• Overview
  • Reviews (2)
  • Comments (9)
  • What's new

WalkForwardLight MT5

This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "MQL5\Files" directory. Then it uses these files to automatically build a cluster walk forward report and rolling walk forward reports that refine it (all of them in one HTML file). Using the WalkForwardBuilder MT5 auxiliary script allows building other reports on the same intermediate data for other optimization criteria. This is convenient in that it eliminates the re-optimization step in the tester. The script is free.

There is a similar library for MetaTrader 4 - WalkForwardLight. It has fewer features, it requires performing part of the operations manually.

A detailed User's Guide is available in the blog.

This library performs a walk-forward analysis using an unconventional method (details are in the User's Guide). There is the WalkForwardOptimizer MT5 library (also available for MetaTrader 4) for those, who want to adhere to the standard procedure more accurately (as much as possible with an implementation in the built-in tester without third-party programs). It supports more operation modes and provides more customization options, but it is accordingly more complex and more resource-intensive.


The wfL.mqh header file

enum WFO_ESTIMATION_METHOD {wfo_profit, wfo_sharpe, wfo_pf, wfo_drawdown, wfo_profit_by_drawdown, wfo_profit_trades_by_drawdown, wfo_average};

input WFO_ESTIMATION_METHOD Estimator = wfo_profit;

#import "wfL.ex5"
  void wfl_OnTesterInit();
  void wfl_OnTesterPass();
  void wfl_OnTesterDeinit(const WFO_ESTIMATION_METHOD estimator);
  void wfl_OnInit();
  double wfl_OnTester();
  void wfl_OnTick();
#import


Example of use in an expert code

input bool EnableWFL = false;

#include <wfL.mqh>

int OnInit()
{
  // your working code
  // ...
  if(EnableWFL) wfl_OnInit();
  return(INIT_SUCCEEDED);
}

