MetaTrader Source Code Library (10,000+ MT4 & MT5 Experts, Indicators & Scripts)

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MetaTrader Source Code Library

Discover one of the largest collections of MetaTrader Expert Advisors, Indicators, Scripts, and Libraries for MT4 and MT5. This library is designed for traders, developers, and algorithmic trading enthusiasts looking for ready-made MQL source code.

All tools are structured for educational use, strategy development, and automation research. You can download, modify, and study each MetaTrader trading system to understand how algorithmic trading strategies are built.

Whether you are working on forex robots, custom indicators, or trading scripts, this resource helps accelerate development and improve your MetaTrader programming skills.

Awesome Oscillator Pullback EA for EURUSD: +209% in 2026 Backtest expert MT5

MetaTrader 5 expert advisor

Awesome Oscillator Pullback EA for EURUSD: +209% in 2026 Backtest

Awesome Oscillator Pullback trades EURUSD on H1 in both directions. It joins a moving-average filter, the Awesome Oscillator and a daily level: the oscillator marks the pullback, a...

Spread Heatmap: Hourly Spread Analysis by Day and Time indicator MT5

MetaTrader 5 indicator

Spread Heatmap: Hourly Spread Analysis by Day and Time

The spread of currency pairs and other financial instruments is not constant throughout the trading day. It typically narrows during active trading sessions like London and New Yor...

Trade Excursion Report: Analyzing Maximum Adverse and Favorable Excursions script MT5

MetaTrader 5 script

Trade Excursion Report: Analyzing Maximum Adverse and Favorable Excursions

Understanding Trade Performance Beyond the CloseA trade's final outcome provides a snapshot, but it doesn't reveal the journey of price fluctuations while the trade was active. Max...

Mean Reversion Trading with Ornstein-Uhlenbeck Process and Optimal Bands script MT5

MetaTrader 5 script

Mean Reversion Trading with Ornstein-Uhlenbeck Process and Optimal Bands

MeanReversion.mqh models a spread returning to its mean as an Ornstein-Uhlenbeck process, identifying optimal entry and exit points. The model provides an exact maximum likelihood ...

Change Point: Bayesian Online Change Point Detection expert MT5

MetaTrader 5 expert advisor

Change Point: Bayesian Online Change Point Detection

ChangePoint.mqh detects changes in the mean or volatility of a series as they happen, using the Bayesian online change point detection method by Adams and MacKay (2007).The series ...

Copula Analysis: Gaussian, Student t, Clayton, Gumbel, and Frank Copulas with Tail Dependence script MT5

MetaTrader 5 script

Copula Analysis: Gaussian, Student t, Clayton, Gumbel, and Frank Copulas with Tail Dependence

Copula.mqh analyzes the relationship between two financial series, measuring how they move together beyond simple correlation, particularly during extreme market movements (worst a...

Candle Timer Countdown for MetaTrader 5 indicator MT5

MetaTrader 5 indicator

Candle Timer Countdown for MetaTrader 5

Countdown to the close of the current candle on XAUUSD, EURUSD, or any chart, displayed next to the price or in a fixed corner.The timer synchronizes with the broker's server time ...

Canvas Tabs: A Lightweight Tab Bar for MQL5 using C Canvas expert MT5

MetaTrader 5 expert advisor

Canvas Tabs: A Lightweight Tab Bar for MQL5 using C Canvas

CanvasTabs draws a tab bar on a chart using the standard CCanvas class. It is provided as a single include file with no dependencies on DLLs, trading functions, or built-in persist...

Close All Positions and Pending Orders script MT5

MetaTrader 5 script

Close All Positions and Pending Orders

This script closes all open positions with one click and can also delete pending orders. Useful when you need to exit the market fast, for example before news or at the end of the ...

Trading Session Boxes Indicator for MT4/MT5 indicator MT5

MetaTrader 5 indicator

Trading Session Boxes Indicator for MT4/MT5

This indicator visually represents the trading ranges for the three major global trading sessions: Asia, London, and New York. It draws boxes highlighting the high and low of each ...

Accurate Broker Time Zones and Session Lines for MT4/MT5 indicator MT5

MetaTrader 5 indicator

Accurate Broker Time Zones and Session Lines for MT4/MT5

Starting an EA at "08:00 New York" might seem straightforward, but it's complicated in MetaTrader. The broker's server clock doesn't represent a real time zone. Additionally, the U...

