Articles, Library comments - page 14

Check out the new article: Building a Volume-Based Liquidity Heatmap Indicator in MQL5 . This article implements an MQL5 Liquidity Heatmap that infers likely liquidation zones from price and volume. It qualifies bars with a rolling volume SMA, computes leverage-based liquidation levels from candle

Check out the new article: Neural Networks in Trading: A Cross-Domain Time Series Forecasting Framework (TimeFound) . In this article, we build the core of the TimeFound intelligent model step by step, adapting it to real-world time series forecasting tasks. If you are interested in the practical

Check out the new article: Exporting Custom Indicator Buffers to CSV for Python Backtesting Pipelines . We build a CSV exporter for MQL5 custom indicators that preserves the exact values seen on the chart. The script creates the indicator handle with iCustom, waits for BarsCalculated, aligns buffers

Check out the new article: Implementing and Benchmarking Bag-of-SFA-Symbols (BOSS) Against Dynamic Time Warping (DTW) . This article implements BOSS from scratch in MQL5 and applies it to regime classification: SFA turns windows into words, bags record word frequencies, and an ensemble over window

Magic Number Inventory, Trade Logging and Classifying by Magic Number : A read-only audit script for accounts running several EAs (or manual trades alongside them). It groups the closed-trade history by magic number and prints one line per magic: closed round turns, net P/L including swap and

Check out the new article: Crystal Structure Algorithm (CryStAl) . This article presents two versions of the Crystal Structure Algorithm: the original and the modified version. The Crystal Structure Algorithm (CryStAl), published in 2021 and inspired by the physics of crystal structures, was

Portfolio Correlation Analyzer : Read-only analytics for accounts that run several Expert Advisors. It groups closed trades by magic number and measures what running those systems together actually saves you: standalone versus combined drawdown, the pairwise correlation matrix drawn as a heat map on

Structure Range : Sell Arrow SL Box: Extends UPWARDS from the Sell Arrow. Buy Arrow SL Box: Extends DOWNWARDS from the Buy Arrow. Author: Israr Hussain Shah

Normalized MACD : This version is an attempt to normalize MACD in known bounds. Author: Mladen Rakic

Smart Trade Manager for MT5 : Automatic structure-based SL, breakeven, ATR trailing, and dollar-based profit protection for manual MT5 trades and pending orders on Gold and selected FX pairs. Author: Waseem Shahrukh

RSI Histogram : This is an MQL5 custom indicator for MetaTrader 5 called RSI Histogram. It plots the standard RSI line in a separate window, plus a color-coded histogram version of the same RSI values that changes color based on momentum: Author: Marian Beceanu

Aura Heiken Ashi : Advanced smoothed Heiken Ashi indicator featuring automated Supply & Demand zones, EMA trend filtering, and multi-indicator momentum confirmation for high-precision trading. Author: Ilham Hijrah Saputra

Trend Execution Planner - Regime and Risk Panel : Free open-source MT5 read-only chart utility that scores current trend conditions and builds broker-normalized long and short risk plans. It uses moving-average direction and slope, ADX, Efficiency Ratio, ATR, spread, account currency and symbol

Check out the new article: Porting the Canonical Catch22 Time-Series Feature Set and Testing It on Volatility Regimes . We present a native MQL5 implementation of the catch22 feature set: all 22 canonical time-series characteristics in a reusable class validated against pycatch22. Using a leak-free

Check out the new article: Bayesian Online Change-Point Detection (BOCPD) in MQL5: One Regime-Break Signal, Three Ways to Use It . This article delivers Bayesian Online Change-Point Detection as a single, dependency-free MQL5 class that maintains a per-bar, causal probability of a regime break. We

Quantora Trade Statistics Dashboard MT5 - Professional Trading Performance Analytics : Professional open-source Trade Statistics Dashboard for MetaTrader 5. Analyzes trading history with win rate, profit factor, reward/risk, streaks, BUY/SELL performance, lot statistics and floating P/L. Author

MT5 Order Preflight - Read-Only Validation : Checks a hypothetical MT5 market or pending order against current symbol, volume, tick-size, stop-distance and filling rules without sending a trade. Author: Arnold Holm

Trend Regime Inspector for MetaTrader 5 : Open-source indicator combining moving-average direction, ADX and Kaufman's Efficiency Ratio into a transparent trend-condition score. Informational only; no trade execution. Author: Guad Bibar

RSI on the Price Chart : Standard RSI on the price chart. Author: Scriptor

RSI stop and reverse indicator : This RSI stop and reverse indicator makes use of RSI on price v2 code. If required the RSI level bands can be hidden. Author: maximo

Stochastic Reversal Signal : A non-repainting Stochastic-based indicator that generates buy and sell signals based on extreme zone crossovers, featuring an alternating signal filter and bar-close alerts. Author: Ahmad Arju Sholeh

SMC Order Block Detector with Alert for MT5 : The SMC Order Block Detector indicator features an Advanced Smart Money Concepts (SMC) Order Block (OB) Engine inspired by the TradingHub 3.0 methodology. It is specifically engineered to automatically detect, track, and manage institutional Order Blocks

Check out the new article: Pair Trading: Algorithmic Trading with Auto Optimization Based on Z-Score Differences . In this article, we will explore what pair trading is and how correlation trading works. We will also create an EA for automating pair trading and add the ability to automatically

Check out the new article: Building a Divergence System (Part III): The Adaptive SuperTrend EA . The article implements a self-sufficient Adaptive SuperTrend EA with internal calculations on a selectable timeframe, avoiding external buffers and indicator files. It includes risk-based lot sizing, ATR

Check out the new article: Streaming MetaTrader 5 Trade Events to a Local HTTP Server Using WinINet in MQL5 . An MQL5 implementation sends trade lifecycle events to a local HTTP service through WinINet with a reusable session and per-request handles. The trade callback only enqueues JSON and

Trade Adjustment Panel : On-chart trade management utility for MetaTrader 5 designed exclusively to adjust existing manual or EA positions. Features one-click controls for Break-Even placement, point offsets, profit locking, trailing stops, Risk-to-Reward (1R–3R) Take Profit targets, and

Quantora Candle Strength Analyzer MT5 - Buyer Seller Pressure and Wick Analysis : Professional open-source Candle Strength Analyzer for MetaTrader 5. Analyzes candle body, upper and lower wicks, buyer/seller pressure, rejection, range expansion and candle strength in real time. Author: Bilal Gunay

Quantora Moving Average Dashboard MT5 - Professional EMA SMA Trend Analysis : Professional open-source Moving Average Dashboard for MetaTrader 5. Monitors EMA 20, EMA 50, EMA 100, EMA 200, SMA 50 and SMA 200 with price position, trend structure, MA Score and overall market bias. Author: Bilal Gunay

Quantora Multi-Timeframe MACD Dashboard MT5 - Professional MACD Momentum Analysis : Professional open-source Multi-Timeframe MACD Dashboard for MetaTrader 5. Analyzes MACD Main, Signal and Histogram across M1, M5, M15, M30, H1, H4 and D1 with an overall momentum score and market bias. Author: Bilal

Quantora Multi-Timeframe RSI Dashboard MT5 - Professional RSI Momentum Analysis : Professional open-source Multi-Timeframe RSI Dashboard for MetaTrader 5. Analyzes RSI across M1, M5, M15, M30, H1, H4 and D1 to monitor momentum, overbought and oversold conditions in real time. Author: Bilal Gunay