MetaTrader 5 (MT5) supports Python scripting and integration for advanced data analysis and machine learning. Through the official MetaTrader5 Python API, traders can fetch historical price data into Python, train models (e.g. using TensorFlow or scikit-learn), and then send signals back to MT5 to execute orders. Models can be exported via ONNX or used in Python scripts that communicate with MQL5. For example, a Python script could call mt5.ordersend() based on model.predict() outputs. The integration allows leveraging Python’s ML ecosystem within MT5 Expert Advisors.

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