This course introduces learners to building automated trading systems using MetaTrader and the MQL5 programming language. It explores script development, custom indicators, expert advisors, backtesting techniques, and optimization methods for strategy refinement. Students gain practical experience implementing algorithmic models directly within a trading platform. Designed for algorithmic traders and developers, the course provides a complete foundation for creating efficient, rule-based systems in MetaTrader environments.

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Skills & learning objectives

There are 7 modules in this class


  • Basic ConceptsUnlock this class to watch3m 27s
  • MQL5 ProgramsUnlock this class to watch2m 14s
  • MetaEditor IDEUnlock this class to watch1m 23s
  • MQL5 Language BasicsUnlock this class to watch1m
  • Predefined VariablesUnlock this class to watch39s
  • Common FunctionsUnlock this class to watch34s
  • Arithmetic OperationsUnlock this class to watch43s
  • Logical and Relational OperationsUnlock this class to watch53s

  • What Are Arrays?Unlock this class to watch4m
  • How to Create a FunctionUnlock this class to watch1m 40s
  • PreprocessorsUnlock this class to watch1m 20s
  • Macro Substitution (#define)Unlock this class to watch2m 18s
  • Program Properties (#property)Unlock this class to watch2m
  • Event HandlingUnlock this class to watch1m 9s

  • StructuresUnlock this class to watch1m 22s
  • UtilizationUnlock this class to watch1m 15s
  • ClassesUnlock this class to watch1m 13s
  • Time Functions in MQL5Unlock this class to watch57s
  • DatetimeUnlock this class to watch1m 4s
  • TimeCurrentUnlock this class to watch1m 25s
  • TimeLocal & TimeGMTOffsetUnlock this class to watch1m 17s
  • TimeToStructUnlock this class to watch55s

  • Custom IndicatorsUnlock this class to watch7m 4s

  • Trading StrategyUnlock this class to watch5m 44s

  • Why integrate MQL5 and Python?)Unlock this class to watch3m 1s
  • ClosingUnlock this class to watch1m 1s

Final exam

Assess your learning with a final exam covering all class topics.

This class is part of the following certifications

Issued by Capital Academy and the American University in Dubai (AUD)
AI & Algo Trading Certification (AIAT)

AI & Algo Trading Certification (AIAT)

54 ClassesUnlimited interactive exercises

Unlock Certificate

ClassFAQs

The course aims to teach learners how to build, test, and deploy automated trading strategies using MQL5 and the MetaTrader 5 platform, including scripts, indicators, Expert Advisors, and Python integration.
The course is designed for traders, finance professionals, and aspiring developers who want to automate trading processes and enhance performance through algorithmic systems.
This module covers the MetaEditor IDE, data types, control structures, predefined variables, and writing initial scripts while understanding core algorithmic logic.
The course provides step-by-step guidance on designing EAs, setting input parameters, implementing trading logic, debugging, testing, and automating execution.
Learners will acquire the ability to build client-server applications, process market data using external Python libraries, and enhance analytics and visualization beyond native MQL5 capabilities.

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