Codes
PlayDOOM for MetaTrader 5
This Expert Allows You To Run and Play DOOM (The Game) on MetaTrader5! It's A Take On The Infamous "Can It Run Doom?" Challenge
BGC Grid EA for MetaTrader 5
Regime-adaptive grid EA with three operating modes (BGT/TGT/MGT), ATR-dynamic spacing, CUSUM change-point detection, equity-based cycle management, and a full CSV diagnostics pipeline. Based on the Bi-Directional Grid Constrained (BGC) stochastic process research by Taranto & Khan (2020–2022)
Articles
Beyond GARCH (Part VI): Fractional Brownian Motion And The Multiplicative Cascade in MQL5 for MetaTrader 5
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
Beyond GARCH (Part V): Fitting the Multifractal Spectrum in MQL5 for MetaTrader 5
This article builds the Spectrum Fitter: from tau(q) we compute f(alpha) with a discrete Legendre transform, then fit Normal, Binomial, Poisson, and Gamma spectra under box constraints using BLEIC. The best model by SSE is selected, and its parameters (eg, alpha min, alpha max or alpha_0, gamma)
Beyond GARCH (Part IV): Partition Analysis in MQL5 for MetaTrader 5
In this article, we shift from Python research to native MQL5 engineering. We build the first module of the MMAR library: a shared constants header, an SVD-based OLS regression class, a Generalized Hurst Exponent estimator, and the partition analysis engine that computes the partition function
Beyond GARCH (Part III): Building the MMAR and the Verdict for MetaTrader 5
With the multifractal parameters from Part 2 in hand, this article builds the full MMAR process. We construct the multiplicative cascade for trading time, generate Fractional Brownian Motion via Davies-Harte FFT, and combine both into X(t) = B_H[theta(t)]. A 100-path Monte Carlo simulation produces
Beyond GARCH (Part II): Measuring the Fractal Dimension of Markets for MetaTrader 5
Building on the partition function analysis from Part 1, this article deepens the theoretical foundation before completing the analytical pipeline. We first give a full treatment of the Hurst exponent: what it measures, what it implies about market memory, and why it matters for the MMAR. This is
Beyond GARCH (Part I): Mandelbrot's MMAR versus Engle's GARCH for MetaTrader 5
This article starts the MMAR pipeline on EURUSD M5 data. We load market data via the MetaTrader5 Python API and run partition-function analysis with non-overlapping intervals to test for multifractal scaling. The result is an evidence-based decision on fractality, a prerequisite for building MMAR
How to connect AI agents to MetaTrader 5 via MCP for MetaTrader 5
This article shows how to connect AI agents directly to MetaTrader 5 by building a complete MCP (Model Context Protocol) server in Python. It details the architecture, MetaTrader 5 client wrapper, market data and order handlers, and tool registration over stdio, with testing via MCP Inspector and
Can DOOM Run in MetaTrader 5: DLLs, Rendering, and MQL5 Input? for MetaTrader 5
This article demonstrates how to run DOOM inside MetaTrader 5 by integrating a native Windows DLL with an MQL5 Expert Advisor. We cover building the DLL, real-time framebuffer rendering via ResourceCreate, keyboard input with a key-up workaround using GetAsyncKeyState, and running the game loop on a
Building a Research-Grounded Grid EA in MQL5: Why Most Grid EAs Fail and What Taranto Proved for MetaTrader 5
This article implements a regime-adaptive grid trading EA based on the PhD research of Aldo Taranto. It presents a regime‑adaptive grid trading EA that constrains risk through restartable cycles and equity‑based safeguards. We explain why naive grids fail (variance growth and almost‑sure ruin)
Forum
Web-like UI inside of MT5. Is it possible?
I was seeing some open source projects made on top of the TradingView Lightweight Charts library and this sparked some ideas in my head. What if we can make MT5 charts as modern looking as other Web trading platforms (TV being one among many). I know that I am not the only one to think about this
Technical Indicator Alert System
Hi! I want an alert system for technical indicators. It's been rather difficult to implement that into the existing source code of the indicator. I have searched online and found no reliable or latest results for this. Basically, I want a read, yellow and green box whenever the indicator reach a