Articles, Library comments - page 3

Heiken Ashi ATR Blend : Heiken Ashi ATR Blend combines smoothed Heiken Ashi candles, ATR-based volatility filtering, and fast/slow EMA trend confirmation to identify potential trend-change signals. Author: Tshidiso Ephraim Mpakanyane

Check out the new article: Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (HimNet) . We invite you to explore the HimNet framework, which combines the flexibility of spatio-temporal adaptation with high computational efficiency, enabling accurate and stable forecasts for

Check out the new article: Machine Learning in Pure MQL5 (Part 1): Logistic Regression from Scratch with SGD . The series develops machine learning in 100% native MQL5 with no external dependencies. Part 1 delivers logistic regression from first principles: a CLogReg class with standardization, a

Check out the new article: Automating Classic Market Methods in MQL5 (Part 7): The Nicolas Darvas Box System . This article implements the Darvas Box method as a complete MQL5 Expert Advisor. We code box detection with a three-session hold, volume contraction during consolidation, and

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (VII) . In this article, we will clearly and simply demonstrate and explain how to remove a node from a tree. This process usually confuses beginners rather than helping them understand how it's done and why it needs to

Check out the new article: Market Simulation: Position View (XVII) . In the previous article, we configured the indicator to display the financial result. However, not everyone likes using this display mode. The reasons differ from one trader to another, although in some cases they seem quite

The computer time resolution: The indicator shows computer time resolution. Normally it is about 15-16 ms. This is important, for example, to copy positions from other MetaTrader 4. Author: Nauris Zukas

MQL5 Programming for Traders – Source Codes from the Book. Part 2 : Part 2 "MQL5 programming fundamentals" is an introduction to the key concepts of this programming language. This part of the book is devoted to data types, identifiers, variables, expressions, and operators. You will learn how to

New article Practical application of neural networks in trading has been published: In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot. Before starting the development of any

Check out the new article: Designing a Multi-EA Communication Bus Using Named Pipes in MQL5 . This article implements a typed message bus over Windows named pipes to replace MetaTrader's untyped GlobalVariables for inter‑EA communication. A broker EA manages the server and registry, serves multiple

Check out the new article: Defining your Edge (Part 5): Using GARCH Variance and Volatility-Scaled LSTM in an Expert Advisor . We merge GARCH(1,1) variance projections with ATR plus Bollinger-Bands patterns to form an algorithm that could optionally be used with volatility-scaled LSTM within LSTM

Check out the new article: Neural Networks in Trading: The Temporal Query Model (Conclusion) . We are pleased to present the final stage of the TQNet framework’s development and testing, where theory meets real-world trading practice. We will move from historical training to a stress test using

Check out the new article: The ZeroMQ Message Transfer Protocol in MQL5: Implementing the REQ/REP pattern . This article presents a native MQL5 implementation of the ZeroMQ Message Transfer Protocol (ZMTP) built on raw MQL5 sockets. It explains the REQ/REP pattern via the CZmqReqSocket class

Check out the new article: Native Isolation Forest for Execution-Quality Anomaly Detection in MQL5 . A step-by-step guide to a native Isolation Forest in MQL5 focused on execution metrics rather than price. It details five features, tree construction and path‑length scoring, rolling‑window training

Check out the new article: The MQL5 Standard Library Explorer (Part 16): Building a Regime-Adaptive Expert Advisor . We convert the Part 15 decision‑forest classifier into a regime‑adaptive Expert Advisor that decouples statistical inference from trading authority. The EA trains on completed bars

Check out the new article: MetaTrader 5 as a Kafka Producer: Event-Bus Architecture for Multi-Terminal Signal Fan-Out . The article details a native MQL5 Kafka producer that speaks the wire protocol over raw TCP. It implements RecordBatch v2 encoding, varints, and CRC32C, and adds batching, acks

Check out the new article: Monte Carlo Simulation and Analysis for MetaTrader 5 Backtest Reports . This article explains Monte Carlo simulation and analysis for trading and guides you through a Python tool that ingests MetaTrader 5 HTML reports. It generates many randomized equity paths, then

Check out the new article: Development and Forward Testing of an Autonomous LLM Agent for Trading with SEAL . A hybrid architecture based on Llama 3.2 and SEAL is being tested on eight currency pairs (M15), with forward-period data isolation and information leakage control. The methodology combines

Smart Loss Exit — early exit for losing positions (ATR adverse excursion, time in trade, EMA invalidation, RSI, money cap) with a CSV journal : Closes losing positions early, before the full stop-loss, when a rule says the trade is not coming back: adverse move beyond N x ATR, too long in loss, EMA

Check out the new article: Tracking Account Dynamics: Balance, Equity, and Floating P/L Visualization in MQL5 . Create a custom MT5 indicator that processes the entire deal history and plots starting balance, balance, equity, and floating P/L as continuous curves. It updates per bar, aggregates

HybridMicrostructure EA : The Hybrid Microstructure EA is an advanced, high-frequency scalping Expert Advisor designed specifically for XAUUSD (Gold) on the M1 timeframe. Unlike traditional indicators that rely on lagging OHLC mathematics, this EA operates on Tick-Level Microstructure

BMP Chart Wallpaper : BMP Chart Wallpaper Background for MT5 Author: Rajesh Kumar Nait

Check out the new article: Butterfly Optimization Algorithm (BOA) . The article discusses the Butterfly Optimization Algorithm, which is based on modeling foraging using the sense of smell. We will analyze the original formulas, identify and correct errors in motion equations, add a mechanism for

Check out the new article: Neural Networks in Trading: The Temporal Query Model (TQNet) . The TQNet framework opens up new possibilities for modeling and forecasting financial time series by combining modularity, flexibility, and high performance. The article explores the possibility of implementing

Check out the new article: Developing a Multi-Currency Expert Advisor (Part 30): From Trading Strategy to Launching a Multi-Currency Expert Advisor . The article outlines the complete process of creating a multi-currency Expert Advisor using the Adwizard library for MetaTrader 5: from setting up the

Check out the new article: Measuring What Matters (Part 4): Reading the Spectrum — What Eigenvalues Tell You About Risk . We turn eigenvalues from a covariance matrix into a normalized spectral‑entropy score that measures how evenly variance is spread across factors. SpectralEntropyCalculator.mq5

Check out the new article: Building Your Personal Expert Advisor (Part 6): Risk Management V — Portfolio and Correlated Risk . This part implements PortfolioRisk.mqh, a shared library that shifts risk management to the account level. It scans positions and pending orders, computes margin and

Check out the new article: Expectancy and Trade Quality Score Dashboard in MQL5 . We present an MQL5 script that converts closed trade history into comparable metrics: expectancy in currency, pips, and R-multiples, plus a sample-aware win rate via the Wilson interval. These inputs form a

Check out the new article: Defining your Edge (Part 4): Applying Isotonic Regression and PNN Price-Forecasting in an Expert Advisor . We consider the methods with which Isotonic Regression calibrates raw RSI, Stochastic and price-action signal scores into probabilities that are sorted, while a

Check out the new article: Market Simulation: Position View (XVI) . In this article, we will make the necessary changes so that the position indicator displays the financial result. This way, the trader will be able to get an idea of the financial result of an open position. In addition, I will tell