Articles, Library comments - page 3

Check out the new article: Bull Optimization Algorithm (BOA) . We present an evolutionary algorithm without a selection operator: the best individual becomes the sole mating partner for the entire population, and classical mutation is replaced by multiplicative mutation with a self-adjusting step

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: 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

Check out the new article: Measuring the Probability of Backtest Overfitting of Your MetaTrader 5 Optimization (Part 1): The CSCV Engine in MQL5 . This article implements the Probability of Backtest Overfitting in MQL5 with Combinatorially Symmetric Cross-Validation. It shows how to build the

RealizedVol: range volatility estimators, realized variance and HAR forecasts : Parkinson, Garman-Klass, Rogers-Satchell and Yang-Zhang estimators, daily realized and bipower variance from intraday bars, and HAR volatility forecasts. Author: Mohamed-amine Baddir

Stationarity: KPSS, Phillips-Perron, DF-GLS, Zivot-Andrews and variance ratio tests : Five tests to tell a random walk from a mean-reverting series: KPSS, Phillips-Perron, DF-GLS, Zivot-Andrews with the break date, and the variance ratio. Author: Mohamed-amine Baddir

Risk Lot Calculator - lot size from your risk and stop (class for EAs + chart panel) : Drag the stop-loss line and read the lot size that risks exactly your money or percent. The CRiskSizer class does the same in an EA: lot rounded down, minimum lot never forced, max lot, volume limit, stop level

Broker Time - server, UTC, New York, London, Sydney, Tokyo with the right summer time (class + session lines) : CBrokerTime converts server time, UTC, New York, London, Sydney and Tokyo with the real summer time of every year and finds your broker's clock from the history (also in the tester). The

Market Structure BOS and CHoCH - swing points HH / HL / LH / LL, no repaint, alerts : Market structure in the way of Smart Money Concepts: swing highs and lows with HH / HL / LH / LL labels, BOS (break of structure) and CHoCH (change of character) lines. Swings count only after their right candles

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

GDS Renko Liquidity Sweep Lab : GDS Renko Liquidity Sweep Lab is a free educational indicator for studying what happens after price crosses a confirmed Renko swing level. Author: Andrey Goida

Check out the new article: Beyond Squared Returns: Path-Dependent Volatility . This article implements a path-dependent volatility model in MQL5 that keeps the sign of returns. The engine uses two-timescale EWMA kernels (four accumulators) to form activity and trend features, with closed-form

Check out the new article: Behavioural Cloning in a Live Trading System: What Live Experience Can and Cannot Teach . This article measures a live-to-train behavioral-cloning loop for an RL trading system across 83 models. Outcome-weighted imitation shifted the policy toward Hold (48% → 82%), with 12

Check out the new article: Fundamentals of Bayesian Inference in Discrete and Continuous Settings: From Theory to Practical Model Implementation . The article discusses the fundamentals of Bayesian statistics in both discrete and continuous settings. We will progress from classical Bayes’ theorem

Smart Money Concepts BOS CHoCH : Market structure indicator for Gold (XAUUSD), EURUSD and any symbol: swing highs and lows with HH HL LH LL labels, BOS and CHoCH drawn on closed candles, alerts and 4 buffers for EAs. Open source code. Author: Cristhian Alexander Gaibor Cuasquer

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

Check out the new article: Neural Networks in Trading: Iterative Forecast Refinement Models (Key Components) . In this article, we explore the inner workings of the RAFT framework — one of the most precise and elegant approaches to analyzing dynamic processes. Step by step, we adapt its idea of

Tick Scalper Helper - 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: From Signal to Trade via a Chain of Agents: LangChain Architecture on Top of MQL5 . The article describes an architecture in which the MQL5 Expert Advisor (EA) handles only data collection and execution, while the logic is moved to a Python server with three LangChain

Check out the new article: Building a Gold Volatility Regime Monitor from Options Data in MQL5 . A practical bridge from the options market into MetaTrader 5 for gold. We compute near-the-money implied volatility by solving Black-Scholes from quoted prices, compare it with 30-day realized

Supertrend Scalper with Breakeven Win Rate Panel : A Supertrend scalping EA with 14 switchable filters and a self-measuring panel that shows the actual win rate next to the win rate needed to break even after real spread, so you can see whether a setting has an edge or only a high percentage

ICT Premium / Discount and OTE - dealing range, standard deviations, IPDA ranges : ICT dealing range from confirmed swings: premium and discount zones, equilibrium, the OTE band (62 - 79 %, 70.5 %), standard deviation targets and the IPDA 20 / 40 / 60-day ranges. No repaint. Alerts and EA buffers

ADX Auto Range : Range boxes that are drawn when market trend strength weakens Author: Conor Mcnamara

Broker GMT offset and daylight-time rule from price history : Detects the broker's GMT offset and its daylight-time rule (fixed, US or European) from the weekly closes in the H1 history, the same way live and in the Strategy Tester, with functions that convert New York times to server time and back

Partial Close Multi TP Manager : Partial close expert advisor for MetaTrader 5: closes a percent of the position at TP1, TP2, TP3, TP4 and TP5, moves the stop loss to breakeven and trails it. Works on manual trades and on positions of any EA, on any symbol, Gold (XAUUSD) included. Open source code

Swap Markup Scanner : Shows the broker's hidden financing markup and the carry for every symbol, as annual % of notional. Author: Ng Wei Siong

DataSnooping: SPA test, Reality Check, StepM and model confidence set : Is the best of many strategies really better than the benchmark? Hansen's SPA test, White's Reality Check, Romano-Wolf StepM and the model confidence set. Author: Mohamed-amine Baddir

Calendar News Filter - pause any EA around high-impact news : A small include file that tells your Expert Advisor when it is inside a news window, using the economic calendar built into MetaTrader 5. No web requests and no DLL. Author: Muhammad Muqeem Korejo

isNewBar : The function allows checking whether a new bar has appeared on the specified timeframe. For the indicators and Expert Advisors it's very often necessary the information whether a new bar has appeared on the specified timeframe. Here is an example, how it can be done. After the first call

Basket Pair Closer : Position manager for MT5 that closes the best winner together with the worst loser when their combined result reaches your minimum. Basket take profit and stop loss in money, magic filter, simple panel. Works with grid, martingale and manual trades. Open source code. Author