MetaTrader 5 Python Algotrading

Knowledge base for building production-grade algorithmic trading systems with MetaTrader 5 Python API.

When to Use

• Connecting to MT5 terminal via the official Python API
• Building polling-based event systems (on_tick, on_new_candle, on_position)
• Executing orders with correct fill modes (FOK, IOC, Return)
• Downloading historical data (copy_rates, copy_ticks)
• Handling MT5 disconnections and terminal restarts
• Deploying MT5 bots on Windows with process monitoring
• Choosing between official API, aiomql, and ZeroMQ bridge

Quick Start

For 80% of use cases, start with:

1. Library: pip install MetaTrader5 (official) or pip install aiomql (async wrapper)
2. Connection: mt5.initialize(path=..., login=..., server=..., password=...)