Fintech company MetaQuotes has released a comprehensive guide to MQL5 programming, written by algorithmic trader Stanislav Korotky with support from MetaQuotes.
The book is aimed at developers of all levels. Beginners will learn the basics as the book introduces basic development tools and basic programming concepts. With this hardware, you can build, compile and run your first application on the MetaTrader 5 trading platform.
Users with experience in other programming languages can immediately proceed to the applied part related to creating trading robots and analytical applications in MQL5.
The book is freely available online, in the “Book” section of the MQL5.community website. It consists of seven parts:
- Introduction to MQL5 and the development environment – an overview of the basics of MQL5 programming and the MQL5 development environment, including the editing and compilation capabilities of MetaEditor.
- Fundamentals of MQL5 Programming – the basic concepts, including data types, statements, operators, expressions, variables, code blocks, and program structures applied to developing a procedural MQL5 program.
- Object-oriented programming – distinguishing features that distinguish MQL5 despite its similarities to other languages that support the OOP paradigm, especially C++.
- Common functions – built-in functions that are used frequently and apply to any program.
- Building application programs – an in-depth look at the architectural nuances of MQL5 programs and their specialization by types of trading-related tasks, such as technical analysis using indicators, chart management, and the use of graphical objects, among others.
- Trading Automation – how to analyze the trading environment and automate trading using robots.
- Advanced language tools – a set of specialized APIs aimed at facilitating the integration of MQL5 with related technologies, including databases, data exchange, OpenCL and Python.
The book provides many source code examples. After the explanation, you can implement your own applications on the embedded processor and immediately see the program execution results on the platform. The source codes are available in the public project \MQL5\Shared Projects\MQL5Book and in the Code Base.