Codes
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
Porting the Canonical Catch22 Time-Series Feature Set and Testing It on Volatility Regimes for MetaTrader 5
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
Bayesian Online Change-Point Detection (BOCPD) in MQL5: One Regime-Break Signal, Three Ways to Use It for MetaTrader 5
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
Symbolic Aggregate Approximation (SAX) in MQL5: Historical Analog Search and Forecasting for MetaTrader 5
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
Ordinal Pattern Transition Networks in MQL5 for MetaTrader 5
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
Mapping Dealer Gamma Exposure (GEX) in MetaTrader 5: Walls, the Zero-Gamma Flip, and a Chart Overlay for MetaTrader 5
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
Foundation Models for Trading (Part I): Porting Kronos to Native MQL5 for MetaTrader 5
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
From Option Chain to 3D Volatility Surface in MetaTrader 5 for MetaTrader 5
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
Beyond GARCH (Part VIII): The MMAR Library And Putting it to Work in an Expert Advisor for MetaTrader 5
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
Extreme Value Theory in MQL5: Building a Tail-Risk Crash Gauge Beyond Monte Carlo VaR for MetaTrader 5
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
How to Connect AI Agents to MQL5 Algo Forge via MCP for MetaTrader 5
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
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