Articles, Library comments - page 15

Check out the new article: Price Action Analysis Toolkit Development (Part 70): Turning Flag Pattern Signals into Automated Trade Execution . The article defines a buffer-based signal architecture for flag breakouts and an EA that consumes it. Breakout arrows and pole height are written to dedicated

Check out the new article: MQL5 Wizard Techniques you should know (Part 91): Using Skip Lists and a Hopfield Network in a Custom Trailing Class . For our next Exploration on notions that are testable with the MQL5 Wizard we examine if Skip Lists and the Hopfield Network can give us a profit-guarding

Check out the new article: Overcoming Accessibility Problems in MQL5 Trading Tools (Part IV): Remote voice trading . Learn a practical way to execute MetaTrader 5 trades from Telegram voice notes using a Python middleware and an MQL5 EA acting as an HTTP client. The article covers architecture

Check out the new article: Trading with the MQL5 Economic Calendar (Part 11): Modular Canvas News Dashboard . We rebuild the MQL5 Economic Calendar dashboard from a monolithic object-based panel into a modular canvas-based system split across four files. The update adds a dual light and dark theme

Check out the new article: Feature Engineering for ML (Part 4): Implementing Time Features in MQL5 . Applying Python session boundaries to MQL5 broker timestamps misclassifies session membership by two to three hours on any non-UTC broker, corrupting session flags across the full backtest history

Real-Time Spread Monitor with Session Statistics : Displays the current bid-ask spread in points and pips directly on the chart, with live tracking of session minimum, maximum and average spread since the indicator was attached. Color changes to alert when spread exceeds a user-defined threshold

Check out the new article: Engineering Trading Discipline into Code (Part 6): Building a Unified Discipline Framework in MQL5 . The article introduces a unified MQL5 discipline framework that consolidates the symbol whitelist, trading‑hours and news filters, and daily trade‑limit modules under

Check out the new article: Market Microstructure in MQL5: Measuring long memory in MQL5 with Hurst estimators (Part 2) . Part 2 focuses on practical long-memory detection for intraday data. Three complementary Hurst estimators are implemented and combined into a confidence‑weighted composite, with

Check out the new article: Building a Trade Analytics System (Part 4): Summary Metrics and Dashboard . This article extends the existing Flask backend to compute performance analytics from stored MetaTrader 5 closed trades and deliver them as both JSON and a simple web view. It calculates total

Check out the new article: Evaluating the Quality of Forex Spread Trading Based on Seasonal Factors in MetaTrader 5 . The article examines the quality of a seasonal trading approach on a daily timeframe, both for individual symbols and for spreads. Particular attention is paid to identifying

ASQ Order Executor : ASQ Order Executor — Institutional order execution wrapper for MQL5 EAs ASQ Order Executor provides institutional-grade order execution with automatic retry logic, slippage monitoring, partial fill handling, requote management, and comprehensive execution statistics. Drop it

Check out the new article: Automating Trading Strategies in MQL5 (Part 14): Trade Layering Strategy with MACD-RSI Statistical Methods . In this article, we introduce a trade layering strategy that combines MACD and RSI indicators with statistical methods to automate dynamic trading in MQL5. We

MQL5 Wizard - Trade Signals Based on Bullish Engulfing/Bearish Engulfing + RSI : p style="text-align: justify;">The MQL5 Wizard allows creating ready-made Expert Advisors based on the Standard library classes delivered together with the client terminal (see Creating Ready-Made Expert Advisors in

New article Tips for an Effective Product Presentation on the Market has been published: Selling programs to traders effectively does not only require writing an efficient and useful product and then publishing it on the Market. It is vital to provide a comprehensive, detailed description and good

Period Converter Optimized: Improved period converter support real-time refreshing, low CPU cost and other features. Author: wfy05

Indicator for monitoring the lot and profit: The indicator displays the total lot and profit for the current instrument. Author: Vladimir Khlystov

Opened positions indicator: It shows a brief information about all of the positions opened. It can be useful, if yours expert advisor trades many positions simultaneously. Author: Александр

TickValue_Compare - diagnose differences between TICK_VALUE, LOSS and PROFIT : Diagnostic script that compares SYMBOL_TRADE_TICK_VALUE, SYMBOL_TRADE_TICK_VALUE_LOSS and SYMBOL_TRADE_TICK_VALUE_PROFIT for every symbol in Market Watch. Classifies each symbol into one of four categories (ALL_EQUAL

Heiken ashi as series : Heiken ashi with all buffers set as series Author: Conor Mcnamara

Check out the new article: The Kalman Filter for Forex Mean-Reversion Strategies . The Kalman filter is a recursive algorithm used in algorithmic trading to estimate the true state of a financial time series by filtering out noise from price movements. It dynamically updates predictions based on new

Check out the new article: From "Best Pass" to Robust Solutions: Exploring the Optimization Surface in MetaTrader 5 . The article examines an engineering approach to optimizing an Expert Advisor in MetaTrader 5: from collecting custom metrics through Optimization Frames to parameter surface

Check out the new article: Encoding Candlestick Patterns (Part 1): An Alphabetical System for Signal Detection . We present a rule‑based alphabet for candlestick price action that maps measurable shape and direction to letter codes (A/a, H/h, E/e, G/g, D). The article shows an MQL5 implementation

Volume Profile + Range v6.0 : Volume Profile + Range v6.0 (former TPO). Distribution of deals by price levels at a given time interval. Displayed as a histogram. Author: Olexiy Polyakov

Institutional StatArb and Cointegration Spread Z-Score : A quantitative multi-asset oscillator designed for Statistical Arbitrage (Pairs Trading), it calculates the logarithmic spread between two correlated assets and measures its Z-Score to identify risk-neutral mean-reverting opportunities

Check out the new article: MetaTrader 5: Build a Market to Suit Your Strategy — Renko/Range/Volume, Synthetics, and Stress Tests on Custom Symbols . In this article, we demonstrate how to use API of the MetaTrader 5 custom symbols to transform your terminal into a data constructor for generating

Check out the new article: Implementing a Bollinger Bands Trading Strategy with MQL5: A Step-by-Step Guide . A step-by-step guide to implementing an automated trading algorithm in MQL5 based on the Bollinger Bands trading strategy. A detailed tutorial based on creating an Expert Advisor that can be

Check out the new article: The MQL5 Standard Library Explorer (Part 12): Multi-Timeframe Composite-Score Dashboard . The article implements CMultiTimeframeMatrix, a reusable dashboard that maps symbols vs. timeframes and displays a numeric, colour‑coded score. The score combines trend, momentum, and

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

Check out the new article: Price Action Analysis Toolkit Development (Part 69): Flag Pattern Detection in MQL5 . This article shows how to convert subjective flag recognition into reproducible MQL5 logic for live charts. It combines ATR-normalized pole strength, retracement limits, consolidation

Institutional Harmonic Volumetric Gravity Center : A quantitative volume density engine utilizing weighted Harmonic Mean mathematics to eliminate arithmetic outliers and map the true institutional liquidity center of gravity. Author: Amanda Vitoria De Paula Pereira