Codes
Trend BOSS for MetaTrader 5
The Trend BOSS Indicator identifies regimes such as trending, ranging or volatile using a Bag-of-SFA-Symbols (BOSS) classifier. Gate your strategies behind specific regimes or use the indicator to identify various market conditions
Market Activity from Quote Waits for MetaTrader 5
Measures market activity from the waits between quotes. An ACD model with the daily rhythm removed gives one ratio per tick: 1 is normal, 2 twice as busy
Alpha Engine: Intrinsic-Time Coastline Trader for MetaTrader 5
A port of the Olsen group's Alpha Engine: eight limit-order agents trade intrinsic-time directional changes on a hedging account. They add on overshoots and trim at a profit on reversals
EVT Crash Gauge for MetaTrader 5
Extreme Value Theory (EVT) ported into MQL5 for gauging potential crashes and upsets in the market
SAX Forecaster for MetaTrader 5
A forecaster made from Symbolic Aggregate approXimation (SAX)
Relative Moving Average EA for MetaTrader 5
An MQL5 implementation of all four cross-strategies from Bloch's Relative Moving Average framework, with his Adaptive Crossover Exit switching rules by volatility regime. Entries and exits are taken in fractile space, so thresholds mean the same thing on every symbol
Relative Moving Average Indicator for MetaTrader 5
A faithful MQL5 port of Daniel Bloch's Relative Moving Average framework. It ranks the current close inside its own window's distribution on a [0, 1] scale comparable across symbols, publishing the fractiles, regime classification, and directional consistency as readable buffers
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
Which Economic Releases Actually Move Your Symbol, and by How Much? for MetaTrader 5
A calendar release is not a category but a number against a consensus. In MQL5 we build a robust, standardized surprise (actual minus forecast scaled by each indicator's own dispersion), recover the broker's daylight saving schedule from price to anchor each release on the bar that moved, and
Entropy Pooling and Scenario Budgets for Expected-Shortfall Sizing for MetaTrader 5
Rolling lookback windows implicitly fix a probability vector over past bars. We implement entropy pooling in MQL5 to keep all historical scenarios, reweight them by conditioning on today's volatility under an effective‑scenarios budget, and add views on volatility, tails and correlation. A
Beyond Squared Returns: Path-Dependent Volatility for MetaTrader 5
This article implements a path-dependent volatility model in MQL5 that keeps the sign of returns. The engine uses two-timescale EWMA kernels (four accumulators) to form activity and trend features, with closed-form coefficients and a lightweight kernel search. We provide a calibration workflow and
Online False Discovery Rate Control: Putting an Error Budget on a Live Signal Stream for MetaTrader 5
The article addresses online false discovery rate control for streaming signals, where fixed thresholds inflate noise discoveries. We port LORD3, LORD++ and SAFFRON into MQL5, construct a causal bootstrap p‑value source without a resolution floor, and verify correctness before market data
Beyond Tick Volume: Measuring Market Activity from the Waits Between Quotes for MetaTrader 5
Tick volume mostly reflects the time of day and is only complete when a bar closes. We build a per‑quote, live activity gauge from the waits between quote changes, remove the intraday rhythm, and model the remainder with the autoregressive conditional duration (ACD) model. We then test whether this
Forecast Reconciliation (MinT): One Engine for Timeframe Hierarchies and Currency Graphs for MetaTrader 5
This article builds forecast reconciliation in pure MQL5 and applies it to two structures: timeframe aggregation on one symbol and a currency graph linked by no‑arbitrage. The engine projects base forecasts onto linear constraints to make them coherent. We benchmark OLS/WLS and MinT with and without
Foundation Models for Trading (Part III): Running a Generative AI Forecaster Inside MetaTrader 5 for MetaTrader 5
We demonstrate live forecast charting with Kronos in MQL5 and an evaluation pipeline designed to be look‑ahead‑safe. Deterministic dumps are scored per horizon against a random‑walk baseline (15,113 predictions), then fed to a simple Strategy Tester rule on EURUSD H1. The findings show no edge, and
MiniRocket: A Deterministic Time-Series Classifier and What It Finds in Seven Classic Setups for MetaTrader 5
This article delivers a native MQL5 MiniRocket: 84 fixed convolution kernels yield 9,996 features quickly and deterministically, requiring no training loop and no external runtime. We verify the port against sktime and a float64 reimplementation, then run a reproducible audit of seven classic
Regime Discovery by Structure: Implementing Toeplitz Inverse Covariance Clustering (TICC) for MetaTrader 5
This article presents a full MQL5 pipeline for Toeplitz Inverse Covariance Clustering: stacked observations, ADMM‑based graphical lasso with block‑Toeplitz constraints, and dynamic‑programming regime assignment. It separates structure from volatility and conditions away the shared USD leg. The
Inside MetaEditor's AI Assistant: Writing, Repairing and Testing MQL5 with an Agent for MetaTrader 5
We use the MetaTrader 5 AI Assistant to execute the full workflow end to end: create an EA from a natural‑language prompt, compile it, break and watch it self‑correct from compiler output, backtest it, and compare a controlled re‑run. The article details the underlying MCP extensions, configuration
Forum
Codebase Publication Error "Invalid File"
Getting the following error when publishing indicator: These are the files: The files path are correct. Is it because there are 2 indicators? I don't understand what's causing this issue Link
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