Articles, Library comments - page 7

Value Area Retracement Volume Indicator : The Value Area Retracement indicator, is a powerful volume profile-based tool designed to identify key trading levels—Point of Control (POC), Value Area High (VAH), Value Area Low (VAL), and Profile High/Low—across different timeframes. It helps traders spot

Check out the new article: Feature Engineering for ML (Part 8): Entropy Features in MQL5 . An MQL5 port of four entropy estimators — Shannon, Plug-In, Lempel-Ziv, and Kontoyiannis — operating on the intrabar tick-rule sequence. CopyTicksRange() limits data to the broker's cached tick window, so

BBandsPsar : BBandsPsar is a custom hybrid indicator that fuses Bollinger Bands’ volatility framework with the Parabolic SAR’s trend-following logic. By integrating these two methodologies, it effectively reconciles market volatility with emerging trend dynamics within a single, cohesive tool

Check out the new article: Position Management: Safe Pyramiding with a Unified Stop in MQL5 . This article presents CPyramidEngine, a reusable MQL5 class that adds disciplined pyramiding to any Expert Advisor with about six lines of integration. The engine enforces three constraints: strictly

Check out the new article: Building a Broker-Agnostic Symbol Resolution Layer in MQL5 . We implement a symbol resolution framework that abstracts broker naming differences in MetaTrader 5. Using a persistent mapping store, layered resolution with validation, a hash-indexed registry, and a cache, it

Check out the new article: Persistent Homology in MQL5: The Reduction Algorithm and the Persistence Diagram . We complete persistent homology for MQL5 by reducing the Vietoris–Rips boundary matrix to a persistence diagram. The article implements Z/2 column reduction (CTDAReduction), a diagram

Check out the new article: Overcoming Accessibility Problems in MQL5 Trading Tools (Part VI): Neural Command Integration . This article demonstrates a working prototype integrating Brain-Computer Interface technology with MetaTrader 5, proving thought-based trading is feasible at the software level

SR Zone Scanner : Multi-timeframe Support & Resistance zone scanner with strength rating and instant alerts — M15, H1, H4, D1. Author: Zbynek Liska

Check out the new article: Neural Networks in Trading: Generalizing Time Series Without Data-Specific Dependence (Mamba4Cast) . In this article, we introduce the Mamba4Cast framework and take a closer look at one of its key components: timestamp-based positional encoding. The article shows shows how

Check out the new article: Neural Networks in Trading: Time Series Forecasting Using Adaptive Modal Decomposition (Final Part) . The article discusses the adaptation and practical implementation of the ACEFormer framework using MQL5 in the context of algorithmic trading. It presents key

Code blocks for "Counters" like Count "X" time and pass : Here are some examples of codes for set counters based on "Count" Author: Hapu Arachchilage Tharindu Lakmal

Check out the new article: Neural Networks in Practice: Practice Makes Perfect . In today's article, we will see how a simple code change that makes a neuron slightly more specialized can significantly speed up the training stage. After all, once a neuron or neural network, as we will see later, has

Check out the new article: Detecting and Visualizing Outlier Bars in MQL5 Using Modified Z-Score on OHLCV Features . Abnormal bars inflate mean and standard deviation estimates, distorting ATR, Bollinger Bands, and moving averages. We implement a native MQL5 indicator that detects such bars with the

Check out the new article: Introduction to MQL5 (Part 23): Automating Opening Range Breakout Strategy . This article explores how to build an Opening Range Breakout (ORB) Expert Advisor in MQL5. It explains how the EA identifies breakouts from the market’s initial range and opens trades accordingly

Check out the new article: Larry Williams Market Secrets (Part 11): Detecting Smash Day Reversals with a Custom Indicator . We convert Larry Williams’ Smash Day reversal rules into a practical MQL5 indicator that flags confirmed setups with arrows. Step by step, the text shows buffer binding, plot

Check out the new article: Engineering a Self-Healing Expert Advisor in MQL5 (Part 5): Real-Time Recovery Dashboard (Final Part) . This article implements a real-time monitoring dashboard for a self-healing MetaTrader 5 Expert Advisor. The dashboard displays the current EA state, virtual stop-loss

Check out the new article: Building Automated Daily Trading Reports with the SendMail Function . We build an MQL5 Expert Advisor that emails a structured daily trading report. The article shows how to configure SMTP in MetaTrader 5, collect and filter closed trades for the previous day, compute

Check out the new article: CSV Data Analysis (Part 6): Multi-Broker Result Normalization and Cross-Platform CSV Reconciliation . This article presents a multi‑broker CSV normalization framework. An MQL5 include file enriches exports with broker metadata. A Python module resolves schema divergences —

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

Simple EMA Cross EA with SL/TP and Magic Number : A simple Expert Advisor based on the crossover of two EMAs (fast and slow), with configurable Stop Loss, Take Profit, lot size, and Magic Number. Author: Edgar Alexis Benitez

Sample check pending order : Check exists pending order prevent duplicate create pending order Author: Mr Anucha Maneeyotin

MSNR v5.31Plus AEU EA : MSNR v5.31Plus AEU EA is an Expert Advisor for MetaTrader 5 based on Malaysian SNR body levels, Smart Money reaction logic, liquidity sweep, MISS, engulfing confirmation, trendline confluence, QML, CRT and DOL target projection. The EA is designed for XAUUSD and works best on

Check out the new article: Automating Classic Market Methods in MQL5 (Part 3): Stan Weinstein Stage Analysis . This article presents a complete Expert Advisor built around Stan Weinstein's Stage Analysis method. The EA classifies the market into one of four stages using the 30-week moving average

Check out the new article: Feature Engineering for ML (Part 10): Structural Break Tests in MQL5 . We port AFML Chapter 17 structural break tests to MQL5 as a single include, CStructuralBreaks, delivering six bar-indexed features for EAs: CSW statistic and critical value, Chow-Type DFC, SADF with a

Stochastic Protector : This Expert Advisor monitors the Stochastic oscillator to automatically close positions based on user-selected conditions: crossovers above overbought or below oversold, entry into overbought/oversold zones, or exit from those zones. Positions are filtered for closure by

Check out the new article: 3D Visualization Without External Libraries: How MetaTrader 5 Reveals Optimization Results via MQL5 + DX11 . The article describes the practical application of DirectX 11 and built-in MQL5 tools for creating 3D visualizations and interactive interfaces in MetaTrader 5. The

Cost and Slippage Sensitivity Analyzer : A pure-MQL5 script that measures how robust a strategy's edge is to execution costs. It reads a Date,Profit,Volume CSV of closing deals and models each deal's cost as a fixed part plus a per-lot part. It prints the breakeven cost per deal, the cushion (the

Check out the new article: Automating Trading Strategies in MQL5 (Part 49): The Quasimodo (QM) Reversal Pattern . In this article, we build an automated trading program in MQL5 that detects the Quasimodo reversal pattern from a zig-zag of confirmed swing pivots. We work through swing detection

BBandsPsar : BBandsPsar is a custom hybrid indicator that fuses Bollinger Bands’ volatility framework with the Parabolic SAR’s trend-following logic. By integrating these two methodologies, it effectively reconciles market volatility with emerging trend dynamics within a single, cohesive tool

KCI Standard: A Pure Kinematic Computing Engine for Market Singularity Detection : The Kinetic Compression Index (KCI) Standard is a high-performance, purely mathematical oscillator designed to detect extreme market exhaustion and volumetric compression points known as "Singularities." By abandoning