Articles, Library comments - page 3

Check out the new article: Testing Random Walk vs Mean Reversion in MQL5: Implementing the Lo-MacKinlay Variance Ratio Test . Implements the Lo–MacKinlay Variance Ratio Test in MQL5 to assess serial dependence via random‑walk variance scaling. Provides a reusable CVarianceRatio class with classical

Check out the new article: From Polling to Events: Building a Reactive MQL5 Trading System with Python and Redis Streams . An Expert Advisor that takes signals from an external process must know which messages were delivered, which were acknowledged, and which orders reached the broker. This article

Check out the new article: From Evidence to Execution (Part 1): How to Log, Measure, and Decode a Trading Strategy Inside MetaTrader 5 AI . An evidence-first workflow for Range Breakout in MQL5: a non-trading logger captures session/time windows and records 61 fields per breakout to CSV, with a

Session Boxes Asia London New York : Draws Asia, London and New York session boxes on the chart with each session's high and low. Author: Jani Licenji

Check out the new article: Archimedes Optimization Algorithm (AOA) . The article examines the Archimedes Optimization Algorithm — a metaheuristic in which an agent is represented as a physical object with density, volume, and acceleration, and the search itself is reinterpreted as the tendency of

Candle Timer Countdown : Candle countdown timer for Gold (XAUUSD), EURUSD and any symbol: time left on the current candle next to price or in a corner, spread, color change and alert before the close. Server time, no ticks needed. Open source code. Author: Cristhian Alexander Gaibor Cuasquer

Tick Scalper Pro - tick chart and one-click trading panel for MetaTrader 5 : Tick Scalper Helper is a manual trading utility for traders who work on very short time frames and want to see every price change. Author: classicaltrading

Check out the new article: Decoding Market Intent: Reading Structure, Liquidity, and Price Behavior . We implement a five-stage MQL5 pipeline that quantifies market structure, liquidity interaction, and price behavior on four timeframes, then resolves them into a 0–100 Market Intent Score. Decision

Check out the new article: Numerical Fidelity Under Fire: Benchmarking Native MQL5, ONNX Runtime, and ALGLIB . This article benchmarks one MLP forward pass implemented three ways in MQL5: native code, ALGLIB, and ONNX Runtime. We quantify numerical fidelity versus a float64 ground truth and

Check out the new article: Broker Time vs Real Market Time — Building a DST-Aware Session Clock in MQL5 . Session filters can run an hour off when a broker and a market change their clocks on different dates. This article presents an MQL5 include file, SessionClock.mqh, that converts London, New

Volume Profile + Range v6.0 : Volume Profile + Range v6.0 (former TPO). Distribution of deals by price levels at a given time interval. Displayed as a histogram. Author: Olexiy Polyakov

Prop Firm Live Daily Breach Line (OrderCalcProfit and iCustom Ready) : Real-time daily drawdown buffer monitor and exact breach price line indicator for prop firm accounts. Features 00:00 server-time deal history reconstruction (including entry commissions), 00:00 HWM snapshot locking, two-stage

Heikin Ashi Candles : A clean Heikin Ashi indicator that draws on the main chart window. It also adds one horizontal line at the average price, (Open + High + Low + Close) / 4, of the last closed candle of a chosen timeframe. By default this is H1, and the line uses the normal candles, not Heikin

Check out the new article: Andean Condor Algorithm (ACA) . The article implements the Andean Condor Algorithm (ACA) for MQL5 — a compact optimizer with a multiscale intensification operator. A significant improvement in solution quality was observed with a small population: a single adjustment to

Fair Value Gaps : Non-repainting fair value gaps on closed bars, with zone states (active, touched, mitigated) and iCustom buffers for EAs. Author: Vira Ohloblia

Check out the new article: Trading Strategy Beyond Raw Volume: Using Transformed Volume Change for Trading . The article develops a volume-change strategy that transforms tick or real volume with Ln(volume+1), differences it bar to bar, and applies arctan to produce a bounded, scale‑independent

Check out the new article: Entropy Pooling and Scenario Budgets for Expected-Shortfall Sizing . Rolling lookback windows implicitly fix a probability vector over past bars. We implement entropy pooling in MQL5 to keep all historical scenarios, reweight them by conditioning on today's volatility

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 24): Sequence Risk . Realized backtests reflect a single ordering of trades, so their maximum drawdown and prop‑firm breach risk are often understated. We resequence trade returns via a stationary bootstrap with a derived block

Opening Range Breakout with Statistics Dashboard : Draws the daily opening range and its breakout levels, with a dashboard showing how the range resolved over your lookback: broken up, down, both ways or not at all, and how often a breakout hit its target before the opposite side. Author: Vira

Check out the new article: Low-Frequency Quantitative Strategies in MetaTrader 5 (Part 6): A Constant-Dollar Exposure FX Trading System Based on Fixed-Income Interest Rate Yield Differentials . We describe ANANTA, a rules-based FX portfolio model that measures deviations in Interest Rate Swap

Market Replay Tool : Market Replay Tool is an MT5 utility that seamlessly merges a Market Replay simulator with interactive TradingView-style Long & Short drawing tools. It allows traders to backtest strategies on historical data with adjustable playback speeds, while effortlessly mapping out

Prop Firm Guard Panel : Prop Firm Guard Panel is an on-chart panel for prop firm challenges and funded accounts. It shows in real time the daily loss used and the room left, the max loss room and equity floor, and the progress toward the profit target. The start-of-day balance is rebuilt from

Check out the new article: Neural Networks in Trading: Recurrent Modeling of Market Micromovements (EV-MGRFlowNet) . The article discusses the adaptation of the EV-MGRFlowNet architecture — originally developed for processing event-based video data — to the field of financial time series. The

Mouse Scroll Zoom in Zoom Out : Mouse Scroll Zoom in Zoom Out Author: Rajesh Kumar Nait

Check out the new article: Launching MetaTrader VPS: A step-by-step guide for first-time users . Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for

After-Exit Analyzer - what price did after you closed: stopped-out trades that later hit TP, profit left after exits : Reads your closed positions and the M1 bars after each exit. Shows how many stopped-out trades later reached their take profit, how far take-profit trades kept running and how much

Check out the new article: A Symbol Metadata and Trading Hours Cache in MQL5: Eliminating Redundant SymbolInfo Calls in Multi-Symbol EAs . This article presents CSymbolMetaCache, an MQL5 layer that preloads contract specifications and trading-session schedules for monitored symbols at EA startup and

Algo: EMA Trend Cross on Closed Bars — XAUUSD M30 : Free educational EA — a single-position trend-following EMA crossover system for XAUUSD M30, released as open source for beginners to study trade ownership guards, preflight order validation, risk-based lot sizing, and server-time session

Check out the new article: Building a Two-Pole Momentum Oscillator in MQL5 . We build a Two‑Pole Momentum Oscillator in MQL5 that measures deviation from a 25‑period SMA, normalizes it by its mean and standard deviation, and smooths the result with two EMA‑style passes. The code defines inputs

Check out the new article: Weibull Reliability Analysis for Strategy Lifespan: Estimating When an EA Is Likely to "Fail" . We implement a native Weibull maximum-likelihood fit in MQL5 and use it to model strategy wear-out from trade history. Failures are defined as the rolling profit factor dropping