Using SQLite in MQL5 for Trading History and Strategy Analysis
Summary
The article explains how to use MetaTrader 5’s native SQLite support to store and analyze trading and optimization data. It demonstrates creating tables, inserting records, preparing and reading queries, binding results to structures, managing transactions, and using indexes to improve query performance. Examples apply SQL to trading history, including analysis by strategy, symbol, and entry time, and describe importing, exporting, and saving optimization results.
The document reports benchmark comparisons between MQL5 and LLVM on a specified computer, with results varying by operation; these measurements are environment-specific and do not establish universal performance. It also emphasizes practical safeguards: check query outcomes, finalize query handles, and close databases. SQL enables compact filtering and aggregation, but the article is a platform implementation guide rather than evidence that any trading strategy is profitable.
Key ideas
- MQL5 can create and query SQLite databases directly without a separate database tool.
- Prepared queries can retrieve, aggregate, and analyze trading records.
- Transactions can group database operations, while indexes can speed up some searches and updates.
- Query handles and database connections should be finalized or closed, and operation results should be checked.
- The reported speed comparisons depend on the tested workload and computer.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.