Articles, Library comments - page 13

Hurst Exponent Regime Switch Indicator : Estimates the rolling Hurst exponent of price via rescaled-range (R/S) analysis and plots it as a color-coded oscillator that flags whether the market is currently trending, mean-reverting, or moving like a random walk. Author: Adedayo David Gbadebo

EA Trend Follower : TREND Follower (Daily) is a lightweight, development-oriented Expert Advisor (EA) created as a base trading architecture for research, learning, experimentation, and further development. The EA is intentionally designed around a simple concept: follow the market direction using

Check out the new article: How to Use Finite Differences for Price Forecasting . The article examines the practical application of finite differences in trading: types of differences, their relationship to price dynamics, and the binomial transform for noise filtering. The rules for encoding

Check out the new article: LLM-Based Trading Agent with Embedded Top Trader Philosophy . The article provides a critical analysis of an LLM strategy in which forecasting the direction is separated from trading decisions, and demonstrates why this leads to a disconnect between metrics and PnL. We

Check out the new article: MQL5 Wizard Techniques you should know (Part 23): CNNs . Convolutional Neural Networks are another machine learning algorithm that tend to specialize in decomposing multi-dimensioned data sets into key constituent parts. We look at how this is typically achieved and

Check out the new article: Developing a Reusable Dynamic Volatility Trailing Stop Engine in MQL5 . This article presents a modular, object-oriented volatility trailing stop engine for MQL5 packaged as a reusable include class, it calculates dynamic stop-loss levels using a True Range average filter

Check out the new article: From Basic to Intermediate: Operator Overloading (III) . In this article, we will examine how to implement overloading for both logical operators and comparison operators. This requires a certain amount of caution and a fair amount of attention. Even a minor oversight when

Check out the new article: Market Replay: Unity Is Strength (I) . We're entering the home stretch. The development of the replay/simulation system is nearly complete. Of course, we still have a few things left to finish, but compared to everything we've already done, completing what's left won't be

Check out the new article: Building a Session Performance Analytics Dashboard in MQL5 . This article builds an MQL5 dashboard that classifies closed deals into Sydney, Tokyo, London, and New York trading sessions by UTC close time. It computes per-session P&L, win rate, and average hold time, then

Check out the new article: Defining your Edge (Part 6): Harnessing Fourier Transform and a Spiking Neural Network in an Expert Advisor . Article revisits Trading Robot that merged Discrete Fourier Transform with Leaky Integrate-and-Fire Spiking Neural Network. Evaluation is made over the seven

Check out the new article: From Basic to Intermediate: Operator Overloading (II) . At first, this article may seem rather confusing because of the material I'm going to cover in it. Nevertheless, I've tried to explain everything as simply and clearly as possible. I hope you'll understand what I'm

Check out the new article: Market Simulation: Position View (XIX) . One of the issues that bothered me the most was that the `C_ElementsTrade` class contains code for accessing positions. Don't take this as a mistake, because it really isn't one. However, this increases the risk of errors in some of

Check out the new article: Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (Conclusion) . The article describes a practical implementation of the HimNet framework based on MQL5, ready for integration into automated trading. We demonstrate how heterogeneity-adapted

Spread Monitor for Scalpers : Spread histogram in a sub-window with current/avg/max/min stats, cost per trade, and threshold alerts for scalpers. Author: Radoslaw Karol Lubas

SuperTrend Indicator : A custom SuperTrend indicator built from first principles, combining an ATR-based volatility band with a ratchet mechanism to produce a clean, non-repainting trend line. Internal recursive state is managed through properly registered calculation buffers, avoiding the

Check out the new article: Beetle Swarm Optimization (BSO) . We consider a BAS+PSO (BSO) hybrid, where BAS provides a local direction signal and PSO facilitates the exchange of best solutions within the swarm. The article presents a mathematical model, pseudocode, an implementation of the class in

Check out the new article: Building a Research-Grounded Grid EA in MQL5: Why Most Grid EAs Fail and What Taranto Proved . This article implements a regime-adaptive grid trading EA based on the PhD research of Aldo Taranto. It presents a regime‑adaptive grid trading EA that constrains risk through

RiskGuard Lite - Percent-Risk EMA/ATR EA : Educational MT5 EA: closed-bar EMA crossover entries, ATR-based stop loss and take profit, lot size from a fixed percent of equity via OrderCalcProfit, spread filter, magic-number isolation and server return-code checks. A clean template for building

Check out the new article: How to Obtain Synchronized Arrays for Use in Portfolio Trading Algorithms . The article describes a practical approach to synchronizing bars between instruments in a portfolio in MQL5. Classes are provided for loading, storing, and aligning OHLCV data, with options to use

Session Candle Counter: candles numbered from the cash open, DST aware : Numbers every candle of the current trading day starting at the cash open of Frankfurt, London, New York or Tokyo. The anchor is converted from exchange local time to broker server time with automatic daylight saving, so the

Check out the new article: Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (Key Components) . In this article, we take a detailed look at the algorithms used to implement the key components of the HimNet framework. We demonstrate how, with a minimal number of trainable

Check out the new article: Building a News Filter Engine in MQL5 Using a Local Economic Calendar File . A file-based news filter for MQL5 reads a pre-downloaded Forex Factory CSV from MQL5/Files, avoiding fragile web scraping and paid APIs. It provides a modular CNewsFilter with a quote-aware CSV

Check out the new article: Automating Classic Market Methods in MQL5 (Part 8): Ed Seykota's Trend Following System . The article presents a full MQL5 implementation of a multi-symbol trend system: dual EMA crossovers for entries, ADX to avoid ranges, ATR to normalize position size, and a heat

PropFirm Equity Protector – Institutional Risk Manager (Open Source) : Professional Utility EA for prop firm risk management. It features daily equity monitoring, phased mitigation of losing positions, and absolute hard stops via a self-healing graphical dashboard. Author: Noe De Jesus Ramos Cruz

Check out the new article: Developing a Multi-Currency Expert Advisor (Part 31): Secrets of the Optimization Project Creation Step (I) . The article examines two practical aspects of the Adwizard-based optimization pipeline: diagnostics and recovery after failures when generating the final Expert

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (VIII) . In this article, we will examine how to implement a tree balancing algorithm. Here, I will present my own version of an implementation of this algorithm. There are many other algorithms that serve the same

Check out the new article: Market Simulation: Position View (XVIII) . In this article, I have shown—in the clearest possible way—how to modify and improve code capable of handling specific tasks while making as few changes as possible to the existing code. We will add a volume display and, at the

Hi every one do you ever use fundamental indicators ? Can you introduce it here

CSetupLedger: a per-setup win rate ledger for Expert Advisors : Scores every setup type in your EA on its own record instead of lumping them into one equity curve. Rebuilds itself from the account's deal history on init so a restart cannot wipe the record. Prints a Wilson score lower bound next to

High-Performance Time Functions (TimeUtils) : High-performmance functions for dealing with time. Author: amrali