This project provides an experimental framework for integrating MetaTrader 5 (MT5) custom indicators and trading logic with Python-based data processing and strategy testing using Freqtrade.

Features

🧠 Custom MT5 Libraries: Modular .mqh files to handle position sizing, drawdown control, order management, and utility functions.
🐍 Python Scripts:
- pre_process.py: Prepares or cleans data before indicator processing.
- process_entry_indicators.py: Extracts and processes entry signals.
- post_process_test.py: Analyses backtest output or result data.
📦 Freqtrade-Compatible Module: Python strategies and helpers located in Python_freqtrade/ for integration with the Freqtrade framework.
🛠️ Project Structure Support: Includes .idea/ and .vscode/ folders for JetBrains and VSCode IDE configurations.

Project Structure

MT5_Python_Strategy_Framework/
├── My_MQL5_Libs/                  # Custom MQL5 include files
├── Python_freqtrade/             # Freqtrade strategy components
├── pre_process.py                # Data pre-processing script
├── process_entry_indicators.py   # Entry signal extraction logic
├── post_process_test.py          # Backtest result post-processing
├── .idea/, .vscode/              # IDE configs (optional)
└── README.md                     # Project documentation

Getting Started

Requirements

MetaTrader 5 with access to terminal64.exe
Python 3.8+
Optional: Freqtrade installed (pip install freqtrade)

Running Scripts

python pre_process.py
python process_entry_indicators.py
python post_process_test.py

MT5 Library Usage

Place the .mqh files from My_MQL5_Libs/ into your MQL5/Include folder to use them in your Expert Advisors or custom indicators.

Notes

This project is a scaffold for connecting MQL5 strategies to Python-based optimisation and analysis tools.
Actual EA logic, data formats, and strategy specifics should be customised to your use case.

License

This project is provided for educational and prototyping purposes. Please adapt and extend as needed for production environments.