Articles, Library comments - page 3

Check out the new article: Mapping Dealer Gamma Exposure (GEX) in MetaTrader 5: Walls, the Zero-Gamma Flip, and a Chart Overlay . In this article we build a dealer gamma-exposure map in MQL5. From an option chain, the tool computes per-strike GEX, finds the call and put walls, and solves for the

Check out the new article: Constructing a Trade Replay Engine in MQL5: Stepping Through Historical Trades Bar by Bar for Manual Review . An MQL5 script reconstructs closed trades from raw deal history and replays them on the chart bar by bar, drawing entry, exit, stop, target, and an annotation with

Check out the new article: Dingo Optimization Algorithm (DOA) . The article presents a new metaheuristic method based on the hunting strategies of Australian dingoes: group attack, chase, and scavenging. Let's see how the Dingo Optimization Algorithm (DOA) performs algorithmically. In this article

Market Miner : A multi strategy EA gold mine :) Author: Amarnath Kondiyan Mohan

PRO SCREENER : Take control of your trading performance with the Pro Dashboard Screener Designed for serious traders, this utility provides a clean, professional, and real-time overview of your account's health directly on your chart. Author: Syed Jawad Hussain Naqvi

Breakout Distance - Donchian channel with distance-to-trigger panel in ATR units : Most channel indicators tell you where the breakout level is. This one tells you how far away from it you are, right now, in a form you can act on. The panel shows, for both the upper and the lower channel edge: the

Check out the new article: Online Linear Regression with Recursive Least Squares in MQL5: A Parameter-Free Adaptive Trend Estimator . This article implements recursive least squares in native MQL5 with a constant O(1) update per bar, avoiding the per‑bar O(n) rebuild of a rolling OLS. It derives and

BestInterval : The library for calculating the best trading interval. Author: fxsaber

Check out the new article: Building a Hierarchical Market Structure Framework (Prototype) in MQL5 Using Modular Architecture and Event-Driven Design . This article describes a prototype reusable market structure framework for MQL5, built with a clean modular architecture and an internal event queue

High-Performance Time Functions (TimeUtils) : High-performmance functions for dealing with time. Author: amrali

Prime Quantum AI — TRADE WITH AI (Anthropic Claude, OpenAI GPT, Google Gemini, DeepSeek, xAI Grok). : Prime Quantum AI is an MT5 Expert Advisor combining a classical pre-filter (ADX + Alligator) with AI vision-based chart confirmation from major AI providers (Anthropic Claude, OpenAI GPT, Google

Asian Session Breakout / BhanuCodeLab : Asian Session Breakout identifies the price range formed during the Asian trading session and monitors how price behaves after that session ends. The Asian High and Asian Low remain extended until the end of the broker trading day. This makes the range useful

Fast Execution Multi-Close Script for MT4 : A lightweight and high-speed MQL4 script designed to instantly close open Buy, Sell, or all market orders on the current chart symbol with configurable slippage control. Perfect for manual scalpers looking for rapid position management during

Footprint XRay (Order Flow Volume Delta) : An institutional-grade order flow and footprint chart indicator ported from Pine Script to MQL5. It dynamically deconstructs major timeframe bars using lower timeframe (LTF) historical tick/real volume to compute buy/sell volume delta at each price level

Check out the new article: How To Profile MQL5 Code in MetaEditor . This article profiles a rolling z-score indicator with bands using MetaEditor's built-in sampling profiler. We read the Total CPU and Self CPU columns and follow the heat‑mapped source to the true hotspots, replace window rescans

Check out the new article: Creating a Profit Concentration Analyzer in MQL5 . Net profit and win rate tell you how much a strategy made, not how the result is distributed. This article builds a native MQL5 script that reads your closed trades and measures profit concentration: the top-N trade share

Check out the new article: Trust Your Backtest Data First: Building a Reproducible Historical Data Audit in Python for MetaTrader 5 . A reproducible, read-only Python audit for MetaTrader 5 that verifies history quality before any backtest. It exports M5 data from multiple terminals, detects gaps

Market Structure SMC: Swings, BOS/CHoCH, Order Blocks, FVG, QML : SMC/ICT market-structure indicator for MT5: swing highs/lows, BOS (continuation) and CHoCH (reversal) confirmed on close, Order Blocks, Fair Value Gaps, and QML (Quasimodo) levels. Every feature is toggle-able, with adjustable swing

Double Enevlopes (Historical Gauged) : A babysitting trade management tool and system :D Author: Amarnath Kondiyan Mohan

XANDER Grid XAUUSD : Bidirectional grid EA for Gold (XAUUSD). Ideal for ProCent accounts. Includes Daily Profit Target and Max Drawdown protection. Author: Cristhian Alexander Gaibor Cuasquer

Value Area Levels / BhanuCodeLab : Value Area Levels is a session-based Value Area indicator for MetaTrader 5. It calculates and displays Value Area High, Point of Control, and Value Area Low levels for the developing, previous, and historical profiles. Author: Bhanu Chandra Raju Indukuri

Check out the new article: Detecting Structural Breakpoints in Price Series Using CUSUM in MQL5 (Part 1): From Statistical Theory to a Working MQL5 Indicator . This article builds a sequential CUSUM breakpoint detector for MetaTrader 5, starting from the statistical construction and ending with a

Check out the new article: Market Microstructure in MQL5 (Part 8): Micro-Trend Strength . Part 8 adds bar-by-bar micro-trend scoring for NQ M1. GetMicroTrendStrength() builds a continuous [-1, +1] composite from EMA alignment, ATR‑normalized price position, slope consistency, and volume, with a

Check out the new article: From Basic to Intermediate: Random Access to Files (II) . In this article, we will examine how two slightly different approaches can significantly affect the overall implementation strategy, both in performance and in disk I/O design, while helping to prevent compatibility

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 19): Bagging Regimes . We test AFML's claim that the sequential bootstrap decorrelates bagged trees on overlapping triple‑barrier labels by isolating two levers: draw count and draw rule. One decision identical tree is bagged

Check out the new article: Algorithmic Arbitrage Trading Using Graph Theory . In this article, triangular arbitrage is presented as a problem of finding cycles in a directed graph, where the vertices are currencies and the edges are currency pairs with weight rates. Profitable cycle: product of

Interactive Supply and Demand Zone Trading Prototype : This release introduces a lightweight automated trading prototype built on top of the Interactive Supply and Demand Zone Manager framework. The framework allows traders to draw and manage their own supply and demand zones, while each zone

Check out the new article: Monochronic Trading (Part 1): How to Detect Broker Timezone and DST in MQL5 . We describe an MQL5 framework that aligns entries with session rhythms and scheduled clock events. A script identifies the broker's time zone and DST by detecting NFP spikes on EURUSD and

Quantum XAUUSD Silver Trader : Multi-indicator EA for Gold (XAUUSD) and Silver (XAGUSD): RSI, ADX and MA signals, adaptive ATR trailing stop and built-in capital protection. Author: Cristhian Alexander Gaibor Cuasquer

Portfolio Correlation and Margin Risk Calculator : Computes the historical Pearson correlation between any set of instruments and the combined margin your account would need to hold all of them at once, as a percentage of your equity. Runs natively in MetaTrader 5 with no external libraries, no