Articles, Library comments - page 3

Check out the new article: Feature Engineering for ML (Part 11): Fractal Features in Python . The article examines a Williams five‑bar fractal feature pipeline and shows how a centered rolling window creates a true look‑ahead leak. It identifies two additional silent bugs—a hardcoded shift tied to

Bloomberg FX Dashboard : This is a Bloomberg-style terminal panel on the MT5 chart, plus lines drawn on the chart (EMA, Bollinger, Donchian). Author: Marian Beceanu

Check out the new article: Integrating MQL5 with Data Processing Packages (Part 10): Deploying Python AutoML Pipelines for Strategy Testing . This article presents a reproducible MetaTrader 5 workflow: collect history, engineer nine context features, label simulated EMA crossover trades, train with

MT5 Broker Environment Report : Prints a privacy-conscious snapshot of the current MT5 broker, account, symbol and terminal environment to the Experts log for diagnostics and support. Author: Arnold Holm

AutoCloseOnProfitLoss Expert - Automatically Close All Positions on Profit/Loss : The AutoCloseOnProfitLoss Expert Advisor (EA) is a powerful automation tool for MetaTrader 5, designed to close all open positions when predefined profit or loss targets are reached Author: Duy Van Nguy

Check out the new article: Neural Networks in Trading: A Cross-Domain Time Series Forecasting Framework (Conclusion) . The article focuses on the practical implementation of the TimeFound model for time series forecasting. The key stages of implementing the framework's main approaches using MQL5 are

Double Enevlopes (Historical Gauged) : A babysitting trade management tool and system :D Author: Amarnath Kondiyan Mohan

Check out the new article: Generating a Per-Symbol Trade Analytics PDF Report from MQL5 . This article shows how to generate a dependency-free, single-page PDF report in MQL5 using only string assembly and the FILE_BIN API. The script computes per-symbol trade statistics, then renders a labeled

Check out the new article: Path Signatures for Lead-Lag Detection . Build a level-2 path-signature engine in pure MQL5 to read the lead-lag ordering between two data streams without choosing a lag and without a linear model. The article delivers a reusable library, an indicator that plots the

Check out the new article: Measuring broker execution quality in MQL5: Why your live account doesn't match the backtest . Live performance often drifts from backtests because of execution friction. We introduce an MQL5 diagnostic EA that records entry and exit slippage, asymmetry, observed spread

Check out the new article: MCMC Sampling Methods: The Slice Sampling Algorithm . The article examines slice sampling — an adaptive MCMC algorithm that automatically adjusts its sampling parameters. Its effectiveness is demonstrated using Bayesian linear and logistic regression models, and the

Day Trader Dashboard : The Day Trader Dashboard is a Bloomberg-style visual panel for MetaTrader 5 that tracks an intraday price range and flags when price is inside it (fade zone) or has broken out of it. It doesn't place trades — it's a decision-support overlay that computes the range High/Low

News Trading Dashboard : News Trading Dashboard is an informational on-chart panel (it does not trade automatically) that monitors market volatility in real time to detect "news spike" moments — the sudden price moves that occur when economic data is released (NFP, CPI, interest rate decisions

Channel Breakout Dashboard : Channel Breakout Dashboard is an informational panel (not an automated trading robot) that runs on the MetaTrader 5 chart and centralizes, in one place, several market conditions that would otherwise require 4-5 separate indicators open at the same time. Author: Marian

MT5 Cash Risk Probe - Read-Only Sizing : Read-only MT5 script that estimates stop-distance cash loss in account currency, reserves explicit cash costs and floors volume to the broker grid. It never sends or modifies an order. Author: Arnold Holm

Check out the new article: Trading Options Without Options (Part 3): Complex Option Strategies . The article discusses flat (non-directional) and trend-following (directional) option strategies and their implementation in MQL5. The EA described in the previous article is updated. The display of

XAUUSD MTF Liquidity OB Reversal Breakout : XAUUSD MTF Liquidity & Order Block Reversal Strategy A professional Smart Money Concepts (SMC) based MT5 indicator designed primarily for **XAUUSD (Gold)**. The strategy combines multi-timeframe liquidity, order blocks, liquidity sweeps, breakout/reversal

Swing Trading Dashboard : Swing Trading Dashboard is a visual indicator for MetaTrader 5 (it does not generate automatic trade signals — it only displays information on the chart). Essentially it's a "dashboard" panel that calculates the recent swing trading range and shows where the current price

Smart Session Breakout MT4 Asian Range with ATR Body-Quality Filter Dashboard and Non-Repainting Alerts : Asian session range breakout indicator for MetaTrader 4. Signals are confirmed on bar close and never repaint. Unlike simple session breakout tools, it also measures the strength of the breakout

Scalping Dashboard : This indicator is a professional Scalping Dashboard utility designed specifically for MetaTrader 5 (MT5). It displays real-time vital market status information and scalping strategy conditions (based on Exponential Moving Arrows/EMAs), automatically computing spreads, momentum

Previous Week High Low Indicator : Plots the previous trading week's High and Low as horizontal reference levels across the current week, with optional multi-week history for context. No repainting, no discretion — the levels are read directly from the completed Weekly bar. Author: Olamide Daniel

Check out the new article: Building a Volume-Based Liquidity Heatmap Indicator in MQL5 . This article implements an MQL5 Liquidity Heatmap that infers likely liquidation zones from price and volume. It qualifies bars with a rolling volume SMA, computes leverage-based liquidation levels from candle

Check out the new article: Neural Networks in Trading: A Cross-Domain Time Series Forecasting Framework (TimeFound) . In this article, we build the core of the TimeFound intelligent model step by step, adapting it to real-world time series forecasting tasks. If you are interested in the practical

Check out the new article: Exporting Custom Indicator Buffers to CSV for Python Backtesting Pipelines . We build a CSV exporter for MQL5 custom indicators that preserves the exact values seen on the chart. The script creates the indicator handle with iCustom, waits for BarsCalculated, aligns buffers

Check out the new article: Implementing and Benchmarking Bag-of-SFA-Symbols (BOSS) Against Dynamic Time Warping (DTW) . This article implements BOSS from scratch in MQL5 and applies it to regime classification: SFA turns windows into words, bags record word frequencies, and an ensemble over window

Magic Number Inventory, Trade Logging and Classifying by Magic Number : A read-only audit script for accounts running several EAs (or manual trades alongside them). It groups the closed-trade history by magic number and prints one line per magic: closed round turns, net P/L including swap and

Check out the new article: Crystal Structure Algorithm (CryStAl) . This article presents two versions of the Crystal Structure Algorithm: the original and the modified version. The Crystal Structure Algorithm (CryStAl), published in 2021 and inspired by the physics of crystal structures, was

Portfolio Correlation Analyzer : Read-only analytics for accounts that run several Expert Advisors. It groups closed trades by magic number and measures what running those systems together actually saves you: standalone versus combined drawdown, the pairwise correlation matrix drawn as a heat map on

Structure Range : Sell Arrow SL Box: Extends UPWARDS from the Sell Arrow. Buy Arrow SL Box: Extends DOWNWARDS from the Buy Arrow. Author: Israr Hussain Shah

Normalized MACD : This version is an attempt to normalize MACD in known bounds. Author: Mladen Rakic