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
From Delta-Space Quotes to the FX Volatility Smile: Garman-Kohlhagen and the Convention Problem for MetaTrader 5
FX options are quoted in delta space, not by strike. This article implements an FX-native smile tool for MetaTrader 5: it converts ATM, risk reversal and butterfly quotes into strike-space pillars, prices with the Garman–Kohlhagen model, handles spot/forward and premium-adjusted delta conventions
From Option Chain to Risk-Neutral Density: The Market's Own Probability Distribution for MetaTrader 5
The article builds an MQL5 indicator that recovers the risk-neutral density from an option chain via the Breeden–Litzenberger identity. Quotes are inverted to implied volatilities, the smile is smoothed and priced back to arbitrage‑free calls, and the second derivative yields the density. The tool
Network Momentum for MetaTrader5: Trading the Lead-Lag Graph Between Markets for MetaTrader 5
This article builds a trend-following Expert Advisor that trades momentum spillover across markets, implemented fully in MQL5 without external solvers. It detects leaders with Derivative Dynamic Time Warping, learns a sparse weighted network by convex optimization, and propagates momentum through it
Foundation Models for Trading (Part II): Decoding, Autoregression, and an Exact KV-Cache for MetaTrader 5
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
Bloch's Relative Moving Average (RMA) Framework Implementation In MQL5 for MetaTrader 5
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
Implementing and Benchmarking Bag-of-SFA-Symbols (BOSS) Against Dynamic Time Warping (DTW) for MetaTrader 5
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
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
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