Risk Lot Calculator: Calculate Lot Size Based on Risk and Stop Loss indicator MT5

MetaTrader 5 indicator

Risk Lot Calculator: Calculate Lot Size Based on Risk and Stop Loss

A comprehensive class and chart panel designed to accurately calculate lot sizes for MetaTrader 4 and MetaTrader 5, addressing common issues with standard lot size formulas.Key Fea...

Comprehensive Stationarity Testing Suite for MetaTrader script MT5

MetaTrader 5 script

Comprehensive Stationarity Testing Suite for MetaTrader

Stationarity Testing Suite This suite includes five tests for distinguishing random walks from mean-reverting series, augmenting the standard Augmented Dickey-Fuller test. The inc...

Realized Volatility: Range Volatility Estimators, Realized Variance, and HAR Forecasts script MT5

MetaTrader 5 script

Realized Volatility: Range Volatility Estimators, Realized Variance, and HAR Forecasts

RealizedVol.mqh measures and forecasts volatility from prices.It includes five estimators for OHLC bars: Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang, along with a clos...

Smart Money Concepts: Break of Structure and Change of Character Analysis indicator MT5

MetaTrader 5 indicator

Smart Money Concepts: Break of Structure and Change of Character Analysis

This indicator analyzes market structure on any chart (e.g., Gold XAUUSD, EURUSD) using only closed candles.A swing high or low is confirmed when N candles on each side are respect...

Heikin Ashi Candlesticks indicator MT5

MetaTrader 5 indicator

Heikin Ashi Candlesticks

Heikin Ashi CandlesticksUsage Advisory:It is recommended to use only one instance of this indicator per chart. Using multiple instances can lead to conflicts, as subsequent instanc...

Supertrend Scalper with Breakeven Win Rate Panel expert MT5

MetaTrader 5 expert advisor

Supertrend Scalper with Breakeven Win Rate Panel

What it isA Supertrend flip scalper for MetaTrader 5 with a stack of optional filters (RSI, ADX/DI, MACD divergence, Bollinger Bands, EMA trend and slope, EMA zone, VWAP, ATR range...

Tick Scalper Helper: Tick Chart and One-Click Trading Panel for MT5 expert MT5

MetaTrader 5 expert advisor

Tick Scalper Helper: Tick Chart and One-Click Trading Panel for MT5

Tick Scalper Helper is a manual trading utility designed for traders who operate on very short timeframes and need to monitor every price fluctuation.This tool replaces the standar...

Accurate Broker GMT Offset and Daylight Saving Time Rules from Price History expert MT5

MetaTrader 5 expert advisor

Accurate Broker GMT Offset and Daylight Saving Time Rules from Price History

An Expert Advisor that needs to trade during New York hours requires the correct offset between the broker's server time and UTC. Some brokers maintain a consistent UTC offset year...

ADX Auto Range: Automated Trend Strength and Consolidation Detection indicator MT5

MetaTrader 5 indicator

ADX Auto Range: Automated Trend Strength and Consolidation Detection

This indicator automates the identification of market consolidation ranges by measuring fading trend strength via the Average Directional Index (ADX). Instead of relying on subject...

Data Snooping: Robustness Testing with SPA, Reality Check, StepM, and Model Confidence Set expert MT5

MetaTrader 5 expert advisor

Data Snooping: Robustness Testing with SPA, Reality Check, StepM, and Model Confidence Set

DataSnooping.mqh addresses a critical question after strategy optimization: if the best strategy or parameter set outperforms the benchmark, is it genuinely superior, or merely the...

Swap Markup Scanner for MT4/MT5 script MT5

MetaTrader 5 script

Swap Markup Scanner for MT4/MT5

Swap Markup Scanner A swap has two parts that MetaTrader shows as one number: - Carry: the interest-rate difference. It is positive in one direction and negative in the other. - ...

Partial Close Multi TP Manager for MetaTrader 5 expert MT5

MetaTrader 5 expert advisor

Partial Close Multi TP Manager for MetaTrader 5

A versatile tool for MetaTrader 5 that allows for partial profit-taking across up to five distinct levels for any open position.This EA is designed to manage trades on various inst...

Basket Pair Closer: Efficiently Close Trading Positions expert MT5

MetaTrader 5 expert advisor

Basket Pair Closer: Efficiently Close Trading Positions

Basket Pair Closer manages trading positions by pairing a profitable trade with a losing one. It calculates the combined profit, swap, and commission. When this total reaches a pre...

