Articles
Swing Extremes and Pullbacks (Part 5): Filtering Weak Swings Using Candle Imbalance for MetaTrader 5
This article implements an MQL5 Expert Advisor that scores each impulse leg behind a swing extreme with a 0–100 Candle Imbalance Score. The score combines four bounded components—body dominance, directional consistency, leg efficiency, and Fair Value Gap coverage—to filter weak swings before any
Graph Theory: Study of Graphs Generated by Some Random Process for MetaTrader 5
This article describes an MQL5 Expert Advisor that models the market as a random graph rather than a fixed structure. Bars are encoded into discrete states; bar-to-bar moves form a decaying, Laplace-smoothed transition matrix, and a k-step random walk yields a bounded directional signal gated by an
Decoding Market Intent: Reading Structure, Liquidity, and Price Behavior for MetaTrader 5
We implement a five-stage MQL5 pipeline that quantifies market structure, liquidity interaction, and price behavior on four timeframes, then resolves them into a 0–100 Market Intent Score. Decision states (WAIT/WATCH/ACTION) are driven by explicit weights plus hard gates. The analytical core feeds a
Integrating MQL5 with Data Processing Packages (Part 10): Deploying Python AutoML Pipelines for Strategy Testing for MetaTrader 5
This article presents a reproducible MetaTrader 5 workflow: collect history, engineer nine context features, label simulated EMA crossover trades, train with FLAML, and export to ONNX with fixed opset and plain probabilities. The Expert Advisor loads the model natively, mirrors the Python feature
Formulating Dynamic Multi-Pair EA (Part 10): Asymmetric Stop-Loss Logic Based on Pair-Specific Volatility Signatures for MetaTrader 5
The EA learns each symbol's volatility profile before trading by processing 1000 bars and summarizing candle ranges, bodies and wicks, noise ratio, trend runs, pullback size, and true‑range dispersion. A classifier assigns regime and structure labels per pair. The stop‑loss optimizer maps those
Creating an EMA Crossover Forward Simulation (Culmination): Interactive Synthetic Candles for MetaTrader 5
This article finalizes the Forward Simulation Engine for MetaTrader 5 by calibrating synthetic candles to recent market volatility instead of using slope-only sizing. It samples average body, upper wick, and lower wick from closed bars, applies a sine-envelope with decay, proportional wicks, gaps
Graph Theory: Network Flow of Commodities (Ford-Fulkerson Algorithm), Used as a Liquidity-Capacity Engine for MetaTrader 5
The article presents an MQL5 Expert Advisor that adapts the Ford–Fulkerson max-flow method into a liquidity-capacity filter. Market structures—Swing Highs/Lows, Fair Value Gaps, Order Blocks, and Liquidity Pools—form a directed graph with edge capacities from volume, price reaction, distance, and
Swing Extremes and Pullbacks (Part 4): Dynamic Pullback Depth Using Volatility Models for MetaTrader 5
This article replaces binary swing validation with a volatility‑normalized pullback model. Retracement depth is measured as a ratio of the prior impulse and calibrated to a rolling ATR regime, while entries require a minimum quality score and confirmation by structure or liquidity signals. The
Formulating Dynamic Multi-Pair EA (Part 9): Market Microstructure Execution Noise Filtering for MetaTrader 5
This article presents a multi-symbol execution filter that scores real-time market quality before any trade is allowed. It measures spread behavior, tick velocity, quote gaps, micro-volatility, and a slippage estimate, then classifies the state to block degraded conditions. Once noise settles, a
Integrating AI into 3 Smart Money Concepts (SMC): OB, BOS, and FVG for MetaTrader 5
This guide integrates a trained XGBoost model (ONNX) into an SMC EA to evaluate trade setups before execution. The Python pipeline labels historical XAUUSD events and produces a 12-feature representation aligned with the EA. The result is a reproducible method to train, export, and embed the model
Forum
DLL and Market Place
Greetings to everyone. I have a question, since the market place does not allow programs that import DLL's... Is there any alternative within MQL5 that can maybe be implemented inside the program, to achieve the same logic without importing external DLL's? Thanks in advance
'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