An MQH file is an include file created by MetaTrader, an online trading platform. It contains definitions for common variables and functions that programmers can use for developing custom indicators, Expert Advisors, and scripts.
MQH are similar to .H files as they allow programmers to write commonly used functions once so other source files can reference them multiple times. MQH files can also be used by programmers to share functions with other users without sharing the source code file.
The location of MQH files depends on the location of the .MQ4 or .MQ5 source files as they will be generated in the same folder. For example, if the source file is in the /Libraries directory, the MQH file is generated in the root of the /Include directory.
The MQH file is generated by MetaEditor, a tool included with MetaTrader. MetaEditor can edit Expert Advisors, which are programs for automating the trading and analytical processes in MetaTrader.
MetaTrader software is used for analyzing and trading Forex, Stock, CFDs, and Futures. The application comes with technical analysis tools and enables the use of automated trading systems and copy trading.