Articles, Library comments - page 24

Check out the new article: Using the MQL5 Economic Calendar for News Filter (Part 4): Accurate Backtesting with Static Data . This article implements a static, CSV-based news source for the Strategy Tester, so historical economic news events can be preloaded and queried during backtesting. It

XANDER Adaptive Cross : Two adaptive moving averages that read the market differently. Crossovers signal trend shifts. Author: Cristhian Alexander Gaibor Cuasquer

Check out the new article: Statistical Arbitrage Through Cointegrated Stocks (Part 2): Expert Advisor, Backtests, and Optimization . This article presents a sample Expert Advisor implementation for trading a basket of four Nasdaq stocks. The stocks were initially filtered based on Pearson

Check out the new article: Neural Networks in Trading: Adaptive Detection of Market Anomalies (Final Part) . We continue to build the algorithms that form the basis of the DADA framework, which is an advanced tool for detecting anomalies in time series. This approach enables effective distinguishing

Check out the new article: Deterministic Oscillatory Search (DOS) . Deterministic Oscillatory Search (DOS) algorithm is an innovative global optimization method that combines the advantages of gradient and swarm algorithms without the use of random numbers. The fitness oscillation and slope

Check out the new article: Larry Williams Market Secrets (Part 5): Automating the Volatility Breakout Strategy in MQL5 . This article demonstrates how to automate Larry Williams’ volatility breakout strategy in MQL5 using a practical, step-by-step approach. You will learn how to calculate daily

Check out the new article: From Novice to Expert: Automating Base-Candle Geometry for Liquidity Zones in MQL5 . This article implements an MQL5 module that analyzes the lower‑timeframe bars inside each liquidity‑zone base candle. It detects swing points and applies objective rules to classify the

Check out the new article: MQL5 Trading Tools (Part 28): Filling Sweep Polygons for Butterfly Curve in MQL5 . We expand the capabilities of the MetaTrader 5 butterfly curve canvas by adding multi-layered wing fills, vein lines, scale dots, and a full body (abdomen, thorax, head, eyes, antennae)

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 13): Implementing Bet Sizing in MQL5 . We build a production MQL5 bet‑sizing toolkit: utilities, snippets, and user‑level functions that mirror the Python originals. The methods cover probability‑to‑size mapping with overlap

Cross_Line_Trader : The Expert Advisor opens positions when the price crosses line objects. Author: Scriptor

Frontend EA : UI cleanup + quick-trading layer for MT5 : A chart-cleanup + quick-trading layer for MT5 Author: Elie Baptiste Granger

MQL5 Programming for Traders – Source Codes from the Book. Part 6 : In Part 6 of the "MQL5 Programming for Traders", we will study a key component of the MQL5 language – trading automation. We will start with a description of the fundamental entities, such as financial instrument specifications and

Advanced Trade History Exporter: MAE, MFE and Time-Based Excursions (Points) : Utility script that exports your MetaTrader 5 trading history to a CSV file. It automatically calculates Maximum Favorable Excursion (MFE), Maximum Adverse Excursion (MAE), and Forward Returns (Time-Based Excursions) in

Check out the new article: Statistical Arbitrage Through Cointegrated Stocks (Part 7): Scoring System 2 . This article describes two additional scoring criteria used for selection of baskets of stocks to be traded in mean-reversion strategies, more specifically, in cointegration based statistical

New article How to use ONNX models in MQL5 has been published: ONNX (Open Neural Network Exchange) is an open format built to represent machine learning models. In this article, we will consider how to create a CNN-LSTM model to forecast financial timeseries. We will also show how to use the created

Check out the new article: Self Optimizing Expert Advisors in MQL5 (Part 17): Ensemble Intelligence . All algorithmic trading strategies are difficult to set up and maintain, regardless of complexity—a challenge shared by beginners and experts alike. This article introduces an ensemble framework

MultiTester : Multiple runs/optimisations in Tester. Author: fxsaber

Check out the new article: Price Movement: Mathematical Models and Technical Analysis . Forecasting the movements of currency pairs is an important factor in trading success. This article explores various price movement models, analyzes their advantages and disadvantages, and explores their

HLPeak_Trend : High/Low Peak Trend Author: Elmo Ferrera

ExMachina SafeScalping : ExMachina Safe Scalping is a professional-grade Expert Advisor built for conservative breakout scalping on Gold (XAUUSD), Silver (XAGUSD), and Forex majors. Author: William Jefferson Mukam Tatsinke

Check out the new article: Creating a Traditional Renko Overlay Indicator in MQL5 . Create a traditional Renko indicator in MQL5 that converts candlestick closing prices into fixed-size blocks displayed on the main chart. We calculate the movement from the closing price of the last block, create new

Check out the new article: Markov Chain-Based Matrix Forecasting Model . We are going to create a matrix forecasting model based on a Markov chain. What are Markov chains, and how can we use a Markov chain for Forex trading? Andrey Markov, a prominent mathematician of the early 20th century, while

Check out the new article: How to Detect Round-Number Liquidity in MQL5 . The article presents an MQL5 method for detecting psychological round numbers by converting prices to strings and counting trailing zeros (ZeroSize). It outlines the theory of institutional liquidity at integers, explains the

XANDER Gold Recovery : Keltner Channel strategy for XAUUSD with optional Progressive Recovery System and basket level risk control. Source code for educational purposes. Author: Cristhian Alexander Gaibor Cuasquer

Check out the new article: Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool . Upgrade your market reading with the Candle-Range Theory suite for MetaTrader 5, a fully MQL5-native solution that converts raw price bars into real-time volatility intelligence. The

Check out the new article: Price Action Analysis Toolkit Development (Part 66): Developing a Structured Head and Shoulders Scanner in MQL5 . Head and Shoulders patterns are difficult to identify consistently in live market data due to noise and structural ambiguity. This article presents a

Check out the new article: Building a Trade Analytics System (Part 1): Foundation and System Architecture . We design a simple external trade analytics pipeline for MetaTrader 5 and implement its backend in Python with Flask and SQLite. The article defines the architecture, data model, and versioned

CCI (mimic) : CCI (mimic) Author: Mladen Rakic

Check out the new article: Integrating Computer Vision into Trading in MQL5 (Part 2): Extending the Architecture to 2D RGB Image Analysis . Computer vision for trading: how it works and how to develop it step by step. We create an algorithm for recognition of RGB images of price charts using the

BGC Grid EA : Regime-adaptive grid EA with three operating modes (BGT/TGT/MGT), ATR-dynamic spacing, CUSUM change-point detection, equity-based cycle management, and a full CSV diagnostics pipeline. Based on the Bi-Directional Grid Constrained (BGC) stochastic process research by Taranto & Khan