Articles, Library comments - page 32

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: 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

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

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: 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

Check out the new article: Feature Engineering for ML (Part 13): Trend-Scanning Features in Python . Trend-scanning supports both forward and backward windows, and the labeling default is unsafe for features: it looks ahead and boosts next-bar agreement well above chance on random walks. We provide

Check out the new article: Neural Networks in Trading: Adaptive Periodic Segmentation (Conclusion) . We invite you to dive into the exciting world of LightGTS — a lightweight yet powerful framework for time-series forecasting, where adaptive convolution and RoPE encoding are combined with innovative

Check out the new article: Bonobo Optimizer (BO) . The article presents the implementation and analysis of the Bonobo Optimizer algorithm, which is based on the unique behavioral characteristics of bonobos — their dynamic fission-fusion social structure and three mating strategies. What interesting

Day Trader Dashboard : The Day Trader Dashboard is a Bloomberg-style visual panel for MetaTrader 5 that tracks an intraday price range and flags when price is inside it (fade zone) or has broken out of it. It doesn't place trades — it's a decision-support overlay that computes the range High/Low

Check out the new article: Low-Frequency Quantitative Strategies in MetaTrader 5 (Part 5): Pre-Backtest Evaluation of Machine-Learning-Generated Signals Through Formulaic Alphas . The article shows how to evaluate machine-learning alphas before a full backtest by expressing them as formulaic alphas

Check out the new article: Building a Crosshair Volume Profile Indicator in MQL5 . We implement an interactive Crosshair Volume Profile indicator in MQL5 for MetaTrader 5. Using a right-click-and-drag crosshair, you select a chart region; the indicator then builds adaptive price bins, accumulates

Check out the new article: Building a Dynamic ATR-Based Trend Channel Indicator in MQL5 . This article develops a dynamic ATR-based trend channel indicator in MQL5 that responds to current market volatility. It derives True Range, applies a two-step ATR smoothing, and constructs adaptive upper and

BestInterval : The library for calculating the best trading interval. Author: fxsaber

Check out the new article: Enhancing the MQL5 Portfolio Analyzer Dashboard: Active Mitigation, Data Exports, and AI Integration . This article delivers active drawdown monitoring, automated mitigation rules, Excel XML data export, and AI-assisted review for the Portfolio Analyzer dashboard. It

Check out the new article: CSV Data Analysis (Part 8): Building an SQLite Strategy Registry from Accumulated CSV Exports . Flat files work well at the start of an MQL5 research pipeline, but they hinder cross-run queries and provenance once the archive grows. We build a Python-based SQLite registry