Articles, Library comments - page 3

Check out the new article: Real-Time Polynomial Regression: A Causal Savitzky-Golay Implementation for MQL5 . We adapt the Savitzky–Golay filter to a strictly causal, real-time form for MQL5 and derive the fixed coefficients for end-point evaluation. The article provides a full indicator and an

Check out the new article: Machine Learning Under Constraint (Part 4): The Stop-Loss Ceiling Meets the Optimal Trading Rule Search . The article constrains the optimal trading rule by a prop-firm stop-loss ceiling and corrects OU fitting by pooling within-trade pairs per AFML eq. 13.6. We apply the

Pending Panel MT5 — One-Click Pending Orders with OCO : A chart panel for MT5 that places Buy Limit, Sell Limit, Buy Stop and Sell Stop pending orders with one click. Volume, distance and optional SL/TP are set on the panel; OCO cancels the opposite order automatically. Includes bulk delete, a live

Check out the new article: Population-Based Optimization Algorithms: Building a Defense Against Cheaters . The algorithms were rerun on the updated functions, and a method was proposed for quickly verifying their "honesty". The composite test combines five different landscapes and eliminates the

Trend Buy/Sell Zones with Auto Lot Size - Risk Panel : Highlights potential buy zones in uptrends and sell zones in downtrends on closed candles (no repainting), with automatic lot size for your balance and a daily loss guard. Author: Alban Haxha

Institutional Ornstein-Uhlenbeck Equilibrium Matrix : An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion. Author: Amanda Vitoria De Paula Pereira

GM Matrix Monitor — read-only risk dashboard for your EA matrix : Read-only panel showing per-magic net P/L, account drawdown, daily-loss breaker progress and freeze/liquidate thresholds. Does NOT trade. Author: QuantDev _CN

TesterStats: Strategy Tester report statistics in MQL5 code : Calculates the Strategy Tester report statistics from the deal history, including Z-Score, AHPR, GHPR, LR Correlation and LR Standard Error, which TesterStatistics() does not return. Checked value by value against the tester. Author

Check out the new article: Benchmark Champions vs. Real-World Optimization Problems . We analyze why ratings may be inflated due to the alignment of algorithm trajectories with benchmark diagonals, and we supplement the testing methodology with a requirement to keep the global extremum away from the

Non-Repainting Fair Value Gap Detector : Non-repainting three-bar Fair Value Gap detector for MetaTrader 5. Closed-bar detection, the 50% Consequent Encroachment level, mitigation as an explicit state machine, incremental scanning, and a built-in self-audit that re-checks the stored gap levels

MultiTester : Multiple runs/optimisations in Tester. Author: fxsaber

Check out the new article: Hyperdimensional Computing: Learning in One Integer Add, and the Nulls That Judge It . A complete Hyperdimensional Computing library for MQL5 implements bind, bundle and permute over 4096‑bit hypervectors, graded level ladders for quantities, an encoder for bars and

Check out the new article: Diebold-Mariano Testing in MQL5: Validating Predictive Edge Across Instruments and Models . The article shows how to compare two trading forecasters in MQL5 using the Diebold–Mariano test with HAC‑corrected variance and the Harvey–Leybourne–Newbold adjustment. It explains

Check out the new article: Neural Networks in Trading: Adaptive Perception of Market Dynamics (STE-FlowNet) . The STE-FlowNet framework offers a new perspective on financial data analysis by responding to actual market events rather than fixed timeframes. Its architecture preserves local and

Check out the new article: Native Gaussian Process Regression in MQL5: Short-Horizon Price Forecasting with Uncertainty Bands . The article rebuilds a Gaussian Process forecaster in native MQL5 around market-state inputs and direct horizon log-return targets. It employs a Matern 3/2 kernel

Check out the new article: The Kalman Filter for Price Smoothing: An Exact Implementation in MQL5 . This article implements the scalar Kalman Filter for price smoothing in MQL5 using the standard local-level model and the exact prediction–update equations. It explains how process and measurement

Check out the new article: Building a Position Lifecycle Manager in MQL5 (Part 2): Managing Manual and Multi-Symbol Positions . This update adds manual position adoption and multi-symbol lifecycle management. The manager detects and tracks positions regardless of the chart, applies initial

Check out the new article: Uncertainty as a Model (Part 5): The Basics of Regression . A practical introduction to time series regression models: regression on a constant and simple regression with deterministic, exogenous, and endogenous regressors. It describes the key steps in the diagnostic

Manual Trade Pad for Strategy Tester : A Lightweight Manual Trading Panel for MetaTrader 4 — Live Trading and Strategy Tester Author: Amirhossein Heydarijokani

Session Range Breakout: Asia, London and New York high/low levels : Session Range Breakout draws the high and low of up to three intraday sessions (Asia, London and New York by default) and extends each level to the right with optional H/L labels and a range rectangle. Session hours, names and

TSCombo5 : Geminis, Mistral, Claude & Perplexity UNITED!! Author: Rodrigo S. Franco

Check out the new article: Building a Prop-Firm Compliance Monitor in MQL5 (Part 1): Account Rules and Persistent Settings . Establishes the persistence foundation for a prop-firm compliance EA in MetaTrader 5. It introduces rule inputs and status enums, separates live account state from stored

Copilot Adaptive Regime Candles : by Copilot AI Author: Rodrigo S. Franco

Grok Swing Color Pro MT4 : by Grok AI Author: Rodrigo S. Franco

Adaptive Market Structure : OpenAI Trend-Following Trading System Author: Rodrigo S. Franco

ICT Kill Zones - Asian, London, New York in New York time, with summer time : ICT kill zones (Asian, London, New York, London Close) at the right New York hours on any broker, with US and EU summer time. High / low boxes, levels until price takes them, midnight open. Alerts and buffers for EAs

Order Blocks and Breaker Blocks (SMC) - no repaint, with mitigation and alerts : Marks the order block behind each break of market structure (the last opposite candle before the move), tracks when it is used and turns failed blocks into breaker blocks. No repaint. Alerts and buffers for EAs. Author

XlsxWriter: Excel .xlsx files from MQL5 without DLL : An include file that writes real Excel workbooks (.xlsx) from MQL5 without DLLs: several sheets, numbers, text and real Excel dates, a frozen bold header and filters. Example script: the account deals and the daily results to Excel. Author

Failed Breakout Detector : Marks breakouts of the recent trading range and the breakouts that fail (price closes back inside within a few bars). Closed bars only, alerts, buffers for iCustom. Author: Sergej Michajlik

Quantum Apex Color : Algorithm by DeepSeek AI Author: Rodrigo S. Franco