Chandelier Exit for MT4: A Precise Port with Enhanced Signal Statistics indicator MT4

MetaTrader 4 indicator

Chandelier Exit for MT4: A Precise Port with Enhanced Signal Statistics

A line-by-line port of "Chandelier Exit", licensed under GPL-3.0. The original script is available on tradingview.com/script/AqXxNS7j/. This port adheres to the same licensing term...

Range Filter Buy and Sell Indicator for MT4 with Signal Statistics indicator MT4

MetaTrader 4 indicator

Range Filter Buy and Sell Indicator for MT4 with Signal Statistics

Range Filter Buy and Sell Indicator for MT4. This indicator is a faithful port of the "Range Filter Buy and Sell 5min" script, originally developed by DonovanWall and later simplif...

UT Bot Alerts for MT4: Signal Statistics and Session Filtering indicator MT4

MetaTrader 4 indicator

UT Bot Alerts for MT4: Signal Statistics and Session Filtering

UT Bot Alerts for MT4 is a direct port of the popular TradingView script by QuantNomad (Pine v4, 2020), with contributions from HPotter and Yo_adriiiiaan. The original script is op...

Strategy Tester Report vs. Live Account: Trade-by-Trade Analysis indicator MT4

MetaTrader 4 indicator

Strategy Tester Report vs. Live Account: Trade-by-Trade Analysis

Is your backtest performing as expected in live trading? Discrepancies can arise from slippage, missed signals, restarts, manual interventions, or simply an overly optimistic backt...

Regime HMM: Identifying Market Regimes with Hidden Markov Models expert MT5

MetaTrader 5 expert advisor

Regime HMM: Identifying Market Regimes with Hidden Markov Models

RegimeHMM.mqh identifies market regimes using a Hidden Markov Model (HMM). This approach assumes that market returns or other features originate from a finite number of distinct st...

Kalman Filter: Exact Diffuse Initialization for Local Level and Time-Varying Hedge Ratio Models script MT5

MetaTrader 5 script

Kalman Filter: Exact Diffuse Initialization for Local Level and Time-Varying Hedge Ratio Models

Kalman.mqh provides a Kalman filter and smoother for linear Gaussian state space models with one observation per bar. It utilizes the exact diffuse initialization method from Durbi...

Cointegration Testing and Analysis in MT5 with Pair Scanner script MT5

MetaTrader 5 script

Cointegration Testing and Analysis in MT5 with Pair Scanner

Cointegration.mqh analyzes if price series share a long-term relationship, a fundamental concept for pairs and spread trading.This tool includes:- The Augmented Dickey-Fuller (ADF)...

Session Time Highlighter for MT4/MT5 indicator MT5

MetaTrader 5 indicator

Session Time Highlighter for MT4/MT5

Session Time Highlighter Many session indicators require you to input session hours using your broker’s server time. This can cause issues twice a year with daylight saving change...

GARCH Volatility Models: GARCH, GJR-GARCH, and EGARCH with Forecasts script MT5

MetaTrader 5 script

GARCH Volatility Models: GARCH, GJR-GARCH, and EGARCH with Forecasts

Garch.mqh implements GARCH volatility models for a series of returns using maximum likelihood estimation and provides forecasts for future variances.Key features include:- Model pa...

VPS Toolkit: Secure Order Sending and Restart-Safe State for Expert Advisors expert MT5

MetaTrader 5 expert advisor

VPS Toolkit: Secure Order Sending and Restart-Safe State for Expert Advisors

VPS Toolkit This is a small include file (VpsToolkit.mqh) for Expert Advisors (EAs) that run 24/7 on an MQL5 VPS or your own PC. It contains no trading logic; you include it and ca...

CME Equity Index Futures Holiday Calendar and Trading Halt Automation expert MT5

MetaTrader 5 expert advisor

CME Equity Index Futures Holiday Calendar and Trading Halt Automation

Expert Advisors that need to close positions before daily market halts or avoid trading during shortened sessions require accurate knowledge of trading schedules. Typically, CME Gl...

Trade Environment Check: Account Mode, Symbol Rules, and Open Positions Report script MT5

MetaTrader 5 script

Trade Environment Check: Account Mode, Symbol Rules, and Open Positions Report

Many issues attributed to Expert Advisors (EAs) are not actual bugs in the EA's code. Common reasons include AutoTrading being disabled, the account's netting mode conflicting with...

