MQL5 to Python Translation Workspace

VerifiedSafe

Translates MQL5 indicators to Python with automatic accuracy validation (correlation ≥ 0.999). Enables headless market data export via Wine and the MetaTrader5 API, ideal for automating data workflows and porting custom indicators.

Sby Skills Guide Bot
DevelopmentAdvanced
806/2/2026
Claude Code
#mql5#python#metatrader#indicator-translation#data-export

Recommended for

Our review

This skill enables seamless translation of MQL5 indicators to Python and automated market data export from MetaTrader 5, with validation and self-correction.

Strengths

  • Automated headless export of OHLCV data and built-in indicators
  • Correlation-based validation (>=0.999 threshold) ensuring accuracy
  • Documented self-correction to prevent recurring errors
  • End-to-end workflow from translation to validation

Limitations

  • Cannot access custom indicator buffers via the Python API
  • Requires MetaTrader 5 to be running beforehand
  • Relies on Wine/CrossOver for Windows Python execution
When to use it

Use this skill when you need to export MetaTrader 5 market data or translate MQL5 indicators to Python with rigorous validation.

When not to use it

Do not use it when working with custom indicators that are not accessible through the MT5 API.

Security analysis

Safe
Quality score85/100

Skill provides a bounded workflow for exporting MT5 data via Wine Python; no destructive or exfiltrating commands.

No concerns found

Examples

Export OHLCV data from MetaTrader 5
Export EURUSD M1 OHLCV data with RSI and SMA indicators for the last 5000 bars using the headless Wine Python export script.
Translate MQL5 indicator to Python
Translate this MQL5 indicator to Python and validate the output against the original with correlation >= 0.999.
Validate indicator accuracy
Validate the Python implementation of the RSI indicator against the MQL5 reference by running the export and comparing the arrays.

name: python-workspace description: Python workspace for MQL5 integration. TRIGGERS - MetaTrader 5 Python, mt5 package, MQL5-Python setup. allowed-tools: Bash, Read, Write

MQL5-Python Translation Workspace Skill

Seamless MQL5 indicator translation to Python with autonomous validation and self-correction.


When to Use This Skill

Use this skill when the user wants to:

  • Export market data or indicator values from MetaTrader 5
  • Translate MQL5 indicators to Python implementations
  • Validate Python indicator accuracy against MQL5 reference
  • Understand MQL5-Python workflow capabilities and limitations
  • Troubleshoot common translation issues

Activation Phrases: "MQL5", "MetaTrader", "indicator translation", "Python validation", "export data", "mql5-crossover workspace"


Core Mission

Main Theme: Make MQL5-Python translation as seamless as possible through:

  1. Autonomous workflows (headless export, CLI compilation, automated validation)
  2. Validation-driven iteration (>=0.999 correlation gates all work)
  3. Self-correction (documented failures prevent future mistakes)
  4. Clear boundaries (what works vs what doesn't, with alternatives)

Project Root: ~/Library/Application Support/CrossOver/Bottles/MetaTrader 5/drive_c


Workspace Capabilities Matrix

WHAT THIS WORKSPACE CAN DO

1. Automated Headless Market Data Export (v3.0.0)

Status: PRODUCTION (0.999920 correlation validated)

What It Does:

  • Fetches OHLCV data + built-in indicators (RSI, SMA) from any symbol/timeframe
  • True headless via Wine Python + MetaTrader5 API
  • No GUI initialization required (cold start supported)
  • Execution time: 6-8 seconds for 5000 bars

Command Example:

CX_BOTTLE="MetaTrader 5" \
WINEPREFIX="$HOME/Library/Application Support/CrossOver/Bottles/MetaTrader 5" \
wine "C:\\Program Files\\Python312\\python.exe" \
  "C:\\users\\crossover\\export_aligned.py" \
  --symbol EURUSD --period M1 --bars 5000

Use When: User needs automated market data exports without GUI interaction

Limitations: Cannot access custom indicator buffers (API restriction)

Reference: /docs/guides/WINE_PYTHON_EXECUTION.md


Reference Documentation

For detailed information, see:


Troubleshooting

| Issue | Cause | Solution | | ---------------------------- | ---------------------------- | ---------------------------------------------------- | | Wine Python not found | CrossOver/Wine not installed | Install CrossOver, verify bottle path | | MT5 API connection failed | MetaTrader not running | Launch MetaTrader 5 before running export | | Correlation below 0.999 | Indicator mismatch | Verify warmup periods, check calculation alignment | | Custom indicator not working | API restriction | Use CSV export from MT5, not Python API | | UnicodeDecodeError | Windows path encoding | Use raw strings for Windows paths in Wine | | Symbol not found | Wrong symbol format | Use exact MT5 symbol name (e.g., EURUSD not EUR/USD) | | Timeout on export | Too many bars requested | Reduce bar count, default 5000 is safe | | Permission denied | Wine prefix incorrect | Set WINEPREFIX to correct CrossOver bottle path |

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