Codes
Super Trend for MetaTrader 5
The Supertrend indicator plots an ATR-based dynamic trend line on the MetaTrader 5 chart, switching between a green uptrend and red downtrend line with optional buy/sell arrow signals at every trend reversal
Self-Aware Trend System for MetaTrader 5
Self-Aware Trend System (SATS) is an advanced MQL5 indicator that combines an adaptive SuperTrend engine with a Trend Quality Index (TQI) dashboard, offering dynamic signal detection, risk management levels, and self-learning calibration for smarter, more reliable trade entries
Machine Learning Supertrend for MetaTrader 5
A machine-learning inspired approach towards trending regimes. Providing accurate signals and backtest confidence built-in
Precision Sniper for MetaTrader 5
Precision Sniper is a multi-confluence MT5 indicator inspired by TradingView's top signal tools, grading every buy/sell signal (A+, A, B, C) based on EMA structure, RSI, MACD, ADX, VWAP, and volume alignment, with 8 presets, HTF bias confirmation, auto TP/SL levels, trailing stop, and a built-in
Fibonacci Structure Engine for MetaTrader 5
A Market Structure indicator featuring Fibonacci Intelligence to provide accurate Buy/Sell signals
HTF Reversal Divergences for MetaTrader 5
A multi timeframe indicator which features RSI divergence. + Buy/Sell signals Inspired from trading view
Smart Money Concepts for MetaTrader 5
An indicator which features full Smart Money Concept (SMC) + Break Of Structure (BOS) + Change Of Character (COC) + Fair Value Gap (FVG) Detection and Buy/Sell signals
Multi-Symbol Alert Panel for MetaTrader 5
An indicator to watch highs/lows of all markets simultaneously
Candle Body Ratio for MetaTrader 5
An original indicator designed to analyze price action and provide buy/sell signals
Sniper Pro for MetaTrader 5
Multi-timeframe confluence indicator designed to snipe accurate entries. Inspired from TradingView
Articles
Isolation Forest: Unsupervised Anomaly Detection, and What It Actually Finds in Price Data for MetaTrader 5
This article implements a self-contained Isolation Forest library for MetaTrader 5 with no labels, no distribution assumptions and no external dependencies. It details a reproducible 64‑bit generator, tree/forest construction, scoring and feature design, then verifies results against Python and
Motifs and Discords: Building a Matrix Profile from Scratch for MetaTrader 5
We build the Matrix Profile for MQL5 from the ground up and keep it numerically stable on real prices. The library includes rolling statistics, a radix-2 FFT powering MASS, and a STOMP self-join, with results matched to stumpy. A compact facade, an indicator that draws the profile and flags
Measuring Market Efficiency with Lempel-Ziv Complexity for MetaTrader 5
This article presents a compact MQL5 library for market-complexity analysis: LZ76 complexity and Normalized Compression Distance built on a SAX symbolizer, exposed through a simple facade and an efficiency indicator. It explains the discretization choices, normalization, and distance formulation
Learnable Curves, Not Weights: A Kolmogorov-Arnold Network from Scratch for MetaTrader 5
This article builds a Kolmogorov–Arnold Network (KAN) in MQL5, where every edge carries a learnable B‑spline curve rather than a scalar weight. We construct the spline basis, assemble edges and a layer, and fit all coefficients by ridge‑regularized least‑squares in a single solve. The model is
Machine Learning Without the Black Box: The Tsetlin Machine for Trading for MetaTrader 5
This article builds a white-box classifier in MQL5 using the Tsetlin Machine. It learns human-readable AND-rules instead of weights, trains with integer state updates, and requires no external dependencies. You will assemble the automaton, clause, and multi-class voter, verify on XOR and other
The Avellaneda-Stoikov Model: Inventory-Aware Quoting for Two-Sided Strategies for MetaTrader 5
This article builds the Avellaneda–Stoikov formulas in MQL5, feeds them with rolling estimates of mid-price volatility and a proxy for order-flow intensity, and plots the reservation price with bid and ask in real time. A bar-by-bar simulation contrasts adaptive and fixed quoting under the same fill
Path Signatures for Lead-Lag Detection for MetaTrader 5
Build a level-2 path-signature engine in pure MQL5 to read the lead-lag ordering between two data streams without choosing a lag and without a linear model. The article delivers a reusable library, an indicator that plots the Levy‑area oscillator, and a simple rule‑based Expert Advisor. Code is
Hierarchical Risk Parity: A Robust Portfolio Allocator and Expert Advisor for MetaTrader 5
We implement a Hierarchical Risk Parity allocator in MQL5 as a single class, validate each stage against an independent Python reference, and package it in a rebalancing Expert Advisor. The pipeline covers returns, covariance/correlation, clustering, quasi-diagonalization, and recursive bisection
Mapping the Shape of Price: The Mapper Lens and Cover in MQL5 for MetaTrader 5
The article introduces the Mapper pipeline in MQL5 by implementing the two fundamental components: CTDAMapperFilter (lens) and CTDAMapperCover (overlapping intervals). It explains three lens options—eccentricity, density, and coordinate—plus cover parameters (resolution and gain), and demonstrates
Persistence Entropy as a Market Regime Indicator in MQL5 for MetaTrader 5
This article turns the verified TDA pipeline into a live MQL5 indicator. It reduces each price window to two persistence-entropy lines (H0 and H1), computes a normalized loop-strength metric with an adaptive percentile band, and places fade marks only when loop strength is high and price hits a