Opening Gap Tracker: Daily, Weekend Gaps with Fill Tracking and Alerts indicator MT5

MetaTrader 5 indicator

Opening Gap Tracker: Daily, Weekend Gaps with Fill Tracking and Alerts

GapTracker finds opening gaps on any symbol and timeframe. A gap is defined as a bar whose open is at least a chosen number of points away from the previous bar's close.Gaps are cl...

Order Watchdog: Account Anomaly Alerts for MT5 expert MT5

MetaTrader 5 expert advisor

Order Watchdog: Account Anomaly Alerts for MT5

Order Watchdog is a read-only Expert Advisor designed to monitor your entire MT5 account for anomalies. It operates on any live or demo chart without executing trades, focusing sol...

ICT Model Tracker: Sweep, MSS, and FVG Analysis with Performance Statistics indicator MT5

MetaTrader 5 indicator

ICT Model Tracker: Sweep, MSS, and FVG Analysis with Performance Statistics

ICT Model Tracker is an indicator designed to identify and quantify ICT (Inner Circle Trader) model setups on any chart. It precisely locates classic ICT sequences: a liquidity swe...

Extreme Price Filter: Identify and Avoid Market Traps indicator MT5

MetaTrader 5 indicator

Extreme Price Filter: Identify and Avoid Market Traps

Extreme Price FilterThis indicator detects when the current price bar's high reaches a local extreme high, or when the current price bar's low reaches a local extreme low.The logic...

Risk Lot Panel for MT5 indicator MT5

MetaTrader 5 indicator

Risk Lot Panel for MT5

Risk Lot PanelA display-only panel that answers one question before you place a trade: what lot size does my risk allow here, and what does the broker's volume step do to it?For th...

Quantifying Backtest Overfitting with Probability of Backtest Overfitting (PBO) expert MT5

MetaTrader 5 expert advisor

Quantifying Backtest Overfitting with Probability of Backtest Overfitting (PBO)

BacktestOverfitting.mqh calculates the Probability of Backtest Overfitting (PBO) for trading strategy optimizations. The PBO measures how frequently the top-performing trading pass...

Prop Guard Lite: Daily and Max Loss Protection for Prop Firm Accounts expert MT5

MetaTrader 5 expert advisor

Prop Guard Lite: Daily and Max Loss Protection for Prop Firm Accounts

PropGuard Lite is a risk management tool designed for proprietary trading firm accounts (e.g., FTMO) and for any trader seeking a strict stop on unfavorable trading days. This tool...

Account Guard: EA Account Locking for MT5 expert MT5

MetaTrader 5 expert advisor

Account Guard: EA Account Locking for MT5

Account Guard is a single-header utility for MT5 Expert Advisors that restricts EA usage to specific licensed account numbers.It includes optional allowances for demo accounts, an ...

Automated Live Testing for Expert Advisors on Demo Accounts expert MT5

MetaTrader 5 expert advisor

Automated Live Testing for Expert Advisors on Demo Accounts

The standard Strategy Tester in MetaTrader cannot fully simulate live trading conditions such as terminal restarts, Expert Advisors (EAs) initiating before account connection, mult...

Strategy Tester Report Parser for Deals and Trades expert MT5

MetaTrader 5 expert advisor

Strategy Tester Report Parser for Deals and Trades

Parse Saved Strategy Tester Reports into Deals and TradesThis utility reads a Strategy Tester report saved as HTML and extracts its deals, closed trades, and key performance figure...

Portfolio Weight Calculation: Risk Parity, HRP, Minimum Variance, and Maximum Diversification expert MT5

MetaTrader 5 expert advisor

Portfolio Weight Calculation: Risk Parity, HRP, Minimum Variance, and Maximum Diversification

PortfolioWeights.mqh computes portfolio weights from the returns of its components, which can be symbols or the daily results of multiple Expert Advisors. It offers five classic lo...

Drawdown Bootstrap: Monte Carlo Simulation of Maximal Drawdown script MT5

MetaTrader 5 script

Drawdown Bootstrap: Monte Carlo Simulation of Maximal Drawdown

DrawdownBootstrap.mqh estimates the potential account or strategy drawdown over the next months based on historical daily results.While the worst drawdown in a backtest occurs once...

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