void OnTick()
{
  // your working code
  // ...
  if(EnableWFL) wfl_OnTick();
}

void OnTesterInit()
{
  if(EnableWFL) wfl_OnTesterInit();
}

void OnTesterPass()
{
  if(EnableWFL) wfl_OnTesterPass();
}

void OnTesterDeinit()
{
  if(EnableWFL) wfl_OnTesterDeinit(Estimator);
}

double OnTester()
{
  if(EnableWFL) return wfl_OnTester();
  return 0;
}
Recommended products
T5L Library is necessary to use the EAs from TSU Investimentos, IAtrader and others. It contains all the functions framework needed to Expert Advisors working properly.  ツ - The Expert Advisors from  TSU Investimentos does not work without this library,  the T5L library can have updates during the year - At this Library you will find several funcionalities like order sends, buy and sell, trigger entry points check, candlestick analyses, supply and demmand marking and lines, and much more. 
Bullish Harami GA
Osama Echchakery
The   Bullish Harami candlestick pattern   is formed by two candles. Here’s how to identify the Bullish Harami candlestick pattern: The first candle must be bearish and have a big body The second candle must be small and bullish The second candle is inside the body of the first candle This 2-candle bullish candlestick pattern is a reversal pattern, meaning that it’s used to find bottoms. For this reason, we want to see this pattern after a move to the downside, showing that bulls are starting t
LT Mini Charts
Thiago Duarte
4.86 (7)
This is a utility indicator that creates mini charts on left side of the chart you are looking at. It is very useful to watch many timeframes simultaneously, without having to change between multiple charts. Its configuration is very simple. You can have up to 4 mini charts opened. They automatically load the template of the "parent" chart. If you have any doubt please contact me. Enjoy! This is a free indicator, but it took hours to develop. If you want to pay me a coffee, I appreciate a lot
FREE
Lib5 EAPadPRO for MT5
Vladislav Andruschenko
4.5 (6)
Library to add the Information Panel to your Expert Advisor for MetaTrader 5. We can not guarantee that the information and interface of the program will give you a profit on deals, but we will definitely say that even the simplest interface of the program can strengthen the first impression. Detailed description and instructions for adding our panel to your Expert Advisor are in our blog: LIB - EAPADPRO Step-by-step instruction Detailed description of our panel and instructions for using EAPADP
FREE
K Trade Lib5
Kaijun Wang
3.5 (2)
MT4/5通用交易库(  一份代码通用4和5 ) #import "K Trade Lib5.ex5"    //简单开单    long OrderOpen( int type, double volume, int magic, string symbol= "" , string comment= "" , double opprice= 0 , double sl= 0 , double tp= 0 , int expiration= 0 , bool slsetmode= false , bool tpsetmode= false );    //复杂开单    void SetMagic( int magic, int magic_plus= 0 ); void SetLotsAddMode(int mode=0,double lotsadd=0);    long OrderOpenAdvance( int mode, int type, double volume, int step, int magic, string symbol= "" , string comm
FREE
Donchian Pro
Paulo Henrique Faquineli Garcia
5 (2)
The Donchian Channel Channels are among the most popular tools of technical analysis, as they visually convey to the analyst the limits within which most price movement tends to occur. Channel users know that valuable information can be obtained at any time, whether prices are in the central region of a band or close to one of the border lines. One of the best known techniques to explore these concepts is Bollinger Bands. However, John Bollinger was not the only one to research the applicatio
FREE
Follow The Line MT5
Oliver Gideon Amofa Appiah
4.4 (30)
This indicator obeys the popular maxim that: "THE TREND IS YOUR FRIEND" It paints a GREEN line for BUY and also paints a RED line for SELL. (you can change the colors). It gives alarms and alerts of all kinds. IT DOES NOT REPAINT and can be used for all currency pairs and timeframes. Yes, as easy and simple as that. Even a newbie can use it to make great and reliable trades. NB: For best results, get my other premium indicators for more powerful and reliable signals. Get them here: https://www.m
FREE
Stop Loss with Profit Free Version*. Complete Version here. This utility / expert for MetaTrader 5 modifies the stop loss of all your operations dynamically and automatically to ensure the minimum benefits you want, and be able to operate with or without Take Profit. Maximize your benefits, by being able to trade with Unlimited Take Profit. You will ensure the number of minimum points you want to earn in each operation and the stop loss will be adjusted as long as the benefit of the oper
FREE
Reversal Composite Candles
MetaQuotes Ltd.
3.43 (23)
The idea of the system is to indentify the reversal patterns using the calculation of the composite candle. The reversal patterns is similar to the "Hammer" and "Hanging Man" patterns in Japanese candlestick analysis. But it uses the composite candle instead the single candle and doesn't need the small body of the composite candle to confirm the reversal. Input parameters: Range - maximal number of bars, used in the calculation of the composite candle. Minimum - minimal size of the composite can
FREE
Free automatic Fibonacci is an indicator that automatically plots a Fibonacci retracement based on the number of bars you select on the BarsToScan setting in the indicator. The Fibonacci is automatically updated in real time as new highest and lowest values appears amongst the selected bars. You can select which level values to be displayed in the indicator settings. You can also select the color of the levels thus enabling the trader to be able to attach the indicator several times with differe
FREE
QuantumAlert RSI Navigator is a free indicator available for MT4/MT5 platforms, its work is to provide "alerts" when the market is inside "overbought and oversold" regions in the form of "buy or sell" signals. This indicator comes with many customization options mentioned in the parameter section below, user can customise these parameters as needful. Join our MQL5 group , where we share important news and updates. You are also welcome to join our private channel as well, contact me for the priva
FREE
Duel MT5
Marta Gonzalez
YOU WANT TO WIN THE DUEL. Look the market in the eye, feel the trigger on your finger. Take a deep breath and shoot before anyone else. This system allows you to detect the right moment to attack the market. The whistles are already sounding in the air. Dare to win the duel at the market. This system is suitable for small accounts and can be used with only  $ 10 0 . You can download the demo and test it yourself.   Very stable growth curve as result of smart averaging techniques.
EMAGapCtrend
Eadvisors Software Inc.
O Robô Trader EMAGap faz operações de curto prazo no timeframe 1min buscando as pequenas variações do mercado no instrumento: Mini-índice(B3), utiliza nova tecnologia de trade, os resultados no intraday são íncríveis.    Versão exclusiva para os instrumentos WIN$ e IND$ (Mini-índice B3).  Estratégia utilizada: média móvel e volatilidade. Lote Inicial: Versão Mini-índice, a partir de 1 lote. Versão Bra50, a partir de 0.05 Mini-Lotes. StopLoss e Take Profit Ajustáveis. Gerenciamento de risco:
