Trading Insights Through Volume: Moving Beyond OHLC Charts
Algorithmic trading system that combines volume analysis with machine learning techniques, specifically LSTM neural networks. Unlike traditional trading approaches that primarily focus on price movements, this system emphasizes volume patterns and their derivatives to predict market movements. The methodology incorporates three main components: volume derivatives analysis (first and second derivatives), LSTM predictions for volume patterns, and traditional technical indicators.
Price Action Analysis Toolkit Development (Part 40): Market DNA Passport
This article explores the unique identity of each currency pair through the lens of its historical price action. Inspired by the concept of genetic DNA, which encodes the distinct blueprint of every living being, we apply a similar framework to the markets, treating price action as the “DNA” of each pair. By breaking down structural behaviors such as volatility, swings, retracements, spikes, and session characteristics, the tool reveals the underlying profile that distinguishes one pair from another. This approach provides more profound insight into market behavior and equips traders with a structured way to align strategies with the natural tendencies of each instrument.
SQLite capabilities in MQL5: Example of a dashboard with trading statistics by symbols and magic numbers
In this article, we will consider creating an indicator that displays trading statistics on a dashboard by account and by symbols and trading strategies. We will implement the code based on examples from the Documentation and the article on working with databases.
Simple solutions for handling indicators conveniently
In this article, I will describe how to make a simple panel to change the indicator settings directly from the chart, and what changes need to be made to the indicator to connect the panel. This article is intended for novice MQL5 users.
Master MQL5 from Beginner to Pro (Part III): Complex Data Types and Include Files
This is the third article in a series describing the main aspects of MQL5 programming. This article covers complex data types that were not discussed in the previous article. These include structures, unions, classes, and the 'function' data type. It also explains how to add modularity to your program using the #include preprocessor directive.
DoEasy. Controls (Part 17): Cropping invisible object parts, auxiliary arrow buttons WinForms objects
In this article, I will create the functionality for hiding object sections located beyond their containers. Besides, I will create auxiliary arrow button objects to be used as part of other WinForms objects.
Gain An Edge Over Any Market (Part II): Forecasting Technical Indicators
Did you know that we can gain more accuracy forecasting certain technical indicators than predicting the underlying price of a traded symbol? Join us to explore how to leverage this insight for better trading strategies.
Price Action Analysis Toolkit Development (Part 67): Automating Support and Resistance Monitoring in MQL5
This article implements a complete MQL5 Expert Advisor that monitors manually drawn support and resistance levels in real time. It synchronizes horizontal lines, detects approaches, touches, breakouts, reversals, and retests, and adds optional candlestick pattern checks. Alerts and on‑chart markers provide clear, repeatable feedback, allowing you to keep manual analysis while automating the surveillance of key price levels.
Reimagining Classic Strategies (Part III): Forecasting Higher Highs And Lower Lows
In this series article, we will empirically analyze classic trading strategies to see if we can improve them using AI. In today's discussion, we tried to predict higher highs and lower lows using the Linear Discriminant Analysis model.
Population optimization algorithms: Nelder–Mead, or simplex search (NM) method
The article presents a complete exploration of the Nelder-Mead method, explaining how the simplex (function parameter space) is modified and rearranged at each iteration to achieve an optimal solution, and describes how the method can be improved.
Developing a trading Expert Advisor from scratch (Part 26): Towards the future (I)
Today we will take our order system to the next level. But before that, we need to solve a few problems. Now we have some questions that are related to how we want to work and what things we do during the trading day.
Price Action Analysis Toolkit Development (Part 68): Price-Attached RSI Panel in MQL5
We present a chart-embedded RSI panel that removes the need for a separate window by attaching momentum directly to live price. The article explains the design and MQL5 code: real-time RSI retrieval, slope-based signal classification, and adaptive positioning. Traders get RSI value, state, and signal strength where decisions are made, improving clarity across timeframes.
