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.

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 ...

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...

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 ...

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...

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. - ...

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)...

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...

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...

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...

Risk of Ruin Calculator: Understand Your Trading Account's Vulnerability script MT5

MetaTrader 5 script

Risk of Ruin Calculator: Understand Your Trading Account's Vulnerability

Risk of Ruin analyzes your closed trades to determine the probability of losing your entire account before your trading edge becomes effective. A positive expectancy doesn't preven...

Strategy Tester Report Statistics with MQL5 Code script MT5

MetaTrader 5 script

Strategy Tester Report Statistics with MQL5 Code

TesterStats.mqh calculates strategy tester report statistics from deal history, providing additional metrics not returned by TesterStatistics(). These include Z-Score, AHPR, GHPR, ...

Weekend Gap Risk Assessment for Prop Firm Trading script MT5

MetaTrader 5 script

Weekend Gap Risk Assessment for Prop Firm Trading

Estimates potential loss for open positions due to market gaps upon reopening, comparing it against the daily loss limit for the next trading day.This tool is recommended for use b...

Market Information Script for MetaTrader 5 script MT5

MetaTrader 5 script

Market Information Script for MetaTrader 5

MarketInfo is a utility script for MetaTrader 5 designed to display essential information about the current trading instrument.This script gathers and logs key data, including curr...

Magic Number Scorecard: Performance Analysis per EA script MT5

MetaTrader 5 script

Magic Number Scorecard: Performance Analysis per EA

Magic Number Scorecard aggregates closed trades by their assigned magic number, providing a performance summary for each Expert Advisor (EA) or manual trading activity (magic numbe...

Multi-TF Data Grabber Lite: Clean CSV Export for MT5 script MT5

MetaTrader 5 script

Multi-TF Data Grabber Lite: Clean CSV Export for MT5

Your trading model's accuracy depends on the quality of your data. Many free CSV export tools suffer from common issues like misaligned timeframes, repainting indicators, and looka...

Trend Finder Scanner for MT4/MT5 script MT5

MetaTrader 5 script

Trend Finder Scanner for MT4/MT5

Trend Finder ScannerScanner Logic:The scanner retrieves all financial instruments available in the 'Market Watch' window.R² Trend Smoothness Filter:It calculates a linear regressio...

Drawdown Contribution Analyzer for Multi-Configuration Portfolios script MT5

MetaTrader 5 script

Drawdown Contribution Analyzer for Multi-Configuration Portfolios

This script analyzes the contribution of each configuration in a multi-configuration portfolio to its overall drawdown. It provides insights into which configurations deepen the po...

Export Bars to CSV for Seamless Pandas Integration script MT5

MetaTrader 5 script

Export Bars to CSV for Seamless Pandas Integration

ExportBars is a script designed to write chart bars for any symbol and timeframe into a CSV file, pre-formatted for direct analysis using pandas in external applications. This scri...

Buffer Inspector Kb: Identify Indicator Buffers for MT4/MT5 Automation script MT5

MetaTrader 5 script

Buffer Inspector Kb: Identify Indicator Buffers for MT4/MT5 Automation

Buffer Inspector Kb is a utility script designed to identify which specific buffer within a technical indicator holds trading signals. This is crucial for anyone looking to integra...

Risk-Based Lot Size Calculator Script with On-Chart Panel script MT5

MetaTrader 5 script

Risk-Based Lot Size Calculator Script with On-Chart Panel

This script answers one question before every trade: how many lots should I open so that a stop loss hit loses exactly the percentage of my account that I decided to risk?You drop ...

Export Symbol Specifications to CSV (Volume Step, Fill Mode, Stops Level) script MT5

MetaTrader 5 script

Export Symbol Specifications to CSV (Volume Step, Fill Mode, Stops Level)

Exports the trading specifications of all available symbols to a CSV file.The CSV file includes the following columns: digits, point, tick size and tick value, minimum, maximum, an...

