Library calclib Implementation

Overview

This project, calclibimp, serves as the concrete implementation of a calculation library within the KnitPkg for MetaTrader Demo ecosystem. It provides a practical example of how to build a reusable MQL5 library (.ex5) that leverages other KnitPkg packages, specifically @douglasrechia/calc for core technical analysis functions and @douglasrechia/bar for robust time series data access. The project is intended only as an educational example of how to structure, package and compile MQL5 code with KnitPkg – it is not meant to be a production‑grade library for large‑scale use.

The primary function implemented here is SMA_Close_TimeSeries, which calculates a rolling Simple Moving Average (SMA) for a given symbol and timeframe. This library demonstrates how to encapsulate complex logic into a compiled MQL5 library, showing the power of KnitPkg in linking several packages.

Features

SMA Calculation as a Library Function: Implements a function to calculate a Simple Moving Average for a specified period and length, returning the results as a series.
Leverages KnitPkg Core Libraries: Utilizes douglasrechia::SMA from @douglasrechia/calc for the core SMA algorithm and douglasrechia::TimeSeriesArray<double> from @douglasrechia/bar for efficient and series-ordered price data handling.
MQL5 Library (.ex5) Output: Compiles into an MQL5 library, which can be imported and used by means of @douglasrechia/calclib.
Modular Design: Showcases how to structure a project to create a standalone calculation library, enhancing reusability and maintainability across different KnitPkg solutions.
KnitPkg Dependency Management: Demonstrates how a library project itself can declare and manage its own KnitPkg dependencies.

Prerequisites

To compile this project, you will need:

MetaTrader 5 installed.
KnitPkg CLI: The KnitPkg package manager for MetaTrader. If you don't have it, you can install it by following the instructions in the main KnitPkg repository.

Downloading and install `calclibimp` in your MetaTrader

# Change to your MetaTrader 'Libraries' directory.
# How to find it: in the MetaEditor navigator, right‑click the `Libraries` folder and select "Open Folder".
cd "C:\Users\username\AppData\Roaming\MetaQuotes\Terminal\D0E8209F77C8CF37AD8BF550E51FF075\MQL5\Libraries"

# Clone the repository
git clone https://forge.mql5.io/DouglasRechia/calclibimp.git
cd calclibimp

# Install dependencies (downloads @douglasrechia/calc and @douglasrechia/bar automatically)
kp install

# Compile the Library
kp compile

# Copy the binary to MQL5/Libraries directory (needed to `@douglasrechia/calclib` import it correctly)
cp .\src\CalcLibImp.ex5 ..

Alternatively, execute the get command to query the registry for project metadata, enabling the automatic download and compilation of the latest stable version.

# Change to your MetaTrader Data folder directory. This is step is required only if you have
# more than one MetaTrader instalation.
# How to find it: in the MetaTrader navigator, click on menu File/Open data folder.
cd "C:\Users\username\AppData\Roaming\MetaQuotes\Terminal\D0E8209F77C8CF37AD8BF550E51FF075"

kp get mql5 @douglasrechia/calclibimp

# Copy the binary to MQL5/Libraries directory (needed to `@douglasrechia/calclib` import it correctly)
cp .\MQL5\Libraries\calclibimp\bin\CalcLibImp.ex5 .\MQL5\Libraries

Next steps

Checkout @douglasrechia/calclib to see this library in action.

License

This project is released under the MIT License. See the LICENSE file for the full text.

Disclaimer

*The author provides this code as‑is, for educational purposes only.
No warranty, express or implied, is given. The author assumes no liability for any damages, losses, or legal consequences that may arise from using, modifying, or distributing this software. Use it at your own risk.

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