This framework provides MQL5 header files and example expert advisors designed to trade on non-time-based Range Bar charts within MetaTrader 5. It includes template robots for moving average crossovers and Super Trend strategies. The included code manages trade execution with configurable stop loss, take profit, break-
Framework & template · MT5
MT5 Quant Lib
MT5 Quant Lib is an MQL5 development framework and an included trend-following Expert Advisor for MetaTrader 5.
GitHub stars7
Forks4
Last update4 months ago20 May 2026
LicenceNone stated
Overview
MT5 Quant Lib provides a modular infrastructure for trade execution, multi-symbol management, and risk control. The included strategy enters trades based on RSI triggers and CCI trend confirmation, utilizing trendline analysis and ATR bands for market structure. Risk management features include percentage-based position sizing and ATR-calculated stop loss and take profit levels. The system supports advanced backtesting with data splitting and custom optimization criteria. It includes tools for trailing stops and breakeven management for runner positions.
- Multi-symbol processing logic
- ATR-based dynamic stop loss and take profit
- Modular signal tracking across symbols
- Risk-based position sizing calculations
- Custom backtest optimization and data splitting
Details
Author
xMattC on GitHub
Type
Framework & template
Platform
MetaTrader 5 (MQL5)
Strategy
Trend following
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 trend_following_ea.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
inp_lot_mode | LOT_MODE | LOT_MODE_PCT_RISK | Method used for position sizing (e.g., fixed lot, or % risk) |
inp_lot_var | double | 2 | Lot value or risk percentage (depending on selected lot mode) |
inp_sl_mode | SL_MODE | SL_ATR_MULTIPLE | Stop Loss method (e.g., ATR-based, fixed value, etc.) |
inp_sl_var | double | 1.5 | SL parameter (e.g., ATR multiplier or fixed points) |
inp_tp_mode | TP_MODE | TP_ATR_MULTIPLE | Take Profit method (e.g., ATR-based, fixed value, etc.) |
inp_tp_var | double | 1 | TP parameter (e.g., ATR multiplier or fixed points) |
inp_custom_criteria | CUSTOM_MAX_TYPE | CM_WIN_PERCENT | Custom performance metric to use in OnTester() |
inp_opt_min_trades | int | 0 | Minimum trades required to validate backtest result |
inp_data_split_method | MODE_SPLIT_DATA | NO_SPLIT | Method used to split data (e.g., train/test split) |
inp_force_opt | int | 1 | Forces optimizer to call OnTester() even if not in training set |
InpTrendlinePeriod | int | 100 | Lookback period for moving average used in trendline |
InpTriggerPeriod | int | 14 | RSI period used to trigger entries |
Show all 14 inputs
| Name | Type | Default | Description |
|---|---|---|---|
InpConformationPeriod | int | 50 | CCI period used for confirming trend direction |
InpExitPeriod | int | 5 | Stochastic period used to signal exits |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone xMattC/mt5-quant-lib 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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