Codes
Institutional Kinematic Price Physics (Velocity and Acceleration) for MetaTrader 5
A quantitative physics engine that applies differential calculus to price action, extracting true Market Velocity (1st Derivative) and Market Acceleration (2nd Derivative) to predict trend exhaustion before it happens
Institutional Kalman Filter (Dynamic True Price Estimator) for MetaTrader 5
An aerospace-grade state estimation algorithm that dynamically filters out market noise and manipulation wicks to reveal the true underlying execution price with zero static phase-lag
Institutional Shannon Entropy (Predictability Index) for MetaTrader 5
A quantitative Information Theory engine that calculates the Shannon Entropy of price distribution to mathematically measure market randomness and algorithmic predictability
Institutional Fourier Transform (DFT) Dominant Cycle Language: MQL5 for MetaTrader 5
A digital signal processing (DSP) engine that applies the Discrete Fourier Transform (DFT) to market data, isolating the dominant cyclical frequency to project turning points and eliminate phase-lag
Institutional GARCH(1,1) Volatility Forecaster for MetaTrader 5
A predictive quantitative engine that replaces lagging retail ATR, it utilizes the Nobel-prize-winning GARCH(1,1) econometric model to mathematically forecast future market volatility and variance
Institutional StatArb and Cointegration Spread Z-Score for MetaTrader 5
A quantitative multi-asset oscillator designed for Statistical Arbitrage (Pairs Trading), it calculates the logarithmic spread between two correlated assets and measures its Z-Score to identify risk-neutral mean-reverting opportunities
Institutional K-Means Machine Learning Liquidity Clusters for MetaTrader 5
An unsupervised machine learning indicator that applies the K-Means clustering algorithm to historical price action, mathematically detecting and plotting the true institutional liquidity pools without human bias
Institutional Fractal Dimension Index (Regime Detector) for MetaTrader 5
An advanced quantitative filter based on Chaos Theory and fractal geometry, it calculates the intrinsic dimensionality of the price curve to instantly classify market regimes into trending or mean-reverting states
Institutional Kelly-VAPS Risk Engine (Library) for MetaTrader 5
An object-oriented MQL5 library (.mqh) that replaces static retail risk models with institutional Volatility-Adjusted Position Sizing (VAPS) and Kelly Criterion mathematics
Institutional Nadaraya-Watson Kernel Regression for MetaTrader 5
A quantitative machine learning envelope that utilizes Nadaraya-Watson kernel regression math to dynamically project statistically significant mean-reversion zones without relying on traditional standard deviation
Articles
Building an Object-Oriented FVG Scanner in MQL5 for MetaTrader 5
Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC arrays with CopyRates, manages rectangles without leaks, and monitors mitigation
From Simple Close Buttons to a Rule-Based Risk Dashboard in MQL5 for MetaTrader 5
Build a rule-based on-chart risk management panel in MetaTrader 5 using the MQL5 Standard Library. The guide covers a CAppDialog-based GUI, manual event routing, and an automated update loop. You will bind UI events to CTrade to execute conditional closures, show net floating P/L, and read automated