Programming MQL5 for Algorithmic Trading: Definitive Reference for Developers and Engineers

"Programming MQL5 for Algorithmic Trading"

"Programming MQL5 for Algorithmic Trading" is a comprehensive and authoritative guide for developers, quantitative analysts, and trading professionals seeking to master the art and science of automated trading on the MetaTrader 5 platform. This meticulously structured book covers the entire spectrum of MQL5 programming, from mastering language foundations, object-oriented design, and memory management, to leveraging MetaEditor’s powerful features for crafting robust, maintainable trading systems. With detailed explorations of the MetaTrader 5 system internals, the text empowers readers with a solid understanding of terminal architecture, market data handling, order execution, and integration with libraries and DLLs.

The book delves deeply into advanced topics crucial for competitive algorithmic trading, including real-time data acquisition, multitimeframe and custom symbol analysis, and efficient data processing for both backtesting and live deployments. Readers are guided through industry-grade techniques for designing, implementing, and optimizing trading algorithms—covering everything from design patterns and signal frameworks to risk management, execution latency, and portfolio strategies. Expert coverage extends to the development and rigorous validation of custom indicators, analytics, and high-performance Expert Advisors, equipping practitioners to build, test, and operate cutting-edge automated strategies with confidence.

To ensure operational success and compliance in dynamic trading environments, "Programming MQL5 for Algorithmic Trading" provides best practices for security, reliability, and regulatory auditing. Advanced chapters address system integration with external APIs, databases, and analytics engines—including Python, R, and real-time news feeds—while emphasizing safe, scalable, and adaptive approaches for distributed backtesting and live trading. This book is an indispensable resource for anyone serious about achieving excellence in MQL5-driven algorithmic trading.

© 2025 HiTeX Press (E-bog): 6610000816767

Release date

E-bog: 27. maj 2025