Articles, Library comments - page 3

Swing Detector by Pullback (Smart Money Concepts) : SMC Pullback marks swing highs and lows using the pullback definition instead of the usual 3-candle pattern. A high is confirmed only when price trades back through the low of the candle that made it — so every marked point is an actual rejection

Volume Profile : This is an indicator for showing volume profile on the chart, using simple calculations and very fast execution. Author: Mohammad Baset

IncOsMAOnArray : COsMAOnArray class is designed for calculation of OsMA (Moving Average of Oscillator) values on indicator buffers. Author: Дмитрий

Multi Timeframe Trend Dashboard Indicator : A compact on-chart panel showing the current symbol's trend across several timeframes at once, each evaluated independently with its own Fast/Slow moving-average cross. No switching charts to check "what's H4 doing" — it's all in one place, color-coded

Round Trip Cost Reconciler MT5 : Read-only MT5 history utility that groups partial fills by position identifier and separates gross result from commission, swap, fee, and net result. Author: Usamah

Check out the new article: Developing Smart Chart Objects in MQL5 (Part 1): Building a Stateful Trendline Management Framework . This article details a practical framework for converting MetaTrader 5 trendlines from static drawings into managed runtime entities. It covers object discovery

Check out the new article: Building a Hidden Risk of Ruin Auditor in MQL5 . Aggregate metrics alone do not reveal how a trade sequence manages risk. This MQL5 tool analyzes closed positions to flag four structural patterns: post-loss volume escalation, overlapping same-direction entries, asymmetric

Check out the new article: Institutional-Grade Multi-Currency Portfolio Engine in MQL5 (Part 1): Architecture of a Multi-Currency EA Framework . The article details a master–agent MQL5 framework that mitigates cross-symbol risk concentration. A single Portfolio Controller publishes risk limits and

Check out the new article: Beyond the Mean and Standard Deviation: A Robust Statistics Library for MQL5 Indicators . Price outliers distort indicators based on the mean and standard deviation. This article delivers a robust MQL5 library (RobustStats.mqh) implementing the median, 1.4826-scaled MAD

Check out the new article: Neural Networks in Trading: Probabilistic Time Series Forecasting (Encoder) . We invite you to explore a new approach that combines classical methods and modern neural networks for time series analysis. The article provides a detailed explanation of the architecture and

Check out the new article: Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model . The article describes the process of fine-tuning a language model for trading based on real historical data from MetaTrader 5. The

Check out the new article: Integrating AI into 3 Smart Money Concepts (SMC): OB, BOS, and FVG . This guide integrates a trained XGBoost model (ONNX) into an SMC EA to evaluate trade setups before execution. The Python pipeline labels historical XAUUSD events and produces a 12-feature representation

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

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

New article New Article Publishing System at the MQL5.community is published: We present you a new article publishing system at the MQL5.community. In the new system, we have tried to make the whole process of article writing clear and comfortable by breaking it into several steps. At each step we

Check out the new article: MQL5 Bootstrap (III): Simplified Functions for Working with News . This article presents a unified news model and a set of reusable MQL5 classes for working with the MetaTrader 5 Economic Calendar. You will retrieve, filter, and cache events by time, currency, country, and

Check out the new article: Self Optimizing Expert Advisors in MQL5 (Part 18): Time Lagged Independent Components Analysis . We evaluate blind source separation for market noise control using FastICA applied to SMA-filtered, time-lagged OHLC features. The study compares classical and surrogate

Swing High Low - Non-Repainting Pivots with Push/Email Alerts : Marks non-repainting swing highs and lows using configurable LeftBars / RightBars pivots. Sends push and email alerts on each new confirmed swing. Author: Hirpara Sahil Jivanbhai

Check out the new article: Differential Search Algorithm (DSA) . The article discusses the Differential Search Algorithm (DSA), which simulates the migration of a superorganism in search of optimal living conditions. The algorithm uses a Gamma distribution to generate a pseudo-stable random walk and

Check out the new article: Neural Networks in Trading: Probabilistic Time Series Forecasting (K2VAE) . We invite you to explore the original implementation of the K²VAE framework — a flexible model capable of linearly approximating complex dynamics in latent space. This article demonstrates how to

Check out the new article: Training Neural Networks on Oscillators Without Look-Ahead Bias . The article describes an approach to trade labeling using oscillators for machine learning models. This eliminates look-ahead bias. It has been shown that this type of labeling does not lead to model

AAPL cfd - ORB strategy : Using ORB strategy on AAPL cfd Author: Andrew Pun Magar

Dynamic Session Range Sweep Detector with Liquidity Zone Marking : Tracks the Asian, London, and New York session ranges, locks each one at session close, and flags true liquidity sweeps — a wick that pierces a locked high or low and closes back inside it — with an arrow signal and a shaded reaction

HybridMicrostructure EA : The Hybrid Microstructure EA is an advanced, high-frequency scalping Expert Advisor designed specifically for XAUUSD (Gold) on the M1 timeframe. Unlike traditional indicators that rely on lagging OHLC mathematics, this EA operates on Tick-Level Microstructure

New article How to Test a Trading Robot Before Buying it from MQL5 Market is published: MQL5 Market allows you to test a trading robot and its features before buying it. Every Expert Advisor offered in MQL5 Market comes with a demo version that can be tested in the Strategy Tester . It is quite

Check out the new article: Building a Basket Order Manager in MQL5 for Correlated Position Groups . The article's system introduces CBasketManager: positions are grouped by a comment‑based basket ID, analyzed as a single snapshot, and controlled with a unified equity stop. CBasketScanner computes

Check out the new article: Foundation Models for Trading (Part II): Decoding, Autoregression, and an Exact KV-Cache . We complete the native MQL5 port of Kronos: the decoder, the predictor's decode_s1 and decode_s2 stages with their cross-attention traps, and the autoregressive loop that produces a

Check out the new article: Making Custom Indicators for Beginners (Part 1): SuperTrend Indicator . This article builds a robust SuperTrend indicator in MQL5 using ATR-based bands, a ratchet mechanism, and strict series indexing to avoid silent recursion errors and repainting on closed bars. We walk

Check out the new article: Developing a Terminal Manager (Part 3): Getting Account Information and Adding Configuration . We are adding to our web application the ability to retrieve and display information about the terminal instances’ trading accounts, including balance, profit, connection status

Session Sweep Reversal Detector : arks the prior session's high/low and flags liquidity sweeps that reverse back inside the range within a set number of bars." — category Other, or Trend if you'd rather group it that way. Author: Adeolu Kayode Gbadebo