Are you tired of drawing trendlines every time you're analyzing charts? Or perhaps you would like more consistency in your technical analysis. Then this is for you. This indicator will draw trend lines automatically when dropped on a chart. How it works Works similar to standard deviation channel found on mt4 and mt5. It has 2 parameters: 1. Starting Bar 2. Number of bars for calculation The   starting bar   is the bar which drawing of the trend lines will begin, while the   number of bars for c
FREE
Second Level Candles And Alligator Indicators 每12秒产生一个K线,而且自带Alligator指标,对超短线选手交易非常有帮助。程序启动时可能不成功,是因为MT5 MqlTick 数据加载少的原因。可以通过修改显示的数据参数避免,比如display=100,程序正常之后再将参数调大 display=300 。如果数据不正常,也可以采用重新加载的方式解决。 如果您对这个指标有任何建议,请联系作者。  Second Level Candles And Alligator Indicators  produced a candle per 12 seconds,include Alligator, it's helpful to Short-Term Trading。You'd better reload the indicator every start MT5 or change display parameter to reslove data bug. Please attach author when  you had some su
FREE
Tetris for MT5
Taras Slobodyanik
4 (2)
The Tetris — the most famous time killer is now on MT. Game develops active logic, attention and speed of decision making. This is a classic version of the game, no frills, but you can still adjust the size of the glass, the scale of the game, the color of the figures, and the desired speed. The game is made as an indicator. Control Keys: 'W,A,S,D' or 'Cursor' or 'NumPad'. S — Start new game. C — Continue previous game. P — pause on / off. Space  — drop a figure. Esc — exit to menu.
FREE
WalkForwardOptimizer MT5
Stanislav Korotky
3.86 (7)
WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.
Master Bollinger Bands MT5
Yudi Sri Warsito
5 (2)
Master Bollinger Bands  is designed with a bollinger bands indicator for entry points. Please give me 5 stars reviews, than I will be maintain & update this free EA for longtime or all of time. I am promise. Recommendations: Currency pair: ALL PAIR CURRENCIES Timeframe: M5 Minimum deposit currencies : $250 ($500 recommended) Minimum deposit gold/xauusd : $1000 ($2000 recommended) Account type: Raw or zero spread accounts  IMPORTANT: It is very important to use LOW SPREAD accounts for best
FREE
Announcement: All EAs (Expert Advisors) from QuanticX are currently available for free, but only for a limited time! To enjoy a Lifetime QuanticX support and continue receiving free EAs, we kindly request you to leave a review and track the performance of our EAs on Myfxbook. Additionally, don't hesitate to reach out to us for exclusive bonuses on EAs and personalized support. Seaguard by QuanticX Step into the cutting-edge domain of QuanticX , a leading FinTech startup reshaping the landscape
Pillartrade
QuanticX
3 (1)
Announcement: All EAs (Expert Advisors) from QuanticX are currently available for free, but only for a limited time! To enjoy a Lifetime QuanticX support and continue receiving free EAs, we kindly request you to leave a review and track the performance of our EAs on Myfxbook. Additionally, don't hesitate to reach out to us for exclusive bonuses on EAs and personalized support. Pillartrade by QuanticX Welcome to Pillartrade - Your Long-Only Trading Ally for US500 Join the forefront of financi
FREE
PZ Goldfinch Scalper EA MT5
PZ TRADING SLU
3.61 (41)
This is the latest iteration of my famous scalper, Goldfinch EA, published for the first time almost a decade ago. It scalps the market on sudden volatility expansions that take place in short periods of time: it assumes and tries to capitalize of inertia in price movement after a sudden price acceleration. This new version has been simplified to allow the trader use the optimization feature of the tester easily to find the best trading parameters. [ Installation Guide | Update Guide | Troublesh
FREE
MACD Colored ZeroLag
Farzin Sadeghi Bonjar
4.14 (7)
It is the MQL5 version of zero lag MACD that was available for MT4 here: https://www.mql5.com/en/code/9993 Also there was a colored version of it here but it had some problems: https://www.mql5.com/en/code/8703 I fixed the MT4 version which has 95 lines of code. It took me 5 days to write the MT5 version.(reading the logs and testing multiple times and finding out the difference of MT5 and MT4!) My first MQL5 version of this indicator had 400 lines of code but I optimized my own code again and n
FREE
This indicator is a zero-lag indicator and displays  strength of trend change . True Trend  Oscillator Pro works best in combination with True Trend Moving Average Pro that displays exact trend as is. Oscillator value is exact price change in given direction of the trend. True Trend Moving Average Pro: https://www.mql5.com/en/market/product/103586 If you set PERIOD input parameter to 1 this indicator becomes a sharpshooter for binary options. Developers can use True Trend Oscillator in E
FREE
Easy GOLD MT5
Franck Martin
5 (4)
Easy Gold is the latest addition to the BotGPT family. It is surprising and very powerful. It is ideal for beginners due to its simplicity.  There is absolutely nothing to do, it's 100% automated, just load the settings file and the EA is ready, whatever your capital, the EA takes care of everything. Optimized on (XAUUSD), find its backtest in the video below.  Find the professional version (AGI Gold) in my store with all the settings and options available and its connection to the neural netwo
FREE
BidAskLine MT5
Isaac Montesinos Valdes
Description:     -     BidAskLine Indicator is very simple and easy, but each utility can be important in the probability that we will win in our trade. This utility Indicator shows lines and prices of the Bid, Ask and Spread. Input Parameters:     -     Visual Aspect Options : Select between 2 options with Box or Simple Style.     -     Parameters Bid Price : Select between show or hide line or box objects, change color, style or width line.     -     Parameters Ask Price : Select between show
FREE
Bollinger Bands B
Flavio Javier Jarabeck
5 (3)
John Bollinger created this indicator in 2010 as a way to read the original indicator (Bollinger Bands) in a more "technical" way, shown as an oscillator. The typical range of the Bollinger Bands %B is 0 - 0.5 - 1.0, where "0" represents the lower band, the "0.5" the middle band, and "1" the upper band. The line on the indicator represents the Closing prices. As simple as that. SETTINGS Bollinger Bands period of analysis Standard Deviation multiplier Shift Price type to be analyzed If you
FREE
Trade News EA
Sugianto
5 (1)
Trade   News EA is a semi automatic expert advisor designed for trade news event. News Calendar uses the built in calendar of MT5 terminal. Expert advisor explanation :   Click here   | Free News Reminder :   Click here   Parameters input: 1. Manage Open Positions + Trade Buy : Allow buy + Trade Sell : Allow sell 2. Show news + High importance : Show high importance news + High importance color : Color of high importance news + Medium importance : Show Medium importance news + Medium import
Quant Yen Edge
QuanticX
4 (1)
Announcement: All EAs (Expert Advisors) from QuanticX are currently available for free, but only for a limited time! To enjoy a Lifetime QuanticX support and continue receiving free EAs, we kindly request you to leave a review and track the performance of our EAs on Myfxbook. Additionally, don't hesitate to reach out to us for exclusive bonuses on EAs and personalized support. Quant Yen Edge - GBPJPY Trading Bot Welcome to Quant Yen Edge - Your Precision Trading Companion for GBPJPY Step into
FREE
MADayLevel
Azamat Mullayanov
