Articles, Library comments - page 36

BGC Grid EA : Regime-adaptive grid EA with three operating modes (BGT/TGT/MGT), ATR-dynamic spacing, CUSUM change-point detection, equity-based cycle management, and a full CSV diagnostics pipeline. Based on the Bi-Directional Grid Constrained (BGC) stochastic process research by Taranto & Khan

Fibonacci Confluence Zone Finder - Multi-Swing Clusters : Draws Fibonacci from multiple swing points and finds overlap zones where multiple Fib levels cluster. Confluence zones are dramatically stronger than single levels. Author: Kestutis Balciunas

Check out the new article: Camel Algorithm (CA) . The Camel Algorithm, developed in 2016, simulates the behavior of camels in the desert to solve optimization problems, taking into account temperature, supply, and endurance. This article also presents a modified version of the algorithm (CAm) with

Daily Risk Monitor Lite : Daily Risk Monitor Lite is a lightweight MetaTrader 5 indicator that displays daily realized P/L, floating P/L, daily total, current drawdown, and color-based risk status directly on the chart. It is a read-only monitoring tool and does not close trades or block trading

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 11): Kelly Criterion, Prop Firm Integration, and CPCV Dynamic Backtesting . The bet-sizing signal from Part 10 is concurrency-corrected but carries no payoff-ratio adjustment, no response to a hard drawdown budget, and no

Check out the new article: Hilbert-Schmidt Independence Criterion (HSIC) . The article discusses the non-parametric HSIC (Hilbert-Schmidt Independence Criterion) statistical test designed to identify linear and non-linear dependencies in data. Implementations of two algorithms for calculating HSIC

Check out the new article: Automating Market Entropy Indicator: Trading System Based on Information Theory . This article presents an EA that automates the previously introduced Market Entropy methodology. It computes fast and slow entropy, momentum, and compression states, validates signals, and

Check out the new article: Account Audit System in MQL5 (Part 1): Designing the User Interface . This article builds the user interface layer of an Account Audit System in MQL5 using CChartObject classes. We construct an on-chart dashboard that displays key metrics such as start/end balance, net

Check out the new article: Overcoming Accessibility Problems in MQL5 Trading Tools (Part III): Bidirectional Speech Communication Between a Trader and an Expert Advisor . Build a local, bidirectional voice interface for MetaTrader 5 using MQL5 WebRequest and two Python services. The article

Check out the new article: Hidden Markov Models in Machine Learning-Based Trading Systems . Hidden Markov Models (HMMs) are a powerful class of probabilistic models designed to analyze sequential data, where observed events depend on some sequence of unobserved (hidden) states that form a Markov

New article Creating Expert Advisors Using Expert Advisor Visual Wizard is published: Expert Advisor Visual Wizard for MetaTrader 5 provides a highly intuitive graphical environment with a comprehensive set of predefined trading blocks that let you design Expert Advisors in minutes. The click, drag

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 1): Data Leakage and Timestamp Fixes . Before we can even begin to make use of ML in our trading on MetaTrader 5, it’s crucial to address one of the most overlooked pitfalls—data leakage. This article unpacks how data leakage

Check out the new article: Using the MQL5 Economic Calendar for News Filtering (Part 1): Implementing Pre- and Post-News Windows in MQL5 . We build a calendar‑driven news filter entirely in MQL5, avoiding web requests and external DLLs. Part 1 covers loading and caching events, mapping them to

Check out the new article: Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases . In part 2, we extend the news filter to protect existing positions during news events. Instead of closing trades, we temporarily remove stop-loss and take-profit

Keltner Channel + Breakout Signal : Keltner Channel + Breakout Signal Author: namakulabu

Check out the new article: Unified Validation Pipeline Against Backtest Overfitting . This article explains why standard walkforward and k-fold CV inflate results on financial data, then shows how to fix it. V-in-V enforces strict data partitions and anchored walkforward across windows, CPCV purges

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 2): Labeling Financial Data for Machine Learning . In this second installment of the MetaTrader 5 Machine Learning Blueprint series, you’ll discover why simple labels can lead your models astray—and how to apply advanced

Market Clock Pro : Candle countdown HUD with trading sessions (UTC), live spread and anomaly detection, daily range vs ADR, and market-closed state with reason (holiday / weekend / session). Holidays calendar included for seven major markets. Author: Marcelo Alejandro Borasi

ASQ Session Manager : Institutional-grade forex session detection and analysis library for MetaTrader 5. Author: Muharrem Rogova

Check out the new article: Developing a robot in Python and MQL5 (Part 1): Data preprocessing . Developing a trading robot based on machine learning: A detailed guide. The first article in the series deals with collecting and preparing data and features. The project is implemented using the Python

Smart Trend Follower : This EA is designed to automatically follow market trends using signals from the Moving Average and Stochastic Oscillator indicators. The EA detects buy and sell signals by utilizing MA crossovers and confirms the trend with Stochastic. Additionally, the EA includes automatic

Check out the new article: Fractal-Based Algorithm (FBA) . The article presents a new metaheuristic method based on a fractal approach to partitioning the search space for solving optimization problems. The algorithm sequentially identifies and separates promising areas, creating a self-similar

Basket Manager EA : This EA is meant to impose a few rules to manage baskets. Author: Yashar Seyyedin

Check out the new article: MQL5 Wizard Techniques You should know (Part 86): Speeding Up Data Access with a Sparse Table for a Custom Trailing Class . We revamp our earlier articles on testing trade setups with the MQL5 Wizard by putting a bit more emphasis on input data quality, cleaning, and

Check out the new article: GoertzelBrain: Adaptive Spectral Cycle Detection with Neural Network Ensemble in MQL5 . GoertzelBrain combines Goertzel spectral analysis with an online‑trained neural network ensemble to convert cycle features into a directional confirmation signal. The indicator builds a

VR Locker Lite - Trading strategy based on a positive lock : Works using a positive lock; the trading robot creates one positive lock, and the trader decides what to do with it. Author: Vladimir Pastushak

Check out the new article: Feature Engineering for ML (Part 1): Fractional Differentiation — Stationarity Without Memory Loss . Integer differentiation forces a binary choice between stationarity and memory: returns (d=1) are stationary but discard all price-level information; raw prices (d=0)

Check out the new article: Formulating Dynamic Multi-Pair EA (Part 8): Time-of-Day Capital Rotation Approach . This article presents a Time-of-Day capital rotation engine for MQL5 that allocates risk by trading session instead of using uniform exposure. We detail session budgets within a daily risk

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 12): Probability Calibration for Financial Machine Learning . Tree-based classifiers are typically overconfident: true win rates near 0.55 appear as 0.65–0.80 and inflate position sizes and Kelly fractions. This article

Terminator_v2.0 : Initial position opens by indicator signals (there are six variants). If loss position occurs, adding with the increasing lot performs Author: Дмитрий