Articles
Adaptive Trade Management in MQL5: Building a Broker-Aware, Deterministic, and Explainable Exit Engine for MetaTrader 5
This article presents an MQL5 trade-management engine that converts exit rules into proposal generators. A policy engine ranks all proposals by a configurable reason priority with documented tie-breakers. A broker-aware validator checks the candidates in that order and falls back to the next one on
Adaptive Position Sizing in MQL5: A Prototype Risk Engine with Generalized Kelly and Bootstrap Calibration for MetaTrader 5
This article presents a modular position sizing engine for MetaTrader 5 that operates on normalized R-multiples. A layered pipeline combines enriched trade statistics, a generalized Kelly edge estimate, volatility-aware adjustment, Monte Carlo calibration under ruin and drawdown limits, a continuous
Building a Hierarchical Market Structure Framework (Prototype) in MQL5 Using Modular Architecture and Event-Driven Design for MetaTrader 5
This article describes a prototype reusable market structure framework for MQL5, built with a clean modular architecture and an internal event queue. It shows how to detect swing points, classify break-of-structure and change-of-character events, maintain a deterministic market state, and persist