MQL5 Programs Market

Realized backtests reflect a single ordering of trades, so their maximum drawdown and prop‑firm breach risk are often understated. We resequence trade returns via a stationary bootstrap with a derived block length to estimate the drawdown distribution and a sequence risk ratio, compute path‑dependent breach probabilities for drawdown and daily‑loss limits, and replace WFE with a paired IS–OOS degradation statistic. The tools are demonstrated on a real EURUSD RSI strategy to guide sizing and risk limits.

This article shows how to make EA close operations comply with broker-enforced FIFO (ACCOUNT FIFO CLOSE) on hedging accounts, so naive exits stop failing. It introduces CFifoPositionQueue to order an EA's own tickets by time and CFifoComplianceGuard to execute closes in two modes: strict reject or auto-cascade, with optional per-direction scope. The guard re-verifies eligibility before each step, normalizes volumes, and inspects real server retcodes. You get reusable code, tests, and clear limits.

A practical introduction to multiple regression with deterministic factors for financial time series. Topics covered include the formulation and matrix form of ordinary least squares (OLS), residual diagnostics, EDA/CDA, R-squared and adjusted R-squared, the F-test, RESET, the Breusch–Pagan test, VIF, and Cook’s distance. Techniques for working with regressors are demonstrated: dummy variables, nonlinear transformations, and interaction terms. Examples involving trends, days of the week, and news help select factors and build models suitable for forecasting.