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MQL5 Developer
at
THF
Mathematical Engineer.
Currently pursuing a Master's in Applied Mathematics with strong focus on quantitative modeling and computational methods.
Fields of study:
-Time Series Analysis: ARIMA, GARCH, VAR.
-Optimization: linear, non-linear, multicriteria approaches.
-Genetic Algorithms
-Evolutionary Computation.
Currently pursuing a Master's in Applied Mathematics with strong focus on quantitative modeling and computational methods.
Fields of study:
-Time Series Analysis: ARIMA, GARCH, VAR.
-Optimization: linear, non-linear, multicriteria approaches.
-Genetic Algorithms
-Evolutionary Computation.
Osmar Sandoval Espinosa
Published article How to implement AutoARIMA forecasting in MQL5 
This article presents an MQL5 implementation of AutoARIMA that builds ARIMA models without manual tuning. It estimates d via a variance-based heuristic, fits ARMA(p,q) by gradient optimization with Adam, and selects p and q using AICc. The code returns a one-step-ahead price forecast by differencing, model estimation, and integration back to price level, ready to call on a Close series.
· 4
2559
Osmar Sandoval Espinosa
Published code Easy Range Breakout EA - MT5
This EA implements a range breakout trading strategy. It calculates a price range between start and end times defined by the user, draws a visual rectangle on the chart to mark the high and low of that range, and then monitors price action after the range closes. If the market breaks above the range high, it opens a buy trade; if it breaks below the range low, it opens a sell trade.
· 5
5570
1271
Osmar Sandoval Espinosa
Published code Easy Range Breakout EA - MT5
This EA implements a range breakout trading strategy. It calculates a price range between start and end times defined by the user, draws a visual rectangle on the chart to mark the high and low of that range, and then monitors price action after the range closes. If the market breaks above the range high, it opens a buy trade; if it breaks below the range low, it opens a sell trade.
· 4
5340
1259
Osmar Sandoval Espinosa
Added topic Self adaptative EAs
Has anyone dug more into self-adaptive EAs? I recently read this article that implements this: https://www.mql5.com/en/articles/17800 It has a part about self-adapting, and it was mind-blowing for me
· 3
1
David Tomblin
2026.04.07
I actually built an EA that uses Z-score as one of its core components for mean-reversion on XAUUSD.
My approach is a bit different from the standard fixed-period Z-score. The EA automatically optimizes the calculation period in real time based on historical data and current market conditions. It also includes:
Dynamic volatility filter (ATR-based breaker)
Weekly self-optimization with out-of-sample validation to reduce overfitting
Strict risk management (max 4% per trade, daily loss cap, defensive & emergency modes)
The Z-score helps detect when the current price ratio deviates significantly from the historical average (e.g., > +2.0 or < -2.0), which gives high-probability mean-reversion setups. Of course this is used in conjunction with a blending process among other things that keep it lean, proprietary, and adaptive. Myfxbook is going live tonight.
My approach is a bit different from the standard fixed-period Z-score. The EA automatically optimizes the calculation period in real time based on historical data and current market conditions. It also includes:
Dynamic volatility filter (ATR-based breaker)
Weekly self-optimization with out-of-sample validation to reduce overfitting
Strict risk management (max 4% per trade, daily loss cap, defensive & emergency modes)
The Z-score helps detect when the current price ratio deviates significantly from the historical average (e.g., > +2.0 or < -2.0), which gives high-probability mean-reversion setups. Of course this is used in conjunction with a blending process among other things that keep it lean, proprietary, and adaptive. Myfxbook is going live tonight.
Osmar Sandoval Espinosa
Everything flows, out and in; everything has its tides; all things rise and fall; the pendulum-swing manifests in everything; the measure of the swing to the right is the measure of the swing to the left; rhythm compensates.
· 1
Osmar Sandoval Espinosa
Added topic What are the best practices for developing an EA?
While developing more and more EAs, I'm starting to realize that I don't have a solid foundation for building them, so I want to learn and ask about the best practices
7
Osmar Sandoval Espinosa
As above, so below; as below, so above
· 4
Show all comments (5)
jeremiah adams
2026.04.11
I HAVE ALL THE MESSAGES YOU SEND ME AND SCREEN SHOTS , YOU ASKED FOR MY NUMBER FIRST AND OFFERED TO HELP
Osmar Sandoval Espinosa
if you're going to try, go all the
way.
otherwise, don't even start.
if you're going to try, go all the
way.
this could mean losing girlfriends,
wives, relatives, jobs and
maybe your mind.
go all the way.
it could mean not eating for 3 or 4 days.
it could mean freezing on a
park bench.
it could mean jail,
it could mean derision,
mockery,
isolation.
isolation is the gift,
all the others are a test of your
endurance, of
how much you really want to
do it.
and you'll do it
despite rejection and the worst odds
and it will be better than
anything else
you can imagine.
if you're going to try,
go all the way.
there is no other feeling like
that.
you will be alone with the gods
and the nights will flame with
fire.
do it, do it, do it.
do it.
all the way
all the way.
you will ride life straight to
perfect laughter, its
the only good fight
there is.
— Charles Bukowski, "What Matters Most is How Well You Walk Through the Fire"
way.
otherwise, don't even start.
if you're going to try, go all the
way.
this could mean losing girlfriends,
wives, relatives, jobs and
maybe your mind.
go all the way.
it could mean not eating for 3 or 4 days.
it could mean freezing on a
park bench.
it could mean jail,
it could mean derision,
mockery,
isolation.
isolation is the gift,
all the others are a test of your
endurance, of
how much you really want to
do it.
and you'll do it
despite rejection and the worst odds
and it will be better than
anything else
you can imagine.
if you're going to try,
go all the way.
there is no other feeling like
that.
you will be alone with the gods
and the nights will flame with
fire.
do it, do it, do it.
do it.
all the way
all the way.
you will ride life straight to
perfect laughter, its
the only good fight
there is.
— Charles Bukowski, "What Matters Most is How Well You Walk Through the Fire"
· 4
Osmar Sandoval Espinosa
Added poll How do you validate that an EA is truly profitable?
-
29% (10)
-
29% (10)
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51% (18)
-
20% (7)
-
6% (2)
Total voters: 35
16
maximo
2026.04.01
Testing on a small live account with micro lots. What some call an incubation period for at least the first 10 trades, then scale up.
Osmar Sandoval Espinosa
Published code 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.
· 2
5146
1630
Osmar Sandoval Espinosa
Added topic What does the market follow? Is there an implicit nature?
Lately I've been thinking: a trader's journey often starts by trying to fit their strategies into the market. When the market doesn't follow their expectations, frustration follows. I suspect there's something larger—something we don't fully
· 1
42
Osmar Sandoval Espinosa
Added topic What’s the worst strategy you’ve ever traded?
In my case a tried a trading equal highs with an EA and it didn't go well
· 2
36
Osmar Sandoval Espinosa
Added topic Problem adding a product to the market
File is compiled for CPU_ARCH_AVX2 CPU architecture. The Market supports "X64 Regular" only. Please recompile the file. How can I change the complied architecture
· 1
3
Osmar Sandoval Espinosa
Added topic Are this type of graphs a sign for a bad thing?
I recently implemented a new function in an EA, to close orders when they are in profit, I got this graph: At first sight, the results look amazing. However, when testing the same configuration over different time periods, the results turn out
· 1
5
Osmar Sandoval Espinosa
Added topic How can an EA recognize that is opened in test mode?
I want to add a feature for my EA, but I would like this only in test mode
· 1
5