Creating a Trading Administrator Panel in MQL5 (Part VIII): Analytics Panel
Today, we delve into incorporating useful trading metrics within a specialized window integrated into the Admin Panel EA. This discussion focuses on the implementation of MQL5 to develop an Analytics Panel and highlights the value of the data it provides to trading administrators. The impact is largely educational, as valuable lessons are drawn from the development process, benefiting both upcoming and experienced developers. This feature demonstrates the limitless opportunities this development series offers in equipping trade managers with advanced software tools. Additionally, we'll explore the implementation of the PieChart and ChartCanvas classes as part of the continued expansion of the Trading Administrator panel’s capabilities.
From Novice to Expert: Animated News Headline Using MQL5 (IX) — Multiple Symbol Management on a single chart for News Trading
News trading often requires managing multiple positions and symbols within a very short time due to heightened volatility. In today’s discussion, we address the challenges of multi-symbol trading by integrating this feature into our News Headline EA. Join us as we explore how algorithmic trading with MQL5 makes multi-symbol trading more efficient and powerful.
Population optimization algorithms: Saplings Sowing and Growing up (SSG)
Saplings Sowing and Growing up (SSG) algorithm is inspired by one of the most resilient organisms on the planet demonstrating outstanding capability for survival in a wide variety of conditions.
DoEasy. Controls (Part 28): Bar styles in the ProgressBar control
In this article, I will develop display styles and description text for the progress bar of the ProgressBar control.
Reimagining Classic Strategies (Part VI): Multiple Time-Frame Analysis
In this series of articles, we revisit classic strategies to see if we can improve them using AI. In today's article, we will examine the popular strategy of multiple time-frame analysis to judge if the strategy would be enhanced with AI.
DoEasy. Controls (Part 24): Hint auxiliary WinForms object
In this article, I will revise the logic of specifying the base and main objects for all WinForms library objects, develop a new Hint base object and several of its derived classes to indicate the possible direction of moving the separator.
Fortified Profit Architecture: Multi-Layered Account Protection
In this discussion, we introduce a structured, multi-layered defense system designed to pursue aggressive profit targets while minimizing exposure to catastrophic loss. The focus is on blending offensive trading logic with protective safeguards at every level of the trading pipeline. The idea is to engineer an EA that behaves like a “risk-aware predator”—capable of capturing high-value opportunities, but always with layers of insulation that prevent blindness to sudden market stress.
Angle-based operations for traders
This article will cover angle-based operations. We will look at methods for constructing angles and using them in trading.
Population optimization algorithms: Bat algorithm (BA)
In this article, I will consider the Bat Algorithm (BA), which shows good convergence on smooth functions.
Developing a Replay System (Part 59): A New Future
Having a proper understanding of different ideas allows us to do more with less effort. In this article, we'll look at why it's necessary to configure a template before the service can interact with the chart. Also, what if we improve the mouse pointer so we can do more things with it?
Self Optimizing Expert Advisor With MQL5 And Python (Part IV): Stacking Models
Today, we will demonstrate how you can build AI-powered trading applications capable of learning from their own mistakes. We will demonstrate a technique known as stacking, whereby we use 2 models to make 1 prediction. The first model is typically a weaker learner, and the second model is typically a more powerful model that learns the residuals of our weaker learner. Our goal is to create an ensemble of models, to hopefully attain higher accuracy.
From Basic to Intermediate: Array (I)
This article is a transition between what has been discussed so far and a new stage of research. To understand this article, you need to read the previous ones. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
DoEasy. Controls (Part 27): Working on ProgressBar WinForms object
In this article, I will continue the development of the ProgressBar control. In particular, I will create the functionality for managing the progress bar and visual effects.
Market Profile indicator (Part 2): Optimization and rendering on canvas
The article considers an optimized version of the Market Profile indicator, where rendering with multiple graphical objects is replaced with rendering on a canvas - an object of the CCanvas class.
How to publish code to CodeBase: A practical guide
In this article, we will use real-life examples to illustrate posting various types of terminal programs in the MQL5 source code base.
Brain Storm Optimization algorithm (Part II): Multimodality
In the second part of the article, we will move on to the practical implementation of the BSO algorithm, conduct tests on test functions and compare the efficiency of BSO with other optimization methods.
