Articles, Library comments - page 3

MTF Trend Context - Vian : A compact MetaTrader 5 indicator that classifies five selected timeframes as Bullish, Bearish, Neutral, or N/A using price and EMA alignment, then summarizes whether the timeframes are aligned or mixed. This is a market-context indicator, not a standalone trading signal

APEX VELOCITY : ApexVelocity is a professional-grade Expert Advisor designed to capture explosive momentum in high-volatility instruments like XAUUSD (Gold). Moving away from rigid, hard-coded parameters, v1.0 introduces a robust, fully dynamic architecture that adapts to market conditions and

Magic Number Scorecard - win rate, profit factor and drawdown per EA : Running several EAs on one account? This script groups the closed trades by magic number and shows the score of each EA: win rate, profit factor, net profit and drawdown. Read-only, writes a CSV file. Author: Muhammad Muqeem

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

Check out the new article: Machine Learning Under Constraint (Part 3): De-Risking Near the Profit Target and the News-Window Rule . Position sizing that ignores proximity to a profit target or the timing of high-impact news exposes banked progress to reversal risk and misstates simulated profit near

Compression Breakout Channels with Buy and Sell Volume : Finds volatility compressions as they form, boxes each one as a channel with ATR edge bands and marks the bar that breaks out of it. Inside the live channels: buy and sell volume split from M1 bars, drawn as candles and text, plus a gauge of

Multi-TF Data Grabber Lite — Free Clean CSV Export (M1/M15/H1 + Indicators) : Free script exporting clean, deterministic OHLC + tick volume + 4 indicators (MA, RSI, MACD, ATR) for M1/M15/H1 to CSV. Closed bars only, zero lookahead — ideal for analysis and ML datasets. Author: Abdelhakim Kouachi

Check out the new article: Beyond the Mean and Standard Deviation: A Robust Statistics Library for MQL5 Indicators . Price outliers distort indicators based on the mean and standard deviation. This article delivers a robust MQL5 library (RobustStats.mqh) implementing the median, 1.4826-scaled MAD

Check out the new article: Nonlinear OHLC Features Derived from Elliptic Curves . The article discusses the projection of EURUSD daily candlesticks onto the secp256k1 elliptic curve and the extraction of 96 features (EC+TA) to predict the direction of the next candlestick in CatBoost. The price

Check out the new article: Try/Catch style in MQL5: Bringing Modern Error Management to Algorithmic Trading . This article presents an exception-like model for MQL5 that prevents VM faults through defensive guards and cooperative TRY/CATCH/FINALLY macros. It introduces structured error objects

Basket Break-Even Lines - buy, sell and net break-even with target price : Several buys and sells open on one symbol? The indicator draws where all buys, all sells and the whole basket break even, and the price for a profit target. Planned entries can be added to see the break-even before you trade

Check out the new article: Agent Based Market Simulation: Growing a Market From Rules, and Using It to Catch an Overfitted Strategy . A compact MetaTrader 5 library builds a synthetic market from agents: a minority game, a zero‑intelligence double auction, a stylized‑facts analyzer, and a parameter

Telegram Trade Notifier - opens, closes, pending orders and daily summary : Sends every opened and closed position, pending orders and a daily account summary to your Telegram chat. It never trades on your account. Author: Muhammad Muqeem Korejo

Equity Guard - daily loss, max drawdown and profit target lock : Closes all trades and keeps the account flat when the daily loss limit, the maximum drawdown or a daily profit target is reached. Prop-firm style rules, an on-chart panel, and a state that survives terminal restarts. Author: Muhammad

Smart Money Concept Expert Advisor - Market Strucutre, FVG, Pullback : This Expert Advisor trades fair value gaps in the direction of market structure, the way Smart Money Concepts describes it. It is the third step of a series that has been built one piece at a time: In previous shared codes, the

Check out the new article: Adaptive Trade Management in MQL5: Building a Broker-Aware, Deterministic, and Explainable Exit Engine . This article presents an MQL5 trade-management engine that converts exit rules into proposal generators. A policy engine ranks all proposals by a configurable reason

Check out the new article: The MQL5 Standard Library Explorer (Part 17): Building a Reusable Portfolio Manager with CArrayObj . We present a multi‑symbol EA structure that moves symbol‑specific state into independently initialized CStrategyNode objects and manages them with CPortfolioManager. Using

Check out the new article: Online False Discovery Rate Control: Putting an Error Budget on a Live Signal Stream . The article addresses online false discovery rate control for streaming signals, where fixed thresholds inflate noise discoveries. We port LORD3, LORD++ and SAFFRON into MQL5, construct

Check out the new article: Neural Networks in Trading: A Spiking-Semantic Approach to Spatiotemporal Identification (Key Components) . In this article, we took a detailed look at the integration of the SSAM module into the SEW-ResNeXt block, demonstrating how the S3CE-Net framework enables the

Check out the new article: Building a Prop Firm Compliance Monitor in MQL5 (Part 2): Daily Sessions and Restart-Safe Starting Balances . Establishes persistent daily-session management for Prop Firm Guard in MetaTrader 5. The EA derives the session identity from the trading-server date, account

Check out the new article: Building Your Personal Expert Advisor (Part 7): Risk Management VI (Final)—Consolidating the Risk Framework . The article consolidates trade, basket, and account risk into a modular framework for MQL5 EAs. Risk logic moves into reusable classes and shared types, leaving

Check out the new article: Implementing an LLM Agent with SQL Memory in MetaTrader 5 . An LLM agent with SQL memory in MetaTrader 5 — an architecture that eliminates the main limitation of traditional LLM Expert Advisors (EAs): the loss of context between queries. Each agent decision is recorded in

OHLC Reality Check - at what stop distance does your backtest start lying? : Opens a virtual bracketed trade on every M1 bar, walks it forward on the real tick history, and reports for a sweep of stop distances how often 1-minute OHLC modelling would score the trade the wrong way round. Author: Petr

SessionReopenEA : Gold has a daily maintenance break on the CME. The first hour after it rises more than chance explains, in every calendar year of an 11-year sample - while every other hour of the day measures flat. One trade per session, a volatility-scaled server-side stop, no averaging or grid

New article New Article Publishing System at the MQL5.community is published: We present you a new article publishing system at the MQL5.community. In the new system, we have tried to make the whole process of article writing clear and comfortable by breaking it into several steps. At each step we

Check out the new article: Beyond Clone and Commit: The Advanced Side of MQL5 Algo Forge . We map the parts of Algo Forge that impact day-to-day MQL5 work: opening repos in MetaEditor, README translation, Units, branch/tag protection, browser patching, packages, and CI on a Windows host. The article

DailyLossGuard — Hard Daily Loss Protection : DailyLossGuard — Hard Daily Loss Protection (Prop-Firm Challenge Essential) The #1 reason funded challenges fail is breaking the daily loss rule. DailyLossGuard enforces it automatically: it tracks your daily P/L every tick against your limit (% of

Scalper EA for End-of-Weeks on BTC : Awesome Expert Advisor for Metatrader 4 Author: Rodrigo S. Franco

Check out the new article: Neural Networks in Trading: A Spiking-Semantic Approach to Spatiotemporal Identification (S3CE-Net) . We invite you to explore the S3CE-Net framework and its SSAM and STFS mechanisms, which accurately process spiking events while taking causality into account. The model is

Check out the new article: Price Action Analysis Toolkit Development (Part 87): Searching Chart History with Recorded Double-Bottom Samples . This stage connects structural validation with reference matching for double bottoms. The Expert Advisor scans completed history, filters pairs by the current