Articles, Library comments - page 3

New article MQL5 Cookbook - Creating a ring buffer for fast calculation of indicators in a sliding window has been published: The ring buffer is the simplest and the most efficient way to arrange data when performing calculations in a sliding window. The article describes the algorithm and shows how

Check out the new article: Beyond the Clock (Part 2): Building Runs Bars in MQL5 . We implement tick-, volume-, and dollar-runs bars in Python and MQL5 and align them with the existing bar‑building framework. The article details the dual‑accumulator update, offline calibration with per‑side seeds

Institutional Ornstein-Uhlenbeck Equilibrium Matrix : An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion. Author: Amanda Vitoria De Paula Pereira

Check out the new article: Market Microstructure in MQL5 (Part 4): Volatility That Remembers . This article adds eight volatility functions to MicroStructure_Foundation.mqh, including realized volatility, duration-adjusted volatility, fractional volatility, a FIGARCH-inspired proxy, a volatility

XAUUSD Spread Alert Utility MT5 : Educational MT5 chart utility that monitors XAUUSD spread on the chart and alerts when spread rises above user-defined warning or danger levels. Author: Brijesh Jaiswal

Check out the new article: From Basic to Intermediate: Objects (II) . In today's article, we will look at how to control some object properties in a simple way using code. We will also see how a custom application can place more than one object on the same chart. In addition, we will begin to

Check out the new article: Market Simulation (Part 24): Getting Started with SQL (VII) . In the previous article, we completed the necessary introduction to SQL. And, in my opinion, we properly clarified what we wanted to show and explain about SQL. This was done so that anyone who comes to look at

Check out the new article: Analyzing Price Time Gaps in MQL5 (Part II): Creating a Heat Map of Liquidity Distribution Over Time . A detailed guide on how to create a heat map indicator for MetaTrader 5 that visualizes the price distribution over time. The article reveals the mathematical basis of

Check out the new article: From Basic to Intermediate: Function Pointers . You have probably already heard about pointers when it comes to programming. But did you know that we can use this kind of data here in MQL5? Of course, this must be done in a way that keeps us in control and avoids strange

Check out the new article: Market Simulation (Part 23): Getting Started with SQL (VI) . In this article, we will see how to visualize a database and, from that, understand how it is structured. This is done by analyzing the database’s internal structure. Although this may seem unnecessary at first

001 - Turnaround Tuesday : Expert Advisor for testing the Turnaround Tuesday hypothesis. If Monday closes bullish, a Sell position is opened on Tuesday. If Monday closes bearish, a Buy position is opened. The EA supports an ATR-based filter, ATR-based Stop Loss and Take Profit levels, as well as

Gold Spread ATR Trend Panel MT5 : Educational MT5 chart panel for XAUUSD showing live spread, ATR volatility, EMA trend bias, RSI condition, daily range and active trading session. Author: Brijesh Jaiswal

Check out the new article: MQL5 Trading Tools (Part 34): Replacing Native Chart Objects with an Interactive Canvas Drawing Layer . We replace native MetaTrader chart objects with a canvas-based drawing engine that renders tools pixel-by-pixel on a full-chart bitmap layer. The article implements

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 17): CPCV Backtesting — From Python Model to Tick-Level Evidence . We bridge Python-native artifacts to MQL5 for tick-accurate CPCV backtesting. The export script converts the ONNX model, calibrator, feature spec, and path

Check out the new article: Automating Classic Market Methods in MQL5 (Part 1): Wyckoff Accumulation and Distribution . The article describes an MQL5 EA that automates Wyckoff accumulation and distribution via a finite state machine. It confirms spring to SOS and upthrust to SOW before placing LPS or

Check out the new article: Seasonality Indicator by Hours, Days of the Week, and Days of the Month . The article explains how to develop a tool for analyzing recurring price patterns in financial markets — by day of the month (1-31), day of the week (Monday-Sunday), or hour of the day (0-23). The

Check out the new article: Backtracking Search Algorithm (BSA) . What if an optimization algorithm could remember its past journeys and use that memory to find better solutions? BSA does just that – balancing exploration with revisiting the tried and true. In this article, we reveal the secrets of

Moving Average Bands : Moving Average Bands Author: Mladen Rakic

Check out the new article: Analyzing Price Time Gaps in MQL5 (Part I): Building a Basic Indicator . Time gap analysis helps traders identify potential market reversal points. The article discusses what a time gap is, how to interpret it, and how it can be used to detect large volume influxes into

New article Parallel Particle Swarm Optimization has been published: The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an Expert Advisor and in a

Check out the new article: Forex Arbitrage Trading: Relationship Assessment Panel . Let's consider creating an arbitrage panel in MQl5. How to get fair exchange rates on Forex in different ways? Create an indicator to obtain deviations of market prices from fair exchange rates, as well as to assess

Check out the new article: Market Simulation (Part 22): Getting Started with SQL (V) . Before you give up and decide to abandon learning SQL, allow me to remind you, dear readers, that here we are still using only the most basic elements. We have not yet looked at some of SQL's capabilities. Once

Check out the new article: From Basic to Intermediate: Objects (I) . In this article, we will begin looking at how to work with objects directly on the chart. This is done using code specially developed for demonstration purposes. Working with objects is very interesting and can be a lot of fun

Long-Only Trend Breakout with Dynamic Risk Management : Breakout is a clean, automated MetaTrader 5 expert advisor designed to capture algorithmic breakout momentum in structural bull markets. Author: Yashar Seyyedin

Quantum XAUUSD Silver Trader : Multi-indicator EA for Gold (XAUUSD) and Silver (XAGUSD): RSI, ADX and MA signals, adaptive ATR trailing stop and built-in capital protection. Author: Cristhian Alexander Gaibor Cuasquer

Check out the new article: Automating Trading Strategies in MQL5 (Part 12): Implementing the Mitigation Order Blocks (MOB) Strategy . In this article, we build an MQL5 trading system that automates order block detection for Smart Money trading. We outline the strategy’s rules, implement the logic in

Check out the new article: MQL5 Bootstrap (I): Reusable Functions for Working with Positions and Orders . This article presents a compact MQL5 utility layer for routine trade operations. It includes position existence checkers, position counters, bulk close helpers, and functions to retrieve the

Easy Canvas : The library and iCanvas class simplify writing programs using Canvas. Author: Nikolai Semko

Check out the new article: Dolphin Echolocation Algorithm (DEA) . In this article, we take a closer look at the DEA algorithm, a metaheuristic optimization method inspired by dolphins' unique ability to find prey using echolocation. From mathematical foundations to practical implementation in MQL5

Check out the new article: Market Simulation (Part 21): First Steps with SQL (IV) . Many of you may have far more experience working with databases than I do, and therefore may have a different opinion. Since it was necessary to explain why databases are designed the way they are, and why SQL has