Articles, Library comments - page 14

ATR Percent : ATR %, ATR percentage, ATR percentage, ATR percentage, ATR percentage Author: Aleksandr Slavskii

Prop Firm Daily Loss Tracker - Daily Loss Limit Monitor : Shows the day's result against the daily and max loss limits of a prop firm account, with a warning alert, in a panel on the chart. Author: Amedeo Nustriani

Check out the new article: Symbolic Fourier Approximation in MQL5: Benchmarking SFA Against SAX . We implement Symbolic Fourier Approximation in MQL5 and compare it to SAX under a shared harness on identical price windows. SFA keeps low‑frequency Fourier coefficients and learns per‑position bins

Check out the new article: Uncertainty as a Model (Part 2): Dependence Among Random Variables — From Correlation to Copulas . The second part of the series examines the mathematical framework for multivariate random variables, which is necessary for analyzing the dependence and joint behavior of

Market Behavior Analyzer: Swing Structure and Market Context : The Market Behavior Analyzer is a practical indicator designed to make market structure easier to read directly from the chart. It identifies significant swing points, classifies them as Higher Highs, Higher Lows, Lower Highs, and Lower

MD Scalper – Trend / Reversal pending-stop scalper with trailing stop : Scalping Expert Advisor that reads a 3-period smoothed MA channel (High/Low), places pending stop orders either with the move (Trend) or behind it (Reversal), and trails the stop loss tick by tick. It includes broker-safe order

EMA Cross Demo EA with ATR Stops : A small demo Expert Advisor: EMA fast/slow cross entries (evaluated on closed bars only, no repainting), ATR-based stop-loss and take-profit, spread filter, and position handling that works on both hedging and netting accounts. Includes a Python reference

History Integrity Auditor : Audits the bar history your terminal actually holds, which is the history every backtest and every indicator reads. Six checks per symbol: impossible OHLC values, broken bar times, bars missing while the broker's own session table says it was quoting, empty and flat bars

AutoCloseOnProfitLoss Expert - Automatically Close All Positions on Profit/Loss : The AutoCloseOnProfitLoss Expert Advisor (EA) is a powerful automation tool for MetaTrader 5, designed to close all open positions when predefined profit or loss targets are reached Author: Duy Van Nguy

Check out the new article: Building Volatility Models in MQL5: Implementing the APARCH Volatility Process . The article introduces the APARCH volatility process to the MQL5 library via the CAparchProcess class, estimating the power exponent (delta) jointly with other parameters. It details the

Check out the new article: Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5 . The article guides in demonstrating an automated algorithm based on EMA Crossovers for MetaTrader 5. Detailed information on all aspects of demonstrating an Expert Advisor in MQL5 and testing it in

Check out the new article: Trade Duration vs Profitability Scatter Plot Indicator in MQL5 . The article presents a compact dashboard that relates trade duration to net profit using MQL5 and CCanvas. It pulls closed deals, derives duration in minutes, and renders a log‑scaled scatter by symbol, with

Check out the new article: Neural Networks in Trading: Robust Trading Signals in Any Market Regime (ST-Expert) . In this article, we will explore the ST-Expert framework, which ensures the robustness of forecasts under market uncertainty by taking local and global dependencies in time series into

Broker Session Schedule Inspector MT5 : Read-only broker-native trading-session inspector with current status, next transition, multi-symbol scope, and CSV export. Author: Usamah

ATS Liquidity City - liquidity pools and sweeps, drawn as a neon city : Shows where stops are likely resting and which ones were just taken. Liquidity pools = confirmed swing highs and lows that price has not traded through yet, equal highs/lows (a bigger pool) and yesterday's high and low. When a

Prop Firm Risk Calculator - Position Size and Loss Limits : Calculates position size and daily / max loss limits for prop firm accounts and shows them in a panel on the chart. Author: Amedeo Nustriani

Check out the new article: Building a Market Behavior Analyzer in MQL5 . We outline a modular analyzer for MetaTrader 5 that separates detection, interpretation, and visualization. The engine identifies swing highs and lows, assigns structural labels, evaluates impulses and pullbacks, and stores

Check out the new article: From Novice to Expert: Trading Multi-Symbol Basket . The article develops a multi-symbol basket EA that standardizes prices, derives PCA weights with native MQL5 matrices, forms a synthetic spread, and trades z-score deviations from a rolling mean. It validates symbols and

Broker Contract Change Watch MT5 : Tracks changes to 18 broker contract properties against a saved baseline, with before and after values, a chart panel and a local CSV audit trail. Author: Waseem Shahrukh

Check out the new article: Implementing and Comparing Five Historical Volatility Estimators in MQL5 . The study implements five historical-variance estimators in MQL5 and evaluates their one-session-ahead persistence forecasts for EURUSD D1 sessions using an M1 realized-variance proxy. Deterministic

Check out the new article: Intrinsic Time: From the Directional-Change Scaling Laws to the Alpha Engine . The article implements intrinsic-time analysis in MQL5: an event-based directional-change operator that splits ticks into directional-change and overshoot sections. We reproduce the core scaling

Check out the new article: How to Connect an LLM to an MQL5 Expert Advisor via a Python Server . The article examines three key obstacles to integrating LLMs with MetaTrader 5: the lack of direct access, strict rate limits, and API key security given the architectural limitations of MQL5. A

Check out the new article: Money Management in MQL5 (Part 1): Kelly Position Sizing from the Strategy's Own Edge . This article applies the Kelly criterion to position sizing in native MQL5. It presents a reusable CKelly class that estimates win rate and payoff from closed deals, derives the Kelly

Check out the new article: Creating a Cairo-Inspired Graphics Library for MetaTrader 5 (Part 5): Fill Rules, Holes and Borders . Part 5 adds a fill rule to the rasterizer and a stroke helper to the path. The engine now supports both non-zero and even-odd fills via a single enum parameter, enabling

Check out the new article: How to Implement Competition Among LLM Agents in MetaTrader 5 . The article describes a competitive architecture for MetaTrader 5 in which ten LLM agents, each with different trading rules, manage their own capital and open independent positions using unique magic numbers

Gold Breakout EA for XAUUSD H4 +90 Percent in a 2020 to 2026 Backtest : A Turtle-style breakout EA for gold. It buys when an H4 bar closes above the 20-bar high in an uptrend, with a 2 ATR stop and a 2R target. Backtested on XAUUSD from January 2020 to September 2026: +9,029.72 on 10,000 at 1% risk

Check out the new article: Beyond GARCH (Part III): Building the MMAR and the Verdict . With the multifractal parameters from Part 2 in hand, this article builds the full MMAR process. We construct the multiplicative cascade for trading time, generate Fractional Brownian Motion via Davies-Harte FFT

Arixis Backtest Robustness Analyzer : A free open-source MT5 utility for analyzing historical trading performance beyond Profit Factor. Author: Abel Masferrer Vinolas

Check out the new article: Neural Networks in Trading: A Unified View of Space and Time (Conclusion) . The Extralonger framework demonstrates a unique ability to integrate spatial and temporal factors into a single model, ensuring high forecast accuracy. Its architecture allows it to adapt to

Check out the new article: Profit Factor Stability Chart Across Rolling Windows in MQL5 . A modular MQL5 toolkit computes and visualizes rolling Profit Factor over fixed trade-count windows. It presents the statistical motivation, an incremental algorithm that avoids recomputation, and a dedicated