Pine Script to MQL Learning Center

• How Pine Script history maps to MQL arrays — Why close[1] means different things in each language, and how to index bars in MQL5 without off-by-one bugs.
• Convert an EMA crossover strategy from Pine Script to an MQL5 EA — A full worked example: ta.ema and ta.crossover become indicator handles, CopyBuffer and CTrade orders.
• Plotting Pine Script indicators with MQL5 buffers — Turn plot() and hline() into indicator buffers and levels, using a real RSI example that draws correctly.
• Converting strategy.entry and strategy.exit stops and targets — Pine uses ticks and percentages; MetaTrader wants absolute prices that respect your broker's stop level.
• Converting alertcondition() to MQL alerts that fire once — Stop MetaTrader alerts from repeating on every tick by remembering the last bar that alerted.
• Converting request.security() multi-timeframe code — Read a higher timeframe value in MQL5 without repainting, using a timeframe-specific handle and iBarShift.
• Turn TradingView strategy.* logic into an MQL5 Expert Advisor — How strategy.entry, strategy.close and pyramiding map to positions, CTrade calls and a once-per-bar decision loop.
• Risk-based position sizing in MQL5: from percent risk to lots — Convert Pine strategy.percent_of_equity and fixed-risk sizing into a lot size that respects the broker volume step and limits.
• Why your TradingView and MetaTrader 5 backtests do not match — Bar-based versus tick-based simulation, spreads, data feeds and fill rules: what causes differences and which ones you can reduce.
• How to diagnose common MQL4 and MQL5 compilation errors — Read MetaEditor messages, fix the first error first, and resolve undeclared identifiers, wrong parameter counts and type conversion warnings.
• Colour-changing lines and histograms in MQL5 indicators — Convert Pine plot(color=cond ? green : red) into DRAW_COLOR_LINE and DRAW_COLOR_HISTOGRAM with a colour index buffer.
• How to check a converted strategy behaves like the original — A repeatable bar-by-bar method: log signals on both platforms, export them, and compare dates and values instead of trusting net profit.