Articles, Library comments - page 3

Gold Breakout EA for XAUUSD H4 +90 Percent in a 2020 to 2026 Backtest : A Turtle-style breakout EA for gold. It buys when an H4 bar closes above the 20-bar high in an uptrend, with a 2 ATR stop and a 2R target. Backtested on XAUUSD from January 2020 to September 2026: +9,029.72 on 10,000 at 1% risk

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

Check out the new article: Beyond GARCH (Part III): Building the MMAR and the Verdict . With the multifractal parameters from Part 2 in hand, this article builds the full MMAR process. We construct the multiplicative cascade for trading time, generate Fractional Brownian Motion via Davies-Harte FFT

Arixis Backtest Robustness Analyzer : A free open-source MT5 utility for analyzing historical trading performance beyond Profit Factor. Author: Abel Masferrer Vinolas

Check out the new article: Neural Networks in Trading: A Unified View of Space and Time (Conclusion) . The Extralonger framework demonstrates a unique ability to integrate spatial and temporal factors into a single model, ensuring high forecast accuracy. Its architecture allows it to adapt to

Check out the new article: Profit Factor Stability Chart Across Rolling Windows in MQL5 . A modular MQL5 toolkit computes and visualizes rolling Profit Factor over fixed trade-count windows. It presents the statistical motivation, an incremental algorithm that avoids recomputation, and a dedicated

Population-based optimisation algorithms : Population-based optimisation algorithms are collected here. The archive contains all necessary files to run the algorithms on test functions. Author: Andrey Dik

Check out the new article: Beyond REST and ZeroMQ: Building a gRPC/Protocol Buffers Bridge for Real-Time MetaTrader 5–Python Inference . This article defines a Protocol Buffers contract for the MetaTrader 5-Python boundary and implements a length-prefixed Protobuf-over-TCP client in MQL5, since MQL5

Check out the new article: Self-Exciting Markets: Building a Hawkes Process from Scratch . Volatility arrives in clusters: one large move makes the next large move more likely, and quiet spells stay quiet. This article builds a Hawkes self-exciting point process in pure MQL5 to measure that effect

Buy GBPJPY Every Monday. That's the Whole Strategy. : A free, fully open EA: buy GBPJPY every Monday at 11:00 server time (04:00 New York), close at 23:00. Stays profitable in backtest with the entry anywhere from 09:00 to 13:00. Attach to GBPJPY M1. Author: Tomasz Wojciech Forszpaniak

Check out the new article: Architecture for Collective Trading Decisions by AI Agents . The article describes the architecture of a multi-agent trading system based on the grok-4-fast language model, in which, instead of a single system prompt, four independent analysts with fundamentally different

Repaint Inspector : Measures whether an indicator repaints instead of trusting the claim. It re-reads the buffers of any custom indicator on bars that have already closed and counts every value that changes, appears or disappears, with the furthest shift back at which that still happens. Verdict per

PropFirm Risk Guardian MT5 – Account-Wide Risk Protection EA : Account-wide MT5 risk protection EA for prop-firm and personal accounts. Monitors daily and overall drawdown, position losses, safety buffers, and automatically protects the account when configured limits are reached. Author: Rahul

Market session indicator lines for scalpers : Quickly view each and every individual market's open and close times. Very important for short term scalping. I own the copyright, if anyone modifies or uses this it must stay free. Comments and feedback welcome. Author: classicaltrading

Edge Drift Detector : Tests whether live closing deals still match the backtest of an Expert Advisor. A bootstrap-calibrated CUSUM detector raises an alarm and estimates when the drift began, a two-window check separates a short dip from a lasting decline, and an expectancy decomposition shows

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

Terminator_v2.0 : Initial position opens by indicator signals (there are six variants). If loss position occurs, adding with the increasing lot performs Author: Дмитрий

Keltner channel - smooth ATR : Keltner channel - smooth ATR Author: Mladen Rakic

Triangle Hedge : Opens a virtual hedge position in MetaTrader 5. Author: Atsushi Yamanaka

Better volume : Better Volume is an advanced indicator designed to analyse the behaviour of volume on price charts. It combines volume information with metrics such as candlestick range and moving averages to identify important patterns in the market, such as buy/sell climaxes, churn and weak

New article How to Buy a Trading Robot on MQL5 Market? is published: Now you also can use trading robots and any technical indicators with MetaTrader 5. All you need to do is to launch MetaTrader 5 trading terminal and open Market tab of Toolbox window. Author: MetaQuotes

Check out the new article: From Deal History to Hazard Curves: Survival Analysis Applied To Strategies . This article reframes performance from unconditional win rate to conditional probability given survival time. It introduces an MQL5 library, an on‑chart indicator, and a demo Expert Advisor that

Check out the new article: Encoding Candlestick Patterns (Part 5): Expanding Taxonomy of Candlestick for General Pattern Frequency Analysis . This article extends the candlestick encoding framework by separating previously unclassified bullish and bearish candlesticks into distinct symbols. Using an

Check out the new article: Neural Networks in Trading: A Unified View of Space and Time (Global-Local Attention) . We are continuing our work on implementing the approaches proposed by the authors of the Extralonger framework. This time, we will focus on building a Global-Local Spatial Attention

Check out the new article: Competitive Swarm Optimizer (CSO) . The article discusses the Competitive Swarm Optimizer — a swarm optimization algorithm based on an extremely simple idea: agents are randomly paired, and the loser learns from the winner and is drawn toward the center of the swarm. In

SMC Entry Using structure : Market Structure & Smart Trade Tracker (MT5) An advanced all-in-one Smart Money Concepts (SMC) indicator that combines automated market structure mapping, momentum heatmap candles, and institutional trade execution tracking. Author: Asma Batool

Spread Profile by Hour : Shows the real spread for each server hour, measured from your broker's own tick history: median and 90th percentile per hour, optional cost as a share of your stop and per lot, and CSV export. Author: Quoc Dat Quach

Symbol Spec Auditor : A chart panel that shows the contract specification details that decide position size and trading cost (point value, spread cost, margin, swap, execution rules) in the account currency, warns about broker settings that silently break lot-size code, and exports the audit of

Check out the new article: Working with ONNX Models in MQL5 (Part 2): Drawing the Model Graph on an Interactive Chart Panel . We turn the ONNX reader into an interactive graph viewer on a MetaTrader 5 chart. The parser is extended to carry tensor shapes and node attributes, and a canvas with

Check out the new article: Price Action Analysis Toolkit Development (Part 78): Extending the Indicator Search Panel with Symbol Selection in MQL5 . We continue enhancing our modular indicator search panel by adding symbol selection capabilities. The implementation allows users to search for