Articles, Library comments - page 3

ASQ PropGuard : ASQ PropGuard is a real-time prop firm rule monitor for MetaTrader 5. It tracks daily loss limits, maximum drawdown, profit targets, and trading day requirements — all displayed on a dark-themed chart overlay with color-coded progress bars and a live pass/fail verdict. Author

Price Action Intraday Trading - Expert for MT5 : Price Action Day Trader is a robust, trend-following MQL5 Expert Advisor designed for intraday trading. It focuses on high-probability price action patterns Pin Bars, Engulfing Candles, and Inside Bar Breakouts while filtering trades through a dual

New article Implementing an ARIMA training algorithm in MQL5 has been published: In this article we will implement an algorithm that applies the Box and Jenkins Autoregressive Integrated Moving Average model by using Powells method of function minimization. Box and Jenkins stated that most time

Check out the new article: Pair Trading: Algorithmic Trading with Auto Optimization Based on Z-Score Differences . In this article, we will explore what pair trading is and how correlation trading works. We will also create an EA for automating pair trading and add the ability to automatically

MACD Tradingview version : The standard MACD on MT5 platform seem to be not enough so I code this version by copying from the pinescript. Author: Sopheak Khlot

Check out the new article: Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases . In part 2, we extend the news filter to protect existing positions during news events. Instead of closing trades, we temporarily remove stop-loss and take-profit

Hon Matrix : Hon-Matrix is an advanced algorithmic trading system that combines Price Action, Volatility Analysis, and Real-Time News Filtering. Unlike standard "static" EAs, Hon-Matrix utilises a dynamic decision-making engine that identifies the current market phase (Trending vs. Ranging) and

Institutional K-Means Machine Learning Liquidity Clusters : An unsupervised machine learning indicator that applies the K-Means clustering algorithm to historical price action, mathematically detecting and plotting the true institutional liquidity pools without human bias. Author: Amanda Vitoria De

Check out the new article: Using the MQL5 Economic Calendar for News Filtering (Part 1): Implementing Pre- and Post-News Windows in MQL5 . We build a calendar‑driven news filter entirely in MQL5, avoiding web requests and external DLLs. Part 1 covers loading and caching events, mapping them to

Check out the new article: Building a Correlation-Aware Multi-EA Portfolio Scorer in MQL5 . Most algo traders optimize Expert Advisors individually but never measure how they behave together on a single account. Correlated strategies amplify drawdowns instead of reducing them, and coverage gaps

Check out the new article: Predicting Renko Bars with CatBoost AI . How to use Renko bars with AI? Let's look at Renko trading on Forex with forecast accuracy of up to 59.27%. We will explore the benefits of Renko bars for filtering market noise, learn why volume is more important than price

Asynchronous Institutional Trade Engine (Library) : A professional object-oriented MQL5 library designed for quantitative developers. It provides asynchronous order execution and dynamic slippage control to prevent terminal freezing during high-frequency algorithmic trading. Author: Amanda Vitoria

RSI Applied to Kalman Filter Indicator : This RSI applied to Kalman filter indicator,This RSI applied to Kalman filter indicator Author: ferj38

Double Stochastic : A stochastic indicator with a twist: it is calculating a stochastic, and then a stochastic of that stochastic. Author: Mladen Rakic

KSQ Fair Value Gap EA FVG with Regime Detection and Dual SL TP Mode : KSQ Fair Value Gap EA automatically trades institutional FVG zones with built-in regime detection to filter out low-quality setups in ranging markets. STRATEGY Detects 3-bar bullish and bearish FVG patterns. Enters on confirmed

Check out the new article: Neural Networks in Trading: Integrating Chaos Theory into Time Series Forecasting (Final Part) . We continue to integrate methods proposed by the authors of the Attraos framework into trading models. Let me remind you that this framework uses concepts of chaos theory to

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

ATR Based Stop Loss Manager : A comprehensive stop-loss and trade management module offering multiple stop-loss methods (Fixed Pips, ATR-based, Swing High/Low, and Percentage) and trailing stop options (Fixed, ATR, Step, and Breakeven). It includes automatic broker stop-level adjustment

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

ASQ SuperTrend : ATR-based trend indicator with 3 ATR modes (Wilder/SMA/EMA), dynamic color line, signal arrows, trend duration, distance in pips, trend strength rating, signal counter, expanded dashboard, 4-channel alerts. Free. Author: Muharrem Rogova

KSQ CommandCenter Remote Google Sheets Trade Manager : KSQ Command Centre is a production-ready, two-way bridge between MetaTrader 5 and Google Sheets. It was originally designed to help fund managers and quantitative traders remotely monitor and manage large, funded accounts (e.g., Darwinex Zero

Check out the new article: One-Dimensional Singular Spectrum Analysis . The article examines the theoretical and practical aspects of the singular spectrum analysis (SSA) method, which is an efficient method of time series analysis that allows one to represent the complex structure of a series as a

Check out the new article: Low-Frequency Quantitative Strategies in Metatrader 5: (Part 2) Backtesting a Lead/Lag Analysis in SQL and in Metatrader 5 . The article describes a complete pipeline that uses data analysis for finding low-frequency lead/lag trading opportunities. It goes into building a

ASQ Candle Scanner : On-chart candle analysis indicator with structure tags, sentiment, and trend arrows for MetaTrader 5. Author: Muharrem Rogova

Institutional Fractal Dimension Index (Regime Detector) : An advanced quantitative filter based on Chaos Theory and fractal geometry, it calculates the intrinsic dimensionality of the price curve to instantly classify market regimes into trending or mean-reverting states. Author: Amanda Vitoria De

Promise : Interface for implementing asynchronous execution of algorithms Author: Kuzma Shevelev

MQL5 Programming for Traders – Source Codes from the Book. Part 6 : In Part 6 of the "MQL5 Programming for Traders", we will study a key component of the MQL5 language – trading automation. We will start with a description of the fundamental entities, such as financial instrument specifications and

Trade Journal CSV Export Script MT4 : Exports your complete trade history to a CSV file with comprehensive performance statistics. Ready to import into Excel or Google Sheets for detailed analysis. Author: Kestutis Balciunas

Check out the new article: Trend criteria. Conclusion . In this article, we will consider the specifics of applying some trend criteria in practice. We will also try to develop several new criteria. The focus will be on the efficiency of applying these criteria to market data analysis and trading

Imbalance Finder (FVG) : Imbalance Finder is an MT5 indicator that automatically detects bullish and bearish Fair Value Gaps (FVGs) and tracks whether each imbalance remains active, gets tapped, or becomes fully filled. It draws clear chart zones in real time, helps traders identify potential