Articles, Library comments - page 3

Check out the new article: Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5 . The article guides in demonstrating an automated algorithm based on EMA Crossovers for MetaTrader 5. Detailed information on all aspects of demonstrating an Expert Advisor in MQL5 and testing it in

Check out the new article: Trade Duration vs Profitability Scatter Plot Indicator in MQL5 . The article presents a compact dashboard that relates trade duration to net profit using MQL5 and CCanvas. It pulls closed deals, derives duration in minutes, and renders a log‑scaled scatter by symbol, with

Check out the new article: Neural Networks in Trading: Robust Trading Signals in Any Market Regime (ST-Expert) . In this article, we will explore the ST-Expert framework, which ensures the robustness of forecasts under market uncertainty by taking local and global dependencies in time series into

Asian Range Sweep Indicator with a Built-In Win Rate Scorecard : Marks the Asian session range, signals when London or New York sweeps one side of it and reverses, and keeps a scorecard of how every past signal ended in R, spread included. Non-repainting, with buffers ready for an Expert Advisor

Stochastic Daily Breakout for Gold, +245 Percent in a 2021-2026 Backtest : Gold EA that trades both directions: when the stochastic signal line turns, it places a stop order at yesterday's high or low, filtered by a Bollinger band. Self-contained, no custom indicators. Real-tick backtest on XAUUSD

Broker Session Schedule Inspector MT5 : Read-only broker-native trading-session inspector with current status, next transition, multi-symbol scope, and CSV export. Author: Usamah

ATS Liquidity City - liquidity pools and sweeps, drawn as a neon city : Shows where stops are likely resting and which ones were just taken. Liquidity pools = confirmed swing highs and lows that price has not traded through yet, equal highs/lows (a bigger pool) and yesterday's high and low. When a

Prop Firm Risk Calculator - Position Size and Loss Limits : Calculates position size and daily / max loss limits for prop firm accounts and shows them in a panel on the chart. Author: Amedeo Nustriani

Check out the new article: Building a Market Behavior Analyzer in MQL5 . We outline a modular analyzer for MetaTrader 5 that separates detection, interpretation, and visualization. The engine identifies swing highs and lows, assigns structural labels, evaluates impulses and pullbacks, and stores

Check out the new article: From Novice to Expert: Trading Multi-Symbol Basket . The article develops a multi-symbol basket EA that standardizes prices, derives PCA weights with native MQL5 matrices, forms a synthetic spread, and trades z-score deviations from a rolling mean. It validates symbols and

Broker Contract Change Watch MT5 : Tracks changes to 18 broker contract properties against a saved baseline, with before and after values, a chart panel and a local CSV audit trail. Author: Waseem Shahrukh

Check out the new article: Implementing and Comparing Five Historical Volatility Estimators in MQL5 . The study implements five historical-variance estimators in MQL5 and evaluates their one-session-ahead persistence forecasts for EURUSD D1 sessions using an M1 realized-variance proxy. Deterministic

Check out the new article: Intrinsic Time: From the Directional-Change Scaling Laws to the Alpha Engine . The article implements intrinsic-time analysis in MQL5: an event-based directional-change operator that splits ticks into directional-change and overshoot sections. We reproduce the core scaling

Check out the new article: How to Connect an LLM to an MQL5 Expert Advisor via a Python Server . The article examines three key obstacles to integrating LLMs with MetaTrader 5: the lack of direct access, strict rate limits, and API key security given the architectural limitations of MQL5. A

New article New Article Publishing System at the MQL5.community is published: We present you a new article publishing system at the MQL5.community. In the new system, we have tried to make the whole process of article writing clear and comfortable by breaking it into several steps. At each step we

Check out the new article: Money Management in MQL5 (Part 1): Kelly Position Sizing from the Strategy's Own Edge . This article applies the Kelly criterion to position sizing in native MQL5. It presents a reusable CKelly class that estimates win rate and payoff from closed deals, derives the Kelly

Check out the new article: Creating a Cairo-Inspired Graphics Library for MetaTrader 5 (Part 5): Fill Rules, Holes and Borders . Part 5 adds a fill rule to the rasterizer and a stroke helper to the path. The engine now supports both non-zero and even-odd fills via a single enum parameter, enabling

Mirror Hedge EA (Same terminal and account only) : Mirrors trades opened, modified, and closed by another EA on the same hedging account, selected by magic number. By default it inverts direction (Buy↔Sell, SL↔TP), so you can forward-test the reverse of a strategy with real spreads, slippage, and

Alpha Engine: Intrinsic-Time Coastline Trader : A port of the Olsen group's Alpha Engine: eight limit-order agents trade intrinsic-time directional changes on a hedging account. They add on overshoots and trim at a profit on reversals. Author: Muhammad Minhas Qamar

New article Payments and payment methods is published: MQL5.community built-in services offer great opportunities both to MQL5 developers and ordinary traders with no programming skills. But all these features can't be implemented without in-house secure payment system, that provides a convenient

Check out the new article: How to Implement Competition Among LLM Agents in MetaTrader 5 . The article describes a competitive architecture for MetaTrader 5 in which ten LLM agents, each with different trading rules, manage their own capital and open independent positions using unique magic numbers

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: 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