Articles, Library comments - page 11

RSI histogram bars : Two RSI indicator periods smoothed and displayed as histogram. Author: maximo

Fixed-Width Fractional Differencing (FFD) : MQL5 implementation of the fixed-width fractional differencing (FFD) method from López de Prado's Advances in Financial Machine Learning (Chapter 5). Transforms a non-stationary price series into a stationary one while preserving maximum historical memory;

Check out the new article: MQL5 Wizard Techniques you should know (Part 89): Using Bitwise Vectorization with Perceptron Classifiers . This article presents a custom MQL5 signal class, CSignalBitwisePerceptron, for ultra-lightweight entry logic. It packs 64 bars into a single uint64 via bitwise

Function for checking whether the market is open for trading at the moment by the current symbol : The function can be useful to not overload the server with trade requests at times when the market is closed for trading Author: Anton Iaroshenko

Check out the new article: Beyond GARCH (Part I): Mandelbrot's MMAR versus Engle's GARCH . This article starts the MMAR pipeline on EURUSD M5 data. We load market data via the MetaTrader5 Python API and run partition-function analysis with non-overlapping intervals to test for multifractal scaling

Super Trend : The Supertrend indicator plots an ATR-based dynamic trend line on the MetaTrader 5 chart, switching between a green uptrend and red downtrend line with optional buy/sell arrow signals at every trend reversal. Author: Hammad Dilber

Check out the new article: Downloading International Monetary Fund Data Using Python . Downloading international monetary fund data in Python: Mining IMF data for use in macroeconomic currency strategies. How can macroeconomics help an ordinary and an algorithmic trader? Imagine this: while most

Institutional Gaussian Signal Filter (Zero-Lag ALMA) : A quantitative Gaussian filter designed to replace lagging retail moving averages by applying advanced digital signal processing to eliminate market noise without sacrificing responsiveness. Author: Amanda Vitoria De Paula Pereira

New article Using Self-Organizing Feature Maps (Kohonen Maps) in MetaTrader 5 is published: One of the most interesting aspects of Self-Organizing Feature Maps (Kohonen maps) is that they learn to classify data without supervision. In its basic form it produces a similarity map of input data

Volatility Step Channel : A channel which calculates local highs and local lows with volatility-adjusted lines Author: Conor Mcnamara

Сode that records balance and equity charts and calculates additional optimization criteria : If you have access to the Expert Advisor code, you can save balance and equity charts and calculate additional optimization criteria by adding additional code from this library. Author: Aleksei Kuznetsov

Check out the new article: From Novice to Expert: Enhancing Liquidity Strategies with Multi-Timeframe Structural Confirmation in MQL5 . The alignment of higher-timeframe liquidity structures with lower-timeframe reversal patterns can greatly influence both the likelihood and direction of the next

Check out the new article: Adaptive Malaysian Engulfing Indicator (Part 2): Optimized Retest Bar Range . The article adds a self-adaptive layer to the Malaysian Engulfing indicator by optimizing the retest bar range with a constrained brute-force search scored by MFE and MAE. It details the data

Check out the new article: Building a Trade Analytics System (Part 3): Storing MetaTrader 5 Trades in SQLite . This article extends a Flask backend to reliably receive, validate, and store closed trade data from MetaTrader 5 using SQLite and Flask‑SQLAlchemy. It implements required‑field checks

New article MetaTrader 4 on Linux has been published: In this article, we demonstrate an easy way to install MetaTrader 4 on popular Linux versions — Ubuntu and Debian. These systems are widely used on server hardware as well as on traders’ personal computers. Author: MetaQuotes Software Corp

Check out the new article: The View and Controller components for tables in the MQL5 MVC paradigm: Containers . In this article, we will discuss creating a "Container" control that supports scrolling its contents. Within the process, the already implemented classes of graphics library controls will

Check out the new article: Beyond the Clock (Part 1): Building Activity and Imbalance Bars in Python and MQL5 . The article replaces clock-based sampling with López de Prado's alternative bar types and provides two aligned implementations: a unified Python module for batch tick histories and an

Check out the new article: Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester . Learn how to build a manual backtesting EA for MetaTrader 5's visual tester by adding chart buttons with CButton, executing orders through CTrade, and filtering positions with a magic number

Check out the new article: Automating Trading Strategies in MQL5 (Part 27): Creating a Price Action Crab Harmonic Pattern with Visual Feedback . In this article, we develop a Crab Harmonic Pattern system in MQL5 that identifies bullish and bearish Crab harmonic patterns using pivot points and

Instance ID script for MT4/MT5 : This script allows a user to find out instance_id of the running MetaTrader instance/installation. Author: Stanislav Korotky

Check out the new article: Creating Custom Indicators in MQL5 (Part 11): Enhancing the Footprint Chart with Market Structure and Order Flow Layers . This article extends the MQL5 footprint chart with market-structure and order-flow layers: volume-profile bars, point of control, value-area

Check out the new article: Biogeography-Based Optimization (BBO) . Biogeography-Based Optimization (BBO) is an elegant global optimization method inspired by natural processes of species migration between islands within archipelagos. The algorithm is based on a simple yet powerful idea: high-quality

Check out the new article: Leak-Free Multi-Timeframe Engine with Closed-Bar Reads in MQL5 . The article presents two systematic pitfalls in MQL5 multi‑timeframe work: indicator handle leaks that exhausted resources and repainting from reading the forming bar (index 0). It introduces MTFEngine.mqh, a

Sniper Pro : Multi-timeframe confluence indicator designed to snipe accurate entries. Inspired from TradingView Author: Hammad Dilber

New article How to create Requirements Specification for ordering a trading robot has been published: Are you trading using your own strategy? If your system rules can be formally described as software algorithms, it is better to entrust trading to an automated Expert Advisor. A robot does not need

Script Account Information : This script will display all account information. Author: Farhad Soltani

Institutional Kinematic Price Physics (Velocity and Acceleration) : A quantitative physics engine that applies differential calculus to price action, extracting true Market Velocity (1st Derivative) and Market Acceleration (2nd Derivative) to predict trend exhaustion before it happens. Author

Check out the new article: From Matrices to Models: How to Build an ML Pipeline in MQL5 and Export It to ONNX . The article describes the arrangement of a coordinated ML pipeline in MetaTrader 5 with separation of roles: Python trains and exports the model to ONNX, MQL5 reproduces normalization and

Check out the new article: Creating an EMA Crossover Forward Simulation Indicator in MQL5 . A custom forward simulation engine detects fast/slow EMA crossovers and immediately projects synthetic candles ahead of the signal bar. It generates bodies and wicks using controlled logic, draws them with

Check out the new article: Twitter Sentiment Analysis with Sockets . This innovative trading bot integrates MetaTrader 5 with Python to leverage real-time social media sentiment analysis for automated trading decisions. By analyzing Twitter sentiment related to specific financial instruments, the