Простейший индикатор для ручной торговли. Для комфортной торговли так же имеется эксперт https://www.mql5.com/ru/market/product/41133 Суть идикатора: уровни строяться на основе Moving Average с выбранным периодом по ценам High и Low. На разнице между High и Low строятся следующие уровни выше и ниже. В случае если бар не выходит за уровни, помечается зеленой меткой. Данную метку и уровни можно использовать для выставления отложенных ордеров когда цена на долго застревает между уровнями. Входны
FREE
Whether you're an analyst looking for a Fibonacci charting platform for Fibonacci Ratio analysis, or a trader looking for an advanced Fibonacci trading tool, Ultimate Fibonacci  has what you need. Ultimate Fibonacci   has the most advanced and full-featured Fibonacci charting and trading software on the market. GIVE ME A GOOD RATING! Ultimate Fibonacci  measures and calculates Fibonacci projections and Retracement levels for you, as well as Price projections (like Wave 2 vs. 1 or Wave 4 vs. 2
FREE
Buyers of this product also purchase
OpenAI Library MT5
VitalDefender Inc.
The following library is proposed as a means of being able to use the OpenAI API directly on the metatrader, in the simplest way possible. For more on the library's capabilities, read the following article: https://www.mql5.com/en/blogs/post/756098 The files needed to use the library can be found here: Manual IMPORTANT: To use the EA you must add the following URL to allow you to access the OpenAI API as shown in the attached images In order to use the library, you must include the following Hea
This library will allow you to manage trades using any of your EA and its very easy to integrate on any EA which you can do yourself with the script code which is mentioned in description and also demo examples on video which shows the complete process. This product allows trading operations via API and does not include charts. For chart : Renting Crypto Charting for OHLC data or Crypto Ticks with Order Book Depth is optional If your EA is HFT and operations on seconds chart, You may be interest
The library is dedicated to help manage your trades, calculate lot, trailing, partial close and other functions. Lot Calculation Mode 0: Fixed Lot. Mode 1: Martingale Lot (1,3,5,8,13) you can use it in different way calculate when loss=1 ,when profit=0. Mode 2: Multiplier Lot (1,2,4,8,16) you can use it in different way calculate when loss=1 ,when profit=0. Mode 3: Plus Lot (1,2,3,4,5) you can use it in different way calculate when loss=1 ,when profit=0. Mode 4: SL/Risk Lot calculate based on
MetaCOT 2 CFTC ToolBox is a special library that provides access to CFTC (U.S. Commodity Futures Trading Commission) reports straight from the MetaTrader terminal. The library includes all indicators that are based on these reports. With this library you do not need to purchase each MetaCOT indicator separately. Instead, you can obtain a single set of all 34 indicators including additional indicators that are not available as separate versions. The library supports all types of reports, and prov
BitMEX Trading API
Romeu Bertho
5 (1)
Cryptocurrency analysis has never been easier with Crypto Charts for MetaTrader 5. Now, trading on BitMEX has never been easier with BitMEX Trading API for MetaTrader 5. BitMEX Trading API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods and start trading! Features Trade on BitMEX and BitMEX Testnet. Build and automate your strategies. Concern more with the trading strategy logic and less with the c
Goliath Mt5
Nicolokondwani Biscaldi
Goliath MT5 - scalper fully automated Expert Advisor for medium-volatile forex markets P roperties: The Library trades 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, USDCAD, GBPUSD, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library does not use martingale The Library sets a fixed stop loss and take profit for all orders The Library only trades a user input volume The Library can be installed on any currency pair and any timeframe Recommendations: Before using on a real account,
Binance Library
Hadil Mutaqin SE
5 (1)
The library is used to develop automatic trading on Binance Spot Market from MT5 platform. Support all order types: Limit, Market, Stop-Limit and Stop-Market. Support margin trading. Automatically display the chart on the screen. Usage: - Open MQL5 demo account - Move BinanceLib.ex5 from folder \MQL5\Scripts\Market to MQL5\Libraries - Download Header   file and EA sample https://www.mql5.com/en/code/download/34972_260999.zip Copy Binance.mqh header file to folder \MQL5\Include Copy  BinanceEA-
The library is used to develop automatic trading on Binance Futures Market from MT5 platform. Support all order types: Limit, Market, Stop-Limit, Stop-Market , StopLoss and TakeProfit. Automatically display the chart on the screen. Usage: - Open MQL5 demo account - Move BinanceFuturesLib.ex5 from folder \MQL5\Scripts\Market to MQL5\Libraries -  Download Header file and EA sample https://www.mql5.com/en/code/download/34976_252386.zip Copy BinanceFutures.mqh header file to folder \MQL5\Include C
MT4/5通用交易库(  一份代码通用4和5 ) #ifdef __MQL5__      #define KOD_TICKET ulong      #define KOD_MAGIC   long #else        #define KOD_TICKET long      #define KOD_MAGIC   int #endif class ODLIST; #import "K Trade Lib Pro 5.ex5"       //祝有个美好开始,运行首行加入    void StartGood() ;    //简单开单    long OrderOpen( int type, double volume, int magic, string symbol= "" , string comment= "" , double opprice= 0 , double sl= 0 , double tp= 0 , int expiration= 0 , bool slsetmode= false , bool tpsetmode= false );    //复杂开单
If you're a trader looking to use Binance.com and Binance.us exchanges directly from your MetaTrader 5 terminal, you'll want to check out Binance Library MetaTrader 5. This powerful tool allows you to trade all asset classes on both exchanges, including Spot, USD-M   and COIN-M futures, and includes all the necessary functions for trading activity. With Binance Library MetaTrader 5, you can easily add instruments from Binance to the Symbols list of MetaTrader 5, as well as obtain information ab
This library implements a few functions to simplify the programming of Expert Advisors. * Build your own EA for MT5 / Binance, with a easy support for multisymbol / multytimeframe * Different SFE EAs based on the library provided. * Base signals of SFE EAs are inlcuded in base version. All the Pro filters and management are included in the base version all the 2022. * Customize the provided SFE Lib EA by changing or implementing its rules.. * Review the existing or ask for video tutorials to
EA Toolkit
Esteban Thevenon
EA Toolkit is a library that allows any developer to quickly and easily program Advisor experts. It includes many functions and enumerations such as trailing stop, lot, stop loss management, market trading authorisations, price table updates, trading conditions and many more. Installation + Documentation : You will find all the information to install this library and the documentation of its functions on this GitHub : https://github.com/Venon282/Expert-Advisor-Toolkit WARNING : The installatio
This is standard library built for flexible neural Networks with performance in mind. Calling this Library is so simple and takes few lines of code:    matrix Matrix = matrix_utils.ReadCsv( "Nasdaq analysis.csv" );       matrix x_train, x_test;    vector y_train, y_test;         matrix_utils.TrainTestSplitMatrices(Matrix,x_train,y_train,x_test,y_test, 0.7 , 42 );    reg_nets = new CRegressorNets(x_train,y_train,AF_RELU_,HL, NORM_MIN_MAX_SCALER); //INitializing network       reg_nets.RegressorN
