Articles, Library comments - page 3

Pivot SuperTrend / BhanuCodeLab : Pivot SuperTrend BhanuCodeLab is a trend-following indicator that combines confirmed pivot points with an ATR-based trailing trend line to identify market direction, trend reversals, and potential BUY or SELL signals. Author: Bhanu Chandra Raju Indukuri

Check out the new article: Building a Correlation-Aware Portfolio Risk Monitor in MQL5 . The article quantifies correlation and portfolio risk in MetaTrader 5: from time-aligned returns to a covariance matrix, true portfolio variance against the independent-sum assumption, and position-level risk

Hidden Risk of Ruin Auditor : Reads a closed-position trade history (a CSV file, or one generated automatically from the current account's deal history by the companion RuinExport.mq5 script) and reports four independent risk fingerprints: volume escalation after a loss, overlapping same-direction

Check out the new article: Neural network trading EA based on PatchTST . The article presents the revolutionary architecture of PatchTST, a tailored transformer for financial time series analysis that breaks market data into 16-bar patches for efficient processing. We will discuss the full

New article The checks a trading robot must pass before publication in the Market has been published: Before any product is published in the Market, it must undergo compulsory preliminary checks in order to ensure a uniform quality standard. This article considers the most frequent errors made by

Smart Trend Score : Smart Trend Score is a clean and lightweight MetaTrader 5 indicator designed to identify high-quality trading opportunities using multiple trend and momentum filters. Author: Marian Beceanu

Check out the new article: Applying L1 Trend Filtering in MetaTrader 5 . This article explores the practical application of L1 trend filtering in MetaTrader 5, covering both its mathematical foundations and usage in MQL5 programs. The L1 filter enables extraction of piecewise-linear trends that

The Quantitative Microstructure Matrix (SMC / FVG / Z-Score Engine) : Stop trading retail noise. This is an institutional-grade, asynchronous multi-asset scanner. It combines True Fractal CHOCH, Z-Score volumetric anomalies, and Fair Value Gap (FVG) validation to detect high-probability Order Blocks

Check out the new article: Dingo Optimization Algorithm Modification (DOAm) . The custom modification of the Dingo algorithm presented in the article has raised the bar for finding the best optimization algorithm. Are even better results possible? Let's ask ourselves: are there population-based

Session-Based Liquidity Breakout : Session-Based Liquidity Breakout & Fibonacci Retracement Strategy (often used in Forex or Crypto trading). It simplifies trading by avoiding complex Smart Money Concepts (SMC) like Order Blocks or Fair Value Gaps, relying instead on Asian Session liquidity, timing

New article How to Post a Product in the Market is published: Publish your interesting applications in the Market, and they will be immediately available to all traders who use MetaTrader 5 worldwide. The Market is a great opportunity to earn, with an immediate transfer to the account and convenient

BlueMoon : BlueMoon EA is an MT5 Expert Advisor that combines EMA Envelope entries with adaptive basket management, progressive position sizing, spread filtering, drawdown protection, and automatic trade recovery for hedging accounts. Author: Henry Asaba Achankeng

Larry Williams XGBoost Onnx : adoption of Larry William's method using AI Time-Series XGBoost Author: Taufiqurrachman Assauqi

Check out the new article: Defining your Edge (Part 1): Using a Discrete Fourier Transform and a Spiking Neural Network in a Trading Robot . In this article we make the case for pairing the Discrete Fourier Transform with a Spiking Neural Network in a Trading Robot. The Fourier Transform helps

Nikkei 225 Gap Continuation EA : The Nikkei 225 Gap Continuation EA is a MetaTrader 5 Expert Advisor that trades bullish and bearish continuation movements after the cash-session opening gap. It combines an opening-range breakout with VWAP confirmation, automatic risk-based position sizing, partial

Check out the new article: Price Action Analysis Toolkit Development (Part 75): Building a Modular Multi-Symbol Trading Panel in MQL5 . A structured MQL5 implementation of a multi‑symbol trading panel with clear separation of concerns: symbol handling, trading logic, and GUI. Integrated into an

IronHawk Microstructure Engine (SMC) : Tired of cluttered charts and fake Order Blocks? Welcome to the institutional standard. Engineered by the IronHawk Quant Team, the Pro Microstructure Engine is an advanced, object-oriented MQL5 indicator designed to decode Smart Money Concepts (SMC) directly on

ASQ Command Desk : ASQ CommandDesk is a professional order management panel for manual traders on MetaTrader 5. You make the trading decisions — CommandDesk handles execution, risk control, and exit management automatically. Author: Muharrem Rogova

Check out the new article: Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester . Learn how to build a manual backtesting EA for MetaTrader 5's visual tester by adding chart buttons with CButton, executing orders through CTrade, and filtering positions with a magic number

Check out the new article: Multi-Threaded Trading Robot with Machine Learning: From Concept to Implementation . The article presents a step-by-step development of a multi-threaded trading robot with machine learning in Python and MetaTrader 5. The system architecture is considered – from data

ADX Trend Pullback EA : This Expert Advisor combines an ADX-based trend strength filter with an EMA pullback entry technique, using ATR for dynamic stop loss and take profit sizing. It is designed for trading a single symbol with one position open at a time. Author: Duy Van Nguy

CExecutionSafety - Ping + Execution Latency Guard for MQL5 EAs : Include class that validates combined terminal ping + execution latency before trade operations. Returns false if threshold is exceeded. Author: Dennis Muchiri Miano

EA KCI N-Matrix engine : The Apex of Algorithmic Grid & Kinetic Momentum. Welcome to the KCI Native Matrix Engine—a merciless, mathematically driven algorithmic behemoth built natively for MetaTrader 5. Engineered for High-Frequency Trading (HFT) environments, this EA strips away bloated standard

Check out the new article: Digital Signal Processing for Traders (Part 2): The Dominant Cycle, MAMA, and a Regime-Switching Expert Advisor . In Part 2 we measure the market's dominant cycle using Ehlers' Hilbert-transform homodyne discriminator and wrap it as an indicator. We then build the MESA

Check out the new article: Execution Cost Sensitivity Analyzer . Backtests often understate spread, commission, and slippage. This MQL5 analyzer loads closing deals and simulates rising execution costs to measure robustness. It computes the breakeven cost per deal, the cushion over an assumed cost

Check out the new article: A Symbol Metadata and Trading Hours Cache in MQL5: Eliminating Redundant SymbolInfo Calls in Multi-Symbol EAs . This article presents CSymbolMetaCache, an MQL5 layer that preloads contract specifications and trading-session schedules for monitored symbols at EA startup and

Check out the new article: Broker Reality Check (Part 1): Why Your EA Works on a Demo and Breaks on a Client's Broker . Your Expert Advisor runs clean on your demo, then throws errors on a client's broker and quietly stops trading - and the code never changed. What changed is the broker's rulebook

New article Better Programmer (Part 07): Notes on becoming a successful freelance developer has been published: Do you wish to become a successful Freelance developer on MQL5? If the answer is yes, this article is right for you. Do not apply for a job that you are not sure how you are going to do

Check out the new article: Building an Interactive AnchorFlow Volume Profile Indicator (MTF) in MQL5 . We implement an interactive, anchored multi-timeframe volume profile in MQL5 for MetaTrader 5. The indicator draws the current-timeframe profile on the main chart and a higher timeframe profile in

Consecutive Bars (with history) indicator for MT5 : An oscillator that shows 2 line studies: 1 for consecutive up bars, and 1 for consecutive down bars. Author: Ryan L Johnson