Articles on the MQL5 programming and use of trading robots

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Expert Advisors created for the MetaTrader platform perform a variety of functions implemented by their developers. Trading robots can track financial symbols 24 hours a day, copy deals, create and send reports, analyze news and even provide specific custom graphical interface.

The articles describe programming techniques, mathematical ideas for data processing, tips on creating and ordering of trading robots.

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From Novice to Expert: Weekend Gap Size Effect Research Using MQL5 and Python

From Novice to Expert: Weekend Gap Size Effect Research Using MQL5 and Python

The article provides a practical research setup for weekend gap analysis: MQL5 extracts precise pip‑based gaps and tracks fills, while Python performs statistical testing and visualization. You will compute fill rates by gap buckets, model fill probability with logistic regression, and assess time-to-fill via Kaplan–Meier curves. All steps are configurable and reproducible for EURUSD, GBPUSD, USDJPY and beyond.
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Path Signatures for Lead-Lag Detection

Path Signatures for Lead-Lag Detection

Build a level-2 path-signature engine in pure MQL5 to read the lead-lag ordering between two data streams without choosing a lag and without a linear model. The article delivers a reusable library, an indicator that plots the Levy‑area oscillator, and a simple rule‑based Expert Advisor. Code is cross‑checked against closed‑form cases, and the components are ready to plug into your projects.
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From Novice to Expert: Weekend Gap Size Effect Research Using MQL5 and Python

From Novice to Expert: Weekend Gap Size Effect Research Using MQL5 and Python

The article provides a practical research setup for weekend gap analysis: MQL5 extracts precise pip‑based gaps and tracks fills, while Python performs statistical testing and visualization. You will compute fill rates by gap buckets, model fill probability with logistic regression, and assess time-to-fill via Kaplan–Meier curves. All steps are configurable and reproducible for EURUSD, GBPUSD, USDJPY and beyond.
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Interactive Supply and Demand Zone Manager in MQL5 (Part IV): Trading Supply and Demand Zones

Interactive Supply and Demand Zone Manager in MQL5 (Part IV): Trading Supply and Demand Zones

We extend the supply and demand framework with a strategy layer that converts zone interactions into decisions. Qualified zones pass sequential checks for interaction proximity, approach behavior, higher‑timeframe alignment, and price action before execution is handed to a dedicated trade manager. This architecture improves control, maintainability, and future extensibility without changing the underlying zone engine.
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Neural Networks in Trading: An Intelligent Forecast Pipeline (Conclusion)

Neural Networks in Trading: An Intelligent Forecast Pipeline (Conclusion)

The article provides a fascinating look at how SwiGLU embedding reveals hidden market patterns, and how a sparse Mixture of Experts within a Decoder-Only Transformer makes forecasts more accurate at reasonable computational cost. We take an in-depth look at the integration of Time‑MoE into MQL5 and OpenCL, and provide a step-by-step guide to configuring and training the model.
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Price Action Analysis Toolkit Development (Part 78): Extending the Indicator Search Panel with Symbol Selection in MQL5

Price Action Analysis Toolkit Development (Part 78): Extending the Indicator Search Panel with Symbol Selection in MQL5

We continue enhancing our modular indicator search panel by adding symbol selection capabilities. The implementation allows users to search for built-in indicators, choose a destination symbol, and attach the selected indicator without opening multiple charts or running separate Expert Advisor instances.