Muhammad Minhas Qamar / Profile

We complete the native MQL5 port of Kronos: the decoder, the predictor's decode_s1 and decode_s2 stages with their cross-attention traps, and the autoregressive loop that produces a multi-bar forecast. Then we profile and make it roughly 4.5x faster with an exact KV-cache and pre-transposed weights, verifying every stage against PyTorch.

We port Daniel Bloch's Relative Moving Average framework into a complete MetaTrader 5 system. Instead of smoothing price, the RMA measures where price sits inside its own recent distribution on a [0,1] fractile scale, and drives four cross-strategies with a regime-adaptive exit. Includes the engine, indicators, and a backtested Expert Advisor.

This article implements BOSS from scratch in MQL5 and applies it to regime classification: SFA turns windows into words, bags record word frequencies, and an ensemble over window lengths votes on labels. We cover the encoding steps, the BOSS distance, training with auto-generated regime labels, and practical parameters. A BTCUSD benchmark versus DTW shows higher macro accuracy on clean data and markedly faster inference.

We present a native MQL5 implementation of the catch22 feature set: all 22 canonical time-series characteristics in a reusable class validated against pycatch22. Using a leak-free pipeline (chronological split, purging, embargo), we run a three-arm ablation—classic indicators, catch22, and combined—for volatility-regime classification. Finally, we deploy the combined model as a Strategy Tester regime filter to quantify its impact on a simple baseline strategy.

This article delivers Bayesian Online Change-Point Detection as a single, dependency-free MQL5 class that maintains a per-bar, causal probability of a regime break. We use it three ways: a live monitor, a moving average that flushes on breaks, and a risk overlay with a matched-frequency random control. Readers get a reusable primitive to watch structural change, adapt indicators, and gate exposure after detected shifts.

Symbolic Aggregate approXimation (SAX) encodes price windows as short words to enable fast, sound similarity search on history. We implement SAX in pure MQL5, including Gaussian breakpoints, PAA, and the lower-bounding MINDIST, and validate it with a test harness. An indicator applies a no-lookahead, two-stage search, summarizes forward paths in ATR units, and draws a forecast fan, explicitly indicating when the sample shows no edge.

We implement ordinal pattern transition networks in MQL5: a Lehmer-code encoder, a directed network over ordinal price patterns, and three complexity metrics. Two indicators expose a trend-versus-range regime from time-irreversibility and an efficiency gauge from permutation entropy, with a transparent parameter sweep showing how to tune settings on FX data.

In this article we build a dealer gamma-exposure map in MQL5. From an option chain, the tool computes per-strike GEX, finds the call and put walls, and solves for the zero-gamma flip that separates a mean-reverting regime from a trending one, then draws it all on the chart. CSV and native-symbol data paths included.

Kronos is a pretrained transformer that models OHLCV bars the way a language model predicts words. We reimplement its tokenizer/encoder and transformer block in native MQL5, export weights to flat .bin files, and remove Python from runtime entirely. Part 1 delivers preprocessing and BSQ tokenization plus a bit-for-bit verification harness against PyTorch, so you can run the encoder inside MetaTrader 5 with confidence.

This article walks through creating an MT5 indicator that ingests option chains from native symbols or CSV, inverts prices to implied volatility via a hybrid Newton–Raphson/bisection method, and assembles a clean strike–expiry grid. It then renders a shaded, rotatable 3D surface with the platform's DirectX layer, enabling clear, in-terminal analysis of skew and term structure using live or file-based data.

This article finalizes the MMAR project with a CMMAR facade class and a demo Expert Advisor for MetaTrader 5. The facade exposes a compact API—configure, Fit(), Forecast()—that wraps partition analysis, spectrum fitting and Monte Carlo simulation. You will learn how to load data, fit the model and obtain a volatility forecast, with diagnostics and status handling for robust use in EAs.

Standard MQL5 risk tools read risk from recent history and miss how heavy the downside tail can be. We implement Extreme Value Theory in MetaTrader 5: a Peaks‑Over‑Threshold fit of the Generalized Pareto Distribution via ALGLIB, a live indicator that reports EVT VaR/ES and tail shape, and an EA that sizes positions from the tail estimate. A controlled backtest illustrates reduced drawdown for unchanged entries.

This article extends Part 1 by giving an AI access to the development lifecycle on MQL5 Algo Forge. We implement an MCP server over the Forgejo REST API so an agent can create repositories, commit Expert Advisors, branch from main, open pull requests, file issues, and tag releases. You will get a ready-to-run Python server, clear tools, and a safer, reversible workflow.

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, standard deviation, and a percentile-based 95% confidence interval, with access to per-run values if needed. Adaptive cascade depth selects the minimal k such that b^k covers the horizon, keeping the run fast and consistent.

This article implements the MMAR Simulation Engine that turns fitted parameters (H, distribution, coefficients, sample volatility) into synthetic price paths. It builds multifractal trading time via a multiplicative cascade, synthesizes fractional Brownian motion with Davies–Harte or Cholesky, scales it to target volatility, and composes the process by time deformation. Readers get a reusable MQL5 class, method choices by path length, and validation steps for scenario testing and Monte Carlo use in the next part.