Articles, Library comments - page 3

Check out the new article: Uncertainty as a Model (Part 3): Mathematical Statistics — How to Extract Knowledge from Data . This part of the series examines the mechanisms of the Law of Large Numbers (LLN) and the Central Limit Theorem (CLT) as the theoretical foundation for understanding market

AgentGuard — Independent Risk Guard for AI Agents in MetaTrader 5 : AgentGuard — an independent risk layer for AI-driven trading in MetaTrader 5. AI agents (including MCP-connected agents since build 6060) trade at machine speed — and platform safety settings alone can't catch every mistake

Portfolio Allocation Planner — budget-to-lots dashboard and CSV : Before configuring a basket, see which target weights fit your broker's minimum lots. Portfolio Allocation Planner turns an explicit hypothetical notional budget and percentages into a chart table: minimum-lot notional, lots rounded

Broker Basket Preflight — read-only contract and minimum-volume diagnostics : Read-only MT5 script for exact Market Watch symbols: contract and volume rules, quote age and spread, isolated BUY/SELL margin, one-tick price moves and spread-only results in account currency. MIT source; Experts journal

Backtesting Trade Assistant Panel : Backtesting Trade Assistant Panel Author: Amirhossein Heydarijokani

Manual Trade Pad for Strategy Tester : A lightweight manual trading panel for MetaTrader 5 with market order execution, risk-based position sizing, Break-Even, partial close and position management. Works in both live trading and the Strategy Tester. Author: Amirhossein Heydarijokani

Symbol Spec Export - volume step, filling mode and stops level to CSV : Writes the trading specification of every symbol to a CSV file: volume step, filling modes, stops level, tick value and more. Author: Tim Wanke

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

Broker Clock Auditor : Reads the server clock from the symbol's own H1 history. The forex and CME week closes at 17:00 New York, so the server time of every weekly close gives the server's UTC offset for that week. Over 60 weeks it flags irregular closes, dates every clock change and tests it

Check out the new article: Neural Networks in Trading: From Transformers to Spiking Neurons (SpikingBrain) . The SpikingBrain framework demonstrates a unique approach to data processing: neurons respond only to significant events, effectively filtering out noise. Its event-driven architecture

Check out the new article: Inside MetaEditor's AI Assistant: Writing, Repairing and Testing MQL5 with an Agent . We use the MetaTrader 5 AI Assistant to execute the full workflow end to end: create an EA from a natural‑language prompt, compile it, break and watch it self‑correct from compiler

Check out the new article: Volumetric neural network analysis as a key to future trends . The article explores the possibility of improving price forecasting based on trading volume analysis by integrating technical analysis principles with LSTM neural network architecture. Particular attention is

Check out the new article: Developing Smart Chart Objects in MQL5 (Part 2): Automating Trendline Discovery and Lifecycle Management . Learn how Smart Trendline Manager separates creation from lifecycle control while handling both manual and auto-generated trendlines. It demonstrates discovery

Check out the new article: Time Series Shapelets: Learning a Price Shape, and Testing Whether It Means Anything . We implement a Time Series Shapelet library for MQL5 that finds the subsequence of price history whose z-normalized shape best separates two labels and derives the decision threshold

Check out the new article: Monthly Profit and Loss Calendar Heatmap Renderer in MQL5 . The article presents an MQL5 script that reads closed deals, groups them by date, and renders a calendar grid for daily P&L and trade count. It explains the data model, normalization to midnight, robust

Asian Range Sweep Indicator with a Built-In Win Rate Scorecard : Marks the Asian session range, signals when London or New York sweeps one side of it and reverses, and keeps a scorecard of how every past signal ended in R, spread included. Non-repainting, with buffers ready for an Expert Advisor

Spread Profile by Hour : Shows the real spread for each server hour, measured from your broker's own tick history: median and 90th percentile per hour, optional cost as a share of your stop and per lot, and CSV export. Author: Quoc Dat Quach

Check out the new article: Swarm Optimizer with Hierarchical Sub-Flocks — Flock by Leader . We are developing and implementing the Flock by Leader algorithm in MQL5: sub-flocks are formed based on the ARF metric, and the leader is determined by the highest personal best rather than by the centroid's

MT5 View : This allows mt5 chart to scroll like tradingview chart with auto button to reset Author: Rajesh Kumar Nait

Check out the new article: Meta-Labeling the Classics (Part 4): Filtering and Sizing MACD Trades . MACD signal-line crossovers often reflect range noise rather than true momentum shifts, producing whipsaws. We apply a two-layer meta-labeling pipeline with an Optuna-optimized regime gate to filter

Check out the new article: Consecutive Loss Streak Analyzer and Risk-of-Ruin Calculator in MQL5 . This article presents an MQL5 script that extracts closed trade history, computes empirical win rate and payoff, and evaluates consecutive-loss probabilities using the geometric tail, plus risk of ruin

Check out the new article: The Deflated Sharpe Ratio in MQL5: Telling a Real Edge from a Lucky Backtest . A Sharpe ratio read off the best of many optimization runs is not the number it looks like. This article ships a reusable native CDeflatedSharpe class that turns a raw Sharpe into an honest

Prop Daily Loss Meter : Shows how much of the daily loss limit of a prop firm account is already used, and how much is left. Read-only indicator. Author: Amedeo Nustriani

Server Clock Check : Measures how far your PC clock is from the trade server's clock, from the server time stamped on live ticks, and tells you how to fix it. Author: Amul Ravikumar

Check out the new article: MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls . In this article, we create a dynamic holographic dashboard in MQL5 for monitoring symbols and timeframes with RSI, volatility alerts, and sorting options. We add pulse

Check out the new article: How MQL5 Lite MCP AI Assistant Changed My Debugging Approach on Generated MQL5 Codes . This article presents a practical debugging workflow with MetaEditor's integrated AI Assistant and a comparison to the previous external approach. We fix a controlled set of syntax and

Session Levels - Asian range, PDH/PDL, VWAP, swings and round numbers : Session Levels draws the reference levels intraday traders watch most: Asian range, London and New York sessions, previous day and week high/low, daily VWAP, swing points and round numbers. Hover any level to read what it is and

87.8 Percent from 2021 to YTD at 8.5 Percent MaxDD. The Nikkei EA That Only Buys When Volume Is Quiet : A free, fully open JPN225 (Nikkei 225) EA for M15. Buys when price leans up, momentum isn't stretched and volume is quiet. Backtest 2022 to 2026: profit factor 1.68, +18.5% a year, passed 15

Stochastic Daily Breakout for Gold, +245 Percent in a 2021-2026 Backtest : Gold EA that trades both directions: when the stochastic signal line turns, it places a stop order at yesterday's high or low, filtered by a Bollinger band. Self-contained, no custom indicators. Real-tick backtest on XAUUSD

SelfGenerator : This script generates a file with its own source code (solution of the classical program in MQL5). It may be useful to study programming and algorithms. Author: Владимир