Articles, Library comments - page 3

Check out the new article: Building a Viewport SnR Volume Profile Indicator in MQL5 . We build a Support and Resistance Volume Profile indicator that adapts to the current viewport in MetaTrader 5. You will learn viewport detection, dynamic SnR identification, zoom‑driven bin sizing, min‑max volume
Check out the new article: Feature Engineering for ML (Part 9): Structural Break Tests in Python . We present a production‑ready implementation of AFML Chapter 17 structural break tests. The module includes Chu-Stinchcombe-White (one-/two-sided), Chow-type DFC, SADF across six models (linear
Check out the new article: Neural Networks in Trading: Time Series Forecasting Using Adaptive Modal Decomposition (ACEFormer) . We invite you to explore the ACEFormer architecture — a modern solution that combines the effectiveness of probabilistic attention with adaptive time series decomposition
Shved Supply and Demand - indicator for MetaTrader 5 - Multi Timeframe Version : This is MQL5 version of Shved Supply and Demand indicator written by Shved and upgraded by eevviill7 from this link. Subsequently Mr. Behzad Movaghar added other functionalities to this link. This version of the
Check out the new article: Beyond Maximum Drawdown: Building a Drawdown DNA Analyzer in MQL5 . Maximum drawdown is one number that hides what really matters: how often an equity curve declines, how long it stays below a previous peak, and how quickly it recovers. This article builds a native MQL5
Check out the new article: Building Volatility Models in MQL5 (Part IV): Implementing Long Memory Volatility Processes, FIGARCH, and HARCH . The article delivers MQL5 implementations of FIGARCH and HARCH and updates the volatility library for long‑memory processes. It provides code for Hurst and GPH
Check out the new article: The Power of MetaTrader 5: From Step-by-Step Debugging to EX5 Protection in a Unified Environment . This article examines a comprehensive approach to developing trading algorithms: from project setup and logic debugging to protecting the finished product. We will explore
Binary DOT Signal 60 second expired : Binary Option Signal Author: Denis Adha
Machine Learning Supertrend : A machine-learning inspired approach towards trending regimes. Providing accurate signals and backtest confidence built-in Author: Hammad Dilber
Market Structure SMC: Swings, BOS/CHoCH, Order Blocks, FVG, QML : SMC/ICT market-structure indicator for MT5: swing highs/lows, BOS (continuation) and CHoCH (reversal) confirmed on close, Order Blocks, Fair Value Gaps, and QML (Quasimodo) levels. Every feature is toggle-able, with adjustable swing
New article MQL5.community - User Memo is published: In this article we have prepared some hands-on tips that will help you to get accustomed in MQL5.community and to take full advantage of it's available features. Author: MetaQuotes Software Corp
Check out the new article: Dream Optimization Algorithm (DOA) . A population-based optimization algorithm inspired by a controversial and little-studied phenomenon - the mechanism of human dreams. Agent groups with different "memory", cosine-wave modulation of motion, and an unusual 99/1 phase
Check out the new article: Building an Internal and External Market Structure Indicator . The article presents a structured approach to external and internal market structure in MQL5, from swing identification to CHoCH/BoS validation within an established trend. It explains refining true highs/lows
Check out the new article: Creating an EMA Crossover Forward Simulation (Culmination): Interactive Synthetic Candles . This article finalizes the Forward Simulation Engine for MetaTrader 5 by calibrating synthetic candles to recent market volatility instead of using slope-only sizing. It samples
Check out the new article: MQL5 Wizard Techniques you should know (Part 100): Sliding Window Median and Bidirectional LSTM for a Custom Trailing Stop . CTrailingSlidingMedianBiLSTM is a custom MQL5 Wizard trailing module that combines robust median/MAD outlier filtering with a BiLSTM context score
Check out the new article: Automatic Session Volume Profile Builder in MQL5: Rendering POC and Value Area Without Third-Party Tools . Implement a session-focused volume profile in MQL5: acquire ticks with CopyTicksRange(), bin prices, and compute POC, VAH, and VAL by the 70% approach. The indicator
Trade Journal Exporter - closed positions to CSV : Exports your closed positions for a configurable period to a CSV file for journal analysis in Excel or Google Sheets: entry and exit time and price (volume-weighted over partial fills), volume, result in points, commission, swap, net profit and
Position Size Calculator - risk-based lot sizing script : Calculates the correct lot size for a planned trade from your risk (percent of equity or a fixed money amount) and stop-loss distance (points or a price level). Respects the symbol's contract specification - tick size and value, volume
Spread Monitor Panel - live spread with spike alerts : On-chart panel with the live spread of the chart symbol - current, minimum, average and maximum since attach - color-coded against your warning and danger thresholds, plus an optional alert when the spread stays at the danger level for N
Check out the new article: Duelist Algorithm . What if your trading strategies could learn from each other, like real fighters? Duelist Algorithm is a new optimization method where trading system parameters literally duel for the right to be called the best. Think of the trading floor as an arena
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
ATR Ranked Support and Resistance Zones : An educational MT5 indicator that builds support and resistance as price zones from confirmed pivots. Nearby reactions are merged using ATR-based distance, then ranked by repeated tests, rejection strength and recency. Only the strongest zones are displayed
Check out the new article: Code, Tears, and Algo Forge . This article discusses the transition to MQL5 Algo Forge as a modern and convenient format for publishing program code and article attachments. Using repositories instead of traditional ZIP archives and source code allows you to keep projects
Prop Firm Risk Dashboard - daily loss and drawdown monitor : A read-only on-chart panel that tracks your account against a daily-loss limit and a max-drawdown limit, with color-coded OK / WARNING / DANGER status. Monitoring only - it does not place, modify or close any orders. Author: Dror Munk
Check out the new article: Automating Classic Market Methods in MQL5 (Part 2): Wyckoff Cause and Effect—Point and Figure Price Targets . This article builds a self-contained MQL5 Expert Advisor that completes the Wyckoff cycle: it detects accumulation/distribution with a finite state machine, enters
Premium Discount Range Mapper : A lightweight educational MetaTrader 5 indicator that maps Premium, Equilibrium and Discount areas from a selected market range. Author: Talal N Z Aljarusha
Check out the new article: Engineering Trading Discipline into Code (Part 8): Building a Setup Confirmation and Trade Authorization Layer in MQL5 . This article introduces an MQL5 trade authorization framework built around CDisciplineLayer, CDisciplineGuardian, and CDisciplinePanel. The framework
Check out the new article: Implementation of the Quantum Reservoir Computing (QRC) circuit . A revolutionary approach to machine learning in trading through quantum computing. The article demonstrates a practical implementation of an adaptive QRC system with continuous retraining for predicting
Check out the new article: Beyond GARCH (Part VII): Monte Carlo Volatility Forecasting in MQL5 . We implement the CMonteCarlo module that turns the fitted MMAR parameters into a volatility forecast via Monte Carlo. It runs N independent simulations over a chosen horizon and reports mean, median
Check out the new article: Digital Signal Processing for Traders: Building Ehlers' Filter Library in MQL5 . We implement Ehlers-style DSP filters in a single reusable MQL5 library and use it to build two indicators. The Roofing Filter applies a 2‑pole high‑pass followed by a Super Smoother to