Hello everyone! I am a professional MQL programmer , Making EAs, Indicators and Trading Tools for my clients all over the world. I build 3-7 programs every week but I seldomly sell any ready-made Robots. Because I am fastidious and good strategy is so few...  this EA is the only one so far I think its good enough to be published here.  As we all know, the Ichimoku indicator has become world popular for decades, but still, only few people knows the right way of using it, and if we check the cl
Applying these methods, I managed to arrive at a nuanced conclusion that is crucial to understanding the importance of unique strategies in contemporary trading. Although the neural network advisor showed impressive efficiency in the initial stages, it proved to be highly unstable in the long run. Various factors such as market fluctuations, trend changes, external events, etc. cause its operation to be chaotic and eventually lead to instability. With these experiences, I accepted the challenge
Introducing "TG Trade Service Manager" — your all-in-one solution for seamless trade management in both MQL4 and MQL5 environments. With a focus on speed, reliability, and convenience, this powerful library simplifies the complexities of trade execution and management, empowering developers with a single interface for enhanced efficiency. Metatrader4 Version   |   All Products   |   Contact   Key Features: Unified Interface : TG Trade Service Manager" provides a unified interface for   MQL4   a
This is an EXPERT with a FOCUS on LEARNING and PROFESSIONAL DEVELOPMENT!!! The idea of this product is to commercialize the source code, allowing those who want to develop their own robots, or start a professional activity developing customized experts, to have a reference source code that helps them in the learning and development process. This source code will be increased, that is, new functionalities will be created, thus allowing the project to continue evolving. For every 10 sales a new v
OpenAI Library MT5
VitalDefender Inc.
The following library is proposed as a means of being able to use the OpenAI API directly on the metatrader, in the simplest way possible. For more on the library's capabilities, read the following article: https://www.mql5.com/en/blogs/post/756098 The files needed to use the library can be found here: Manual IMPORTANT: To use the EA you must add the following URL to allow you to access the OpenAI API as shown in the attached images In order to use the library, you must include the following Hea
AO Core
Andrey Dik
3 (2)
AO Core is the core of the optimization algorithm, it is a library built on the author's HMA (hybrid metaheuristic algorithm) algorithm. An example of using AO Core is described in the article: https://www.mql5.com/ru/articles/14183 https://www.mql5.com/en/blogs/post/756510 This hybrid algorithm is based on a genetic algorithm and contains the best qualities and properties of population algorithms.  High-speed calculation in HMA guarantees unsurpassed accuracy and high search capabilities,
This library will allow you to manage trades using any of your EA and its very easy to integrate on any EA which you can do yourself with the script code which is mentioned in description and also demo examples on video which shows the complete process. This product allows trading operations via API and does not include charts. For chart : Renting Crypto Charting for OHLC data or Crypto Ticks with Order Book Depth is optional If your EA is HFT and operations on seconds chart, You may be interest
Native Websocket
Racheal Samson
5 (2)
An   easy to use, fast,  asynchronous   WebSocket library  for MQL5. It supports: ws://   and   wss://  (Secure "TLS" WebSocket) text   and   binary   data It handles: fragmented message  automatically (large data transfer) ping-pong   frames  automatically (keep-alive handshake) Benefits: No DLL required. No OpenSSL installation required. Up to 128 WebSocket Connections from a single program. Various Log Levels for error tracing Can be synchronized to MQL5 Virtual Hosting . Completely native to
The library is dedicated to help manage your trades, calculate lot, trailing, partial close and other functions. Lot Calculation Mode 0: Fixed Lot. Mode 1: Martingale Lot (1,3,5,8,13) you can use it in different way calculate when loss=1 ,when profit=0. Mode 2: Multiplier Lot (1,2,4,8,16) you can use it in different way calculate when loss=1 ,when profit=0. Mode 3: Plus Lot (1,2,3,4,5) you can use it in different way calculate when loss=1 ,when profit=0. Mode 4: SL/Risk Lot calculate based on
MetaCOT 2 CFTC ToolBox is a special library that provides access to CFTC (U.S. Commodity Futures Trading Commission) reports straight from the MetaTrader terminal. The library includes all indicators that are based on these reports. With this library you do not need to purchase each MetaCOT indicator separately. Instead, you can obtain a single set of all 34 indicators including additional indicators that are not available as separate versions. The library supports all types of reports, and prov
This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "MQL5\Files" directory. Then it uses these files to automatically build a cluster walk forward report and rolling walk forward reports that refine it (all of them in one HTML file). Using the WalkForwardBuilder MT5 auxiliary script allows building othe
OrderBook History Library
Stanislav Korotky
3 (2)
Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The library OrderBook History Library reads market book state in the past from archive files, created by OrderBook Recorder . The library can be embedded into you
BitMEX Trading API
Romeu Bertho
5 (1)
Cryptocurrency analysis has never been easier with Crypto Charts for MetaTrader 5. Now, trading on BitMEX has never been easier with BitMEX Trading API for MetaTrader 5. BitMEX Trading API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods and start trading! Features Trade on BitMEX and BitMEX Testnet. Build and automate your strategies. Concern more with the trading strategy logic and less with the c
Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEv
Goliath Mt5
Nicolokondwani Biscaldi
Goliath MT5 - scalper fully automated Expert Advisor for medium-volatile forex markets P roperties: The Library trades 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, USDCAD, GBPUSD, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library does not use martingale The Library sets a fixed stop loss and take profit for all orders The Library only trades a user input volume The Library can be installed on any currency pair and any timeframe Recommendations: Before using on a real account,
Binance Library
Hadil Mutaqin SE
5 (1)
The library is used to develop automatic trading on Binance Spot Market from MT5 platform. Support all order types: Limit, Market, Stop-Limit and Stop-Market. Support margin trading. Automatically display the chart on the screen. Usage: - Open MQL5 demo account - Move BinanceLib.ex5 from folder \MQL5\Scripts\Market to MQL5\Libraries - Download Header   file and EA sample https://www.mql5.com/en/code/download/34972_260999.zip Copy Binance.mqh header file to folder \MQL5\Include Copy  BinanceEA-
