Articles, Library comments - page 2

Check out the new article: How to Train an MLP Using Markov Chain Features in MQL5 . The article describes the two-level MarkovMLPOscillator indicator: a three-state Markov chain uses historical data to construct a transition matrix and generate 15 probabilistic features for each bar, and an MLP is

Check out the new article: Beyond Clone and Commit: The Advanced Side of MQL5 Algo Forge . We map the parts of Algo Forge that impact day-to-day MQL5 work: opening repos in MetaEditor, README translation, Units, branch/tag protection, browser patching, packages, and CI on a Windows host. The article

Check out the new article: RSI Divergence Grid Expert Advisor with Risk Manager in MQL5 . A simple grid trading strategy becomes a resilient system thanks to three components: an entry filter based on RSI divergence, a strict limit on the number of grid levels, and an independent risk manager that

Prop News Countdown - news window timer for prop firm accounts : Countdown to the next high-impact news from the MT5 economic calendar, with a red NEWS WINDOW warning for prop-firm news rules. Display and alerts only - it never trades. Author: Manit Chin

CanvasTabs: a lightweight tab bar for MQL5 based on CCanvas : A lightweight tab bar for chart panels, drawn with the standard CCanvas class. One include file, several independent instances per chart, click selection, resizing and safe cleanup. Includes a demo Expert Advisor. Author: Sayed Ali

Check out the new article: Self-Optimizing Expert Advisors in MQL5 (Part 20): Causality Regularization With Time-Lagged Independent Components Analysis (3) . The article presents a piecewise workflow that forecasts growth in ICA components as surrogate targets and then reconstructs smoothed returns

Check out the new article: Markowitz Mean-Variance Optimization for MQL5: A Native Efficient-Frontier Portfolio Builder . This article shows how to implement a native MQL5 portfolio optimizer for multi-symbol baskets. It derives a covariance matrix from bar log-returns, inverts it via Gauss–Jordan

Check out the new article: Neural Networks in Trading: Recurrent Modeling of Market Micromovements (Encoder) . The article takes readers deep into the heart of the EV-MGRFlowNet framework, showing how its architecture is applied in a practical implementation for financial forecasting tasks. Step by

Check out the new article: From Basic to Intermediate: Subwindows (II) . This article examines the use of subwindows in MetaTrader 5 in detail and shows how the calculation direction in OnCalculate affects indicator buffers and the plotting of averages. Practical examples explain how indicators are

Check out the new article: Testing Random Walk vs Mean Reversion in MQL5: Implementing the Lo-MacKinlay Variance Ratio Test . Implements the Lo–MacKinlay Variance Ratio Test in MQL5 to assess serial dependence via random‑walk variance scaling. Provides a reusable CVarianceRatio class with classical

Check out the new article: From Polling to Events: Building a Reactive MQL5 Trading System with Python and Redis Streams . An Expert Advisor that takes signals from an external process must know which messages were delivered, which were acknowledged, and which orders reached the broker. This article

Check out the new article: From Evidence to Execution (Part 1): How to Log, Measure, and Decode a Trading Strategy Inside MetaTrader 5 AI . An evidence-first workflow for Range Breakout in MQL5: a non-trading logger captures session/time windows and records 61 fields per breakout to CSV, with a

Session Boxes Asia London New York : Draws Asia, London and New York session boxes on the chart with each session's high and low. Author: Jani Licenji

Check out the new article: Archimedes Optimization Algorithm (AOA) . The article examines the Archimedes Optimization Algorithm — a metaheuristic in which an agent is represented as a physical object with density, volume, and acceleration, and the search itself is reinterpreted as the tendency of

Candle Timer Countdown : Candle countdown timer for Gold (XAUUSD), EURUSD and any symbol: time left on the current candle next to price or in a corner, spread, color change and alert before the close. Server time, no ticks needed. Open source code. Author: Cristhian Alexander Gaibor Cuasquer

Tick Scalper Pro - tick chart and one-click trading panel for MetaTrader 5 : Tick Scalper Helper is a manual trading utility for traders who work on very short time frames and want to see every price change. Author: classicaltrading

Check out the new article: Decoding Market Intent: Reading Structure, Liquidity, and Price Behavior . We implement a five-stage MQL5 pipeline that quantifies market structure, liquidity interaction, and price behavior on four timeframes, then resolves them into a 0–100 Market Intent Score. Decision

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

Check out the new article: Numerical Fidelity Under Fire: Benchmarking Native MQL5, ONNX Runtime, and ALGLIB . This article benchmarks one MLP forward pass implemented three ways in MQL5: native code, ALGLIB, and ONNX Runtime. We quantify numerical fidelity versus a float64 ground truth and

Check out the new article: Broker Time vs Real Market Time — Building a DST-Aware Session Clock in MQL5 . Session filters can run an hour off when a broker and a market change their clocks on different dates. This article presents an MQL5 include file, SessionClock.mqh, that converts London, New

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

Prop Firm Live Daily Breach Line (OrderCalcProfit and iCustom Ready) : Real-time daily drawdown buffer monitor and exact breach price line indicator for prop firm accounts. Features 00:00 server-time deal history reconstruction (including entry commissions), 00:00 HWM snapshot locking, two-stage

Heikin Ashi Candles : A clean Heikin Ashi indicator that draws on the main chart window. It also adds one horizontal line at the average price, (Open + High + Low + Close) / 4, of the last closed candle of a chosen timeframe. By default this is H1, and the line uses the normal candles, not Heikin

Check out the new article: Andean Condor Algorithm (ACA) . The article implements the Andean Condor Algorithm (ACA) for MQL5 — a compact optimizer with a multiscale intensification operator. A significant improvement in solution quality was observed with a small population: a single adjustment to

Fair Value Gaps : Non-repainting fair value gaps on closed bars, with zone states (active, touched, mitigated) and iCustom buffers for EAs. Author: Vira Ohloblia

Check out the new article: Trading Strategy Beyond Raw Volume: Using Transformed Volume Change for Trading . The article develops a volume-change strategy that transforms tick or real volume with Ln(volume+1), differences it bar to bar, and applies arctan to produce a bounded, scale‑independent

Check out the new article: Entropy Pooling and Scenario Budgets for Expected-Shortfall Sizing . Rolling lookback windows implicitly fix a probability vector over past bars. We implement entropy pooling in MQL5 to keep all historical scenarios, reweight them by conditioning on today's volatility

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 24): Sequence Risk . Realized backtests reflect a single ordering of trades, so their maximum drawdown and prop‑firm breach risk are often understated. We resequence trade returns via a stationary bootstrap with a derived block

Opening Range Breakout with Statistics Dashboard : Draws the daily opening range and its breakout levels, with a dashboard showing how the range resolved over your lookback: broken up, down, both ways or not at all, and how often a breakout hit its target before the opposite side. Author: Vira

Check out the new article: Low-Frequency Quantitative Strategies in MetaTrader 5 (Part 6): A Constant-Dollar Exposure FX Trading System Based on Fixed-Income Interest Rate Yield Differentials . We describe ANANTA, a rules-based FX portfolio model that measures deviations in Interest Rate Swap