Articles, Library comments - page 3

Risk Lot Size Calculator Panel : Lot size calculator panel for MT5 on Gold (XAUUSD), forex and indices: risk in percent of balance, percent of equity or money, stop in points, exact loss per lot, one click Buy or Sell with stop and target. Open source code. Author: Cristhian Alexander Gaibor

Liquidity Sweep Equal Highs Lows : Liquidity indicator for MT5 on Gold (XAUUSD), forex and indices: equal highs and equal lows from swings, marked as swept when a wick runs the level and the candle closes back. Open source code. Author: Cristhian Alexander Gaibor Cuasquer

Fair Value Gap Zones Tracker : Fair value gap (FVG) indicator for MT5 on Gold (XAUUSD), forex and indices: three candle gaps on closed bars, ATR size filter, the open part shrinks as price fills it, mitigation by touch, midline or full fill. Open source code. Author: Cristhian Alexander Gaibor

ICT Killzones and Session Pivots : ICT killzones for MetaTrader 5: Asia, London and New York sessions drawn in New York time with automatic daylight-saving conversion, session highs and lows carried forward until price takes them, previous day, week and month levels, opening prices and time markers

Check out the new article: Forecasting Realized Volatility with Option-Implied Variance for Multiple Instruments in MQL5 . A published daily history of option-implied variance is combined with a broker symbol's daily bars to fit a HAR model of realized volatility in MQL5; the implied term enters the

Ziga-Zaga Lite — рыночная структура по фракталам H1 : Структура M5 как при ручной разметке: развороты берутся по фракталам H1, точки ставятся на настоящие экстремумы свечей M5. Волна никогда не проходит мимо экстремума, подтверждённые точки не перерисовываются. Author: Aleksandr Bubnov

Check out the new article: Model Drift Watchdog: PSI-Based Auto-Retrain Alerts via a Lightweight Webhook . This article implements a PSI-based drift watchdog for MQL5 EAs. It compares a feature and the model's predicted probability against a quantile-based reference using a rolling window at a

Check out the new article: Neural Networks in Practice: Activation Functions . This is, without a doubt, the article I've enjoyed writing the most so far. In it, I showed that we don't really need anything special to achieve a certain goal. We can achieve this in various ways, provided we have the

Check out the new article: From Basic to Intermediate: Subwindows (IV) . In this article, we'll see that things aren't quite what many people initially think they are. One of the most interesting aspects of programming is that we can guarantee that everything will always turn out exactly as we

Candle Timer with Spread and Swap Countdown : Countdown to the close of the current bar, the live spread in points and the time left until the next server midnight, when brokers roll positions over and charge swap. Author: Dragos Mihai Ofrim

Check out the new article: Neural Networks in Trading: A Spiking Architecture for Spatio-Temporal Market Analysis (Encoder) . The article presents an adaptation of the SDformerFlow framework that achieves high adaptability by integrating spiking attention with multi-window convolution and weighted

New article Tips for an Effective Product Presentation on the Market has been published: Selling programs to traders effectively does not only require writing an efficient and useful product and then publishing it on the Market. It is vital to provide a comprehensive, detailed description and good

MITP Cruzamento : 32 Indicators, signal is qtt number cross of buys & sells triggered as show. Author: Rodrigo S. Franco

Indicator PriceScale.mq5 - price scale for the visually impaired. : Tortured small print in the terminal? This indicator makes price numbers visible! Author: Aleksandr Slavskii

New article Websockets for MetaTrader 5 has been published: Before the introduction of the network functionality provided with the updated MQL5 API, MetaTrader programs have been limited in their ability to connect and interface with websocket based services. But of course this has all changed, in

ASQ Safe Scalping v1.20 : A free, open-source breakout scalping Expert Advisor for MetaTrader 5 by AlgoSphere Quant. It implements a strict seven-condition entry system where every condition must align simultaneously before any trade is taken. Author: Muharrem Rogova

Check out the new article: Native MQL5 Prometheus Exporter: Real-Time Observability for Live Trading Models . This article shows how to build a fully native MQL5 metrics pipeline for a live EA without DLLs or sidecar processes. It implements counters, gauges, and histograms, safe text/label

Check out the new article: Probabilistic Sharpe Ratio and Minimum Track Record Length from Deal History . The article delivers a practical PSR/MinTRL workflow in MQL5: construct returns from deal history, compute SR/skew/kurtosis, and evaluate normal CDF/quantile via rational approximations with

Check out the new article: TradeMux as a Quant Backbone: Connecting Institutional Python Pipelines to Different Terminals and Brokers . The article describes TradeMux as a bridge between a Python pipeline and the MetaTrader 5 terminal for the seamless transfer of trading decisions without

Check out the new article: Beluga Whale Optimization (BWO) Algorithm . A candidate for our ranking table is Beluga Whale Optimization, a metaheuristic based on three behavioral patterns of the beluga whale: pair swimming, hunting using Lévy flight, and population renewal through whale fall. During

MSB Pro ALGO Position Risk Monitor for MT5 : Free MT5 position risk monitor displaying stop-loss risk, account risk percentage, positions without SL and individual position risk directly on the chart. Author: Kemal Mustafa Ozkan

Previous Day and Week High Low Levels : Previous day high and low, previous week high and low and today's open as horizontal lines with small price labels, on any timeframe. Author: Dragos Mihai Ofrim

Previous Day and Week High Low Levels MT4 : Previous day high and low, previous week high and low and today's open as horizontal lines with small price labels, on any timeframe. Author: Dragos Mihai Ofrim

Trading Session Boxes: Tokyo, London, New York MT4 : Draws the Tokyo, London and New York sessions of the last few days as boxes from each session's high to its low, with the high and low printed on the chart. Session hours are set in server time. Author: Dragos Mihai Ofrim

Trading Session Boxes: Tokyo, London, New York : Draws the Tokyo, London and New York sessions of the last few days as boxes from each session's high to its low, with the high and low printed on the chart. Session hours are set in server time. Author: Dragos Mihai Ofrim

Candle Timer with Spread and Swap Countdown MT4 : Countdown to the close of the current bar, the live spread in points and the time left until the next server midnight, when brokers roll positions over and charge swap. Author: Dragos Mihai Ofrim

Check out the new article: James-Stein Shrinkage: Estimating Many Numbers at Once, and Testing What It Buys . This article implements a James–Stein and empirical Bayes shrinkage library in MQL5, validates it against hand-checked arithmetic and a Python reference, and applies it to ten years of H1

Check out the new article: Integrating MQL5 with Data Processing Packages (Part 11): Multi-Timeframe Causality Detection using Granger Analysis . This article implements a multi‑timeframe Granger causality monitor for MetaTrader 5. A Jupyter notebook tests predefined timeframe pairs, selects lags

Check out the new article: Building Your Personal Expert Advisor (Part 1): From Fragile Script to Working EA . This article focuses on EA architecture rather than signal design. Starting with a flawed Moving Average crossover EA, we add new‑bar detection to prevent duplicate entries, Magic Number

Check out the new article: Developing a Quantitative Session Analysis Tool (Part 2): Building Universal Sessions and Analysing Session Relationships . The Session Analyzer is upgraded to define sessions by local market time and to translate those windows into broker/server time with date-aware DST