Gold plucking machine   Gold plucking machine is an Expert Advisor designed specifically for trading gold. The operation is based on opening orders using the Fast and Slow lines indicator, thus the EA works according to the "Trend Follow" strategy, which means following the trend. Use grid strategy to place orders without stop loss operation, so please make sure the account has sufficient funds. magic number      -  is a special number that the EA assigns to its orders. Lot Multiplier        -
More from author
WalkForwardOptimizer MT5
Stanislav Korotky
3.86 (7)
WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.
AutomaticZigZag
Stanislav Korotky
4.67 (3)
This is a non-parametric ZigZag providing 4 different methods of calculation. Upward edge continues on new bars while their `highs` are above highest `low` among previous bars, downward edge continues on next bars while their `lows` are below lowest `high` among previous; Gann swing: upward edge continues while `highs` and `lows` are higher than on the left adjacent bar, downward edge continues while `highs` and `lows` are lower than on the left adjacent bar. Inside bars (with lower `high` and
FREE
SOMFX1Predictor
Stanislav Korotky
If you like trading by candle patterns and want to reinforce this approach by modern technologies, this indicator and other related tools are for you. In fact, this indicator is a part of a toolbox, that includes a neural network engine implementing Self-Organizing Map (SOM) for candle patterns recognition, prediction, and provides you with an option to explore input and resulting data. The toolbox contains: SOMFX1Builder  - a script for training neural networks; it builds a file with generalize
RenkoFromRealTicks
Stanislav Korotky
4.67 (3)
This non-trading expert utilizes so called custom symbols feature ( available in MQL API as well) to build renko charts based on history of real ticks of selected standard symbol. RenkoFromRealTicks generates custom symbol quotes, thus you may open many charts to apply different EAs and indicators to the renko. It also transmits real ticks to update renko charts in real time. The generated renko chart uses M1 timeframe. It makes no sense to switch the renko chart to a timeframe other than M1. T
CyclicPatterns
Stanislav Korotky
This indicator shows price changes for the same days in the past. This is a predictor that finds bars for the same days in past N years, quarters, months, weeks, or days (N is 10 by default) and shows their relative price changes on the current chart. Number of displayed buffers and historical time series for comparison is limited to 10, but indicator can process more past periods if averaging mode is enabled (ShowAverage is true) - just specify required number in the LookBack parameter. Paramet
Time And Sales Layout indicator shows traded buy and sell volumes right on the chart. It provides a graphical representation of most important events in the time and sales table. The indicator downloads and processes a history of real trade ticks. Depending from selected depth of history, the process may take quite some time. During history processing the indicator displays a comment with progress percentage. When the history is processed, the indicator starts analyzing ticks in real time. The l
CustomVolumeDelta
Stanislav Korotky
4.5 (2)
This indicator displays volume delta (of either tick volume or real volume) encoded in a custom symbol, generated by special expert advisers, such as RenkoFromRealTicks . MetaTrader does not allow negative values in the volumes, this is why we need to encode deltas in a special way, and then use CustomVolumeDelta indicator to decode and display the deltas. This indicator is applicable only for custom instruments generated in appropriate way (with signed volumes encoded). It makes no sense to ap
FREE
Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The indicator OrderBook Cumulative Indicator accumulates market book data online and visualizes them on the chart. In addition, the indicator can show the market
VolumeDeltaWaves
Stanislav Korotky
5 (1)
This indicator is an extended implementation of Weis waves. It builds Weis waves on absolute volumes (which is the classical approach) or delta of volumes (unique feature) using different methods of wave formation and visualization. It works with real volumes, if available, or with tick volumes otherwise, but also provides an option to use so called "true volume surrogates", as an artificial substitution for missing real volumes (for example, for Forex symbols), which was introduced in correspo
ADXSignal
Stanislav Korotky
Classical ADX revamped to provide faster and more solid trading signals. This indicator calculates ADX values using standard formulae, but excludes operation of taking the module of ADX values, which is forcedly added into ADX for some reason. In other words, the indicator preserves natural signs of ADX values, which makes it more consistent, easy to use, and gives signals earlier than standard ADX. Strictly speaking, any conversion to an absolute value destroys a part of information, and it mak
RenkoChartsDemo
Stanislav Korotky
This is a demo version of a non-trading expert , which utilizes so called the custom symbols feature ( available in MQL as well ) to build renko charts based on historical quotes of selected standard symbol and to refresh renko in real-time according to new ticks. Also it translates real ticks to the renko charts, which allows other EAs and indicators to trade and analyze renko. Place the EA on a chart of a working instrument. The lesser timeframe of the source chart is, the more precise resulti
FREE
Most of traders use resistance and support levels for trading, and many people draw these levels as lines that go through extremums on a chart. When someone does this manually, he normally does this his own way, and every trader finds different lines as important. How can one be sure that his vision is correct? This indicator helps to solve this problem. It builds a complete set of virtual lines of resistance and support around current price and calculates density function for spatial distributi
ADXS
Stanislav Korotky
5 (3)
Ever wondered why standard ADX is made unsigned and what if it would be kept signed? This indicator gives the answer, which allows you to trade more efficient. This indicator calculates ADX values using standard formulae, but excludes operation of taking the module of ADX values, which is forcedly added into ADX for some reason. In other words, the indicator preserves natural signs of ADX values, which makes it more consistent, easy to use, and gives signals earlier than standard ADX. Strictly s
RenkoFromRealTicks DEMO
Stanislav Korotky
1 (1)
This non-trading expert utilizes so called   custom symbols   feature to build renko charts based on history of real ticks of selected standard symbol. RenkoFromRealTicks generates custom symbol quotes, thus you may open many charts to apply different EAs and indicators to the renko. It also transmits real ticks to update renko charts in real time. This is a functionally limited demo version of  RenkoFromRealTicks . RenkoFromRealTicks utility can not work in the tester because it uses CustomSym
FREE
Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. This expert adviser OrderBook History Playback allows you to playback the market book events on the history using files, created by OrderBook Recorder . The exper
FREE
WalkForwardDemo MT5
Stanislav Korotky
4 (2)
