MQL5 Review — คู่มือเทรด Forex ฉบับสมบูรณ์ 2026

MQL5 Trading Platform

MQL5 MetaTrader 5 Expert Advisor Indicator Backtesting Algorithmic Trading Forex CFD Risk Management Strategy Tester Optimization

Feature	MQL5 (MT5)	MQL4 (MT4)	Pine Script (TV)
Language	C++ like OOP	C like Procedural	Custom Scripting
Markets	Forex CFD Futures Stocks Crypto	Forex CFD	All (View only)
Backtesting	Multi-currency Real Ticks	Single Currency	Basic
Optimization	Genetic + Cloud Network	Basic	ไม่มี
Order Types	Market Limit Stop Stop-Limit	Market Limit Stop	Market Limit
Community	MQL5.com Market Signals	MQL5.com	TradingView Community

Expert Advisor Development

# === MQL5 Expert Advisor Structure ===

# //+------------------------------------------------------------------+
# //| Expert Advisor - Moving Average Crossover                        |
# //+------------------------------------------------------------------+
# input int      FastMA_Period = 20;
# input int      SlowMA_Period = 50;
# input double   LotSize = 0.1;
# input int      StopLoss_Pips = 50;
# input int      TakeProfit_Pips = 100;
# input int      MagicNumber = 12345;
#
# #include 
# CTrade trade;
#
# int fastMA_Handle, slowMA_Handle;
# double fastMA[], slowMA[];
#
# int OnInit() {
#     trade.SetExpertMagicNumber(MagicNumber);
#     fastMA_Handle = iMA(_Symbol, PERIOD_CURRENT, FastMA_Period, 0, MODE_EMA, PRICE_CLOSE);
#     slowMA_Handle = iMA(_Symbol, PERIOD_CURRENT, SlowMA_Period, 0, MODE_EMA, PRICE_CLOSE);
#     if(fastMA_Handle == INVALID_HANDLE || slowMA_Handle == INVALID_HANDLE) return(INIT_FAILED);
#     ArraySetAsSeries(fastMA, true);
#     ArraySetAsSeries(slowMA, true);
#     return(INIT_SUCCEEDED);
# }
#
# void OnTick() {
#     CopyBuffer(fastMA_Handle, 0, 0, 3, fastMA);
#     CopyBuffer(slowMA_Handle, 0, 0, 3, slowMA);
#
#     // Golden Cross: Fast MA crosses above Slow MA
#     if(fastMA[1] > slowMA[1] && fastMA[2] <= slowMA[2]) {
#         if(PositionsTotal() == 0) {
#             double sl = SymbolInfoDouble(_Symbol, SYMBOL_BID) - StopLoss_Pips * _Point * 10;
#             double tp = SymbolInfoDouble(_Symbol, SYMBOL_BID) + TakeProfit_Pips * _Point * 10;
#             trade.Buy(LotSize, _Symbol, 0, sl, tp, "MA Cross Buy");
#         }
#     }
#     // Death Cross: Fast MA crosses below Slow MA
#     if(fastMA[1] < slowMA[1] && fastMA[2] >= slowMA[2]) {
#         if(PositionsTotal() == 0) {
#             double sl = SymbolInfoDouble(_Symbol, SYMBOL_ASK) + StopLoss_Pips * _Point * 10;
#             double tp = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - TakeProfit_Pips * _Point * 10;
#             trade.Sell(LotSize, _Symbol, 0, sl, tp, "MA Cross Sell");
#         }
#     }
# }

from dataclasses import dataclass

@dataclass
class EAComponent:
    component: str
    function: str
    purpose: str
    example: str

components = [
    EAComponent("OnInit()",
        "Initialization",
        "ตั้งค่า Indicator Handle Parameters",
        "iMA() iRSI() ArraySetAsSeries()"),
    EAComponent("OnTick()",
        "Every Price Tick",
        "ตรวจ Entry/Exit Signal Open/Close Order",
        "CopyBuffer() trade.Buy() trade.Sell()"),
    EAComponent("OnDeinit()",
        "Cleanup",
        "ปิด Handle ทำความสะอาด",
        "IndicatorRelease() Comment('')"),
    EAComponent("CTrade",
        "Order Management",
        "Open Close Modify Position",
        "trade.Buy() trade.Sell() trade.PositionClose()"),
    EAComponent("Risk Management",
        "Position Sizing",
        "คำนวณ Lot จาก Risk %",
        "AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent"),
]

print("=== EA Components ===")
for c in components:
    print(f"  [{c.component}] {c.function}")
    print(f"    Purpose: {c.purpose}")
    print(f"    Example: {c.example}")