Broker Basket Preflight: Read-Only Diagnostics for Multi-Symbol Broker Configurations script MT5

MetaTrader 5 script

Broker Basket Preflight: Read-Only Diagnostics for Multi-Symbol Broker Configurations

Broker Basket PreflightAn original standalone MetaTrader 5 script for checking a broker's multi-symbol configuration before developing or testing a portfolio EA. It reads exact sym...

Server Clock Synchronization for MetaTrader script MT5

MetaTrader 5 script

Server Clock Synchronization for MetaTrader

MetaTrader's time-based functions, TimeTradeServer() and TimeLocal(), rely on your computer's clock.If your system clock deviates, all time-sensitive rules in your Expert Advisor (...

Watchlist Chart Opener script MT5

MetaTrader 5 script

Watchlist Chart Opener

Watchlist Chart Opener saves the time spent opening charts one by one.Run the script once and it opens a chart for every symbol in Market Watch, or for a list of symbols you type i...

Watchlist Chart Opener MT4 script MT4

MetaTrader 4 script

Watchlist Chart Opener MT4

Watchlist Chart Opener saves the time spent opening charts one by one.Run the script once and it opens a chart for every symbol in Market Watch, or for a list of symbols you type i...

Closed Trades Exporter: MAE & MFE Analysis script MT5

MetaTrader 5 script

Closed Trades Exporter: MAE & MFE Analysis

Closed Trades Exporter saves your closed trades to a CSV file that opens in Excel, Google Sheets or any spreadsheet program.Besides the usual trade details, it calculates two value...

Closed Trades Exporter: MAE & MFE Analysis for MT4 script MT4

MetaTrader 4 script

Closed Trades Exporter: MAE & MFE Analysis for MT4

Closed Trades Exporter saves your closed trades to a CSV file that opens in Excel, Google Sheets, or any spreadsheet program.Besides the usual trade details, it calculates two valu...

Edge or Luck: A Bootstrap Test for Your Average Trade script MT5

MetaTrader 5 script

Edge or Luck: A Bootstrap Test for Your Average Trade

Edge or Luck analyzes your closed trades to determine if your average trade is statistically significant or merely a result of chance. While profit or profit factor indicates outco...

Edge Drift Detector: Identify and Quantify Strategy Performance Degradation script MT5

MetaTrader 5 script

Edge Drift Detector: Identify and Quantify Strategy Performance Degradation

A live Expert Advisor can remain profitable long after its trading edge has diminished. The Edge Drift Detector addresses this by statistically testing whether live closing deals o...

Global Variable Inspector: Manage Terminal Global Variables script MT5

MetaTrader 5 script

Global Variable Inspector: Manage Terminal Global Variables

Expert Advisors store their operational status in terminal global variables. These can include daily start balances, lock flags, heartbeats, and last trade times. Over time, a term...

Accurate Gold Trading: Identifying Broker Symbols and Sizing Positions script MT5

MetaTrader 5 script

Accurate Gold Trading: Identifying Broker Symbols and Sizing Positions

Gold trading often presents unique challenges due to broker discrepancies in symbol names and contract specifications.Symbols can appear as XAUUSD, GOLD, XAUUSD.m, XAUUSDpro, or GO...

MetaTrader 5 script

Gold Hour Profile: Analyzing Trading Session Volatility and Spread Costs

Every trader understands that certain trading hours are more profitable than others. This indicator provides a data-driven answer based on your broker's historical data, rather tha...

Clock Diagnostic: Identifying Time Current() Freezes and Step Backwards script MT5

MetaTrader 5 script

Clock Diagnostic: Identifying Time Current() Freezes and Step Backwards

Clock Diagnostic reads TimeCurrent() and TimeLocal() every few seconds for a fixed observation window and reports the two failure modes of the server clock: it freezes when no tick...

