MQL5 Programs Market

This article implements a self-contained Isolation Forest library for MetaTrader 5 with no labels, no distribution assumptions and no external dependencies. It details a reproducible 64‑bit generator, tree/forest construction, scoring and feature design, then verifies results against Python and market data with two null models. The package includes an indicator that plots the decision variable and a gate example. Readers get a validated library, clear limits of applicability and a practical way to calibrate thresholds.

We invite you to explore a new implementation of the key components of the GinAR framework — an adaptive algorithm for working with graph-structured time series. This article provides a step-by-step breakdown of the architecture and the algorithms for the forward pass and error backpropagation.

This article develops a visual position planning tool in MQL5 for evaluating trade setups before execution. The tool utilizes interactive Entry, Stop-Loss, and Take-Profit lines to calculate the stop distance, risk amount, estimated position size, potential reward, and risk-to-reward ratio directly on the chart. It supports market, limit, and stop order scenarios while keeping the focus strictly on planning and analysis rather than trade execution.

A state-driven Position Lifecycle Manager brings structure to post-entry trade handling in MetaTrader 5. It discovers open positions, tracks them via managed objects, applies ATR-based protection, executes break-even transitions, and removes completed trades, with a clear NEW → PROTECTED → BREAKEVEN → CLOSED flow. The article shows integration with the standard MACD EA to enable reuse across strategies.

The article presents an adaptation of the Deterministic Dendritic Cell Algorithm (dDCA) for continuous optimization problems. The algorithm, inspired by the immune system's Danger Theory, uses a signal accumulation mechanism to automatically balance exploration and exploitation within the search space.

This article builds a trend-following Expert Advisor that trades momentum spillover across markets, implemented fully in MQL5 without external solvers. It detects leaders with Derivative Dynamic Time Warping, learns a sparse weighted network by convex optimization, and propagates momentum through it with a reverting response. Readers get a step-by-step, reproducible pipeline and a working EA ready to run in the Strategy Tester.

A robust breakeven implementation for MQL5 is built around live spread sampling and correct pip-to-price conversion by symbol digits. CBreakevenManager moves SL to open_price ± spread ± buffer once a real‑pip activation threshold is reached and prevents duplicate modifications. A demo EA shows the behavioral difference versus a naive breakeven, and a script verifies core calculations.