Articles, Library comments - page 3

Neural Loss-Pattern Auditor : Neural Loss-Pattern Auditor trains a small feed-forward neural network, written from scratch in native MQL5, on closed-deal history to test whether behavioral and market-context features predict which trades are more likely to lose. It reports an accuracy uplift over a

Check out the new article: Rough Volatility: Building a Roughness Index Feature from the RFSV Model for ML Trade Filtering . This article builds a usable roughness index from rough volatility theory by fitting local H via a structure-function regression on blocked returns, all in native MQL5. We

Check out the new article: Hidden Semi-Markov Models for Duration-Aware Regime Detection in MQL5 . Standard HMMs assume geometric, memoryless state durations, which poorly match real market phases. This piece implements a duration‑explicit Hidden Semi‑Markov Model natively in MQL5, with per‑state

Adaptive Kalman Trend Filter Indicator : The Adaptive Kalman Trend Filter smooths price fluctuations to highlight the underlying market trend, adapting its responsiveness as market conditions change. Author: Syed Jawad Hussain Naqvi

Check out the new article: Neural Networks in Trading: A Unified View of Space and Time (Extralonger) . The Extralonger framework demonstrates an approach to integrating spatial and temporal factors into a single model, which makes it possible to account for both local patterns and long-term cycles

Check out the new article: Artificial Searching Swarm Algorithm (ASSA) . The article discusses the implementation of the Artificial Searching Swarm Algorithm (ASSA) in MQL5 as part of a unified test bench. The article examines three behavioral movement rules, the signal and global bulletin board

One-Click Trade Manager — risk-based lot size with entry, stop and target in one click : Works out the lot from your risk percent and the stop distance, then opens the trade with the stop loss and take profit already attached. Never trades by itself. Author: Amul Ravikumar

Check out the new article: Random Matrix Theory: Denoising the Correlation Matrix for Multi-Symbol EAs . Sample correlation matrices can look precise yet be mostly noise. This article implements a dependency-free RMT cleaner in MQL5: Jacobi eigendecomposition, Marchenko–Pastur eigenvalue screening

Check out the new article: Building a Neural Loss-Pattern Auditor in MQL5 . Aggregate metrics like win rate or profit factor miss sequence-dependent behavior, such as sizing up right after a loss. This MQL5 script trains a small native neural network on closed-deal history to estimate loss

Check out the new article: Creating a Cairo-Inspired Graphics Library for MetaTrader 5 (Part 4): Anti-Aliasing, Coverage and Compositing . The rasterizer now accumulates exact span coverage in X and sampled coverage in Y, and blends it via CairoBlendOver on straight ARGB. CairoAaSamples sets the

Check out the new article: Creating a Cairo-Inspired Graphics Library for MetaTrader 5 (Part 3): Edges and the First Filled Shape . Part 3 implements a scanline rasterizer in pure MQL5. We convert path segments into top‑down edges, sweep each row, sort crossings, and apply the non‑zero winding rule

RSI Exhaustion Reversal - EURUSD : Open-source EURUSD Expert Advisor for MetaTrader 5 Strategy Tester, based on RSI exhaustion signals, ATR-based exits and volatility-adjusted spread filtering. Author: Jose Isaac Almeida Da Silva

ZoneUS30 — Reversion and Positive Swap on Your Side in US30 : ZoneUS30 is a simple US30 Expert Advisor focused on SELL opportunities after upward price extensions. The strategy combines a mean-reversion concept with a carry-trade idea: when short positions receive positive overnight swap, the EA can

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: Python-MetaTrader 5 Strategy Tester (Part 06): MQL5-Style Backtesting for Python Expert Advisors . Code and build Python-based trading robots just like MQL5 Expert Advisors (EAs). In this article, we develop a Python-based replica of the MetaTrader 5 Python package

Check out the new article: Automating Trading Strategies in MQL5 (Part 51): The Bread and Butter Judas Swing Model with Premium and Discount . We build a session-based reversal program in MQL5 using the Bread and Butter Judas Swing model. It derives a higher-timeframe daily bias, defines New York

SingleTesterCache : Tester's single pass data. Author: fxsaber

iFVG Indicator With Signals : iFVG Indicator With Signals Author: Thibauld Charles Ghislain Robin

Position sizing from risk, using the broker's own tick value and volume step : Position size from a risk amount, computed from the symbol's real tick value, tick size and volume step rather than an assumed pip value. It always rounds volume down, and when your risk is smaller than the minimum lot it

MoveStoploss : MoveStoploss moves the stoploss as the trade move in your direction at a specific distance. Author: Daniel Opoku

MoveStopLoss : Move the stoploss as the trade moves in your direction at a specific distance. Author: Daniel Opoku

Multi BuyOrders : To assist traders who wish to open multiple buy orders quickly, a script file has been developed that allows them to execute a large number of trades with just one command. The default take profit and stop loss values are set in 5-digit broker format, but for traders using a

Check out the new article: Unified Validation Pipeline Against Backtest Overfitting . This article explains why standard walkforward and k-fold CV inflate results on financial data, then shows how to fix it. V-in-V enforces strict data partitions and anchored walkforward across windows, CPCV purges

Check out the new article: Larry Williams Market Secrets (Part 6): Measuring Volatility Breakouts Using Market Swings . This article demonstrates how to design and implement a Larry Williams volatility breakout Expert Advisor in MQL5, covering swing-range measurement, entry-level projection

Check out the new article: The Dragonfly Algorithm (DA) . In this article, we will examine the Dragonfly Algorithm (DA), inspired by the collective behavior of dragonflies in nature — their ability to coordinate flight in a swarm, avoid collisions, follow prey, and evade predators. Let's look at how

Stormbreaker ADX - Supertrend and DMI Trend EA : Trend-following Expert Advisor for MetaTrader 5 combining Supertrend direction with ADX and DI confirmation. Uses an ATR-based stop loss and risks up to 0.5% of equity per trade. Author: Francesc Jordi Mallol Nolden

ImpulseCandle - impulse bar marker with ATR body filter and volume confirmation : Marks impulse candles: body at least ATR x multiplier, body at least a set share of the candle range, close near the extreme, optional tick volume confirmation. Green arrow below a bullish impulse, red above a bearish

Check out the new article: Combining LLM, CatBoost, and Quantum Computing into a Unified Trading System . The article proposes a synthesis of new technologies to overcome the limitations of classical indicators in market data analytics. It shows how language models and quantum encoding can reveal

PropGuard - account risk manager for prop firm accounts : Account level risk guard for prop firm accounts. One copy on any chart watches every position on the account, closes everything when the daily loss or maximum loss limit is hit, caps lot size and can flatten around high impact news. Logs

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