Articles
Integrating MQL5 with Data Processing Packages (Part 9): Entropy-Based Adaptive Volatility for MetaTrader 5
This work presents an end-to-end pipeline: collect MetaTrader 5 data, engineer entropy/volatility/trend features, train a PyTorch classifier, and expose predictions through a Flask API. An MQL5 EA posts rolling prices each tick, receives probability and regime, and applies adaptive position sizing
Creating an EMA Crossover Forward Simulation Indicator in MQL5 for MetaTrader 5
A custom forward simulation engine detects fast/slow EMA crossovers and immediately projects synthetic candles ahead of the signal bar. It generates bodies and wicks using controlled logic, draws them with chart objects, and refreshes on every new signal or anchor change. You get a clear
Graph Theory: Heuristic Search Algorithm (A-Star) Applied in Trading for MetaTrader 5
The article applies the A* heuristic to market structure by modeling validated swing highs and lows as graph nodes and weighting edges with ATR‑normalized distance, spread, and noise penalties. The engine searches the most efficient route to infer trade direction and targets, then filters signals by
Automating Market Entropy Indicator: Trading System Based on Information Theory for MetaTrader 5
This article presents an EA that automates the previously introduced Market Entropy methodology. It computes fast and slow entropy, momentum, and compression states, validates signals, and executes orders with SL/TP and optional position reversal. The result is a practical, configurable tool that
Formulating Dynamic Multi-Pair EA (Part 8): Time-of-Day Capital Rotation Approach for MetaTrader 5
This article presents a Time-of-Day capital rotation engine for MQL5 that allocates risk by trading session instead of using uniform exposure. We detail session budgets within a daily risk cap, dynamic lot sizing from remaining session risk, and automatic daily resets. Execution uses
Swing Extremes and Pullbacks in MQL5 (Part 3): Defining Structural Validity Beyond Simple Highs/Lows for MetaTrader 5
This article presents an MQL5 Expert Advisor that upgrades raw swing detection to a rule-based Structural Validation Engine. Swings are confirmed by a break of structure, displacement, liquidity sweeps, or time-based respect, then linked to a liquidity map and a structural state machine. The result
Developing Market Entropy Indicator: Trading System Based on Information Theory for MetaTrader 5
This article explores the development of a Market Entropy Indicator based on principles from Information Theory to measure the uncertainty and information content within financial markets. By applying concepts such as Shannon Entropy to price movements, the indicator quantifies whether the market is
Integrating MQL5 with Data Processing Packages (Part 8): Using Graph Neural Networks for Liquidity Zone Recognition for MetaTrader 5
This article shows how to represent market structure as a graph in MQL5, turning swing highs/lows into nodes with features and linking them by edges. It trains a Graph Neural Network to score potential liquidity zones, exports the model to ONNX, and runs real-time inference in an Expert Advisor
Graph Theory: Traversal Depth-First Search (DFS) Applied in Trading for MetaTrader 5
This article applies Depth-First Search to market structure by modeling swing highs and lows as graph nodes and tracking one structural path as deeply as conditions remain valid. When a key swing is broken, the algorithm backtracks and explores an alternative branch. Readers gain a practical
Formulating Dynamic Multi-Pair EA (Part 7): Cross-Pair Correlation Mapping for Real-Time Trade Filtering for MetaTrader 5
In this part, we will integrate a real-time correlation matrix into a multi-symbol Expert Advisor to prevent redundant or risk-stacked trades. By dynamically measuring cross-pair relationships, the EA will filter entries that conflict with existing exposure, improving portfolio balance, reducing
Forum
'CopyRates' Error
Greetings to you all can any one please help me i have been bugged by this error for quite some time now: ' CopyRates ' - no one of the overloads can be applied to the function call here is the code: MqlRates oneHourCandleAgo; if ( CopyRates ( _Symbol , onehourtf, 0 , 1 , oneHourCandleAgo
how can i make my EA fully and always invested
Hey fellas i need some help with my EA, for example when the "Buy" condition is true, i need it to place buy orders one after the other when the tp is hit, and the same for "Sell". currently it only opens one order only here is my code below... if (newBar){ //Buy Condition: if