Codes
Hurst Exponent Regime Switch Indicator for MetaTrader 5
Estimates the rolling Hurst exponent of price via rescaled-range (R/S) analysis and plots it as a color-coded oscillator that flags whether the market is currently trending, mean-reverting, or moving like a random walk
Dynamic Session Range Sweep Detector with Liquidity Zone Marking for MetaTrader 5
Tracks the Asian, London, and New York session ranges, locks each one at session close, and flags true liquidity sweeps — a wick that pierces a locked high or low and closes back inside it — with an arrow signal and a shaded reaction zone. Non-repainting, works on any symbol and timeframe
Liquidity Void Decay Oscillator. for MetaTrader 5
A subwindow oscillator that flags thin-participation displacement bars as "liquidity voids" and scores 0–100 how quickly price re-fills each one, distinguishing fast-absorbed noise from levels still acting as real support or resistance
Custom Simple Moving Average for MetaTrader 5
A two-stage adaptive moving average (base average + secondary smoothing) that colors itself by slope and marks price/average crossovers with arrows
Adaptive Kalman Trend Filter with Regime Bands submission for MetaTrader 5
A single-state Kalman filter that rescales its own process noise by Kaufman's Efficiency Ratio on every bar, tightening into price during trends and smoothing harder through chop, plotted with regime bands that expand and contract on the same read
Articles
Distribution-Free Price Channels in MQL5: Quantile Regression by Iteratively Reweighted Least Squares for MetaTrader 5
We build a rolling price channel by fitting the 0.1, 0.5 and 0.9 conditional quantile lines via IRLS with pinball loss, packaged as a reusable class and two MetaTrader 5 indicators. We verify in-sample coverage, examine quantile crossing, and compare the channel width with ATR, Bollinger and