Articles, Library comments - page 3

AttachExpert: attach an EA with inputs to a chart from code : AttachExpert.mqh attaches an Expert Advisor to a chart from MQL5 code, with the inputs you choose and with "Allow Algo Trading" on or off. Author: Mohamed-amine Baddir

News Lines Utility – Economic Calendar Lines and Event Panel : Short description (for the "Short description" field) Shows economic news events directly on your chart as colour-coded vertical lines with tooltips, plus a draggable event panel with upcoming and recent releases. Works on every symbol

Margin Call Radar : Read-only panel that shows the distance to margin call and stop out in money, percent of equity and points, plus adverse price and equity shock scenarios. Hedge-aware, does not trade. Author: Serhii Semenov

Check out the new article: Using Renko-bar Regression with Error Correction . The article presents a regression-based approach to forecasting Renko bars using CatBoost: the model estimates the logarithmic return of the next bar and the uncertainty of the forecast. We will examine a cascade of

ICT Premium / Discount and OTE - dealing range, standard deviations, IPDA ranges : ICT dealing range from confirmed swings: premium and discount zones, equilibrium, the OTE band (62 - 79 %, 70.5 %), standard deviation targets and the IPDA 20 / 40 / 60-day ranges. No repaint. Alerts and EA buffers

Check out the new article: Engineering Trading Discipline into Code (Part 9): Building a Trade Activity Audit Trail in MQL5 . Trade authorization controls what a cooperating Expert Advisor is permitted to send, but not every account action passes through that code. A trade may originate from the

Check out the new article: Integrating News Sentiment to Avoid Strategy Disruption in MQL5 . We present a dynamic news‑sentiment filter for MQL5 Expert Advisors. It uses WebRequest to query a REST API, parses JSON sentiment and confidence, and gates entries and exits alongside Moving Average and RSI

Prior Bar Break Odds with Probability Bars and a Rolling Hit Rate : Measures, on the chart's own history, how often a bar takes out the prior high or the prior low after bullish and after bearish bars, at up to five levels spaced by the average range. Each level carries a probability bar, and a

Check out the new article: Neural Networks in Trading: Adaptive Perception of Market Dynamics (Encoder) . The article presents the comprehensive architecture of the STE-FlowNet encoder, which combines stack memory, recurrent processing, and a correlation mechanism to extract hidden market

Check out the new article: Real-Time Polynomial Regression: A Causal Savitzky-Golay Implementation for MQL5 . We adapt the Savitzky–Golay filter to a strictly causal, real-time form for MQL5 and derive the fixed coefficients for end-point evaluation. The article provides a full indicator and an

Check out the new article: Machine Learning Under Constraint (Part 4): The Stop-Loss Ceiling Meets the Optimal Trading Rule Search . The article constrains the optimal trading rule by a prop-firm stop-loss ceiling and corrects OU fitting by pooling within-trade pairs per AFML eq. 13.6. We apply the

Pending Panel MT5 — One-Click Pending Orders with OCO : A chart panel for MT5 that places Buy Limit, Sell Limit, Buy Stop and Sell Stop pending orders with one click. Volume, distance and optional SL/TP are set on the panel; OCO cancels the opposite order automatically. Includes bulk delete, a live

Check out the new article: Population-Based Optimization Algorithms: Building a Defense Against Cheaters . The algorithms were rerun on the updated functions, and a method was proposed for quickly verifying their "honesty". The composite test combines five different landscapes and eliminates the

Trend Buy/Sell Zones with Auto Lot Size - Risk Panel : Highlights potential buy zones in uptrends and sell zones in downtrends on closed candles (no repainting), with automatic lot size for your balance and a daily loss guard. Author: Alban Haxha

Institutional Ornstein-Uhlenbeck Equilibrium Matrix : An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion. Author: Amanda Vitoria De Paula Pereira

GM Matrix Monitor — read-only risk dashboard for your EA matrix : Read-only panel showing per-magic net P/L, account drawdown, daily-loss breaker progress and freeze/liquidate thresholds. Does NOT trade. Author: QuantDev _CN

TesterStats: Strategy Tester report statistics in MQL5 code : Calculates the Strategy Tester report statistics from the deal history, including Z-Score, AHPR, GHPR, LR Correlation and LR Standard Error, which TesterStatistics() does not return. Checked value by value against the tester. Author

Check out the new article: Benchmark Champions vs. Real-World Optimization Problems . We analyze why ratings may be inflated due to the alignment of algorithm trajectories with benchmark diagonals, and we supplement the testing methodology with a requirement to keep the global extremum away from the

Non-Repainting Fair Value Gap Detector : Non-repainting three-bar Fair Value Gap detector for MetaTrader 5. Closed-bar detection, the 50% Consequent Encroachment level, mitigation as an explicit state machine, incremental scanning, and a built-in self-audit that re-checks the stored gap levels

MultiTester : Multiple runs/optimisations in Tester. Author: fxsaber

Check out the new article: Hyperdimensional Computing: Learning in One Integer Add, and the Nulls That Judge It . A complete Hyperdimensional Computing library for MQL5 implements bind, bundle and permute over 4096‑bit hypervectors, graded level ladders for quantities, an encoder for bars and

Check out the new article: Diebold-Mariano Testing in MQL5: Validating Predictive Edge Across Instruments and Models . The article shows how to compare two trading forecasters in MQL5 using the Diebold–Mariano test with HAC‑corrected variance and the Harvey–Leybourne–Newbold adjustment. It explains

Check out the new article: Neural Networks in Trading: Adaptive Perception of Market Dynamics (STE-FlowNet) . The STE-FlowNet framework offers a new perspective on financial data analysis by responding to actual market events rather than fixed timeframes. Its architecture preserves local and

Check out the new article: Native Gaussian Process Regression in MQL5: Short-Horizon Price Forecasting with Uncertainty Bands . The article rebuilds a Gaussian Process forecaster in native MQL5 around market-state inputs and direct horizon log-return targets. It employs a Matern 3/2 kernel

Check out the new article: The Kalman Filter for Price Smoothing: An Exact Implementation in MQL5 . This article implements the scalar Kalman Filter for price smoothing in MQL5 using the standard local-level model and the exact prediction–update equations. It explains how process and measurement

Check out the new article: Building a Position Lifecycle Manager in MQL5 (Part 2): Managing Manual and Multi-Symbol Positions . This update adds manual position adoption and multi-symbol lifecycle management. The manager detects and tracks positions regardless of the chart, applies initial

Check out the new article: Uncertainty as a Model (Part 5): The Basics of Regression . A practical introduction to time series regression models: regression on a constant and simple regression with deterministic, exogenous, and endogenous regressors. It describes the key steps in the diagnostic

Manual Trade Pad for Strategy Tester : A Lightweight Manual Trading Panel for MetaTrader 4 — Live Trading and Strategy Tester Author: Amirhossein Heydarijokani

Session Range Breakout: Asia, London and New York high/low levels : Session Range Breakout draws the high and low of up to three intraday sessions (Asia, London and New York by default) and extends each level to the right with optional H/L labels and a range rectangle. Session hours, names and

TSCombo5 : Geminis, Mistral, Claude & Perplexity UNITED!! Author: Rodrigo S. Franco