Articles, Library comments - page 2

Position sizing from risk, using the broker's own tick value and volume step : Position size from a risk amount, computed from the symbol's real tick value, tick size and volume step rather than an assumed pip value. It always rounds volume down, and when your risk is smaller than the minimum lot it

PulseStrike Scalper - Statistical Burst Detection EA : PulseStrike Scalper - Statistical Burst Detection EA Author: Rana Ali

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

GDS Renko Bollinger 4-Mode Demo EA : GDS Renko Bollinger 4-Mode Demo EA is a free educational Expert Advisor for MetaTrader 5. It demonstrates four different ways to combine classic fixed-size Renko bricks with Bollinger Bands inside one standalone EA. The EA builds four independent internal Renko

New article MQL5 Wizard techniques you should know (Part 04): Linear Discriminant Analysis has been published: Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of

Check out the new article: Dynamic Swing Architecture: Market Structure Recognition from Swings to Automated Execution . This article introduces a fully automated MQL5 system designed to identify and trade market swings with precision. Unlike traditional fixed-bar swing indicators, this system

ZetaBurst Scalper EA : Tick-driven scalper that only trades genuine statistical outlier price moves, sized and protected to survive real broker execution delay. Backtest results included below. Author: Ali Akbar

Heiken Ashi ATR Blend : Heiken Ashi ATR Blend combines smoothed Heiken Ashi candles, ATR-based volatility filtering, and fast/slow EMA trend confirmation to identify potential trend-change signals. Author: Tshidiso Ephraim Mpakanyane

Check out the new article: Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (HimNet) . We invite you to explore the HimNet framework, which combines the flexibility of spatio-temporal adaptation with high computational efficiency, enabling accurate and stable forecasts for

New article New Article Publishing System at the MQL5.community is published: We present you a new article publishing system at the MQL5.community. In the new system, we have tried to make the whole process of article writing clear and comfortable by breaking it into several steps. At each step we

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: Machine Learning in Pure MQL5 (Part 1): Logistic Regression from Scratch with SGD . The series develops machine learning in 100% native MQL5 with no external dependencies. Part 1 delivers logistic regression from first principles: a CLogReg class with standardization, a

Check out the new article: Automating Classic Market Methods in MQL5 (Part 7): The Nicolas Darvas Box System . This article implements the Darvas Box method as a complete MQL5 Expert Advisor. We code box detection with a three-session hold, volume contraction during consolidation, and

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (VII) . In this article, we will clearly and simply demonstrate and explain how to remove a node from a tree. This process usually confuses beginners rather than helping them understand how it's done and why it needs to

Check out the new article: Market Simulation: Position View (XVII) . In the previous article, we configured the indicator to display the financial result. However, not everyone likes using this display mode. The reasons differ from one trader to another, although in some cases they seem quite

The computer time resolution: The indicator shows computer time resolution. Normally it is about 15-16 ms. This is important, for example, to copy positions from other MetaTrader 4. Author: Nauris Zukas

MQL5 Programming for Traders – Source Codes from the Book. Part 2 : Part 2 "MQL5 programming fundamentals" is an introduction to the key concepts of this programming language. This part of the book is devoted to data types, identifiers, variables, expressions, and operators. You will learn how to

New article Practical application of neural networks in trading has been published: In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot. Before starting the development of any

Check out the new article: Designing a Multi-EA Communication Bus Using Named Pipes in MQL5 . This article implements a typed message bus over Windows named pipes to replace MetaTrader's untyped GlobalVariables for inter‑EA communication. A broker EA manages the server and registry, serves multiple

Check out the new article: Defining your Edge (Part 5): Using GARCH Variance and Volatility-Scaled LSTM in an Expert Advisor . We merge GARCH(1,1) variance projections with ATR plus Bollinger-Bands patterns to form an algorithm that could optionally be used with volatility-scaled LSTM within LSTM

Check out the new article: Neural Networks in Trading: The Temporal Query Model (Conclusion) . We are pleased to present the final stage of the TQNet framework’s development and testing, where theory meets real-world trading practice. We will move from historical training to a stress test using

Check out the new article: The ZeroMQ Message Transfer Protocol in MQL5: Implementing the REQ/REP pattern . This article presents a native MQL5 implementation of the ZeroMQ Message Transfer Protocol (ZMTP) built on raw MQL5 sockets. It explains the REQ/REP pattern via the CZmqReqSocket class

Check out the new article: Native Isolation Forest for Execution-Quality Anomaly Detection in MQL5 . A step-by-step guide to a native Isolation Forest in MQL5 focused on execution metrics rather than price. It details five features, tree construction and path‑length scoring, rolling‑window training

Check out the new article: The MQL5 Standard Library Explorer (Part 16): Building a Regime-Adaptive Expert Advisor . We convert the Part 15 decision‑forest classifier into a regime‑adaptive Expert Advisor that decouples statistical inference from trading authority. The EA trains on completed bars

Check out the new article: MetaTrader 5 as a Kafka Producer: Event-Bus Architecture for Multi-Terminal Signal Fan-Out . The article details a native MQL5 Kafka producer that speaks the wire protocol over raw TCP. It implements RecordBatch v2 encoding, varints, and CRC32C, and adds batching, acks

Check out the new article: Monte Carlo Simulation and Analysis for MetaTrader 5 Backtest Reports . This article explains Monte Carlo simulation and analysis for trading and guides you through a Python tool that ingests MetaTrader 5 HTML reports. It generates many randomized equity paths, then

Check out the new article: Development and Forward Testing of an Autonomous LLM Agent for Trading with SEAL . A hybrid architecture based on Llama 3.2 and SEAL is being tested on eight currency pairs (M15), with forward-period data isolation and information leakage control. The methodology combines

Smart Loss Exit — early exit for losing positions (ATR adverse excursion, time in trade, EMA invalidation, RSI, money cap) with a CSV journal : Closes losing positions early, before the full stop-loss, when a rule says the trade is not coming back: adverse move beyond N x ATR, too long in loss, EMA

Check out the new article: Tracking Account Dynamics: Balance, Equity, and Floating P/L Visualization in MQL5 . Create a custom MT5 indicator that processes the entire deal history and plots starting balance, balance, equity, and floating P/L as continuous curves. It updates per bar, aggregates

HybridMicrostructure EA : The Hybrid Microstructure EA is an advanced, high-frequency scalping Expert Advisor designed specifically for XAUUSD (Gold) on the M1 timeframe. Unlike traditional indicators that rely on lagging OHLC mathematics, this EA operates on Tick-Level Microstructure