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.