Articles, Library comments - page 3

Session Reality Auditor : Checks the broker's session table against the M1 history. For every minute of the week it counts on how many of the last N days the symbol really has a bar, and sets that next to SymbolInfoSessionQuote and SymbolInfoSessionTrade: declared minutes that are usually empty
Advanced Prop-firm Trade Panel based on S-R : A manual trading panel with a built-in prop-firm risk guard and a hidden Support/Resistance finder for MetaTrader 5. Author: classicaltrading
Newtonian Mechanics : A MetaTrader 5 utility that treats the bid and ask quote streams as two independent physical trajectories and fits a local quadratic to each, producing position, velocity, and acceleration with honest error bars and an out-of-sample forecast scoreboard. Author: Emmanuel Lovski
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
APB Channel EA — Heikin-Ashi reversal with channel confirmation and swing-structure stops : A complete, self-contained trend-reversal Expert Advisor for gold and silver. It waits for an averaged-bar colour flip to mark a possible reversal, then requires price to close back inside a volatility
ICT Structure Visualizer – liquidity sweep, MSS and FVG with an honest statistics panel : Draws ICT structure on the chart (liquidity pools, sweeps, market structure shift, fair value gaps) from closed bars only, adds a trade plan for every confirmed setup and keeps an honest statistics panel of
Prop Firm Daily Drawdown Visualizer (Free) : Protect Your Funded Account with Institutional-Grade Risk Monitoring. The #1 reason traders fail prop firm challenges is not a bad strategy; it is breaching daily drawdown limits. The AlphaQuant Prop Firm Daily Drawdown Dashboard is a free
Check out the new article: Overcoming Accessibility Problems in MQL5 Trading Tools (Part VII): MetaTrader 5 Model Context Protocol (MCP) the Grand Solution . Many traders know what they want to analyze or automate but cannot navigate MetaTrader 5, use MetaEditor, or translate an idea into working
Check out the new article: Markov Chains in Trading and Price Forecasting . In this article, we will examine how to build and apply Markov chains in market conditions: from selecting states and counting transitions to generating forecasts of trajectories and levels. We will also see how Markov
Check out the new article: Graph Theory: Study of Graphs Generated by Some Random Process . This article describes an MQL5 Expert Advisor that models the market as a random graph rather than a fixed structure. Bars are encoded into discrete states; bar-to-bar moves form a decaying, Laplace-smoothed
Check out the new article: Win Rate and Edge Ratio Heatmap by Hour and Symbol in MQL5 . This MQL5 dashboard aggregates closed deals by symbol and UTC hour, calculates win rate and average reward‑to‑risk, and displays the results as two color‑coded heatmaps. A companion table in the Experts tab
Check out the new article: Neural Networks in Trading: Robust Trading Signals in Any Market Regime (Attention Modules) . In this article, we continue implementing the ST-Expert framework approaches, focusing on the practical aspects of applying them using MQL5. Earlier, we examined the theoretical
Check out the new article: Building a Divergence System (Part IV): Creating a Reusable Divergence Engine for MQL5 . The article extracts the series' divergence logic into DivergenceEngine.mqh, a reusable header for MQL5 indicators and Expert Advisors. It details the struct-based design, oscillator
Volatility Regime Shader MT4 : Shades the chart background by volatility regime (Compression, Normal, Expansion) based on the percentile rank of the current ATR. Shows the current regime on the chart, alerts on regime changes and exposes buffers for Expert Advisors. Author: Osazee Asikhemhen
Check out the new article: State Persistence in MQL5 (Part 1): A Crash-Safe State Store That Survives a Restart . The series develops state persistence for MQL5 Expert Advisors. Part 1 delivers a crash-safe key-value store: a CStateStore class that saves through a temporary file and a rename
Semi-HFT Grid Bot Two-sided seed-bump-martingale grid with basket take profit : A two-sided grid EA that lays a small symmetric ladder of pending stop orders around the current price, then escalates in two stages as fills accumulate: first a single opposite-side lot "bump," then a full martingale
ATS Prop Rules Monitor - prop firm challenge scoreboard with the room left on every rule : One panel for the rules of a prop firm challenge: daily loss, maximum loss (static or trailing), profit target, minimum trading days and the best-day (consistency) rule. For each one it shows how much is used
ATS Risk Library - lot size from the stop, daily loss, drawdown and exposure guards : A small include file for Expert Advisors and trade managers. It turns your risk rules into yes/no answers: how many lots does this stop allow, is the daily loss limit reached, is the maximum drawdown (static or
Check out the new article: Market Microstructure in MQL5 (Part 9): Pullback Quality . Part 9 adds a second measurement layer to Part 8's micro‑trend signal: pullback quality. It maps Fibonacci retracement depth to a six‑level PULLBACK QUALITY label, adds an H1 range position from a 60‑bar rolling
Trend BOSS : The Trend BOSS Indicator identifies regimes such as trending, ranging or volatile using a Bag-of-SFA-Symbols (BOSS) classifier. Gate your strategies behind specific regimes or use the indicator to identify various market conditions. Author: Muhammad Minhas Qamar
Market Activity from Quote Waits : Measures market activity from the waits between quotes. An ACD model with the daily rhythm removed gives one ratio per tick: 1 is normal, 2 twice as busy. Author: Muhammad Minhas Qamar
CounterTrend Ema V1 : 3 Ema moving averages identify trend change with rsi confirm Author: Paul Conrad Carlson
Extrapolator : Extrapolator fits a sum of sinusoidal harmonics to the recent price history and extends the fitted curve to the right of the last bar as a forecast.The forecast is a mathematical extrapolation of past cyclical behaviour, not a guarantee of future price movement. The last part of the
Tick Integrity Auditor : Audits the tick history that 'Every tick based on real ticks' backtests replay. Five checks per symbol over the last N days: impossible and crossed quotes, timestamps that run backwards or repeat, one-tick price reversals sized in multiples of the symbol's own median spread
Check out the new article: Implementing a Daily Loss Limit and Drawdown Circuit Breaker in MQL5 . This article presents a circuit breaker for MQL5 that monitors combined daily P&L (realized plus floating) on every tick and compares it to a configured loss limit. On breach, it closes positions
Memory Sequence : A specified moment in time can be analyzed through multiple synced timeframes from 1 host chart for a symbol. Author: Abraham Correa
ORB Risk Managed - Opening Range Breakout with Account Protection : Opening Range Breakout EA template with built-in account protection. Marks the high and low of the first N minutes after the session open and places OCO stop orders above and below the range. Includes risk-based position sizing
NeonDesk - Neon Manual Trading Panel with Multi-Timeframe Bias : Draggable on-chart manual trading panel with multi-timeframe bias, ATR SL/TP hints, a trailing stop and one-click BUY/SELL/CLOSE ALL. Author: Kobus Oosthuizen
Closed Trades Exporter MAE MFE MT4 : Exports closed trades to CSV with Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) in points and money, calculated from M1 history, plus the percentage of the available move each trade captured. Author: Osazee Asikhemhen
Closed Trades Exporter MAE MFE : Exports closed trades to CSV with Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) in points and money, calculated from M1 history, plus the percentage of the available move each trade captured. Author: Osazee Asikhemhen