Structures, Classes, and Interfaces in MQL5

In MQL5 (MetaQuotes Language 5), which is primarily used for programming trading strategies and indicators in the MetaTrader 5 platform, you can work with structures, classes, and interfaces to organize and manage your code effectively. These are fundamental programming constructs, and they serve various purposes within the MQL5 ecosystem.

  1. Structures:
  • Structures in MQL5 are user-defined data types that allow you to group together related variables of different data types. They are similar to C/C++ structs.
  • A structure defines a custom data type by specifying a list of variables, called members, along with their data types. These members can be of various data types, including integers, floats, strings, and other structures.
  • Structures are used to create more complex data structures that can represent entities or objects in your trading algorithm, making your code more organized and readable.
  • Here’s an example of a simple structure in MQL5:
   struct MyTrade {
       int ticket;
       double price;
       int lots;
   };
  1. Classes:
  • Classes in MQL5 are user-defined data types that can contain both data members and member functions (methods). They provide a way to create objects and define their behavior.
  • MQL5 classes support object-oriented programming concepts such as encapsulation, inheritance, and polymorphism.
  • You can use classes to model and manage complex trading entities, such as trading strategies, indicators, or custom order management systems.
  • Here’s an example of a simple class in MQL5:
   class MyIndicator {
   private:
       double currentValue;

   public:
       void CalculateValue();
       double GetValue() const;
   };
  1. Interfaces:
  • Interfaces in MQL5 are used to define a contract that classes must adhere to. An interface specifies a set of method signatures that implementing classes must provide.
  • Interfaces are used to achieve polymorphism, allowing different classes to share a common interface while providing their own implementations of the interface’s methods.
  • You can use interfaces to create a standardized way for objects of different classes to interact with each other or with other parts of your trading system.
  • Here’s an example of an interface in MQL5:
   interface MyStrategy {
       void Initialize();
       void OnTick();
   };

In summary, structures, classes, and interfaces are essential components of object-oriented programming in MQL5. They allow you to create custom data types, model complex trading entities, and enforce standardized behavior among different parts of your trading algorithms. By using these constructs effectively, you can write more organized, maintainable, and extensible code for your MetaTrader 5 trading projects.