Articles, Library comments - page 3

Check out the new article: Engineering a Self-Healing Expert Advisor in MQL5 (Part 3): Restart-Aware Breakeven and Trailing Systems . Building on Part 2, the implementation introduces restart-aware breakeven and trailing-stop systems for MetaTrader 5. The EA persists the state, such as breakeven

Automatic Chart Refresher : A tool which refreshes the chart automatically and will make active indicators update if something stopped plotting on the chart. Author: phade

SR Zone Scanner : Multi-timeframe Support & Resistance zone scanner with strength rating and instant alerts — M15, H1, H4, D1. Author: Zbynek Liska

Check out the new article: Building an Object-Oriented Session VWAP Engine in MQL5 . This article shows how to implement a session vwap in MQL5 as a reusable include class with a strict daily reset at broker midnight. The engine computes VWAP and volume‑weighted deviation bands only on closed bars

Equity Guard — Daily Loss Limit Guardian with Panic Panel : Account-level daily loss guardian: when your daily loss reaches a configurable trigger, it closes all positions and pending orders and keeps the account flat until the next daily reset. Limits in percent or money, configurable reset time

Check out the new article: Lazy-Loading Indicator Handles in MQL5: A Resource Manager Pattern for Multi-Timeframe EAs . Multi‑timeframe EAs that initialize every indicator handle in OnInit() pay a fixed startup cost even when most handles are never used. CIndicatorCache applies lazy loading with

V1N1 LONNY MT5 : Asian Range Breakout day-trading EA. Multi-symbol, M15/M30/H1. Places pending stop orders during the London session outside the pre-London Asian range, using PSAR + MACD + Stochastic signals, with automatic London/NY DST handling, structural stops, trailing and break-even. Author

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 18): Sequential Bootstrap, Corrected — Clone, Class Erasure, and the Comparison Toolkit . The article diagnoses two defects that neutralize sequential bootstrap during cross‑validation: type erasure of

Result - type-safe error handling for MQL5 without exceptions : A small, dependency-light library that brings a Rust-style Result type to MQL5. Functions return a single value-or-error object instead of relying on the global GetLastError() state, so failures are explicit and impossible to ignore

Check out the new article: Feature Engineering for ML (Part 7): Entropy Features in Python . The article provides production-ready entropy estimators (Shannon, plug-in, Lempel–Ziv, Kontoyiannis) operating on tick-rule–encoded sequences. It resolves three correctness and performance issues in the

Pip Value Calculator : Live pip value, risk-based lot sizing, custom volume risk analysis & open position P/L — all in one panel. Author: Zbynek Liska

Profit Concentration Analyzer : A native MQL5 script that measures how concentrated a strategy's profit is — whether the edge is broad or rests on a few lucky trades. It reads a per-trade CSV (Date,Profit) and reports the share of net profit from the largest trades, the Gini coefficient of the

Check out the new article: Forecasting in Trading Using Grey Models . The article discusses the application of Grey models to forecasting financial time series. We will consider the operating principles of Grey models and the specifics of their application to financial series. We will also discuss

Check out the new article: Gaussian Processes in Machine Learning (Part 2): Implementing and Testing a Classification Model in MQL5 . In this section, we will look at the implementation of the key interfaces of the library of Gaussian processes in MQL5: IKernel, ILikelihood, and IInference. We will

Confirmed Swing Points Helper : A small educational MetaTrader 5 indicator that marks confirmed swing highs and lows and labels market structure as HH, HL, LH and LL. Author: Talal N Z Aljarusha

Clock : The indicator displays three variants of time in the chart: local, server and GMT! Fig.1 The Clock indicator Author: Nikolay Kositsin

Spread Calculator : Spread calculator is created to display the current spread on any currency pair on the chart. Author: Opengates Success International

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

SL-TP Values : Indicator displays the value of defined stop loss and or take profit in the deposit currency. Note: It calculates an estimated value based on a simple calculation and does not take into account brokerage commissions. Author: Livio Alves

Radix sort (The fastest numeric sort) : Sorts the values of a one-dimensional numeric array in the ascending order. It is 3-10 times faster than any other sorting algorithm. Author: amrali

OnChart Candle Countdown Clock : On-Chart Candle Countdown Clock is a simple indicator created to display the countdown timing of the last candle on any time frame. Author: Opengates Success International

Check out the new article: Linear Regression Prediction Channels in MQL5: Constructing Statistically Grounded Confidence and Prediction Bands . The article implements rolling OLS regression channels in MQL5 and computes confidence and prediction bands with Student's t critical values instead of a

Check out the new article: The MQL5 Standard Library Explorer (Part 13): Implementing the Math Solvers Library in Trading . We present a complete workflow for adaptive filtering in MQL5 using the CNlEq Levenberg–Marquardt–like solver. The EA fits a VAMAC model—two EWMAs with an ATR‑based scaling—by

Check out the new article: Meta-Labeling the Classics (Part 2): Filtering and Sizing ADX Trades . The DI crossover often triggers in ranges where +DI and -DI oscillate without persistence. We build a two-layer hybrid: Optuna's TPE optimizes a regime gate over ADXR threshold, DI lookback, and minimum

Check out the new article: Designing a Strategy State Machine in MQL5: Replacing Nested If-Else Logic with Formal States . Nested if-else logic inside OnTick() creates implicit states that are hard to isolate, debug, and extend without regressions. A formal finite state machine in MQL5 uses an

Check out the new article: MQL5 Trading Tools (Part 38): Adding a Tabbed Settings Window for Editing Object Properties . We add a tabbed settings window opened from the ribbon and bound to the selected object. The tabs — Style, Text, Coordinates, and Visibility — are built from the same descriptor

Check out the new article: From Cloud to Complex: The Vietoris-Rips Filtration in MQL5 . We turn a price-embedded point cloud into a Vietoris–Rips filtration and its boundary matrix. The article enumerates vertices, edges, and triangles with filtration values, sorts them in entry order, and builds

Check out the new article: Interactive Supply and Demand Zone Manager in MQL5 (Part II): Event-Driven Architecture and Persistent Lifecycle Logging . This article advances the stateful supply and demand zone framework for MetaTrader 5 by replacing polling with an event-driven model based on

Check out the new article: Neural Networks in Trading: Skill Hierarchy for Adaptive Agent Behavior (Final Part) . The article discusses the practical implementation of the HiSSD framework in algorithmic trading tasks. It explains how the skill hierarchy and adaptive architecture can be used to build

New article How to Buy a Trading Robot on MQL5 Market? is published: Now you also can use trading robots and any technical indicators with MetaTrader 5. All you need to do is to launch MetaTrader 5 trading terminal and open Market tab of Toolbox window. Author: MetaQuotes