Articles, Library comments - page 3

Check out the new article: Forecasting in Trading Using Grey Models . The article discusses the application of Grey models to forecasting financial time series. We will consider the operating principles of Grey models and the specifics of their application to financial series. We will also discuss

Check out the new article: Gaussian Processes in Machine Learning (Part 2): Implementing and Testing a Classification Model in MQL5 . In this section, we will look at the implementation of the key interfaces of the library of Gaussian processes in MQL5: IKernel, ILikelihood, and IInference. We will

Confirmed Swing Points Helper : A small educational MetaTrader 5 indicator that marks confirmed swing highs and lows and labels market structure as HH, HL, LH and LL. Author: Talal N Z Aljarusha

Clock : The indicator displays three variants of time in the chart: local, server and GMT! Fig.1 The Clock indicator Author: Nikolay Kositsin

Spread Calculator : Spread calculator is created to display the current spread on any currency pair on the chart. Author: Opengates Success International

XAUUSD Spread Alert Utility MT5 : Educational MT5 chart utility that monitors XAUUSD spread on the chart and alerts when spread rises above user-defined warning or danger levels. Author: Brijesh Jaiswal

SL-TP Values : Indicator displays the value of defined stop loss and or take profit in the deposit currency. Note: It calculates an estimated value based on a simple calculation and does not take into account brokerage commissions. Author: Livio Alves

Radix sort (The fastest numeric sort) : Sorts the values of a one-dimensional numeric array in the ascending order. It is 3-10 times faster than any other sorting algorithm. Author: amrali

OnChart Candle Countdown Clock : On-Chart Candle Countdown Clock is a simple indicator created to display the countdown timing of the last candle on any time frame. Author: Opengates Success International

Check out the new article: Linear Regression Prediction Channels in MQL5: Constructing Statistically Grounded Confidence and Prediction Bands . The article implements rolling OLS regression channels in MQL5 and computes confidence and prediction bands with Student's t critical values instead of a

Check out the new article: The MQL5 Standard Library Explorer (Part 13): Implementing the Math Solvers Library in Trading . We present a complete workflow for adaptive filtering in MQL5 using the CNlEq Levenberg–Marquardt–like solver. The EA fits a VAMAC model—two EWMAs with an ATR‑based scaling—by

Check out the new article: Meta-Labeling the Classics (Part 2): Filtering and Sizing ADX Trades . The DI crossover often triggers in ranges where +DI and -DI oscillate without persistence. We build a two-layer hybrid: Optuna's TPE optimizes a regime gate over ADXR threshold, DI lookback, and minimum

Check out the new article: Designing a Strategy State Machine in MQL5: Replacing Nested If-Else Logic with Formal States . Nested if-else logic inside OnTick() creates implicit states that are hard to isolate, debug, and extend without regressions. A formal finite state machine in MQL5 uses an

Check out the new article: MQL5 Trading Tools (Part 38): Adding a Tabbed Settings Window for Editing Object Properties . We add a tabbed settings window opened from the ribbon and bound to the selected object. The tabs — Style, Text, Coordinates, and Visibility — are built from the same descriptor

Check out the new article: From Cloud to Complex: The Vietoris-Rips Filtration in MQL5 . We turn a price-embedded point cloud into a Vietoris–Rips filtration and its boundary matrix. The article enumerates vertices, edges, and triangles with filtration values, sorts them in entry order, and builds

Check out the new article: Interactive Supply and Demand Zone Manager in MQL5 (Part II): Event-Driven Architecture and Persistent Lifecycle Logging . This article advances the stateful supply and demand zone framework for MetaTrader 5 by replacing polling with an event-driven model based on

Check out the new article: Neural Networks in Trading: Skill Hierarchy for Adaptive Agent Behavior (Final Part) . The article discusses the practical implementation of the HiSSD framework in algorithmic trading tasks. It explains how the skill hierarchy and adaptive architecture can be used to build

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: MQL5 Wizard Techniques you should know (Part 98): Using an Unscented Kalman Filter and a Capsule Network in a Custom Signal Class . This article presents 'CSignalUKFCapsNet', as a custom class coded in MQL5. This class is meant to be used with the MQL5 Wizard when

Check out the new article: Quantum Neural Network in MQL5 (Part III): A Virtual Quantum Processor Based on Qubits . The article focuses on creating a trading system with a real quantum simulator instead of mathematical analogies. The system uses 3 virtual qubits, quantum gates and superposition

Check out the new article: Encoding Candlestick Patterns (Part 3): Frequency Analysis for Single Candlestick Type Structure . This article introduces a frequency-analysis framework for encoded candlestick patterns in MQL5. By transforming candlesticks into alphabetic symbols, historical price action

Check out the new article: CSV Data Analysis (Part 5): Real-Time CSV Streaming from Live MetaTrader 5 Sessions . This article describes a live data export framework for MetaTrader 5 built around a decoupled, three‑layer design. The MQL5 component batches bar and tick records via a write buffer and

Check out the new article: Market Simulation: Getting Started with SQL in MQL5 (V) . In the previous article, I showed how to proceed in order to add a query mechanism. This was needed so that, inside MQL5 code, you could fully use SQL and retrieve results when executing a SQL SELECT ... FROM query

Check out the new article: From Basic to Intermediate: Object Events (II) . In this article, we will look at how the last three types of events generated by an object work. Understanding this will be very interesting, because in the end we will do something that may seem crazy to many people, but it

Check out the new article: Community of Scientists Optimization (CoSO): Practice . We resume the topic of optimization by the scientific community. CoSO should not be viewed as a ready-made solution, but as a promising research platform. With proper development, CoSO can find its niche in tasks

New article MetaTrader 5 on macOS is published: We provide a special installer for the MetaTrader 5 trading platform on macOS. It is a full-fledged wizard that allows you to install the application natively. The installer performs all the required steps: it identifies your system, downloads and

Check out the new article: Market Microstructure in MQL5: Order Flow (Part 6) . This article adds six order-flow functions and a new OrderFlowAnalysis struct to MicroStructureFoundation.mqh: VPINOHLC, signed flow imbalance, trade intensity versus a 20-session baseline, a late-minus-early smart-money

Check out the new article: How to Detect and Normalize Chart Objects in MQL5 (Part 3): Alerting and Automated Trading from Manually Drawn Objects . This article extends the chart‑object detector into a modular monitoring and execution layer. It defines objective interaction rules (touch, cross

Check out the new article: Beyond GARCH (Part VI): Fractional Brownian Motion And The Multiplicative Cascade in MQL5 . This article implements the MMAR Simulation Engine that turns fitted parameters (H, distribution, coefficients, sample volatility) into synthetic price paths. It builds multifractal

Check out the new article: Price Action Analysis Toolkit Development (Part 74): Building an MQL5 Expert Advisor from Indicator Buffers . This article implements an MQL5 Expert Advisor that connects to a weekend gap indicator via iCustom and CopyBuffer, reading six buffers for buy/sell signals and