MQL5 Programs Market

We extend an MQL5 AI assistant from read-only tools to safe trade execution with a human-in-the-loop gate. The article defines action tools for placing, closing, modifying, and deleting trades and for drawing on the chart, validates each request, sizes volume to broker limits, and scopes ownership. We pause the tool loop behind an approval card, queue actions, and resume execution only after approval, which holds while auto-approval stays off, as it is by default.

This article presents a high-volume pivot indicator in MQL5 that identifies confirmed pivot highs and lows using surrounding price bars and normalized volume strength. It calculates rolling volume sums, determines a 95th-percentile volume reference, and filters pivot points based on their relative volume. The indicator uses ATR(500) to scale concentric rings around qualifying pivots and draws reaction levels, pivot markers, and formatted volume labels on the chart, helping you study high-volume pivot areas and their interaction with price structure and market volatility.

The article delivers AdaptivePSARTrail.mqh: a reusable header that lets an EA trail positions (its own or external, by symbol/magic) with an adaptive Parabolic SAR. The utility adapts the step from divergence, guards flips with a side check, and orders broker and improvement gates (stops/freeze, tick grid, break‑even, start and step thresholds). A calculation‑only build serves indicators, result codes aid logging, and a demo EA verifies the integration.

We introduce the permutation process for backtest validation: permute bars, rerun the complete development process, and compare the observed Sharpe to the null distribution it produces. Outputs include one-sided p-values, robust z, and quantile confidence intervals, plus a spurious performance curve that quantifies selection versus trial budget. A cache-isolation check prevents false passes. The EURUSD H1 case shows how to set a tolerance and assess whether performance is distinguishable from selection.