Articles, Library comments - page 3

Check out the new article: Strategy Configuration via External JSON Files in MQL5: Replacing Input Parameters with a Runtime Config Loader . The article presents CJsonConfigLoader and a typed SStrategyConfig that move EA inputs to a shared JSON file. A hand-written, quote-aware tokenizer parses a

Check out the new article: Getting Started with MQL5 Algo Forge . We are introducing MQL5 Algo Forge — a dedicated portal for algorithmic trading developers. It combines the power of Git with an intuitive interface for managing and organizing projects within the MQL5 ecosystem. Here, you can follow

Check out the new article: From Option Chain to 3D Volatility Surface in MetaTrader 5 . This article walks through creating an MT5 indicator that ingests option chains from native symbols or CSV, inverts prices to implied volatility via a hybrid Newton–Raphson/bisection method, and assembles a clean

Check out the new article: N-BEATS Network-Based Forex EA . Implementation of the N-BEATS architecture for Forex trading in MetaTrader 5 with quantile forecasting and adaptive risk management. The architecture is adapted through bilinear normalization and specialized loss functions for financial

Check out the new article: Interactive Supply and Demand Zone Manager in MQL5 (Part III): Zone Analysis, Stateful Interaction, and Pending Event Management . We extend the stateful supply and demand framework for MetaTrader 5 with a quantitative admission model and a dedicated interaction engine

Check out the new article: Role of random number generator quality in the efficiency of optimization algorithms . In this article, we will look at the Mersenne Twister random number generator and compare it with the standard one in MQL5. We will also find out the influence of the random number

Check out the new article: Persistence Entropy as a Market Regime Indicator in MQL5 . This article turns the verified TDA pipeline into a live MQL5 indicator. It reduces each price window to two persistence-entropy lines (H0 and H1), computes a normalized loop-strength metric with an adaptive

Check out the new article: Building an Object-Oriented Order Block Engine in MQL5 . The article presents a production-oriented Order Block engine for MQL5 packaged as an include class, it validates zones via displacement and market structure break, maintains mitigation state only on closed bars, and

Check out the new article: Encoding Candlestick Patterns (Part 4): Frequency Analysis for Double-Candlestick Structures . This article extends single-candlestick analysis to ordered double-candlestick patterns using an MQL5 script. The script encodes candles into symbols, extracts every consecutive

The Cronex T Demarker GF indicator: Variation of the DeMarker indicator Author: Sergey Kazachenko

Shved Supply and Demand: The indicator showing the supply and demand zones. Author: Vasyl Nosal

New article Order Strategies. Multi-Purpose Expert Advisor is published: This article centers around strategies that actively use pending orders, a metalanguage that can be created to formally describe such strategies and the use of a multi-purpose Expert Advisor whose operation is based on those

Institutional GARCH(1,1) Volatility Forecaster : A predictive quantitative engine that replaces lagging retail ATR, it utilizes the Nobel-prize-winning GARCH(1,1) econometric model to mathematically forecast future market volatility and variance. Author: Amanda Vitoria De Paula Pereira

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

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

MA Gauge Pro - AKM : Dynamic approach vastly outperforms relying on a single MA. Author: Amarnath Kondiyan Mohan

Shved Supply and Demand : This is MQL5 version of Shved Supply and Demand written by Shved and upgraded by eevviill7. Author: Behzad Movaghar

Aegis Quantum Lite : Educational MT5 Expert Advisor using completed-candle EMA 9/21 alignment and RSI 14 filtering, with fixed-lot execution and a compact black-and-gold dashboard. Author: Cheng Kah Seng

Alpha Beta Channel - AKM : 1. The Core Tracking Engine (Alpha-Beta Filter)At its core, the indicator utilizes an Alpha-Beta filter—a lightweight, steady-state version of a Kalman filter designed to track position and velocity.Predictive Calculation: Instead of simply averaging past prices like an

Check out the new article: From Python to MQL5: A Journey into Quantum-Inspired Trading Systems . The article explores the development of a quantum-inspired trading system, transitioning from a Python prototype to an MQL5 implementation for real-world trading. The system uses quantum computing

Check out the new article: Analyzing the Hourly Movement of Trading Symbols and Their Spreads in MetaTrader 5 . The ProSpread seasonality index indicator with a Moving Average is a technical analysis tool that identifies seasonal patterns in price movements, analyzes price behavior during specific

Check out the new article: MQL5 Trading Tools (Part 40): Adding SQLite Persistence and Per-Timeframe Visibility to the Canvas Drawing Layer . We add SQLite persistence to the canvas tools, saving every drawing and the entire UI session per symbol, then restoring them on startup so the workspace

Check out the new article: Measuring What Matters (Part 2): Building the Covariance Matrix: Eigenvalue Decomposition and Risk Factor Analysis in MQL5 . In Part 2, we introduce a reusable CCovarianceMatrix class that computes and stores a covariance matrix from raw return series using MQL5's native

Check out the new article: Building a Traditional Daily Pivot Point Indicator in MQL5 . This article develops a rule-based daily pivot point indicator in MQL5 that uses the previous trading day's high, low, and close values to generate pivot, support, and resistance levels. It details historical

Check out the new article: How to publish code to CodeBase: A practical guide . In this article, we will use real-life examples to illustrate posting various types of terminal programs in the MQL5 source code base. To publish your code in CodeBase, you only need to follow a few simple steps and

Check out the new article: Artificial Atom Algorithm (A3) . The article describes implementation of the A3 algorithm - a metaheuristic optimization method inspired by chemical processes - in MQL5. Only two adjustable parameters, compactness and a small population, ensure high operating speed with

Check out the new article: Market Simulation: Position View (III) . In previous articles, we mentioned that sometimes we need to set a value for the ZOrder property. But why? The reason is that many pieces of code that add objects to a chart simply do not use, or more precisely do not define, a

Check out the new article: From Basic to Intermediate: Working with Files in the MetaTrader 5 Sandbox . Do you know what a sandbox is? Do you know how to work with it? If the answer to either of these questions is “no”, read this article to understand the basic operating principle of a sandbox. You

Alpha Beta Trend + Dashboard - AKM : Variable Configurations to TestScalper Setup: Try an $\alpha$ of 0.45 and a $\beta$ of 0.12. The dashboard cells will flash changes rapidly, reacting instantly to short-term pullbacks.Swing Configuration: Lower the values to an $\alpha$ of 0.15 and a $\beta$ of

RiskSizer Panel Lite MT4 - Risk Percent Lot Calculator With One Click Buy Sell : RiskSizer Panel Lite is a simple MT4 trading panel that calculates an estimated lot size based on your risk percent. Drag two chart lines to set SL/TP, then use one-click BUY/SELL for fast manual execution. Author: The