Articles, Library comments - page 3

Check out the new article: Surrogate Data Testing: A Null Model for Any Statistic, and Why Shuffling Bars Is Not One . We implement surrogate testing for indicators in MQL5: generate synthetic series that match your data's distribution and spectrum, score any statistic, and locate the observation

Check out the new article: Evolutionary Selection of LLM Agents in MetaTrader 5 . The article describes the architecture of a trading system consisting of 20 Grok (xAI)-based LLM agents, each of which embodies a unique trading philosophy — from pure momentum to a statistical z-score. The system

Check out the new article: Price Action Analysis Toolkit Development (Part 85): Visualizing and Reviewing Validated Double-Bottom Samples . This part adds a visual review layer to the double-bottom workflow. It checks the chart context, moves to the recorded period, and renders the range, two

Check out the new article: Institutional-Grade Multi-Currency Portfolio Engine in MQL5 (Part 2): Instrument Universe Management and Symbol Metadata . This article adds a symbol metadata layer to the MQL5 portfolio framework, normalizing contract specifications across instruments with different tick

APB Channel EA — Heikin-Ashi reversal with channel confirmation and swing-structure stops : A complete, self-contained trend-reversal Expert Advisor for gold and silver. It waits for an averaged-bar colour flip to mark a possible reversal, then requires price to close back inside a volatility

Check out the new article: Does Your EA Depend on Candle Boundaries? A Shifted-Bar Stress Test in MQL5 . The framework evaluates boundary sensitivity by rebuilding shifted target-timeframe bars from completed M1 sources and running one Strategy Tester pass for each boundary offset. It includes a

Check out the new article: Feature Neutralization in MQL5: Orthogonalizing Trading Signals Against Confound Factors . We implement feature neutralization so your signal is evaluated without volatility/trend confounds. The core is a native MQL5 rolling OLS engine using Gauss-Jordan elimination and

Check out the new article: Neural Networks in Trading: Training Deep Spiking Models (Spike Integration) . The article presents a practical implementation of the key components of the SEW-ResNet framework using MQL5. The use of dynamic arrays and spiking mechanisms enables flexible model architecture

Monday Dip EA — D1 Signals and Wednesday Exit : A long-only MT5 Expert Advisor that buys after a down Monday on closed D1 data and requests an exit after Wednesday’s daily close. Includes optional IBS and SMA filters, fixed-lot sizing, and a percentage-based stop loss. Author: chen guang

Marginal Drawdown Contribution Analyzer : A script for accounts that run several Expert Advisors or configurations. It aggregates the net result of each configuration (magic number, or magic number and symbol) per calendar day and measures how much each one contributes to the portfolio drawdown

FXR_TripleHybridSR : Good Trading System Author: Rodrigo S. Franco

Pin-Point TrendFollowing System : MACD, OsMA, AC, AO & RVI same time slope growing/falling is the signal. Author: Rodrigo S. Franco

A manual-trade manager for MetaTrader 5: completed Renko bricks, configurable break-even and trailing Stop Loss, plus an on-chart Renko dashboard. No automatic entries. : A manual-trade manager for MetaTrader 5: completed Renko bricks, configurable break-even and trailing Stop Loss, plus an on-chart

Gold MT5 Fractal Breakout EA : A MetaTrader 5 (MT5) Expert Advisor based on breakouts of prior swing highs and lows. The EA places pending orders around confirmed fractal structures and manages each trade with defined stop-loss, take-profit, and optional position-management rules. Author: chen guang

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

Simple Anchored VWAP - Institutional Volume Benchmark : Clean and efficient Anchored VWAP (AVWAP) indicator for MetaTrader 5. Calculates volume-weighted average price from a user-defined anchor date with optional volatility standard deviation bands. Author: Maksim Ermolin

Check out the new article: Harris Hawks Optimization (HHO) . We implement the Harris Hawks Optimization algorithm in MQL5 and analyze five movement modes of agents controlled by a single parameter — the decaying escape energy E. The C_AO_HHO class is introduced; it is compatible with the unified

Check out the new article: Ollivier-Ricci Curvature: Reading the Shape of a Correlation Network, Not Its Level . The article builds an Ollivier–Ricci curvature library in MQL5 for multi‑symbol analysis. A basket becomes a correlation network, and the reading captures network geometry rather than

Check out the new article: Price Action Analysis Toolkit Development (Part 84): Validating Recorded Double-Bottom Samples . This work adds an explainable validation module to the recording toolkit for double bottoms. It finds and filters swing lows, selects the neckline, quantifies depth, low

APEX VELOCITY : ApexVelocity is a professional-grade Expert Advisor designed to capture explosive momentum in high-volatility instruments like XAUUSD (Gold). Moving away from rigid, hard-coded parameters, v1.0 introduces a robust, fully dynamic architecture that adapts to market conditions and

Check out the new article: Launching MetaTrader VPS: A step-by-step guide for first-time users . Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for

Extrapolator : Extrapolator fits a sum of sinusoidal harmonics to the recent price history and extends the fitted curve to the right of the last bar as a forecast.The forecast is a mathematical extrapolation of past cyclical behaviour, not a guarantee of future price movement. The last part of the

Local Timezones and Local Session Hours : Class to access to the local time for the specified location, as well as time zone information and the local trading session hours. Author: amrali

Check out the new article: Neural Networks in Trading: Training Deep Spiking Models (SEW-ResNet) . We invite you to explore the SEW-ResNet framework, which allows you to build deep spiking models without degradation issues and with effective gradient management. In this article, we demonstrate how

Check out the new article: Foundation Models for Trading (Part III): Running a Generative AI Forecaster Inside MetaTrader 5 . We demonstrate live forecast charting with Kronos in MQL5 and an evaluation pipeline designed to be look‑ahead‑safe. Deterministic dumps are scored per horizon against a

Check out the new article: Machine Learning Under Constraint (Part 3): De-Risking Near the Profit Target and the News-Window Rule . Position sizing that ignores proximity to a profit target or the timing of high-impact news exposes banked progress to reversal risk and misstates simulated profit near

Check out the new article: Beyond the Clock (Part 1): Building Activity and Imbalance Bars in Python and MQL5 . The article replaces clock-based sampling with López de Prado's alternative bar types and provides two aligned implementations: a unified Python module for batch tick histories and an

Check out the new article: How to Test and Customize Built-in MQL5 Programs: Envelopes with Alligator Strategy . Envelopes define percentage boundaries around a moving average, but a boundary touch alone does not identify whether the market is trending or ranging. We build

Check out the new article: Price Action Analysis Toolkit Development (Part 83): Building a Reusable Double-Bottom Pattern Library . This recorder bridges visual labeling and systematic research in MQL5. After you position a rectangle, the EA extracts the candles it spans, derives candle geometry

Opening Range Breakout with NR4 / NR7 Contraction Filters : An opening range breakout Expert Advisor that places stop orders a set distance from the session open, with optional NR4, NR7, inside-day and 3-bar narrow-range filters and a no-filter control mode for testing. Author: Panduleni Nambala