Articles, Library comments - page 20

Check out the new article: Building an Object-Oriented ONNX Inference Engine in MQL5 . This article shows how to run Python-trained models natively in MetaTrader 5 via the terminal's ONNX functions. We build an MQL5 class that encapsulates session creation, fixes input/output tensor shapes, applies

Check out the new article: Cross Recurrence Quantification Analysis (CRQA) in MQL5: Building a Complete Analysis Library . This article extends the MQL5 RQA library to Cross-Recurrence Quantification Analysis (CRQA) for comparing two time series. We implement dual‑series embedding, cross‑recurrence

Check out the new article: Integrating MQL5 with Data Processing Packages (Part 9): Entropy-Based Adaptive Volatility . This work presents an end-to-end pipeline: collect MetaTrader 5 data, engineer entropy/volatility/trend features, train a PyTorch classifier, and expose predictions through a Flask

Check out the new article: Bivariate Copulae in MQL5: (Part 3): Implementation and Tuning of Mixed Copula Models in MQL5 . The article extends our copula toolkit with mixed copulas implemented natively in MQL5. We construct Clayton–Frank–Gumbel and Clayton–Student–t–Gumbel mixtures, estimate them

MACD Multi-color Histogram with Signal Line : MACD Multi-color Histogram Author: Farhad Soltani

New article Learn how to design a trading system by ADX has been published: In this article, we will continue our series about designing a trading system using the most popular indicators and we will talk about the average directional index (ADX) indicator. We will learn this indicator in detail to

RSI histogram bars : Two RSI indicator periods smoothed and displayed as histogram. Author: maximo

Fixed-Width Fractional Differencing (FFD) : MQL5 implementation of the fixed-width fractional differencing (FFD) method from López de Prado's Advances in Financial Machine Learning (Chapter 5). Transforms a non-stationary price series into a stationary one while preserving maximum historical memory;

Check out the new article: MQL5 Wizard Techniques you should know (Part 89): Using Bitwise Vectorization with Perceptron Classifiers . This article presents a custom MQL5 signal class, CSignalBitwisePerceptron, for ultra-lightweight entry logic. It packs 64 bars into a single uint64 via bitwise

Function for checking whether the market is open for trading at the moment by the current symbol : The function can be useful to not overload the server with trade requests at times when the market is closed for trading Author: Anton Iaroshenko

Check out the new article: Beyond GARCH (Part I): Mandelbrot's MMAR versus Engle's GARCH . This article starts the MMAR pipeline on EURUSD M5 data. We load market data via the MetaTrader5 Python API and run partition-function analysis with non-overlapping intervals to test for multifractal scaling

Super Trend : The Supertrend indicator plots an ATR-based dynamic trend line on the MetaTrader 5 chart, switching between a green uptrend and red downtrend line with optional buy/sell arrow signals at every trend reversal. Author: Hammad Dilber

Check out the new article: Downloading International Monetary Fund Data Using Python . Downloading international monetary fund data in Python: Mining IMF data for use in macroeconomic currency strategies. How can macroeconomics help an ordinary and an algorithmic trader? Imagine this: while most

Volatility Step Channel : A channel which calculates local highs and local lows with volatility-adjusted lines Author: Conor Mcnamara

Сode that records balance and equity charts and calculates additional optimization criteria : If you have access to the Expert Advisor code, you can save balance and equity charts and calculate additional optimization criteria by adding additional code from this library. Author: Aleksei Kuznetsov

Check out the new article: From Novice to Expert: Enhancing Liquidity Strategies with Multi-Timeframe Structural Confirmation in MQL5 . The alignment of higher-timeframe liquidity structures with lower-timeframe reversal patterns can greatly influence both the likelihood and direction of the next

Check out the new article: Adaptive Malaysian Engulfing Indicator (Part 2): Optimized Retest Bar Range . The article adds a self-adaptive layer to the Malaysian Engulfing indicator by optimizing the retest bar range with a constrained brute-force search scored by MFE and MAE. It details the data

Check out the new article: Building a Trade Analytics System (Part 3): Storing MetaTrader 5 Trades in SQLite . This article extends a Flask backend to reliably receive, validate, and store closed trade data from MetaTrader 5 using SQLite and Flask‑SQLAlchemy. It implements required‑field checks

New article MetaTrader 4 on Linux has been published: In this article, we demonstrate an easy way to install MetaTrader 4 on popular Linux versions — Ubuntu and Debian. These systems are widely used on server hardware as well as on traders’ personal computers. Author: MetaQuotes Software Corp

Check out the new article: The View and Controller components for tables in the MQL5 MVC paradigm: Containers . In this article, we will discuss creating a "Container" control that supports scrolling its contents. Within the process, the already implemented classes of graphics library controls will

Check out the new article: Beyond the Clock (Part 1): Building Activity and Imbalance Bars in Python and MQL5 . The article replaces clock-based sampling with López de Prado's alternative bar types and provides two aligned implementations: a unified Python module for batch tick histories and an

Check out the new article: Automating Trading Strategies in MQL5 (Part 27): Creating a Price Action Crab Harmonic Pattern with Visual Feedback . In this article, we develop a Crab Harmonic Pattern system in MQL5 that identifies bullish and bearish Crab harmonic patterns using pivot points and

Instance ID script for MT4/MT5 : This script allows a user to find out instance_id of the running MetaTrader instance/installation. Author: Stanislav Korotky

Check out the new article: Creating Custom Indicators in MQL5 (Part 11): Enhancing the Footprint Chart with Market Structure and Order Flow Layers . This article extends the MQL5 footprint chart with market-structure and order-flow layers: volume-profile bars, point of control, value-area

Check out the new article: Biogeography-Based Optimization (BBO) . Biogeography-Based Optimization (BBO) is an elegant global optimization method inspired by natural processes of species migration between islands within archipelagos. The algorithm is based on a simple yet powerful idea: high-quality

Check out the new article: Leak-Free Multi-Timeframe Engine with Closed-Bar Reads in MQL5 . The article presents two systematic pitfalls in MQL5 multi‑timeframe work: indicator handle leaks that exhausted resources and repainting from reading the forming bar (index 0). It introduces MTFEngine.mqh, a

Sniper Pro : Multi-timeframe confluence indicator designed to snipe accurate entries. Inspired from TradingView Author: Hammad Dilber

New article How to create Requirements Specification for ordering a trading robot has been published: Are you trading using your own strategy? If your system rules can be formally described as software algorithms, it is better to entrust trading to an automated Expert Advisor. A robot does not need

Script Account Information : This script will display all account information. Author: Farhad Soltani

Institutional Kinematic Price Physics (Velocity and Acceleration) : A quantitative physics engine that applies differential calculus to price action, extracting true Market Velocity (1st Derivative) and Market Acceleration (2nd Derivative) to predict trend exhaustion before it happens. Author