Articles, Library comments - page 3

Check out the new article: Market Replay: Unity Is Strength (I) . We're entering the home stretch. The development of the replay/simulation system is nearly complete. Of course, we still have a few things left to finish, but compared to everything we've already done, completing what's left won't be

Check out the new article: Building a Session Performance Analytics Dashboard in MQL5 . This article builds an MQL5 dashboard that classifies closed deals into Sydney, Tokyo, London, and New York trading sessions by UTC close time. It computes per-session P&L, win rate, and average hold time, then

Check out the new article: Defining your Edge (Part 6): Harnessing Fourier Transform and a Spiking Neural Network in an Expert Advisor . Article revisits Trading Robot that merged Discrete Fourier Transform with Leaky Integrate-and-Fire Spiking Neural Network. Evaluation is made over the seven

Check out the new article: From Basic to Intermediate: Operator Overloading (II) . At first, this article may seem rather confusing because of the material I'm going to cover in it. Nevertheless, I've tried to explain everything as simply and clearly as possible. I hope you'll understand what I'm

Check out the new article: Market Simulation: Position View (XIX) . One of the issues that bothered me the most was that the `C_ElementsTrade` class contains code for accessing positions. Don't take this as a mistake, because it really isn't one. However, this increases the risk of errors in some of

Check out the new article: Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (Conclusion) . The article describes a practical implementation of the HimNet framework based on MQL5, ready for integration into automated trading. We demonstrate how heterogeneity-adapted

Spread Monitor for Scalpers : Spread histogram in a sub-window with current/avg/max/min stats, cost per trade, and threshold alerts for scalpers. Author: Radoslaw Karol Lubas

SuperTrend Indicator : A custom SuperTrend indicator built from first principles, combining an ATR-based volatility band with a ratchet mechanism to produce a clean, non-repainting trend line. Internal recursive state is managed through properly registered calculation buffers, avoiding the

Check out the new article: Beetle Swarm Optimization (BSO) . We consider a BAS+PSO (BSO) hybrid, where BAS provides a local direction signal and PSO facilitates the exchange of best solutions within the swarm. The article presents a mathematical model, pseudocode, an implementation of the class in

Check out the new article: Unified Validation Pipeline Against Backtest Overfitting . This article explains why standard walkforward and k-fold CV inflate results on financial data, then shows how to fix it. V-in-V enforces strict data partitions and anchored walkforward across windows, CPCV purges

Check out the new article: Building a Research-Grounded Grid EA in MQL5: Why Most Grid EAs Fail and What Taranto Proved . This article implements a regime-adaptive grid trading EA based on the PhD research of Aldo Taranto. It presents a regime‑adaptive grid trading EA that constrains risk through

RiskGuard Lite - Percent-Risk EMA/ATR EA : Educational MT5 EA: closed-bar EMA crossover entries, ATR-based stop loss and take profit, lot size from a fixed percent of equity via OrderCalcProfit, spread filter, magic-number isolation and server return-code checks. A clean template for building

Check out the new article: How to Obtain Synchronized Arrays for Use in Portfolio Trading Algorithms . The article describes a practical approach to synchronizing bars between instruments in a portfolio in MQL5. Classes are provided for loading, storing, and aligning OHLCV data, with options to use

Session Candle Counter: candles numbered from the cash open, DST aware : Numbers every candle of the current trading day starting at the cash open of Frankfurt, London, New York or Tokyo. The anchor is converted from exchange local time to broker server time with automatic daylight saving, so the

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

Check out the new article: Neural Networks in Trading: Heterogeneity-Informed Meta-Parameter Learning (Key Components) . In this article, we take a detailed look at the algorithms used to implement the key components of the HimNet framework. We demonstrate how, with a minimal number of trainable

Check out the new article: Building a News Filter Engine in MQL5 Using a Local Economic Calendar File . A file-based news filter for MQL5 reads a pre-downloaded Forex Factory CSV from MQL5/Files, avoiding fragile web scraping and paid APIs. It provides a modular CNewsFilter with a quote-aware CSV

Check out the new article: Automating Classic Market Methods in MQL5 (Part 8): Ed Seykota's Trend Following System . The article presents a full MQL5 implementation of a multi-symbol trend system: dual EMA crossovers for entries, ADX to avoid ranges, ATR to normalize position size, and a heat

Check out the new article: Developing a Multi-Currency Expert Advisor (Part 31): Secrets of the Optimization Project Creation Step (I) . The article examines two practical aspects of the Adwizard-based optimization pipeline: diagnostics and recovery after failures when generating the final Expert

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (VIII) . In this article, we will examine how to implement a tree balancing algorithm. Here, I will present my own version of an implementation of this algorithm. There are many other algorithms that serve the same

Check out the new article: Market Simulation: Position View (XVIII) . In this article, I have shown—in the clearest possible way—how to modify and improve code capable of handling specific tasks while making as few changes as possible to the existing code. We will add a volume display and, at the

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

Hi every one do you ever use fundamental indicators ? Can you introduce it here

RegimeRouter — trend/range classifier with a per-regime win rate ledger : Classifies the market with ADX, the Hurst exponent and lag-1 autocorrelation, routes each bar to a breakout module or a mean-reversion module, and keeps a separate win rate ledger for each regime with a Wilson 95% lower bound

CSetupLedger: a per-setup win rate ledger for Expert Advisors : Scores every setup type in your EA on its own record instead of lumping them into one equity curve. Rebuilds itself from the account's deal history on init so a restart cannot wipe the record. Prints a Wilson score lower bound next to

High-Performance Time Functions (TimeUtils) : High-performmance functions for dealing with time. Author: amrali

New article Payments and payment methods is published: MQL5.community built-in services offer great opportunities both to MQL5 developers and ordinary traders with no programming skills. But all these features can't be implemented without in-house secure payment system, that provides a convenient

GDS Renko Dual MA Demo EA : GDS Renko Dual MA Demo EA is a small educational Expert Advisor for MetaTrader 5. It shows one simple way to combine classic fixed-size Renko bricks with two simple moving averages calculated directly from completed Renko closes. Author: Andrey Goida

MSB Neon Account Dashboard for MT5 : Free neon-style MT5 account dashboard displaying balance, equity, floating P/L, daily realized P/L, win rate and open positions directly on the chart. Author: Kemal Mustafa Ozkan

Check out the new article: Price Action Analysis Toolkit Development (Part 24): Price Action Quantification Analysis Tool . Candlestick patterns offer valuable insights into potential market moves. Some single candles signal continuation of the current trend, while others foreshadow reversals