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How to Write an Expert Advisor or an Indicator

Top MQL4 and MQL5 source codes based on user ratings - 211

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AttachExpert: attach an EA with inputs to a chart from code

AttachExpert.mqh attaches an Expert Advisor to a chart from MQL5 code, with the inputs you choose and with "Allow Algo Trading" on or off.

PortfolioWeights: risk parity, HRP, minimum variance and maximum diversification

Portfolio weights from the returns of symbols or Expert Advisors: inverse volatility, risk parity, hierarchical risk parity, minimum variance, maximum diversification, Ledoit-Wolf covariance.

DrawdownBootstrap: Monte Carlo of the maximal drawdown

Block bootstrap of daily results: how deep the drawdown of an account or strategy can get over the next months, with percentiles and a seeded generator for repeatable runs.

BacktestOverfitting: probability of backtest overfitting (PBO) of an optimization

Probability of Backtest Overfitting (PBO) of an MT5 optimization by combinatorially symmetric cross-validation. Every pass sends its daily results as a frame, and the PBO is computed when the optimization ends.

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