All about Calendar tab and Macro Economic Events. - page 7

[Sergey Golubev]

Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases

In Part 1 we introduced a news-filter that blocks new trade entries during high‑impact events. That layer reduces entry exposure to abnormal volatility, but does not address the remaining issue: trades opened before the news window still experience widened spreads, transient spikes, and temporary distortions that can trigger SL/TP levels prematurely. Closing all positions before every news event is often not acceptable — it breaks trade structure, skews statistics, and conflicts with longer‑term logic.

This article addresses that specific engineering problem: how to add a controlled, reversible stop‑management layer that temporarily suspends stop‑loss and take‑profit levels for already open positions during the restricted news window and then restores them deterministically afterwards. The success criteria are explicit: actions must occur once per news window (no repeated modifications), original SL/TP values must be preserved and restored when technically possible, broker stop‑distance rules must be respected (no invalid placements), and the mechanism must be filterable by the EA (magic number) and clearly scoped (and the single‑symbol behavior is documented). The goal is mitigation of premature stop‑outs — not prediction of market direction.

[Sergey Golubev]

Using the MQL5 Economic Calendar for News Filter (Part 3): Surviving Terminal Restarts During News Window

We already have a news filter that temporarily removes SL/TP and restores them after a news window in Part 2 of this series. The existing implementation, however, keeps its state only in memory: savedStops[] and the newsSuspended flag. If a restart or recompile occurs between SuspendStops(true) and SuspendStops(false), that in-memory state is lost. The EA no longer identify which positions had their stops removed. The result: open positions may remain unprotected or never be restored, and without a recovery mechanism, the system cannot safely reconstruct its previous state.

To address this, we define a recovery contract. The system must persist trade state externally: ticket IDs, stop levels, and suspension status. Upon reinitialization, this data must be restored accurately, ensuring that the system resumes operation without prematurely restoring stops or leaving trades unprotected.

[Sergey Golubev]

Using the MQL5 Economic Calendar for News Filter (Part 4): Accurate Backtesting with Static Data

In Part 3, we solved the problem of state-loss during terminal restarts by introducing persistent storage using terminal global variables. The news-filter suspension system could now survive a VPS reboot or an EA recompile without losing track of which trades had their stops removed. That was a big step toward operational robustness.

[Sergey Golubev]

MetaTrader 5 and the MQL5 Economic Calendar: How to Turn News into a Reproducible Trading System

Do you want news trading to work like an engineering problem — with clear rules, repeatable results, and automated testing? The purpose of this article is to demonstrate the working architecture of a news layer for MetaTrader 5: a single data source, proper use of the calendar API, a filtering and caching mechanism, export of historical events to a resource for the tester, and automatic switching between Live and Tester — so that the same code produces deterministic results in both real time and historical data.

[Sergey Golubev]

Trading with the MQL5 Economic Calendar (Part 11): Modular Canvas News Dashboard

In this article, we address that gap. We rebuild the dashboard from the ground up. We replace chart objects with a canvas renderer and split the program into four dedicated modules, each responsible for one concern. The canvas drawing fundamentals, including rounded rectangle rendering, supersampling, anti-aliased primitives, and alpha compositing, are covered in depth in our MQL5 Trading Tools series. Readers who want a thorough understanding can refer to that series directly. Here, we focus entirely on what is new: the modular architecture, the dual theme system, the resizable layout, the collapsible day groups, the revised value tracking, and the live countdown with toast notifications.

[Enrique Dangeroux]

Before trading with the Mql5 Calendar, It needs a serious fix. 

This happens on a daily basis. 

Edit: for context screenshot taken 16:57.

[Sergey Golubev]

Trading with the MQL5 Economic Calendar (Part 12): SQLite Storage and Deduplication

In algorithmic trading, the data feeding our automation must survive program restarts, terminal reboots, and the boundary between live charts and the strategy tester. In Part 11 of this series, we built a modular canvas-based news dashboard that loaded events either from an embedded Comma-Separated Values (CSV) resource in the strategy tester or from the live MetaQuotes Language 5 (MQL5) calendar API in live mode. That approach worked, but it left two problems unsolved. The CSV was a static snapshot frozen at compile time, so updating the test data meant recompiling the program. And the triggered trade list lived only in memory, so a restart erased every record of which news events had already fired trades, opening the door to duplicate orders. This article is for MetaQuotes Language 5 (MQL5) developers and algorithmic traders. It shows how to persist calendar and trade state across restarts, share one data store between live and tester modes, and download fresh history on demand without recompiling.

[Sergey Golubev]

News Filtering with MetaTrader 5 Economic Calendar and CSV Fallback

This article presents a news filter module developed using only built-in calendar functions. The module pauses trading before high-impact events, resumes automatically after a configurable post-release delay, and provides a secondary function that reduces position size rather than blocking entirely on days with multiple scheduled events. A companion logging script generates a CSV-based news calendar that the filter can read in the Strategy Tester, where the live calendar API is unavailable.