Articles, Library comments - page 3

Check out the new article: Formulating Dynamic Multi-Pair EA (Part 9): Market Microstructure Execution Noise Filtering . This article presents a multi-symbol execution filter that scores real-time market quality before any trade is allowed. It measures spread behavior, tick velocity, quote gaps

Check out the new article: Custom Debugging and Profiling Tools for MQL5 Development (Part II): Profiling EAs and Testing Trading Logic . We build a compact profiler that records calls, min/max/average times, and slow-call counts to CSV, and a simple test runner that writes deterministic pass/fail

Check out the new article: Position Management: Scaling Into Winners With A Falling-Risk Pyramid . We introduce CPyramidBridge, a thin MQL5 layer that maps bet-sizing results to CPyramidEngine. The bridge applies probability to initial lot sizing, enforces a capacity-aware entry gate, promotes

Check out the new article: Integrating MQL5 with Data Processing Packages (Part 7): Building Multi-Agent Environments for Cross-Symbol Collaboration . The article presents a complete Python–MQL5 integration for multi‑agent trading: MT5 data ingestion, indicator computation, per‑agent decisions, and

Second Bars : The indicator draws an arbitrary second timeframe on the chart. Author: Aleksandr Slavskii

Check out the new article: MQL5 Wizard Techniques you should know (Part 92): Using B-Tree Indexing and a Bayesian NN in a Custom Signal Class . In this article we present yet another custom MQL5 Signal Class that we are labelling ‘CSignalBTreeBayesian’. We are marrying the algorithm of a balanced

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: Price Action Analysis Toolkit Development (Part 48): Multi-Timeframe Harmony Index with Weighted Bias Dashboard . This article introduces the “Multi-Timeframe Harmony Index”—an advanced Expert Advisor for MetaTrader 5 that calculates a weighted bias from multiple

Stochastic Moving Average : This indicator is an implementation of Stochastic of Moving Average. This indicator can be used as a filter indicator. It can be associated with my free indicator "HLPeak_Trend". Author: Elmo Ferrera

Check out the new article: Building a Dynamic STF Liquidity Sweep Indicator in MQL5 . The article delivers a dynamic MetaTrader 5 indicator that detects liquidity sweeps via swing‑point logic, wick‑ratio thresholds, and engulfing confirmation. It recognizes single‑wick and dual‑candle patterns

Momentum and news impact candles : A candlestick chart which colors OHLC candles based on directional price momentum and news impact Author: Conor Mcnamara

Check out the new article: Encoding Candlestick Patterns (Part 2): Modeling Price Action as an Ordered Sequence . Developing permutation-based tools in MQL5 provides a systematic way to analyze candlestick pattern combinations for trading strategies. This article introduces a permutation calculator

Check out the new article: Beyond GARCH (Part IV): Partition Analysis in MQL5 . In this article, we shift from Python research to native MQL5 engineering. We build the first module of the MMAR library: a shared constants header, an SVD-based OLS regression class, a Generalized Hurst Exponent

Check out the new article: Building Volatility Models in MQL5 (Part III): Implementing the SLSQP Algorithm for Model Estimation . An SLSQP optimizer is implemented in MQL5 to resolve parameter discrepancies between a volatility library and Python's ARCH module. The article details constraint

Institutional Markov Chain Transition Matrix : A quantitative stochastic probability engine that utilizes Markov Chain transition matrices to mathematically forecast the percentage chance of bullish or bearish continuation on the next algorithmic execution cycle. Author: Amanda Vitoria De Paula

Check out the new article: MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase . Discover how to effortlessly import and utilize the History Manager EX5 library in your MQL5 source code to process trade histories in your MetaTrader 5 account in

fair value gap/imbalance : Dynamic Fair Value Gap (FVG) is an MQL5 indicator for MetaTrader 4 that automatically detects market price imbalances. This indicator is perfectly suited for traders utilizing the Smart Money Concepts (SMC) strategy. Author: reza rahmad

Check out the new article: Application of the Grey Model in Technical Analysis of Financial Time Series . This article explores the grey model, a promising tool that can expand trader's capabilities. We will look at some options for applying this model to technical analysis and building trading

New article How to Post a Product in the Market is published: Publish your interesting applications in the Market, and they will be immediately available to all traders who use MetaTrader 5 worldwide. The Market is a great opportunity to earn, with an immediate transfer to the account and convenient

All Pivot Points MT5 : An indicator for drawing all important Pivot Points including: "Classic", "Camarilla", "Woodie", "Floor", "Fibonacci", "Fibonacci_Retracement". Author: Hossein Nouri

Check out the new article: MQL5 Trading Tools (Part 33): Building a Rich Content Markup Documentation System for MQL5 Programs . We extend the Part 9 setup wizard to build a canvas-based, in-chart documentation system for MetaTrader 5. The panel is tabbed and scrollable, supports inline styling

Check out the new article: Keeping Memory Across Restarts: EA State Persistence Using Binary Files in MQL5 . This article provides a structured MQL5 framework for serializing an Expert Advisor's internal state into local binary files. It prevents data resets during platform restarts by safely

Check out the new article: Detecting and Classifying Fractal Patterns Using Machine Learning . In this article, we will touch upon the intriguing topic of fractal analysis and market forecasting using machine learning. These are just the first steps towards exploring the diverse fractal structures

Check out the new article: Engineering a Self-Healing Expert Advisor in MQL5 (Part 1): Persistent Trade State Architecture . This article demonstrates how to build the persistence foundation of a self-healing Expert Advisor in MQL5 using SQLite. Readers will learn how to create a permanent

Check out the new article: Joint Recurrence Quantification Analysis (JRQA) in MQL5: Detecting Simultaneous Recurrence in Two Series . We extend the RQA library for MetaTrader 5 with JRQA, which detects when two series simultaneously revisit their own past states. The article covers the joint

Check out the new article: Meta-Labeling the Classics (Part 1): Filtering and Sizing RSI Trades . RSI accumulates losses in trending conditions by firing at every threshold crossing regardless of market regime. A Random Forest secondary classifier trained on 12 contextual features — RSI momentum

Check out the new article: Launching MetaTrader VPS: A step-by-step guide for first-time users . Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for

Swing High Low and Fibonacci Retracement Indicator : This is an indicator that combines swing high/low and Fibonacci Retracement to identify potential buying zones. Author: Minh Hieu Hoang

multiple order stop limit : this script to make multiple pending order limit or stop order like buystop buylimit or sellstop selllimit Author: reza rahmad

Prime Quantum AI — TRADE WITH AI (Anthropic Claude, OpenAI GPT, Google Gemini, DeepSeek, xAI Grok). : Prime Quantum AI is an MT5 Expert Advisor combining a classical pre-filter (ADX + Alligator) with AI vision-based chart confirmation from major AI providers (Anthropic Claude, OpenAI GPT, Google