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The AlgoPro University Course

The Complete Algorithmic Trading Course

Build automated trading systems in Python and MQL5 — designing, backtesting and deploying real bots alongside an AI copilot, the way people actually learn to code now. From first principles to a live bot, with the judgement to verify what the AI writes. Free and open, no paywall.

Free & open   10 parts   50 lessons   Python + MQL5

PART 1 · Foundations (100)

Foundations of Algorithmic Trading

What algorithmic trading really is, how markets and orders actually work, the anatomy of a trading system, and the end-to-end workflow you will use for the rest of the course.

PART 2 · Foundations (100)

Your AI Copilot: Building Bots with AI

You are not learning to code alone. This part shows you how to use an AI assistant as a tutor and pair-programmer to learn faster and build trading bots — and, crucially, how to verify what it gives you so it never blows up your account.

PART 3 · Foundations (100)

Your Toolkit: Python & Market Data

Set up a professional Python trading environment, pull clean OHLCV data from real sources, wrangle it in pandas, compute the core indicators from scratch, and validate the data before you ever trust a backtest.

PART 4 · Intermediate (200)

Designing a Trading Strategy

Turn a market hypothesis into precise, codeable rules — what a real edge is, the trend, momentum and mean-reversion archetypes in working Python, filtering signals by regime, and the exits and trade management that actually decide your returns.

PART 5 · Intermediate (200)

Building a Backtester in Python

Build a vectorised backtester from scratch, measure it honestly with Sharpe and drawdown, layer in realistic costs, then graduate to an event-driven engine and a full backtesting library.

PART 6 · Intermediate (200)

Backtesting Pitfalls & Robustness

The honest part of the course: how backtests lie to you — overfitting, look-ahead and survivorship bias — and the disciplines that catch the lie before it costs you money: train/test splits, walk-forward analysis, Monte Carlo and parameter stability.

PART 7 · Intermediate (200)

Risk & Money Management

The real edge is survival. Position sizing, fixed-fractional and volatility-targeted risk, the Kelly criterion, stops, take-profits and portfolio heat — the maths that keeps you in the game, all in runnable code.

PART 8 · Advanced (300)

Building a Live Python Trading Bot

Take a strategy off the backtest and into the world: the architecture of a live bot, connecting to a real exchange with ccxt, order and position management, a resilient event loop, and a safe path from paper trading to a VPS deployment.

PART 9 · Advanced (300)

MQL5 & Expert Advisors

Leave Python behind and build a real Expert Advisor: the MetaTrader terminal, the MQL5 language and its event model, indicator handles, a full moving-average-cross strategy wired to the CTrade order engine, then backtesting, optimising and going live.

PART 10 · Advanced (300)

Going Live: Production, Monitoring & Psychology

The final mile: the go-live checklist, production monitoring and alerting, kill switches, journaling and reviewing a live edge, and the psychology of leaving an automated system alone — plus where to go next.