Articles, Library comments - page 3

Session Sweep Boxes MT4 : Draws Asian, London and New York session range boxes and marks liquidity sweeps: a closed bar that wicks beyond a completed session's high or low and closes back inside. Non-repainting arrows, extended session levels, alerts and iCustom-ready buffers. Author: Osazee

Session Sweep Boxes : Draws Asian, London and New York session range boxes and marks liquidity sweeps: a closed bar that wicks beyond a completed session's high or low and closes back inside. Non-repainting arrows, extended session levels, alerts and iCustom-ready buffers. Author: Osazee Asikhemhen

AN Guard Lite - Trade Journal and Report for any EA : Writes a CSV journal of every trade with the exit reason, and a report that shows how far each trade ran, in R. It never trades. Author: Amedeo Nustriani

RJO Daily Pivot Levels Classic and Fibonacci for MT5 : Daily Pivot Points indicator for MetaTrader 5 with Classic and Fibonacci methods. Displays PP, R1-R3 and S1-S3 using the previous completed daily candle. Author: Jodi Renaldi

ICT Killzones and Session Pivots : ICT killzones for MetaTrader 5: Asia, London and New York sessions drawn in New York time with automatic daylight-saving conversion, session highs and lows carried forward until price takes them, previous day, week and month levels, opening prices and time markers

Arixis Market Regime Map - Trend, Range and Volatility Classifier : Arixis Market Regime Map is a non-repainting MT5 indicator that classifies market conditions as Trend Up, Trend Down, Range or Transition using price efficiency, normalized slope, volatility, market structure and multi-horizon

Check out the new article: Beyond GARCH (Part VII): Monte Carlo Volatility Forecasting in MQL5 . We implement the CMonteCarlo module that turns the fitted MMAR parameters into a volatility forecast via Monte Carlo. It runs N independent simulations over a chosen horizon and reports mean, median

Edge or Luck: bootstrap test of your average trade : Resamples your closed trades 10,000 times to show whether your average trade is an edge or could still be luck: the 95% range of the average and the chance it is below zero. Author: Dakshal Kailash Raijada

ATR Percent : ATR %, ATR percentage, ATR percentage, ATR percentage, ATR percentage Author: Aleksandr Slavskii

Prop Firm Daily Loss Tracker - Daily Loss Limit Monitor : Shows the day's result against the daily and max loss limits of a prop firm account, with a warning alert, in a panel on the chart. Author: Amedeo Nustriani

Check out the new article: Symbolic Fourier Approximation in MQL5: Benchmarking SFA Against SAX . We implement Symbolic Fourier Approximation in MQL5 and compare it to SAX under a shared harness on identical price windows. SFA keeps low‑frequency Fourier coefficients and learns per‑position bins

Check out the new article: Uncertainty as a Model (Part 2): Dependence Among Random Variables — From Correlation to Copulas . The second part of the series examines the mathematical framework for multivariate random variables, which is necessary for analyzing the dependence and joint behavior of

Market Behavior Analyzer: Swing Structure and Market Context : The Market Behavior Analyzer is a practical indicator designed to make market structure easier to read directly from the chart. It identifies significant swing points, classifies them as Higher Highs, Higher Lows, Lower Highs, and Lower

MD Scalper – Trend / Reversal pending-stop scalper with trailing stop : Scalping Expert Advisor that reads a 3-period smoothed MA channel (High/Low), places pending stop orders either with the move (Trend) or behind it (Reversal), and trails the stop loss tick by tick. It includes broker-safe order

EMA Cross Demo EA with ATR Stops : A small demo Expert Advisor: EMA fast/slow cross entries (evaluated on closed bars only, no repainting), ATR-based stop-loss and take-profit, spread filter, and position handling that works on both hedging and netting accounts. Includes a Python reference

History Integrity Auditor : Audits the bar history your terminal actually holds, which is the history every backtest and every indicator reads. Six checks per symbol: impossible OHLC values, broken bar times, bars missing while the broker's own session table says it was quoting, empty and flat bars

AutoCloseOnProfitLoss Expert - Automatically Close All Positions on Profit/Loss : The AutoCloseOnProfitLoss Expert Advisor (EA) is a powerful automation tool for MetaTrader 5, designed to close all open positions when predefined profit or loss targets are reached Author: Duy Van Nguy

Check out the new article: Building Volatility Models in MQL5: Implementing the APARCH Volatility Process . The article introduces the APARCH volatility process to the MQL5 library via the CAparchProcess class, estimating the power exponent (delta) jointly with other parameters. It details the

Check out the new article: Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5 . The article guides in demonstrating an automated algorithm based on EMA Crossovers for MetaTrader 5. Detailed information on all aspects of demonstrating an Expert Advisor in MQL5 and testing it in

Check out the new article: Trade Duration vs Profitability Scatter Plot Indicator in MQL5 . The article presents a compact dashboard that relates trade duration to net profit using MQL5 and CCanvas. It pulls closed deals, derives duration in minutes, and renders a log‑scaled scatter by symbol, with

Check out the new article: Neural Networks in Trading: Robust Trading Signals in Any Market Regime (ST-Expert) . In this article, we will explore the ST-Expert framework, which ensures the robustness of forecasts under market uncertainty by taking local and global dependencies in time series into

Asian Range Sweep Indicator with a Built-In Win Rate Scorecard : Marks the Asian session range, signals when London or New York sweeps one side of it and reverses, and keeps a scorecard of how every past signal ended in R, spread included. Non-repainting, with buffers ready for an Expert Advisor

Broker Session Schedule Inspector MT5 : Read-only broker-native trading-session inspector with current status, next transition, multi-symbol scope, and CSV export. Author: Usamah

ATS Liquidity City - liquidity pools and sweeps, drawn as a neon city : Shows where stops are likely resting and which ones were just taken. Liquidity pools = confirmed swing highs and lows that price has not traded through yet, equal highs/lows (a bigger pool) and yesterday's high and low. When a

Prop Firm Risk Calculator - Position Size and Loss Limits : Calculates position size and daily / max loss limits for prop firm accounts and shows them in a panel on the chart. Author: Amedeo Nustriani

Check out the new article: Building a Market Behavior Analyzer in MQL5 . We outline a modular analyzer for MetaTrader 5 that separates detection, interpretation, and visualization. The engine identifies swing highs and lows, assigns structural labels, evaluates impulses and pullbacks, and stores

Check out the new article: From Novice to Expert: Trading Multi-Symbol Basket . The article develops a multi-symbol basket EA that standardizes prices, derives PCA weights with native MQL5 matrices, forms a synthetic spread, and trades z-score deviations from a rolling mean. It validates symbols and

Broker Contract Change Watch MT5 : Tracks changes to 18 broker contract properties against a saved baseline, with before and after values, a chart panel and a local CSV audit trail. Author: Waseem Shahrukh

Check out the new article: Implementing and Comparing Five Historical Volatility Estimators in MQL5 . The study implements five historical-variance estimators in MQL5 and evaluates their one-session-ahead persistence forecasts for EURUSD D1 sessions using an M1 realized-variance proxy. Deterministic

Check out the new article: Intrinsic Time: From the Directional-Change Scaling Laws to the Alpha Engine . The article implements intrinsic-time analysis in MQL5: an event-based directional-change operator that splits ticks into directional-change and overshoot sections. We reproduce the core scaling