Yevgeniy Koshtenko / Publications
Codes
Risk calculator for MT 5 for MetaTrader 5
The indicator calculates your risk as a percentage and gives you the lot size that is acceptable for your risk. You only need to specify the risk in per cent and the stop size in pips
Probability Theory Expert Advisor for Forex for MetaTrader 5
Probability Theory Advisor
Price / Volume indicator for MetaTrader 5
One of the simpler chips for machine learning
Advanced compound interest calculator for the trader for MetaTrader 5
A compound interest calculator for the trader. Calculates, based on your parameters, your risk of ruin, and the optimal risk per trade. Gives a forecast of your capital size in a year, month, and at the end of the term
Articles
Risk Manager for Trading Robots (Part I): Risk Control Include File for Expert Advisors for MetaTrader 5
Trading is characterized by high demands on risk management discipline. The article presents an analysis of the main reasons for traders' failures and proposes a technical solution in the form of the CEnhancedRiskManager class for the MQL5 platform. It includes practical testing on an aggressive
Quantum Neural Network in MQL5 (Part III): A Virtual Quantum Processor Based on Qubits for MetaTrader 5
The article focuses on creating a trading system with a real quantum simulator instead of mathematical analogies. The system uses 3 virtual qubits, quantum gates and superposition principles to analyze markets. It is implemented as a trading EA for MetaTrader 5 in MQL5. The main achievement is the
Quantum Neural Network in MQL5 (Part II): Training a Neural Network with Backpropagation on ALGLIB Markov Matrices for MetaTrader 5
The article presents an innovative quantum neural network architecture for algorithmic trading that combines the principles of quantum mechanics with modern machine learning methods. The system includes quantum effects (resonance, interference, decoherence), multi-level memory of different time
MQL5 Custom Symbols: Creating a 3D Bars Symbol for MetaTrader 5
The article provides a detailed guide to creating the innovative 3DBarCustomSymbol.mq5 indicator, which generates custom symbols in MetaTrader 5 that combine price, time, volume, and volatility into a single three-dimensional representation. The mathematical foundations, system architecture
Quantum Neural Network in MQL5 (Part I): Creating the Include File for MetaTrader 5
The article presents a new approach to creating trading systems based on quantum principles and artificial intelligence. The author describes the development of a unique neural network that goes beyond classical machine learning by combining quantum mechanics with modern AI architectures
Analyzing Price Time Gaps in MQL5 (Part II): Creating a Heat Map of Liquidity Distribution Over Time for MetaTrader 5
A detailed guide on how to create a heat map indicator for MetaTrader 5 that visualizes the price distribution over time. The article reveals the mathematical basis of time density analysis, where each price level is colored from red (minimum stay time) to blue (maximum stay time)
Seasonality Indicator by Hours, Days of the Week, and Days of the Month for MetaTrader 5
The article explains how to develop a tool for analyzing recurring price patterns in financial markets — by day of the month (1-31), day of the week (Monday-Sunday), or hour of the day (0-23). The indicator analyzes historical data, calculates the average return for each period, and displays the
Analyzing Price Time Gaps in MQL5 (Part I): Building a Basic Indicator for MetaTrader 5
Time gap analysis helps traders identify potential market reversal points. The article discusses what a time gap is, how to interpret it, and how it can be used to detect large volume influxes into the market
Determining Fair Exchange Rates Using PPP and IMF Data for MetaTrader 5
Building a purchasing power parity (PPP)-based exchange rate analysis system using Python. The author developed an algorithm with 5 methods for calculating fair exchange rates using IMF data. A practical guide to fundamental currency analysis, economic data processing, and integration with trading
Downloading International Monetary Fund Data Using Python for MetaTrader 5
Downloading international monetary fund data in Python: Mining IMF data for use in macroeconomic currency strategies. How can macroeconomics help an ordinary and an algorithmic trader