Backtesting & Optimization

# === Backtesting Best Practices ===

@dataclass
class BacktestSetting:
    setting: str
    recommended: str
    reason: str
    pitfall: str

settings = [
    BacktestSetting("Tick Mode",
        "Every Tick Based on Real Ticks",
        "แม่นยำที่สุด ใช้ Tick Data จริงจาก Broker",
        "Open Prices Only เร็วแต่ไม่แม่นสำหรับ Scalping"),
    BacktestSetting("Date Range",
        "อย่างน้อย 3-5 ปี ครอบคลุม Market Conditions",
        "ต้องเจอ Trending Ranging Volatile Calm",
        "ทดสอบแค่ 1 ปี อาจ Curve Fit กับ Market Phase"),
    BacktestSetting("Spread",
        "ใช้ Current Spread หรือ Custom (เพิ่ม 20-50%)",
        "Spread จริงผันผวน ไม่คงที่",
        "Fixed Spread ต่ำเกินจริง ผลลัพธ์ดีเกิน"),
    BacktestSetting("Commission",
        "ตั้งตาม Broker จริง (เช่น $7/lot round trip)",
        "Commission กิน Profit มากสำหรับ Scalping",
        "ไม่ตั้ง Commission ทำให้ผลดีเกินจริง"),
    BacktestSetting("Initial Deposit",
        "เท่ากับที่จะเทรดจริง",
        "Lot Size Margin ต้องสมจริง",
        "Deposit สูงเกิน ทำให้ไม่เจอ Margin Call"),
    BacktestSetting("Optimization",
        "Genetic Algorithm + Walk-forward",
        "หา Parameter ดี + ทดสอบ Out-of-sample",
        "Full Optimization = Over-fitting สูง"),
]

print("=== Backtest Settings ===")
for s in settings:
    print(f"  [{s.setting}] → {s.recommended}")
    print(f"    Reason: {s.reason}")
    print(f"    Pitfall: {s.pitfall}")

Risk Management

# === Risk Management Rules ===

@dataclass
class RiskRule:
    rule: str
    parameter: str
    implementation: str
    mql5_code: str

rules = [
    RiskRule("Risk per Trade",
        "1-2% of Balance",
        "คำนวณ Lot Size จาก SL Distance + Risk %",
        "LotSize = (Balance * 0.01) / (SL_Pips * PipValue)"),
    RiskRule("Max Daily Loss",
        "5% of Balance",
        "หยุดเทรดเมื่อ Daily Loss > 5%",
        "if(DailyLoss > Balance*0.05) StopTrading=true"),
    RiskRule("Max Drawdown",
        "20% of Peak Equity",
        "หยุด EA เมื่อ Drawdown > 20%",
        "if(Drawdown > 0.20) ExpertRemove()"),
    RiskRule("Max Open Positions",
        "3-5 positions",
        "จำกัดจำนวน Position พร้อมกัน",
        "if(PositionsTotal() >= MaxPositions) return"),
    RiskRule("Trailing Stop",
        "ย้าย SL ตามราคาเมื่อกำไร",
        "เมื่อกำไร > X pips ย้าย SL ตาม",
        "trade.PositionModify(ticket, newSL, tp)"),
    RiskRule("News Filter",
        "หยุดเทรดช่วง High Impact News",
        "ตรวจ Economic Calendar ก่อนเทรด",
        "MqlCalendarEvent ตรวจ News 30 นาทีก่อน-หลัง"),
]

print("=== Risk Rules ===")
for r in rules:
    print(f"  [{r.rule}] {r.parameter}")
    print(f"    Impl: {r.implementation}")
    print(f"    Code: {r.mql5_code}")

เคล็ดลับ

• Backtest: ทดสอบ 5 ปี+ ด้วย Real Ticks ก่อน Live
• Risk: ไม่เกิน 1-2% ต่อ Trade Max Drawdown 20%
• Walk-forward: ใช้ Walk-forward ป้องกัน Over-fitting
• Demo: ทดสอบ Demo 3 เดือนก่อน Live
• VPS: ใช้ VPS สำหรับ EA ป้องกัน Internet ขาด

MQL5 คืออะไร

MetaQuotes Language 5 Expert Advisor Indicator MetaTrader 5 C++ Syntax OOP Forex CFD Futures Stocks MQL5 Market Community MetaEditor