Articles, Library comments - page 17

Multi Forex Scanner MT5 : Instead of having to analyze each pair individually, you can see at a glance what are the most promising pairs according to your own criteria. Author: Carlos Oliveira

Check out the new article: Moving to MQL5 Algo Forge (Part 1): Creating the Main Repository . When working on projects in MetaEditor, developers often face the need to manage code versions. MetaQuotes recently announced migration to GIT and the launch of MQL5 Algo Forge with code versioning and

Check out the new article: Engineering Trading Discipline into Code (Part 7): Automating Equity Protection Through Governance Logic . Automated trading systems often focus heavily on signal generation while neglecting the mechanisms required to protect capital during periods of stress. This article

Check out the new article: Python-MetaTrader 5 Strategy Tester (Part 01): Trade Simulator . The MetaTrader 5 module offered in Python provides a convenient way of opening trades in the MetaTrader 5 app using Python, but it has a huge problem, it doesn't have the strategy tester capability present in

Check out the new article: Beyond GARCH (Part V): Fitting the Multifractal Spectrum in MQL5 . This article builds the Spectrum Fitter: from tau(q) we compute f(alpha) with a discrete Legendre transform, then fit Normal, Binomial, Poisson, and Gamma spectra under box constraints using BLEIC. The best

Check out the new article: Carry Trade Logic in MQL5: Building an EA That Factors Swap Rates Into Position Sizing and Holding Decisions . Most retail traders ignore overnight swap rates, but for long-term positions, these interest payments can make or break your strategy. This article shows you how

Check out the new article: Exchange Market Algorithm (EMA) . The article presents a detailed analysis of the Exchange Market Algorithm (EMA) inspired by the behavior of stock market traders. The algorithm simulates stock trading, where market participants with varying levels of success employ

Volume Average : Long known volume analysis method. In capital markets, volume, or trading volume, is the amount (total number) of a security (or a given set of securities, or an entire market) that was traded during a given period of time. In the context of a single stock trading on a stock

fair value gap/imbalance : Dynamic Fair Value Gap (FVG) is an MQL5 indicator for MetaTrader 5 that automatically detects market price imbalances. This indicator is perfectly suited for traders utilizing the Smart Money Concepts (SMC) strategy. Author: reza rahmad

Check out the new article: Developing a Multi-Currency Expert Advisor (Part 28): Adding a Position Closing Manager . When running multiple strategies in parallel, you may want to periodically close all open positions and start the strategies over again. The existing code only allows this behavior to

Check out the new article: MQL5 Wizard Techniques you should know (Part 93): Using Suffix Automation and an Auto Encoder in a Custom Money Management Class . For this article we switch to a custom MQL5 Wizard class implementation that explores Money Management. We are labelling our custom class

Check out the new article: Price Action Analysis Toolkit Development (Part 71): Weekend Gap Structure Mapping in MQL5 . The article delivers an object-based MQL5 implementation that detects weekend gaps from time discontinuities and renders them directly on the chart. It manages graphical objects

Check out the new article: Building an Object-Oriented Z-Score Statistical Arbitrage Engine in MQL5 . This article shows how to implement a production Z-Score engine in MQL5 using an object-oriented include file, the library computes a rolling mean and population standard deviation, exposes a shift

Check out the new article: Neural Networks in Trading: Anomaly Detection in the Frequency Domain (Final Part) . We continue to work on implementing the CATCH framework, which combines the Fourier transform and frequency patching mechanisms, ensuring accurate detection of market anomalies. In this

Check out the new article: Market Simulation: Getting started with SQL in MQL5 (I) . In today's article we will begin studying the use of SQL in MQL5 code. We will also look at how to create a database. Or, more precisely, how to create a SQLite database file using the features built into MQL5. We

Check out the new article: Implementing of a Breakeven Mechanism in MQL5 (Part 2): ATR- and RRR-Based Breakeven . This article completes the implementation of ATR- and RRR-based breakeven mechanisms in MQL5 and develops, from scratch, a class that makes it easy to switch breakeven modes without

Check out the new article: The View and Controller components for tables in the MQL5 MVC paradigm: Resizable elements . In the article, we will add the functionality of resizing controls by dragging edges and corners of the element with the mouse. In modern user interfaces, a feature to resize

Universal Breakout Study : Universal Breakout Study is a research-focused Expert Advisor for MetaTrader 5 designed to analyze and optimize range breakout strategies. It provides flexible parameter testing, fast optimization, and a structured framework for validating trading ideas using historical

New article Learn how to design a trading system by Stochastic has been published: In this article, we continue our learning series — this time we will learn how to design a trading system using one of the most popular and useful indicators, which is the Stochastic Oscillator indicator, to build a

New article Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12) has been published: We continue to develop the Multiline Text box control. This time our task is to implement an automatic word wrapping in case a text box width overflow occurs, or a reverse word

CTradeStatistics : Class for the calculation of the ENUM_STATISTICS enumeration parameters Author: Andrey Voytenko

Directional RSI : RSI that is based on Directional Movement with added filtering and PSAR Author: Mladen Rakic

Check out the new article: Low-Frequency Quantitative Strategies in MetaTrader 5 (Part 3): A Regime-Adaptive Mean-Reversion Swing Trading System . The article describes and codes MR Swing in MQL5, a mean‑reversion swing approach that combines a 200‑day hysteresis channel with Value Charts, DVO, and

Check out the new article: ARIMA Forecasting Indicator in MQL5 . In this article we are implementing ARIMA forecasting indicator in MQL5. It examines how the ARIMA model generates forecasts, its applicability to the Forex market and the stock market in general. It also explains what AR

Check out the new article: Interactive Supply and Demand Zone Manager in MQL5: From Manual to Automated Lifecycle . Replace static drawings with automated, stateful zones controlled by a CZone wrapper. The system synchronizes user rectangles, sizes zones by ATR, validates breakouts using consecutive

New article MQL5 Cookbook - Creating a ring buffer for fast calculation of indicators in a sliding window has been published: The ring buffer is the simplest and the most efficient way to arrange data when performing calculations in a sliding window. The article describes the algorithm and shows how

Check out the new article: Beyond the Clock (Part 2): Building Runs Bars in MQL5 . We implement tick-, volume-, and dollar-runs bars in Python and MQL5 and align them with the existing bar‑building framework. The article details the dual‑accumulator update, offline calibration with per‑side seeds

Check out the new article: Market Microstructure in MQL5 (Part 4): Volatility That Remembers . This article adds eight volatility functions to MicroStructure_Foundation.mqh, including realized volatility, duration-adjusted volatility, fractional volatility, a FIGARCH-inspired proxy, a volatility

Check out the new article: From Basic to Intermediate: Objects (II) . In today's article, we will look at how to control some object properties in a simple way using code. We will also see how a custom application can place more than one object on the same chart. In addition, we will begin to

Check out the new article: Market Simulation (Part 24): Getting Started with SQL (VII) . In the previous article, we completed the necessary introduction to SQL. And, in my opinion, we properly clarified what we wanted to show and explain about SQL. This was done so that anyone who comes to look at