WalkForwardDemo is an expert adviser (EA) demonstrating how the built-in library WalkForwardOptimizer (WFO) for walk-forward optimization works. It allows you to easily optimize, view and analyze your EA performance and robustness in unknown trading conditions of future. You may find more details about walk-forward optimization in Wikipedia . Once you have performed optimization using WFO, the library generates special global variables (saved in an "archived" file with GVF-extension) and a CSV-f
FREE
PriceProbability
Stanislav Korotky
This is an easy to use signal indicator which shows and alerts probability measures for buys and sells in near future. It is based on statistical data gathered on existing history and takes into account all observed price changes versus corresponding bar intervals in the past. The statistical calculations use the same matrix as another related indicator - PointsVsBars. Once the indicator is placed on a chart, it shows 2 labels with current estimation of signal probability and alerts when signal
PointsVsBars
Stanislav Korotky
This indicator provides a statistical analysis of price changes (in points) versus time delta (in bars). It calculates a matrix of full statistics about price changes during different time periods, and displays either distribution of returns in points for requested bar delta, or distribution of time deltas in bars for requested return. Please, note, that the indicator values are always a number of times corresponding price change vs bar delta occurred in history. Parameters: HistoryDepth - numbe
FREE
Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker in real time. The expert OrderBook Recorder records market book changes and stores them in local files for further usage in indicators and expert adviser, including testing in the tester. The expert stores market book
FREE
WalkForwardBuilder MT5
Stanislav Korotky
5 (1)
This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight MT5 library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. This script is optional, as the library automatically generates the report immediate after the optimization in the tester is complete. However, the script is convenient because it allows using the same collected data to rebuild th
FREE
HZZM
Stanislav Korotky
2.67 (3)
This is an adaptive ZigZag based on modification of  HZZ indicator (original source code is available in this article ). Most important changes in this version: two additional indicator buffers added for zigzag evolution monitoring - they show cross signs at points where zigzag direction first changes; zigzag range (H) autodetection on day by day basis; time-dependent adjustment of zigzag range. Parameters: H - zigzag range in points; this parameter is similar to original HZZ, but it can take 0
FREE
RenkoCharts
Stanislav Korotky
This non-trading expert utilizes so called custom symbols feature ( available in MQL as well ) to build renko charts based on historical quotes of selected standard symbol and to refresh renko in real-time according to new ticks. Also, it translates real ticks to the renko charts, which allows other EAs and indicators to trade and analyze renko. Place RenkoCharts on a chart of a work instrument. The lesser timeframe of the source chart is, the more precise resulting renko chart is, but the lesse
OrderBook Utilities is a script, which performs several service operations on order book hob-files, created by OrderBook Recorder . The script processes a file for work symbol of the current chart. The file date is selected by means of the input parameter CustomDate (if it's filled in) or by the point where the script is dropped on the chart. Depending from the operation, useful information is written into the log, and optionally new file is created. The operation is selected by the input parame
FREE
Comparator
Stanislav Korotky
4.14 (7)
This indicator compares the price changes during the specified period for the current symbol and other reference symbol. It allows to analyze the similar movements of highly correlated symbols, such as XAUUSD and XAGUSD, and find their occasional convergences and divergences for trading opportunities. The indicator displays the following buffers: light-green thick line - price changes of the current symbol for TimeGap bars; light-blue thin line - price changes of the reference symbol ( LeadSymbo
FREE
ReturnAutoScale
Stanislav Korotky
5 (1)
The indicator calculates running total of linear weighted returns. It transforms rates into integrated and difference-stationary time series with distinctive buy and sell zones. Buy zones are shown in blue, sell zones in red. Parameters: period - number of bars to use for linear weighted calculation; default value - 96; smoothing - period for EMA; default value - 5; mode - an integer value for choosing calculation mode: 0 - long term trading; 1 - medium term trading; 2 - short term trading; defa
FREE
Year2Year
Stanislav Korotky
This indicator shows price changes for the same days in past years. D1 timeframe is required. This is a predictor indicator that finds D1 bars for the same days in past 8 years and shows their relative price changes on the current chart. Parameters: LookForward - number of days (bars) to show "future" price changes; default is 5; Offset - number of days (bars) to shift back in history; default is 0; ShowAverage - mode switch; true - show mean value for all 8 years and deviation bounds; false - s
FREE
SOMFX1Builder
Stanislav Korotky
5 (1)
If you like trading by candle patterns and want to reinforce this approach by modern technologies, this script is for you. In fact, it is a part of a toolbox, that includes a neural network engine implementing Self-Organizing Map (SOM) for candle patterns recognition, prediction, and provides you with an option to explore input and resulting data. The toolbox contains: SOMFX1Builder  - this script for training neural networks; it builds a file with generalized data about most characteristic pric
FREE
Mirror
Stanislav Korotky
This indicator predicts rate changes based on the chart display principle. It uses the idea that the price fluctuations consist of "action" and "reaction" phases, and the "reaction" is comparable and similar to the "action", so mirroring can be used to predict it. The indicator has three parameters: predict - the number of bars for prediction (24 by default); depth - the number of past bars that will be used as mirror points; for all depth mirroring points an MA is calculated and drawn on the ch
If you like trading crosses (such as AUDJPY, CADJPY, EURCHF, and similar), you should take into account what happens with major currencies (especially, USD and EUR) against the work pair: for example, while trading AUDJPY, important levels from AUDUSD and USDJPY may have an implicit effect. This indicator allows you to view hidden levels, calculated from the major rates. It finds nearest extremums in major quotes for specified history depth, which most likely form resistence or support levels, a
EvoLevels
Stanislav Korotky
The indicator displays most prominent price levels and their changes in history. It dynamically detects regions where price movements form attractors and shows up to 8 of them. The attractors can serve as resistance or support levels and outer bounds for rates. Parameters: WindowSize - number of bars in the sliding window which is used for detection of attractors; default is 100; MaxBar - number of bars to process (for performance optimization); default is 1000; when the indicator is called from
Filter:
Charles Phillips
194
Charles Phillips 2021.08.16 05:36 
 

