Matt
136 lines
3.2 KiB
Markdown
136 lines
3.2 KiB
Markdown
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# MT5 Quant Lib
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A reusable MQL5 library providing infrastructure components and utility classes for MetaTrader 5 development.
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The library abstracts common functionality such as trade execution, risk management, indicator handling, signal tracking, and supporting utilities into reusable components.
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The primary goal is to reduce duplicated implementation, improve maintainability, and provide a modular foundation for building Expert Advisors and trading systems.
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---
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## 🎯 Engineering Focus
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This project was built to demonstrate:
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- Reusable library design
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- Object-oriented development
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- Modular architecture
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- Infrastructure abstraction
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- Trade management utilities
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- Risk-management systems
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- Indicator abstraction layers
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- Multi-symbol support
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- Shared runtime components
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- Separation of concerns
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---
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## 🛠️ Tech Stack
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- **Language:** MQL5
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- **Platform:** MetaTrader 5
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- **Architecture:** Modular utility library
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- **Testing:** MT5 Strategy Tester
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- **Domain:** Trading infrastructure and system development
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---
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## 🔑 Core Library Components
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The library provides reusable modules including:
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- Trade execution utilities
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- Position sizing components
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- Risk management systems
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- Stop-loss and take-profit management
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- Indicator handle management
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- Signal state tracking
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- Time and session filters
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- Multi-symbol support
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- Backtesting utilities
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- Shared helper functions
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---
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## 📈 Library Architecture
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```mermaid
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flowchart TD
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A["Trade Execution"]
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B["Risk Management"]
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C["Indicator Management"]
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D["Signal Tracking"]
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E["Time Filters"]
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F["Backtesting Utilities"]
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G["Shared Helpers"]
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H["MT5 Quant Lib"]
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H --> A
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H --> B
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H --> C
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H --> D
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H --> E
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H --> F
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H --> G
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```
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The library separates reusable infrastructure functionality into independent modules that can be combined as needed.
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This approach improves:
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- maintainability
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- reusability
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- modularity
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- separation of concerns
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- reduction of duplicated logic
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---
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## 🧩 Example Application
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The repository also contains a small example Expert Advisor demonstrating how library components can be integrated and used in a practical application.
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The example exists purely as a usage demonstration and is not the primary purpose of the repository.
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---
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## ⚠️ Current Limitations
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- Designed specifically for MetaTrader 5
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- Requires an MT5 environment
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- Not intended as a standalone trading system
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- Platform-specific dependencies may limit portability
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- Automated testing is limited due to MT5 platform constraints
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---
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## 🧠 Software Engineering Skills Demonstrated
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This project demonstrates:
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- Reusable library design
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- Object-oriented programming
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- Modular architecture
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- Infrastructure abstraction
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- Risk-management implementation
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- Multi-symbol systems
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- Shared runtime development
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- Separation of concerns
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- Platform-specific software engineering
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