This collection of MetaTrader 5 expert advisors implements various technical strategies using indicators such as Moving Averages, MACD, and the Andean Oscillator. It includes a specific tool for trading based on Commitment of Traders data combined with SuperTrend signals. Most robots in the repository incorporate a gri
Collection · MT5
Darwinex Advanced MQL Samples
This collection of MetaTrader 5 expert advisor samples supplements the Darwinex educational video series on advanced MQL5 programming.
GitHub stars131
Forks67
Last update4 years ago20 Sep 2022
LicenceBSD-3-Clause
Overview
Darwinex Advanced MQL Samples provides technical implementations for multi-symbol trade management and institutional-grade risk controls. The codebase includes specialized modules for calculating custom performance metrics, such as Pearson correlation coefficients and CAGR over mean drawdown, to refine backtesting optimization. Users can choose between fixed, minimum, or relative lot sizing methods. The repository serves as an educational resource for developers building robust trading systems with integrated diagnostic logging and advanced statistical analysis.
- Multi-symbol trade execution framework
- Custom performance optimization metrics
- Equity-based relative position sizing
- Advanced diagnostic logging levels
- Pearson correlation coefficient calculation
Details
Author
darwinex on GitHub
Type
Collection
Platform
MetaTrader 5 (MQL5)
Markets
Any symbol
Timeframes
Any timeframe
Risk profile
No grid, martingale or hedging logic was found in its code or README. That says nothing about how it performs: backtest it first.
EA files
Input parameters
Read from custom-perf-metric-coeff-correlation.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
PositionSizingMethod | ENUM_POS_SIZE_METHOD | RELATIVE_LOT_SIZE | Position Sizing Method |
CustomPerfCriterium | ENUM_CUSTOM_PERF_CRITERIUM_METHOD | COEFF_CORRELATION_R | Custom Performance Criterium |
DiagnosticLoggingLevel | ENUM_DIAGNOSTIC_LOGGING_LEVEL | DIAG_LOGGING_LOW | Diagnostic Logging Level |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone darwinex/advanced-mql-programming from GitHub, and unzip it.
- 2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.
- 3Copy the filesCopy the .mq5 file into Experts, and any .mqh files into the Include folder the code expects.
- 4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.
- 5Test before you tradeRun it in the Strategy Tester, then attach it to a demo chart and allow algorithmic trading.
Third-party code. ForexR did not write, test or endorse this EA, and the summary above was generated automatically from its README and code. ForexR lists only repositories with readable source code and never hosts files. Read the code, backtest it and use a demo account first; automated trading can lose money quickly.
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