Articles, Library comments - page 3

Edge Drift Detector : Tests whether live closing deals still match the backtest of an Expert Advisor. A bootstrap-calibrated CUSUM detector raises an alarm and estimates when the drift began, a two-window check separates a short dip from a lasting decline, and an expectancy decomposition shows

ASQ Safe Scalping v1.20 : A free, open-source breakout scalping Expert Advisor for MetaTrader 5 by AlgoSphere Quant. It implements a strict seven-condition entry system where every condition must align simultaneously before any trade is taken. Author: Muharrem Rogova

Terminator_v2.0 : Initial position opens by indicator signals (there are six variants). If loss position occurs, adding with the increasing lot performs Author: Дмитрий

Keltner channel - smooth ATR : Keltner channel - smooth ATR Author: Mladen Rakic

Triangle Hedge : Opens a virtual hedge position in MetaTrader 5. Author: Atsushi Yamanaka

Better volume : Better Volume is an advanced indicator designed to analyse the behaviour of volume on price charts. It combines volume information with metrics such as candlestick range and moving averages to identify important patterns in the market, such as buy/sell climaxes, churn and weak

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

Check out the new article: From Deal History to Hazard Curves: Survival Analysis Applied To Strategies . This article reframes performance from unconditional win rate to conditional probability given survival time. It introduces an MQL5 library, an on‑chart indicator, and a demo Expert Advisor that

Check out the new article: Encoding Candlestick Patterns (Part 5): Expanding Taxonomy of Candlestick for General Pattern Frequency Analysis . This article extends the candlestick encoding framework by separating previously unclassified bullish and bearish candlesticks into distinct symbols. Using an

Check out the new article: Neural Networks in Trading: A Unified View of Space and Time (Global-Local Attention) . We are continuing our work on implementing the approaches proposed by the authors of the Extralonger framework. This time, we will focus on building a Global-Local Spatial Attention

Check out the new article: Competitive Swarm Optimizer (CSO) . The article discusses the Competitive Swarm Optimizer — a swarm optimization algorithm based on an extremely simple idea: agents are randomly paired, and the loser learns from the winner and is drawn toward the center of the swarm. In

SMC Entry Using structure : Market Structure & Smart Trade Tracker (MT5) An advanced all-in-one Smart Money Concepts (SMC) indicator that combines automated market structure mapping, momentum heatmap candles, and institutional trade execution tracking. Author: Asma Batool

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

Symbol Spec Auditor : A chart panel that shows the contract specification details that decide position size and trading cost (point value, spread cost, margin, swap, execution rules) in the account currency, warns about broker settings that silently break lot-size code, and exports the audit of

Check out the new article: Working with ONNX Models in MQL5 (Part 2): Drawing the Model Graph on an Interactive Chart Panel . We turn the ONNX reader into an interactive graph viewer on a MetaTrader 5 chart. The parser is extended to carry tensor shapes and node attributes, and a canvas with

Check out the new article: Price Action Analysis Toolkit Development (Part 78): Extending the Indicator Search Panel with Symbol Selection in MQL5 . We continue enhancing our modular indicator search panel by adding symbol selection capabilities. The implementation allows users to search for

Check out the new article: Wasserstein Distance for Live Feature-Drift Detection in MQL5: Monitoring ONNX Model Inputs with Optimal Transport . This article implements a lightweight feature-space drift guard in MQL5 using 1D Wasserstein‑1: sort-and-pair scoring on equal windows, IQR normalization

Check out the new article: Position Management: Deriving a Self-Calibrating Exit Ladder From Historical MFE in MQL5 . We implement three MQL5 classes that replace fixed 1R/2R/3R targets with data-driven scale-out levels. CExcursionTracker records each closed trade's maximum favorable excursion in R

Sensible Guide Confluence : H1 indicator that combines support/resistance confluence from H4, D1 and W1 with EMA trend alignment and candlestick confirmation. Shows non-repainting BUY/SELL arrows with ATR-based stop and reward/risk filtering. Author: Marian Beceanu

New article MetaTrader 5 on Linux is published: In this article, we demonstrate an easy way to install MetaTrader 5 on popular Linux versions — Ubuntu and Debian. These systems are widely used on server hardware as well as on traders’ personal computers. Author: MetaQuotes

Semi-HFT Grid Bot Two-sided seed-bump-martingale grid with basket take profit : A two-sided grid EA that lays a small symmetric ladder of pending stop orders around the current price, then escalates in two stages as fills accumulate: first a single opposite-side lot "bump," then a full martingale

Global Variable Inspector: list, export, delete and restore terminal global variables with filters : Script that lists the global variables of the terminal with value, last access time and age, filtered by prefix, substring and age. It exports them to CSV, deletes the matching ones after a

Check out the new article: Automating Trading Strategies in MQL5 (Part 13): Building a Head and Shoulders Trading Algorithm . In this article, we automate the Head and Shoulders pattern in MQL5. We analyze its architecture, implement an EA to detect and trade it, and backtest the results. The

Neural Loss-Pattern Auditor : Neural Loss-Pattern Auditor trains a small feed-forward neural network, written from scratch in native MQL5, on closed-deal history to test whether behavioral and market-context features predict which trades are more likely to lose. It reports an accuracy uplift over a

Check out the new article: Rough Volatility: Building a Roughness Index Feature from the RFSV Model for ML Trade Filtering . This article builds a usable roughness index from rough volatility theory by fitting local H via a structure-function regression on blocked returns, all in native MQL5. We

Check out the new article: Hidden Semi-Markov Models for Duration-Aware Regime Detection in MQL5 . Standard HMMs assume geometric, memoryless state durations, which poorly match real market phases. This piece implements a duration‑explicit Hidden Semi‑Markov Model natively in MQL5, with per‑state

Adaptive Kalman Trend Filter Indicator : The Adaptive Kalman Trend Filter smooths price fluctuations to highlight the underlying market trend, adapting its responsiveness as market conditions change. Author: Syed Jawad Hussain Naqvi

Check out the new article: Neural Networks in Trading: A Unified View of Space and Time (Extralonger) . The Extralonger framework demonstrates an approach to integrating spatial and temporal factors into a single model, which makes it possible to account for both local patterns and long-term cycles

Check out the new article: Artificial Searching Swarm Algorithm (ASSA) . The article discusses the implementation of the Artificial Searching Swarm Algorithm (ASSA) in MQL5 as part of a unified test bench. The article examines three behavioral movement rules, the signal and global bulletin board

One-Click Trade Manager — risk-based lot size with entry, stop and target in one click : Works out the lot from your risk percent and the stop distance, then opens the trade with the stop loss and take profit already attached. Never trades by itself. Author: Amul Ravikumar