Unable to get Walk Forward Light to work in MetaTrader 5. Instructions confusing.

Stanislav Korotky
42655
Reply from developer Stanislav Korotky 2021.08.16 21:56
Please, be more specific. Feel free to send all the details directly to me. It seems, you did not ask for support.
ivanov1253
186
ivanov1253 2017.09.27 12:04 
 

После установки библиотеки и включении заголовочного файла в тело эксперта терминал выдает ошибку: cannot open file 'wfL.ex5'.

Попробовано на двух разных терминалах.

Stanislav Korotky
42655
Reply from developer Stanislav Korotky 2020.10.26 11:41
Нужно было проверить, что файл библиотеки размещен в папке MQL5/Libraries. К сожалению, маркет может скачивать библиотеки в каталог MQL/Scripts/Market, что конечно же неверно со стороны MQ. Эта особенность описана в FAQ. Если дело в этом, то достаточно скопировать файл в MQL5/Libraries. В принципе, по любым проблемам лучше обращаться с личными сообщениями напрямую, потому что уведомления на отзывы приходят не всегда.
Reply to review
Version 1.1 2023.08.20
Recompiled by the build 3884 - for those who have problems with importing functions from the lib (please make a backup of the previous version of the lib just for a case!).
Minor improvements in the speed of results postprocessing for report building.