Articles, Library comments - page 3

Market Replay Tool : Market Replay Tool is an MT5 utility that seamlessly merges a Market Replay simulator with interactive TradingView-style Long & Short drawing tools. It allows traders to backtest strategies on historical data with adjustable playback speeds, while effortlessly mapping out

Prop Firm Guard Panel : Prop Firm Guard Panel is an on-chart panel for prop firm challenges and funded accounts. It shows in real time the daily loss used and the room left, the max loss room and equity floor, and the progress toward the profit target. The start-of-day balance is rebuilt from

Check out the new article: Neural Networks in Trading: Recurrent Modeling of Market Micromovements (EV-MGRFlowNet) . The article discusses the adaptation of the EV-MGRFlowNet architecture — originally developed for processing event-based video data — to the field of financial time series. The

Mouse Scroll Zoom in Zoom Out : Mouse Scroll Zoom in Zoom Out Author: Rajesh Kumar Nait

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

After-Exit Analyzer - what price did after you closed: stopped-out trades that later hit TP, profit left after exits : Reads your closed positions and the M1 bars after each exit. Shows how many stopped-out trades later reached their take profit, how far take-profit trades kept running and how much

Check out the new article: A Symbol Metadata and Trading Hours Cache in MQL5: Eliminating Redundant SymbolInfo Calls in Multi-Symbol EAs . This article presents CSymbolMetaCache, an MQL5 layer that preloads contract specifications and trading-session schedules for monitored symbols at EA startup and

Algo: EMA Trend Cross on Closed Bars — XAUUSD M30 : Free educational EA — a single-position trend-following EMA crossover system for XAUUSD M30, released as open source for beginners to study trade ownership guards, preflight order validation, risk-based lot sizing, and server-time session

Check out the new article: Building a Two-Pole Momentum Oscillator in MQL5 . We build a Two‑Pole Momentum Oscillator in MQL5 that measures deviation from a 25‑period SMA, normalizes it by its mean and standard deviation, and smooths the result with two EMA‑style passes. The code defines inputs

Check out the new article: Weibull Reliability Analysis for Strategy Lifespan: Estimating When an EA Is Likely to "Fail" . We implement a native Weibull maximum-likelihood fit in MQL5 and use it to model strategy wear-out from trade history. Failures are defined as the rolling profit factor dropping

Check out the new article: Building a FIFO-Compliant Position Management Layer for NFA-Regulated MQL5 Accounts . This article shows how to make EA close operations comply with broker-enforced FIFO (ACCOUNT FIFO CLOSE) on hedging accounts, so naive exits stop failing. It introduces CFifoPositionQueue

Check out the new article: Uncertainty as a Model (Part 6): Multiple Regression and Diagnostics . A practical introduction to multiple regression with deterministic factors for financial time series. Topics covered include the formulation and matrix form of ordinary least squares (OLS), residual

Check out the new article: How to Implement R/S Analysis and the Hurst Indicator in MQL5 . The Hurst exponent indicator for MQL5 is based on R/S analysis using OLS regression in log-log space. The theoretical basis is the findings of Gatheral–Jaisson–Rosenbaum (2014), according to which volatility

Check out the new article: Per-Setup Trade Ledger in MQL5: Find Out Which of Your EA's Entries Is Losing Money . Most EAs trade more than one setup, yet the Strategy Tester judges them all by a single equity curve. CSetupLedger is a small MQL5 class that stores each trade's setup in its magic number

Check out the new article: Property-Based Testing for Trading Rules in MQL5 (Part 1): Generate Market Scenarios, Test Invariants, Find Edge Cases . Property-based tests exercise a sizing rule across thousands of generated scenarios instead of a few hand-picked cases. A deterministic MQL5 runner

Check out the new article: Neural Networks in Practice: When to Use an Artificial Neuron and How It Works in MQL5 . We implemented a neuron in MQL5 that was trained using stochastic gradient descent and compared its loss function to that of linear regression. Using code and graphs, we demonstrate

Check out the new article: From Basic to Intermediate: Subwindows (I) . In this article, we'll start exploring how to work with subwindows in MetaTrader 5 using MQL5. This is a broad topic with several practical aspects that may prove challenging, so we'll start with a brief introduction. And yet

Check out the new article: Neural Networks in Practice: Stochastic Gradient Descent . This article uses practical examples to explain how to calculate and apply gradients of the weights and bias (intercept) in a linear neuron implemented in MQL5, and also discusses a stochastic variant of gradient

Check out the new article: Neural Networks in Trading: Temporal Motion Aggregation (Conclusion) . Introducing the TMA framework — an intelligent system capable of forecasting market dynamics with sufficient accuracy. In this article, we have integrated all the components into a single architecture

Leverage Monitor – Real Leverage, Margin Tiers, Swap, Commission and Spread : See the real leverage of every Market Watch symbol, including floating margin tiers, with swap, commission and live spread in one panel. Author: classicaltrading

Prop-firm Guard - daily loss and max drawdown protection for challenge accounts : Watches the whole account and closes everything before the daily loss or max drawdown limit is breached, then keeps the account flat until the block ends. Does not trade. Author: Parinya Aonpradit

Restart-Safe EA Template - no duplicate entries after a restart : Expert Advisor template that shows safe execution practices: closed-bar signals once per bar, no duplicate entries after an MT5 or VPS restart, spread and stop-level checks, normalised volume and a log line for every decision. Author

Spread ATR Monitor - current, average and max spread vs ATR : Shows the current spread next to its recent average and maximum and compares it with ATR, so you can see at a glance when trading costs are too high relative to the symbol's normal movement. Author: Jefry Francisco Rodriguez Campos

Risk Lot Panel - position size by risk and stop distance : On-chart panel that calculates the lot size for a given risk (% of balance, % of equity or fixed money) and stop-loss distance, using the broker's tick size and tick value. Works on forex, metals, indices and crypto. Author: Jefry Francisco

TradeTransactions : Access to OnTradeTransaction data anywhere within an application Author: fxsaber

Garch: GARCH, GJR-GARCH and EGARCH volatility models with forecasts : Fits GARCH(1,1), GJR-GARCH and EGARCH with normal, Student t or GED shocks by maximum likelihood, with robust standard errors and variance forecasts. Author: Mohamed-amine Baddir

AlertKit, one alert per event and bar, no alert spam : A small include class that stops indicator alerts from firing on every tick. One alert per event and bar, silent about history on start, popup, push, email or sound, and an optional log of every decision. Comes with a working range break

Squeeze Break Indicator: This indicator uses a combination of Bollinger Bands and Keltner Channels to capture moves from low to high volatility. Author: Desmond ORegan

EA Auditor. What an Expert Advisor really does, from its deal history : Script that reads the deal history of your account and writes a plain note on how an Expert Advisor really trades: entries, stops and trailing, lot changes, martingale, averaging, trades at once, hours and holding time, plus

New article Fast Dive into MQL5 is published: You have decided to study MQL5 trading strategies' programming language, but you know nothing about it? We have tried to examine MQL5 and MetaTrader 5 terminal from the newcomers' point of view and have written this short introductory article. In this