/GET)
733. Build JSON manually (MQL has no native JSON)
744. Parse response with string functions
755. Use `EventSetTimer()` for polling patterns
766. Handle network errors with retries
77
78## Critical Gotchas
79
80- **Double comparison**: Never use `==` with doubles. Use `NormalizeDouble()` or tolerance
81- **4-digit vs 5-digit brokers**: 1 pip = 1 point (4-digit) or 10 points (5-digit). Always detect
82- **Reverse loop for closing**: Iterate `OrdersTotal()-1` down to `0` when closing orders (MQL4)
83- **ECN brokers**: Some require two-step: `OrderSend()` without SL/TP, then `OrderModify()`
84- **Filling policy (MQL5)**: Always detect via `SYMBOL_FILLING_MODE`, never hardcode FOK
85- **WebRequest limitations**: Synchronous/blocking, not available in indicators or Strategy Tester
86- **Trade context busy (MQL4)**: Only one EA can trade at a time per terminal
87- **Array indexing**: Series arrays index 0 = newest bar. Use `ArraySetAsSeries()` to control
88
89## Project Structure (Recommended)
90
91```
92MQL5/ (or MQL4/)
93├── Experts/
94│ └── MyEA/
95│ └── MyEA.mq5 // EA entry point
96├── Indicators/
97│ └── MyIndicator.mq5
98├── Scripts/
99│ └── MyScript.mq5
100├── Include/
101│ ├── Core/
102│ │ ├── CTradeManager.mqh // Order execution + retries
103│ │ ├── CRiskManager.mqh // Position sizing + drawdown
104│ │ └── CSignalBase.mqh // Signal interface
105│ ├── Communication/
106│ │ ├── CHttpClient.mqh // WebRequest wrapper
107│ │ └── CJsonHelper.mqh // JSON build/parse
108│ ├── UI/
109│ │ └── CPanel.mqh // Trading panel
110│ └── Utils/
111│ ├── CTimeFilter.mqh // Session/time filters
112│ └── CSymbolHelper.mqh // Multi-market helpers
113└── Libraries/
114```
115
116For simpler projects, a single-file EA with inline functions is acceptable.
117
118## Code Style Conventions
119
120- Prefix member variables with `m_` (e.g., `m_magicNumber`)
121- Prefix global variables with `g_` (e.g., `g_isInitialized`)
122- Use `input` for user parameters, not `extern`
123- Always use `#property strict` in MQL4
124- Normalize all prices before sending to server: `NormalizeDouble(price, Digits)`
125- Always check return values of `OrderSelect()`, `OrderSend()`, trade operations
126- Comment magic numbers and explain non-obvious trading logic
127
128## Official Documentation
129
130- MQL4: https://docs.mql4.com/
131- MQL5: https://www.mql5.com/en/docs
132- MQL5 Articles: https://www.mql5.com/en/articles
133- MQL5 Code Base: https://www.mql5.com/en/code