MQL5 Reference for MT5: iMA, iRSI, CopyBuffer, OrderSend

MQL5 Programming Reference — Your EA Development Cheat Sheet

Quick answer: MQL5 is the language used to build MT5 Expert Advisors. For most EAs, you will repeatedly use event handlers (OnInit/OnTick), indicator handles + CopyBuffer, and trade execution via OrderSend with MqlTradeRequest/MqlTradeResult.

If you only need the essentials right now:

• Indicator workflow: create handle -> check BarsCalculated -> CopyBuffer
• Trade workflow: build MqlTradeRequest -> OrderSend -> inspect retcode
• Core data: _Symbol, _Point, _Digits, ENUM_TIMEFRAMES

When building Expert Advisors, you need a quick, accurate reference — not a long tutorial. This page distills the official MQL5 documentation into a practical cheat sheet: data types, operators, indicators, OrderSend, and essential concepts. Bookmark it and jump to the section you need.

All examples follow MetaQuotes Language 5 syntax and are ready to adapt for your EAs.

Data Types — What You Use Every Day

MQL5 uses C++-like types. Per MQL5 Data Types:

Example — Common variable declarations in an EA:

input int      InpPeriod = 14;        // RSI period
input double   InpLotSize = 0.1;      // Lot size
input int      InpMagic = 12345;      // Magic number

double askPrice;
double rsiBuffer[];
int maHandle = INVALID_HANDLE;

Operators and Loops — Control Flow

From MQL5 Operators: if, for, while, switch, break, continue.

Example — Iterate over positions and close by magic:

for(int i = PositionsTotal() - 1; i >= 0; i--)
{
   ulong ticket = PositionGetTicket(i);
   if(ticket <= 0) continue;
   if(PositionGetInteger(POSITION_MAGIC) != InpMagic) continue;
   // ... close position logic
}

Arrays — Dynamic and Series

Arrays hold OHLC, indicator buffers, and custom data. Use ArraySetAsSeries(array, true) so index 0 = current bar.

Example — Copy MA values with CopyBuffer:

double maBuffer[];
ArraySetAsSeries(maBuffer, true);
int copied = CopyBuffer(maHandle, 0, 0, 3, maBuffer);
if(copied > 0)
   double maNow = maBuffer[0];  // MA value on current bar

Technical Indicators — Handle + CopyBuffer

Per MQL5 Technical Indicators: Create a handle in OnInit(), then use CopyBuffer() to read values.

iMA — Moving Average

int iMA(string symbol, ENUM_TIMEFRAMES period, int ma_period, int ma_shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE applied_price);

Example — 20-period EMA on Close:

maHandle = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
if(maHandle == INVALID_HANDLE) return(INIT_FAILED);
// In OnTick: CopyBuffer(maHandle, 0, 0, 1, maBuffer);

iRSI — Relative Strength Index

int iRSI(string symbol, ENUM_TIMEFRAMES period, int ma_period, ENUM_APPLIED_PRICE applied_price);

Example — 14-period RSI:

rsiHandle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
// CopyBuffer(rsiHandle, 0, 0, 1, rsiBuffer); — RSI at index 0

iATR, iMACD, iBands, iStochastic

Same pattern: handle = iATR(...), then CopyBuffer(handle, buffer_num, ...). Buffer index depends on the indicator (e.g. MACD has 3 buffers: main, signal, histogram).

CopyBuffer — Get Indicator Data

From CopyBuffer:

int CopyBuffer(int indicator_handle, int buffer_num, int start_pos, int count, double buffer[]);

Returns the number of copied elements or -1 on error. Position 0 = current bar when using ArraySetAsSeries(buffer, true).

OrderSend — Execute Trades

OrderSend() sends trade requests. You fill MqlTradeRequest and receive the result in MqlTradeResult.

Key MqlTradeRequest fields:

Example — Open a Buy market order:

MqlTradeRequest request = {};
MqlTradeResult result  = {};

request.action   = TRADE_ACTION_DEAL;
request.symbol   = _Symbol;
request.volume   = 0.1;
request.type     = ORDER_TYPE_BUY;
request.price    = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
request.deviation = 10;
request.magic    = 12345;

if(OrderSend(request, result))
   Print("Order sent. Deal: ", result.deal);
else
   Print("OrderSend failed: ", GetLastError());

Order vs Deal vs Position

From MQL5 Trade Functions:

• Order — Instruction to the broker (market or pending)
• Deal — Executed buy/sell
• Position — Open obligation (contracts held)

Use PositionsTotal(), PositionGetTicket(i), PositionGetDouble(POSITION_VOLUME) etc. to work with open positions. Use OrdersTotal() and OrderGetTicket(i) for pending orders.

Timeframes — ENUM_TIMEFRAMES

Per Chart Timeframes:

Use PERIOD_CURRENT or 0 in indicator functions for the current chart.

Predefined Variables

Quick Reference — Functions You'll Use Often

Next Steps — Build Your First EA

Use this reference while coding. In the next tutorial, Build Your First EA, you'll combine these elements into a Moving Average crossover EA with real entry/exit rules.

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