Download ZIP from GitHub.

I am known to the MQL5 community by the name of Roffild and this is my open source library for MQL5. An attempt to implement the features on MQL5, which have long become the standard for popular programming languages. Each file has one idea. The library is replenished as needed for new capabilities.

Few people tried to put the project in Github. There is no single standard. MetaQuotes does not use version control systems when creating a project. For some reason, programmers from MetaQuotes believe that the project should be of the same type. For small projects that are published in CodeBase on the MQL5.com site, this division is justified. For medium and large projects, it is not possible to select one type of project.

I experimented with different structure of the project. To use Git, I had to take the files out of the standard folder structure that MetaQuotes adopted. Create a link to the staging folder (in this library, the folder “Roffild”) - the best option.

MetaEditor can save code in UTF-16, but encoding UTF-8 with BOM is also supported. To convert a file with the source code, you need to use a third-party editor (I recommend Notepad++).

This library can be divided into interests:

common tasks (ArrayList, Log4MQL, ToIndicator, etc.);

experiments with AlgLib in machine learning;

using Apache Spark with Amazon Web Services (EC2 and EMR), when the capabilities of AlgLib ceased to be enough;

using TensorFlow or PyTorch via PythonDLL.

MQL5 is part of the trading platform MetaTrader 5 (MT5) for Forex, CFD and Futures. The version of MetaTrader 4 (MT4) with MQL4 is still used, but after the latest updates it is compatible with the MQL5 syntax. Officially, the version of MetaTrader 4 (MT4) is no longer supported, but for compatibility you can use #property strict at the beginning of the file.

Documentation

MQL5

Java

Roffild.com

Github

GitLab

BitBucket

MQL5.com: topic for discussion in English

MQL5.com: тема для обсуждения на Русском

Installation

(Optionally)

mklink /j link where - does not require administrator rights.

It makes sense to move the %APPDATA%\MetaQuotes folder to the root of the partition or to a larger partition. Windows has a limit of 255 characters to the file path. The full path to the MQL5 folder I have is 88 characters. When testing, the terminal copies history by the number of local agents that increases the size of this folder by several gigabytes.

Move the %APPDATA%\MetaQuotes to D:\MQLProjects mklink /j "%APPDATA%\MetaQuotes" "D:\MQLProjects" mklink /j "D:\MQLProjects\MQL5" "D:\MQLProjects\Terminal\D0E8209F77C8CF37AD8BF550E51FF075\MQL5"

(Important)

Run the create_links.bat from the MQL5\MyProjects\RoffildLibrary folder after cloning the project.

Code style

Google Java Style

Tab = 3 spaces

Column limit = 110

License

Apache License 2.0

English, Russian