Implementation of the Augmented Dickey Fuller test in MQL5
In this article we demonstrate the implementation of the Augmented Dickey-Fuller test, and apply it to conduct cointegration tests using the Engle-Granger method.
Integrate Your Own LLM into EA (Part 3): Training Your Own LLM with CPU
With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
MQL5 Trading Toolkit (Part 4): Developing a History Management EX5 Library
Learn how to retrieve, process, classify, sort, analyze, and manage closed positions, orders, and deal histories using MQL5 by creating an expansive History Management EX5 Library in a detailed step-by-step approach.
From Novice to Expert: Implementation of Fibonacci Strategies in Post-NFP Market Trading
In financial markets, the laws of retracement remain among the most undeniable forces. It is a rule of thumb that price will always retrace—whether in large moves or even within the smallest tick patterns, which often appear as a zigzag. However, the retracement pattern itself is never fixed; it remains uncertain and subject to anticipation. This uncertainty explains why traders rely on multiple Fibonacci levels, each carrying a certain probability of influence. In this discussion, we introduce a refined strategy that applies Fibonacci techniques to address the challenges of trading shortly after major economic event announcements. By combining retracement principles with event-driven market behavior, we aim to uncover more reliable entry and exit opportunities. Join to explore the full discussion and see how Fibonacci can be adapted to post-event trading.
Developing a Replay System — Market simulation (Part 17): Ticks and more ticks (I)
Here we will see how to implement something really interesting, but at the same time very difficult due to certain points that can be very confusing. The worst thing that can happen is that some traders who consider themselves professionals do not know anything about the importance of these concepts in the capital market. Well, although we focus here on programming, understanding some of the issues involved in market trading is paramount to what we are going to implement.
Creating a Trading Administrator Panel in MQL5 (Part IX): Code Organization (IV): Trade Management Panel class
This discussion covers the updated TradeManagementPanel in our New_Admin_Panel EA. The update enhances the panel by using built-in classes to offer a user-friendly trade management interface. It includes trading buttons for opening positions and controls for managing existing trades and pending orders. A key feature is the integrated risk management that allows setting stop loss and take profit values directly in the interface. This update improves code organization for large programs and simplifies access to order management tools, which are often complex in the terminal.
Creating a Trading Administrator Panel in MQL5 (Part V): Two-Factor Authentication (2FA)
Today, we will discuss enhancing security for the Trading Administrator Panel currently under development. We will explore how to implement MQL5 in a new security strategy, integrating the Telegram API for two-factor authentication (2FA). This discussion will provide valuable insights into the application of MQL5 in reinforcing security measures. Additionally, we will examine the MathRand function, focusing on its functionality and how it can be effectively utilized within our security framework. Continue reading to discover more!
Risk Management (Part 5): Integrating the Risk Management System into an Expert Advisor
In this article, we will implement the risk management system developed in previous publications and add the Order Blocks indicator described in other articles. In addition, we will run a backtest so we can compare results with the risk management system enabled and evaluate the impact of dynamic risk.
Moving to MQL5 Algo Forge (Part 3): Using External Repositories in Your Own Projects
Let's explore how you can start integrating external code from any repository in the MQL5 Algo Forge storage into your own project. In this article, we finally turn to this promising, yet more complex, task: how to practically connect and use libraries from third-party repositories within MQL5 Algo Forge.
Price Action Analysis Toolkit Development (Part 34): Turning Raw Market Data into Predictive Models Using an Advanced Ingestion Pipeline
Have you ever missed a sudden market spike or been caught off‑guard when one occurred? The best way to anticipate live events is to learn from historical patterns. Intending to train an ML model, this article begins by showing you how to create a script in MetaTrader 5 that ingests historical data and sends it to Python for storage—laying the foundation for your spike‑detection system. Read on to see each step in action.
DoEasy. Controls (Part 22): SplitContainer. Changing the properties of the created object
In the current article, I will implement the ability to change the properties and appearance of the newly created SplitContainer control.
Developing a Replay System (Part 74): New Chart Trade (I)
In this article, we will modify the last code shown in this series about Chart Trade. These changes are necessary to adapt the code to the current replay/simulation system model. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.