Preventing Log Line Loss with Safe Logger script MT5

MetaTrader 5 script

Preventing Log Line Loss with Safe Logger

Safe Logger is a solution to prevent log line loss when multiple EAs share the same file.Overview of Safe LoggerThe Safe Logger appends one line to a shared file without losing any...

Contract Sizer: A Risk Management Tool with Ladder, Floor, and Breaker Protections script MT5

MetaTrader 5 script

Contract Sizer: A Risk Management Tool with Ladder, Floor, and Breaker Protections

Contract Sizer is a tool that sizes contracts based on the account balance, providing three separate protections: a ladder, a floor, and a breaker.These protections work together t...

OHLC Backtesting Accuracy: Determining the Critical Stop Distance script MT5

MetaTrader 5 script

OHLC Backtesting Accuracy: Determining the Critical Stop Distance

Every backtest using 1-minute OHLC data operates under a fundamental assumption: that price movement within a bar follows a specific pattern (Open-Low-High-Close for bullish, Open-...

Understanding MQL5 Timestamps: Server Time, UTC, and Data Export script MT5

MetaTrader 5 script

Understanding MQL5 Timestamps: Server Time, UTC, and Data Export

A datetime value in MQL5 is stored as the number of seconds elapsed since January 1, 1970. This representation includes server time (broker's clock), time of bar completion, and ex...

Trade Excursion Report: MFE and MAE for Closed Trades, Export to CSV script MT5

MetaTrader 5 script

Trade Excursion Report: MFE and MAE for Closed Trades, Export to CSV

This tool generates a report detailing the Maximum Favorable Excursion (MFE) and Maximum Adverse Excursion (MAE) for every closed trade. The data is exported to a CSV file for furt...

Correlation-Aware Lot Size Calculator for MT4/MT5 script MT5

MetaTrader 5 script

Correlation-Aware Lot Size Calculator for MT4/MT5

Correlation-Aware Lot Size CalculatorThis script addresses a common limitation of standard lot size calculators by considering existing open positions and their correlations. Tradi...

Risk-Based Position Sizing Calculator script MT5

MetaTrader 5 script

Risk-Based Position Sizing Calculator

The Risk-Based Position Sizing Calculator is a lightweight MQL5 script designed to simplify position sizing. Instead of manually calculating trade volumes, users input a risk perce...

Prop Firm Rule Checker: Automate Your Challenge Evaluation script MT5

MetaTrader 5 script

Prop Firm Rule Checker: Automate Your Challenge Evaluation

Prop Firm Rule CheckerA diagnostic script that evaluates closed-trade history from a live/demo account or the Strategy Tester against the rules typically enforced by proprietary tr...

Tick Audit: Verify Real Tick History and Backtest Quality script MT5

MetaTrader 5 script

Tick Audit: Verify Real Tick History and Backtest Quality

A common question regarding backtesting is 'Why is my backtest showing 0% history quality?' The answers often point to broker dependency and tick data limitations, but do not speci...

Customizing Your MetaTrader 5 AI Assistant with Prompt Files script MT5

MetaTrader 5 script

Customizing Your MetaTrader 5 AI Assistant with Prompt Files

Create and edit a custom prompt file to tailor your MetaTrader 5 AI Assistant's language, personality, menu, and behavior.This script facilitates the creation of a simple, customiz...

Overnight Cost Meter: Understand and Monitor Swap Costs script MT5

MetaTrader 5 script

Overnight Cost Meter: Understand and Monitor Swap Costs

Most traders check the spread and forget the swap. Meanwhile, a single night of holding a position can accumulate costs greater than the initial spread, and for many instruments, t...

Broker Execution Diagnostics: Understanding Symbol Specifications script MT5

MetaTrader 5 script

Broker Execution Diagnostics: Understanding Symbol Specifications

Broker Execution Diagnostics is a read-only utility designed for traders and developers who need to understand how their current broker defines a trading symbol. This is crucial be...

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