Articles, Library comments - page 3

Check out the new article: Mapping the Shape of Price: The Mapper Lens and Cover in MQL5 . The article introduces the Mapper pipeline in MQL5 by implementing the two fundamental components: CTDAMapperFilter (lens) and CTDAMapperCover (overlapping intervals). It explains three lens

Check out the new article: Building a JSON Trade Report Exporter in Pure MQL5 . A refined MQL5 script exports trade history to a well‑formed JSON file in MQL5/Files/, reconstructing trades from deals by position ID and recovering stop loss and take profit via a two‑pass lookup that falls back closed

Mediana Trendline : Draws parallel trend channels (Median, High, Low) on the current chart based on the last two closed candles of up to 7 higher timeframes (MN1, W1, D1, H4, H1, M30, M15), with individually configurable colors and line styles for each timeframe. Author: Marian Beceanu

Advanced Risk Manager: Auto Suffix Detection Multi Currency Lot Sizer : Advanced MQL5 risk management class providing deterministic lot sizing, auto-suffix detection, and cross-currency triangular conversion. Author: Al-hassan Ali Mubarak Bahbah

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: Symbolic Price Forecasting Equation Using SymPy . The article describes an interesting approach to algorithmic trading based on symbolic mathematical equations instead of traditional machine learning "black boxes". The author demonstrates how to transform opaque neural

Check out the new article: Ordinal Pattern Transition Networks in MQL5 . We implement ordinal pattern transition networks in MQL5: a Lehmer-code encoder, a directed network over ordinal price patterns, and three complexity metrics. Two indicators expose a trend-versus-range regime from

Check out the new article: Adaptive Spread Monitoring and Order Gating in MQL5 . This article presents a distribution-adaptive spread monitor for MQL5 that replaces fixed thresholds with a rolling histogram of each symbol's recent spread. It explains percentile estimation from bins, a four-state

Check out the new article: MQL5 Wizard Techniques you should know (Part 71): Using Patterns of MACD and the OBV . The Moving-Average-Convergence-Divergence (MACD) oscillator and the On-Balance-Volume (OBV) oscillator are another pair of indicators that could be used in conjunction within an MQL5

Check out the new article: How to Test and Customize Built-in MQL5 Programs: Custom BullishBearish MeetingLines Stoch Expert Advisor . We demonstrate a practical customization path for a built-in MetaTrader 5 EA using BullishBearish MeetingLines Stoch. The workflow covers baseline testing in the

Check out the new article: Comparing Trade Return Distributions with Mann-Whitney U in MQL5 . A native, dependency-free MQL5 implementation of the Mann-Whitney U test for comparing trade returns across two market regimes. It details rank calculation, tie correction, and a normal-approximation

New article Using Self-Organizing Feature Maps (Kohonen Maps) in MetaTrader 5 is published: One of the most interesting aspects of Self-Organizing Feature Maps (Kohonen maps) is that they learn to classify data without supervision. In its basic form it produces a similarity map of input data

Pivot SuperTrend / BhanuCodeLab : Pivot SuperTrend BhanuCodeLab is a trend-following indicator that combines confirmed pivot points with an ATR-based trailing trend line to identify market direction, trend reversals, and potential BUY or SELL signals. Author: Bhanu Chandra Raju Indukuri

Check out the new article: Building a Correlation-Aware Portfolio Risk Monitor in MQL5 . The article quantifies correlation and portfolio risk in MetaTrader 5: from time-aligned returns to a covariance matrix, true portfolio variance against the independent-sum assumption, and position-level risk

Hidden Risk of Ruin Auditor : Reads a closed-position trade history (a CSV file, or one generated automatically from the current account's deal history by the companion RuinExport.mq5 script) and reports four independent risk fingerprints: volume escalation after a loss, overlapping same-direction

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

New article The checks a trading robot must pass before publication in the Market has been published: Before any product is published in the Market, it must undergo compulsory preliminary checks in order to ensure a uniform quality standard. This article considers the most frequent errors made by

Smart Trend Score : Smart Trend Score is a clean and lightweight MetaTrader 5 indicator designed to identify high-quality trading opportunities using multiple trend and momentum filters. Author: Marian Beceanu

Check out the new article: Applying L1 Trend Filtering in MetaTrader 5 . This article explores the practical application of L1 trend filtering in MetaTrader 5, covering both its mathematical foundations and usage in MQL5 programs. The L1 filter enables extraction of piecewise-linear trends that

The Quantitative Microstructure Matrix (SMC / FVG / Z-Score Engine) : Stop trading retail noise. This is an institutional-grade, asynchronous multi-asset scanner. It combines True Fractal CHOCH, Z-Score volumetric anomalies, and Fair Value Gap (FVG) validation to detect high-probability Order Blocks

Check out the new article: Dingo Optimization Algorithm Modification (DOAm) . The custom modification of the Dingo algorithm presented in the article has raised the bar for finding the best optimization algorithm. Are even better results possible? Let's ask ourselves: are there population-based

Session-Based Liquidity Breakout : Session-Based Liquidity Breakout & Fibonacci Retracement Strategy (often used in Forex or Crypto trading). It simplifies trading by avoiding complex Smart Money Concepts (SMC) like Order Blocks or Fair Value Gaps, relying instead on Asian Session liquidity, timing

BlueMoon : BlueMoon EA is an MT5 Expert Advisor that combines EMA Envelope entries with adaptive basket management, progressive position sizing, spread filtering, drawdown protection, and automatic trade recovery for hedging accounts. Author: Henry Asaba Achankeng

Larry Williams XGBoost Onnx : adoption of Larry William's method using AI Time-Series XGBoost Author: Taufiqurrachman Assauqi

Check out the new article: Defining your Edge (Part 1): Using a Discrete Fourier Transform and a Spiking Neural Network in a Trading Robot . In this article we make the case for pairing the Discrete Fourier Transform with a Spiking Neural Network in a Trading Robot. The Fourier Transform helps

Nikkei 225 Gap Continuation EA : The Nikkei 225 Gap Continuation EA is a MetaTrader 5 Expert Advisor that trades bullish and bearish continuation movements after the cash-session opening gap. It combines an opening-range breakout with VWAP confirmation, automatic risk-based position sizing, partial

Check out the new article: Price Action Analysis Toolkit Development (Part 75): Building a Modular Multi-Symbol Trading Panel in MQL5 . A structured MQL5 implementation of a multi‑symbol trading panel with clear separation of concerns: symbol handling, trading logic, and GUI. Integrated into an

IronHawk Microstructure Engine (SMC) : Tired of cluttered charts and fake Order Blocks? Welcome to the institutional standard. Engineered by the IronHawk Quant Team, the Pro Microstructure Engine is an advanced, object-oriented MQL5 indicator designed to decode Smart Money Concepts (SMC) directly on

ASQ Command Desk : ASQ CommandDesk is a professional order management panel for manual traders on MetaTrader 5. You make the trading decisions — CommandDesk handles execution, risk control, and exit management automatically. Author: Muharrem Rogova

Check out the new article: Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester . Learn how to build a manual backtesting EA for MetaTrader 5's visual tester by adding chart buttons with CButton, executing orders through CTrade, and filtering positions with a magic number