Articles, Library comments - page 9

Check out the new article: State Persistence in MQL5 (Part 1): A Crash-Safe State Store That Survives a Restart . The series develops state persistence for MQL5 Expert Advisors. Part 1 delivers a crash-safe key-value store: a CStateStore class that saves through a temporary file and a rename

Semi-HFT Grid Bot Two-sided seed-bump-martingale grid with basket take profit : A two-sided grid EA that lays a small symmetric ladder of pending stop orders around the current price, then escalates in two stages as fills accumulate: first a single opposite-side lot "bump," then a full martingale

ATS Prop Rules Monitor - prop firm challenge scoreboard with the room left on every rule : One panel for the rules of a prop firm challenge: daily loss, maximum loss (static or trailing), profit target, minimum trading days and the best-day (consistency) rule. For each one it shows how much is used

ATS Risk Library - lot size from the stop, daily loss, drawdown and exposure guards : A small include file for Expert Advisors and trade managers. It turns your risk rules into yes/no answers: how many lots does this stop allow, is the daily loss limit reached, is the maximum drawdown (static or

Check out the new article: Market Microstructure in MQL5 (Part 9): Pullback Quality . Part 9 adds a second measurement layer to Part 8's micro‑trend signal: pullback quality. It maps Fibonacci retracement depth to a six‑level PULLBACK QUALITY label, adds an H1 range position from a 60‑bar rolling

Trend BOSS : The Trend BOSS Indicator identifies regimes such as trending, ranging or volatile using a Bag-of-SFA-Symbols (BOSS) classifier. Gate your strategies behind specific regimes or use the indicator to identify various market conditions. Author: Muhammad Minhas Qamar

Market Activity from Quote Waits : Measures market activity from the waits between quotes. An ACD model with the daily rhythm removed gives one ratio per tick: 1 is normal, 2 twice as busy. Author: Muhammad Minhas Qamar

CounterTrend Ema V1 : 3 Ema moving averages identify trend change with rsi confirm Author: Paul Conrad Carlson

Tick Integrity Auditor : Audits the tick history that 'Every tick based on real ticks' backtests replay. Five checks per symbol over the last N days: impossible and crossed quotes, timestamps that run backwards or repeat, one-tick price reversals sized in multiples of the symbol's own median spread

Check out the new article: Implementing a Daily Loss Limit and Drawdown Circuit Breaker in MQL5 . This article presents a circuit breaker for MQL5 that monitors combined daily P&L (realized plus floating) on every tick and compares it to a configured loss limit. On breach, it closes positions

Memory Sequence : A specified moment in time can be analyzed through multiple synced timeframes from 1 host chart for a symbol. Author: Abraham Correa

ORB Risk Managed - Opening Range Breakout with Account Protection : Opening Range Breakout EA template with built-in account protection. Marks the high and low of the first N minutes after the session open and places OCO stop orders above and below the range. Includes risk-based position sizing

NeonDesk - Neon Manual Trading Panel with Multi-Timeframe Bias : Draggable on-chart manual trading panel with multi-timeframe bias, ATR SL/TP hints, a trailing stop and one-click BUY/SELL/CLOSE ALL. Author: Kobus Oosthuizen

Closed Trades Exporter MAE MFE MT4 : Exports closed trades to CSV with Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) in points and money, calculated from M1 history, plus the percentage of the available move each trade captured. Author: Osazee Asikhemhen

Closed Trades Exporter MAE MFE : Exports closed trades to CSV with Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) in points and money, calculated from M1 history, plus the percentage of the available move each trade captured. Author: Osazee Asikhemhen

Watchlist Chart Opener MT4 : Opens charts for all Market Watch symbols or a custom symbol list in one click, on any timeframe, with an optional template applied to each chart. Skips charts that are already open and limits how many are opened at once. Author: Osazee Asikhemhen

Watchlist Chart Opener : Opens charts for all Market Watch symbols or a custom symbol list in one click, on any timeframe, with an optional template applied to each chart. Skips charts that are already open and limits how many are opened at once. Author: Osazee Asikhemhen

ATR Candle Strength MT4 : Shades the chart background by volatility regime (Compression, Normal, Expansion) based on the percentile rank of the current ATR. Shows the current regime on the chart, alerts on regime changes and exposes buffers for Expert Advisors. Author: Osazee Asikhemhen

ATR Candle Strength : Shades the chart background by volatility regime (Compression, Normal, Expansion) based on the percentile rank of the current ATR. Shows the current regime on the chart, alerts on regime changes and exposes buffers for Expert Advisors. Author: Osazee Asikhemhen

New article Naive Bayes classifier for signals of a set of indicators has been published: The article analyzes the application of the Bayes' formula for increasing the reliability of trading systems by means of using signals from multiple independent indicators. Theoretical calculations are verified

Volatility Regime Shader : Shades the chart background by volatility regime (Compression, Normal, Expansion) based on the percentile rank of the current ATR. Shows the current regime on the chart, alerts on regime changes and exposes buffers for Expert Advisors. Author: Osazee Asikhemhen

Session Sweep Boxes MT4 : Draws Asian, London and New York session range boxes and marks liquidity sweeps: a closed bar that wicks beyond a completed session's high or low and closes back inside. Non-repainting arrows, extended session levels, alerts and iCustom-ready buffers. Author: Osazee

Session Sweep Boxes : Draws Asian, London and New York session range boxes and marks liquidity sweeps: a closed bar that wicks beyond a completed session's high or low and closes back inside. Non-repainting arrows, extended session levels, alerts and iCustom-ready buffers. Author: Osazee Asikhemhen

AN Guard Lite - Trade Journal and Report for any EA : Writes a CSV journal of every trade with the exit reason, and a report that shows how far each trade ran, in R. It never trades. Author: Amedeo Nustriani

RJO Daily Pivot Levels Classic and Fibonacci for MT5 : Daily Pivot Points indicator for MetaTrader 5 with Classic and Fibonacci methods. Displays PP, R1-R3 and S1-S3 using the previous completed daily candle. Author: Jodi Renaldi

ICT Killzones and Session Pivots : ICT killzones for MetaTrader 5: Asia, London and New York sessions drawn in New York time with automatic daylight-saving conversion, session highs and lows carried forward until price takes them, previous day, week and month levels, opening prices and time markers

Check out the new article: Beyond GARCH (Part VII): Monte Carlo Volatility Forecasting in MQL5 . We implement the CMonteCarlo module that turns the fitted MMAR parameters into a volatility forecast via Monte Carlo. It runs N independent simulations over a chosen horizon and reports mean, median

Edge or Luck: bootstrap test of your average trade : Resamples your closed trades 10,000 times to show whether your average trade is an edge or could still be luck: the 95% range of the average and the chance it is below zero. Author: Dakshal Kailash Raijada

ATR Percent : ATR %, ATR percentage, ATR percentage, ATR percentage, ATR percentage Author: Aleksandr Slavskii

Prop Firm Daily Loss Tracker - Daily Loss Limit Monitor : Shows the day's result against the daily and max loss limits of a prop firm account, with a warning alert, in a panel on the chart. Author: Amedeo Nustriani