MQL4 and MQL5 Source Code Library

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.

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.

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

Reads a Strategy Tester report saved as HTML into its deals, closed trades, net profit and balance drawdowns, for comparing, combining or exporting backtests.

Automated checks of an Expert Advisor on a live demo chart (restart, second copy, server history, chart button) with a PASS/FAIL report.

Single-header account lock for MT5 EAs: licensed account numbers, optional demo allowance, expiry date, tester bypass. Licence compiled in with #define. No DLL.

Risk tool for prop firm accounts: closes all positions and blocks new trades when the daily loss or max loss limit is reached. Never opens trades on a live chart.

Line Master is a trend-following indicator for MetaTrader 5 that displays fast and slow dynamic price lines to help traders identify market direction and potential trend changes. Blue represents a bullish trend, while red represents a bearish trend. Visual markers highlight changes in the indicator's trend state. The indicator includes adjustable Fast Length and Slow Length parameters, allowing traders to customize its sensitivity. It can be used on forex, gold (XAUUSD), indices, and other MT5-supported markets. For better results, combine its signals with price action, support and resistance levels, and proper risk management. Signals are not guaranteed and should be confirmed before entering a trade.

Spread Monitor is an MQL5 Expert Advisor that draws a colour-coded panel on the chart. The panel shows the current spread of the attached symbol in points, along with the average, minimum, and maximum over a rolling history. It also counts how many stored samples exceeded a warning level, and turns the status row red when the current spread is above that level. The utility does not place orders. Inputs control the warning level, the history size, the refresh interval, and the panel position. Panel objects are removed when the EA is detached.

Educational Expert Advisor: daily range breakout with BuyStop/SellStop pending orders, risk-reward take profit and trading days. Clean, commented MQL5 code with margin and stop level checks. Demo and Strategy Tester only.

Educational Expert Advisor: Bollinger Bands return to the mean with an optional RSI filter and trading hours. Clean, commented MQL5 code with margin, volume and stop level checks. Demo and Strategy Tester only.

Educational Expert Advisor: moving average crossover with clean, commented MQL5 code – margin, volume, stop level and spread checks, order retries. Demo accounts and Strategy Tester only.

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.

Short description (for the "Short description" field) Shows economic news events directly on your chart as colour-coded vertical lines with tooltips, plus a draggable event panel with upcoming and recent releases. Works on every symbol and timeframe, with filters for impact level and instrument groups (Gold & Silver, Forex Majors, Indices, Oil & Gas).

Read-only panel that shows the distance to margin call and stop out in money, percent of equity and points, plus adverse price and equity shock scenarios. Hedge-aware, does not trade.

Draws the last candles of one or two higher timeframes (auto: M15 -> H4 + D1, H1 -> D1 + W1) next to your chart at real prices, with a countdown, lines to the live candle's open, high and low, alerts and EA buffers.

ICT dealing range from confirmed swings: premium and discount zones, equilibrium, the OTE band (62 - 79 %, 70.5 %), standard deviation targets and the IPDA 20 / 40 / 60-day ranges. No repaint. Alerts and EA buffers.

Measures, on the chart's own history, how often a bar takes out the prior high or the prior low after bullish and after bearish bars, at up to five levels spaced by the average range. Each level carries a probability bar, and a table scores the favored side over all bars and over the last 200.

A chart panel for MT5 that places Buy Limit, Sell Limit, Buy Stop and Sell Stop pending orders with one click. Volume, distance and optional SL/TP are set on the panel; OCO cancels the opposite order automatically. Includes bulk delete, a live order list and automatic handling of broker STOPS_LEVEL and filling mode. Execution tool only - no signals, no guaranteed results.

Highlights potential buy zones in uptrends and sell zones in downtrends on closed candles (no repainting), with automatic lot size for your balance and a daily loss guard.

Read-only panel showing per-magic net P/L, account drawdown, daily-loss breaker progress and freeze/liquidate thresholds. Does NOT trade.

Non-repainting three-bar Fair Value Gap detector for MetaTrader 5. Closed-bar detection, the 50% Consequent Encroachment level, mitigation as an explicit state machine, incremental scanning, and a built-in self-audit that re-checks the stored gap levels against the closed-bar series on attach. Pure native MQL5, no DLLs, no external dependencies.

Session Range Breakout draws the high and low of up to three intraday sessions (Asia, London and New York by default) and extends each level to the right with optional H/L labels and a range rectangle. Session hours, names and colours are configurable in server time. Optional popup, sound and push alerts fire when a bar closes outside a session range. The levels are fixed once the session closes, so the drawing does not repaint. The indicator draws chart objects only and never opens trades.

Calculates the Strategy Tester report statistics from the deal history, including Z-Score, AHPR, GHPR, LR Correlation and LR Standard Error, which TesterStatistics() does not return. Checked value by value against the tester.

ICT kill zones (Asian, London, New York, London Close) at the right New York hours on any broker, with US and EU summer time. High / low boxes, levels until price takes them, midnight open. Alerts and buffers for EAs.

Marks the order block behind each break of market structure (the last opposite candle before the move), tracks when it is used and turns failed blocks into breaker blocks. No repaint. Alerts and buffers for EAs.

An include file that writes real Excel workbooks (.xlsx) from MQL5 without DLLs: several sheets, numbers, text and real Excel dates, a frozen bold header and filters. Example script: the account deals and the daily results to Excel.

Marks breakouts of the recent trading range and the breakouts that fail (price closes back inside within a few bars). Closed bars only, alerts, buffers for iCustom.

Closes all trades and blocks new ones when your prop firm daily loss or maximum drawdown limit is reached.

Reads your closed trades, converts each to an R-multiple and simulates many future runs at a chosen risk per trade. Reports the probability of hitting a drawdown floor, the probability of ending profitable, the median ending balance and the 95% range. Read-only.

An educational MetaTrader 5 Expert Advisor with four RSI and MACD signal modes calculated on completed Renko bricks. Fixed-size Renko is built internally from Bid ticks. No external indicators, DLLs, custom symbols or offline charts are required.

Spread Monitor — a simple information indicator for MetaTrader 5.

Market structure in the way of Smart Money Concepts: swing highs and lows with HH / HL / LH / LL labels, BOS (break of structure) and CHoCH (change of character) lines. Swings count only after their right candles close, so nothing repaints. Alerts and a trend buffer for EAs.

Draws the fair value gaps (three-candle imbalances) that price has not filled yet, follows how much of each gap is filled and ends the box when it is. Closed candles only, no repaint. Alerts and buffers for EAs.

GDS Renko Liquidity Sweep Lab is a free educational indicator for studying what happens after price crosses a confirmed Renko swing level.

Spread Monitor is a simple information indicator for MetaTrader 5. It displays the current spread in pips in the form of a compact graphical panel with colour-coded indicators and a level bar.

The advisor opens trades when two moving averages (Fast and Slow) cross. It works on any instrument and timeframe.

MarketInfo is a simple information script for MetaTrader 5. It collects and logs key data for the current instrument: prices, spread, volatility (ATR), time remaining until the bar closes, statistics covering N bars, and trend identification.

Before the Friday close: estimates how much your open positions could lose if the market reopens with a gap, and compares it with the room left under the daily loss limit of the next trading day. For prop firm and funded accounts. It only reads the account.

A compact MetaTrader 5 indicator that classifies five selected timeframes as Bullish, Bearish, Neutral, or N/A using price and EMA alignment, then summarizes whether the timeframes are aligned or mixed. This is a market-context indicator, not a standalone trading signal