Articles, Library comments - page 7

Fair Value Gap FVG MT5 : Detects and draws Fair Value Gaps (price imbalances) on your chart — a core concept in ICT/Smart Money methodology. Tracks when price returns to fill the gap. Author: Kestutis Balciunas

Check out the new article: Market Simulation (Part 20): First steps in SQL (III) . Although we can perform operations on a database containing about 10 records, the material is absorbed much better when we work with a file that contains more than 15 thousand records. That is, if we tried to create

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 10): Bet Sizing for Financial Machine Learning . Fixed fractions and raw probabilities misallocate risk under overlapping labels and induce overtrading. This article delivers four AFML-compliant sizers: probability-based

Monitoring Spread : Tools for monitoring spread of currency pairs Author: Alexey Sergeev

Check out the new article: Employing Game Theory Approaches in Trading Algorithms . We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of

Check out the new article: Market Simulation (Part 19): First Steps in SQL (II) . As we explained in the first article about SQL, there is no point in spending time programming procedures to do what is already built into SQL. However, without knowing the basics, you won’t be able to do anything with

BinanceQuotesDownloader : Real-time display of Binance quotes Author: Yuriy Lyachshenko

Institutional Kelly-VAPS Risk Engine (Library) : An object-oriented MQL5 library (.mqh) that replaces static retail risk models with institutional Volatility-Adjusted Position Sizing (VAPS) and Kelly Criterion mathematics. Author: Amanda Vitoria De Paula Pereira

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 9): Integrating Bayesian HPO into the Production Pipeline . ​ This article integrates the Optuna hyperparameter optimization (HPO) backend into a unified ModelDevelopmentPipeline. It adds joint tuning of model hyperparameters

Check out the new article: From Basic to Intermediate: Inheritance . No doubt, this article will require a significant amount of your time to understand how and why the materials described here work. This is because everything that will be shown here is initially oriented toward object-oriented

Check out the new article: Market Simulation (Part 18): First Steps in SQL (I) . It doesn't matter which SQL program we use: MySQL, SQL Server, SQLite, OpenSQL, or another. They all have something in common, and that common element is the SQL language. Even if we do not intend to use WorkBench, we

Stoch_Cross : Stoch_Cross monitors the %K and %D lines of the Stochastic Oscillator and provides instant confirmation when a bullish or bearish crossover occurs in the zone. Author: Lubexbill Semi

New interview Johnpaul77 Signal Providers: "Our Strategy Remains Profitable for More Than Three Years Now. So Why Would We Change It?" has been published: Let us reveal a little secret: MQL5.com website visitors spend most of their time on Johnpaul77 signal's page. It is a leader of our signal

Institutional Nadaraya-Watson Kernel Regression : A quantitative machine learning envelope that utilizes Nadaraya-Watson kernel regression math to dynamically project statistically significant mean-reversion zones without relying on traditional standard deviation. Author: Amanda Vitoria De Paula

New article Introduction to the Empirical Mode Decomposition Method is published: This article serves to familiarize the reader with the empirical mode decomposition (EMD) method. It is the fundamental part of the Hilbert–Huang transform and is intended for analyzing data from nonstationary and

Multi-Symbol Alert Panel : An indicator to watch highs/lows of all markets simultaneously. Author: Hammad Dilber

Institutional Gaussian Signal Filter (Zero-Lag ALMA) : A quantitative Gaussian filter designed to replace lagging retail moving averages by applying advanced digital signal processing to eliminate market noise without sacrificing responsiveness. Author: Amanda Vitoria De Paula Pereira

Uniformity Factor Indicator : This is a simple analytical (non-signal, one-time calculated) indicator that allows you to test the hypothesis that price timeseries represent a "random walk", specifically Gaussian "random walk". This can help to construct a parametric transformation of price

Сode that records balance and equity charts and calculates additional optimization criteria : If you have access to the Expert Advisor code, you can save balance and equity charts and calculate additional optimization criteria by adding additional code from this library. Author: Aleksei Kuznetsov

ASQ Trading Journal Export : One-click CSV export of trade history with P&L, duration & stats Author: Muharrem Rogova

ASQ Spread Logger : Real-time spread monitor with statistics panel, CSV logging & alerts Author: Muharrem Rogova

Portfolio Scorer — Multi-EA Correlation and Coverage Analyzer : Portfolio Scorer is a standalone MQL5 script that evaluates the quality of a multi-EA portfolio across three critical dimensions that most algo traders overlook. The script reads daily profit and loss data from CSV files (one per Expert

ASQ Divergence Detector : ASQ Divergence Detector scans your chart for regular and hidden RSI divergences and marks them with color-coded, non-repaint arrows. Author: Muharrem Rogova

Institutional Cumulative Volume Delta (CVD) : An advanced order flow engine that approximates tick-by-tick aggressor data to calculate the true Cumulative Volume Delta, It exposes institutional absorption and divergence hidden within standard price candles. Author: Amanda Vitoria De Paula Pereira

Liquidity Sweep H4 - M15 (Swing Highs and Lows) / MQL5 : This Expert Advisor (EA) is designed to detect swing highs and lows on the H4 timeframe, then wait for sweeps (liquidity grabs) on the M15 timeframe to trigger buy/sell trades with defined risk management. Author: Osmar Sandoval Espinosa

Check out the new article: Neuro-Structural Trading Engine — NSTE (Part II): Jardine's Gate Six-Gate Quantum Filter . This article introduces Jardine's Gate, a six-gate orthogonal signal filter for MetaTrader 5 that validates LSTM predictions across entropy, expert interference, confidence

Check out the new article: Using the MQL5 Economic Calendar for News Filter (Part 3): Surviving Terminal Restarts During News Window . The article introduces a restart-safe storage model for news-time stop removal. Suspension state and original SL/TP per position are written to terminal global

Institutional Unmitigated Order Block Matrix : A dynamic Smart Money utility that identifies institutional Order Blocks backed by volume anomalies and automatically tracks their mitigation state to keep your charts clean and focused on fresh liquidity. Author: Amanda Vitoria De Paula Pereira

Check out the new article: MQL5 Trading Tools (Part 26): Integrating Frequency Binning, Entropy, and Chi-Square in Visual Analyzer . In this article, we develop a frequency analysis tool in MQL5 that bins price data into histograms, computes entropy for information content, and applies chi-square

ASQ Safe Scalping v1.20 : A free, open-source breakout scalping Expert Advisor for MetaTrader 5 by AlgoSphere Quant. It implements a strict seven-condition entry system where every condition must align simultaneously before any trade is taken. Author: Muharrem Rogova