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
Online Portfolio Selection: A Provable Regret Bound, and the Cost That Eats It for MetaTrader 5
The article implements Online Portfolio Selection in MQL5: exact simplex projection, four allocators (EG, Universal Portfolio, PAMR, OLMAR), and a BCRP solver on a concave objective. We verify weight paths against the published Python reference and self-check the optimizer. A drift-aware transaction
Hyperdimensional Computing: Learning in One Integer Add, and the Nulls That Judge It for MetaTrader 5
A complete Hyperdimensional Computing library for MQL5 implements bind, bundle and permute over 4096‑bit hypervectors, graded level ladders for quantities, an encoder for bars and sequences, and a classifier trained by integer addition. It includes a purged, ordered validation split, online updates
Agent Based Market Simulation: Growing a Market From Rules, and Using It to Catch an Overfitted Strategy for MetaTrader 5
A compact MetaTrader 5 library builds a synthetic market from agents: a minority game, a zero‑intelligence double auction, a stylized‑facts analyzer, and a parameter scanner. The result is a testbed with known answers, providing the control real price backtests lack. Each result is cross‑checked by
Variational Mode Decomposition: Building the Solver, and Measuring What Hindsight Buys for MetaTrader 5
A from‑scratch VMD library for MetaTrader 5: radix‑2 transform, ADMM updates, mirrored windows, and a result type that reports solve quality and mode separation. We verify the solver to full double precision against a reference and test causality by sabotage. The article quantifies repaint from
Surrogate Data Testing: A Null Model for Any Statistic, and Why Shuffling Bars Is Not One for MetaTrader 5
We implement surrogate testing for indicators in MQL5: generate synthetic series that match your data's distribution and spectrum, score any statistic, and locate the observation within its null distribution. The library provides four null models, an FFT that handles arbitrary lengths, and a plug‑in
Ollivier-Ricci Curvature: Reading the Shape of a Correlation Network, Not Its Level for MetaTrader 5
The article builds an Ollivier–Ricci curvature library in MQL5 for multi‑symbol analysis. A basket becomes a correlation network, and the reading captures network geometry rather than correlation level. It includes an exact optimal transport solver with an internal certificate, a rolling fragility
The Maximal Information Coefficient: Detecting Any Relationship, and the Null That Decides Whether It Is Real for MetaTrader 5
This article implements the Maximal Information Coefficient (MINE) for MQL5, including the grid search with dynamic programming and the four MINE statistics. It explains why raw MIC has a nonzero noise floor and builds a permutation null to judge significance. The result is a verified library with a
Time Series Shapelets: Learning a Price Shape, and Testing Whether It Means Anything for MetaTrader 5
We implement a Time Series Shapelet library for MQL5 that finds the subsequence of price history whose z-normalized shape best separates two labels and derives the decision threshold from information gain. Because candidate searches on prices always return a winner, the fit includes a purged
Self-Exciting Markets: Building a Hawkes Process from Scratch for MetaTrader 5
Volatility arrives in clusters: one large move makes the next large move more likely, and quiet spells stay quiet. This article builds a Hawkes self-exciting point process in pure MQL5 to measure that effect directly, ending in a single number, the branching ratio, that says how reflexive a market
Partial Information Decomposition: When Two Indicators Together Say More Than Either Alone for MetaTrader 5
We introduce a Partial Information Decomposition library for MQL5 that decomposes two sources about a target into four atoms: unique to each, shared, and synergy. The implementation uses quantile binning, tabulated logarithms, and a maximum-entropy fit (for I_ccs), and it pairs results with a