Codes
Order Block Detector for MetaTrader 5
Detects order blocks — the last opposing candle before an impulsive move that breaks market structure — and draws them as zones that extend live until price returns and mitigates them. Structure breaks and mitigation are both evaluated only on closed bars, so nothing repaints
Market Session Separator Indicator for MetaTrader 5
Marks the start/end of up to three trading sessions (Asian, London, New York, or any custom windows) with vertical separators and/or shaded background boxes, repeated daily across a rolling recent window. Purely visual — no calculations, no signals, just clean session boundaries
Volume Profile Levels Indicator for MetaTrader 5
Builds a horizontal volume histogram over a recent lookback window and marks the Point of Control and Value Area using the standard TPO/volume value-area expansion algorithm — not just POC ± a fixed offset. Refreshed once per new bar, drawn as a sidebar next to price
Liquidity Sweep Detector Indicator for MetaTrader 5
Marks fractal swing highs/lows as liquidity levels, then flags the exact bar where price wicks beyond one and closes back inside — a liquidity sweep / stop hunt — with an arrow and an optional price label. Sweep checks run only on closed bars, so signals never repaint
Fair Value Gap Detector Indicator for MetaTrader 5
Detects 3-candle Fair Value Gaps (price imbalances) and draws them as boxes that extend live until price trades back through the gap. Detection runs only on fully closed bars, so gaps never flicker in and out as the current candle forms
Multi Timeframe Trend Dashboard Indicator for MetaTrader 5
A compact on-chart panel showing the current symbol's trend across several timeframes at once, each evaluated independently with its own Fast/Slow moving-average cross. No switching charts to check "what's H4 doing" — it's all in one place, color-coded
Currency Strength Meter for MetaTrader 5
Ranks the 8 major currencies by relative strength on a live on-chart panel, calculated from the average percentage change of every available cross pair — not just USD pairs — so weak/strong currencies are visible at a glance, independent of whichever chart you have open
Session Opening Range Breakout EA for MetaTrader 5
An Expert Advisor that measures the high/low of a defined session opening window, then trades the confirmed breakout of that range with risk-based position sizing and a one-trade-per-session cap
Previous Week High Low Indicator for MetaTrader 5
Plots the previous trading week's High and Low as horizontal reference levels across the current week, with optional multi-week history for context. No repainting, no discretion — the levels are read directly from the completed Weekly bar
Risk Based Position Size Calculator for MetaTrader 5
Draggable Entry, Stop-Loss and Take-Profit lines with a live on-chart panel that calculates the exact lot size for a chosen account risk. No manual math, no guessing — drag the lines, read the size
Articles
Weak Supervision for Traders: Combining Several Noisy Labeling Heuristics into One Probabilistic Label (Snorkel-Style) for MetaTrader 5
The article builds an MQL5‑native weak‑labeling engine that infers per‑indicator trust from vote agreement, then fuses five noisy signals into P(Buy) using Expectation‑Maximization. We describe the EA architecture, rolling‑window refits, abstain handling, diagnostics, and a majority‑vote baseline
Active Learning: An EA That Only Asks for Human Confirmation on Its Most Uncertain Trades for MetaTrader 5
This article builds an uncertainty-based routing layer for an EA: an online logistic regression scores P(up), Shannon entropy measures uncertainty, and a streaming P² quantile enforces a fixed review budget. Signals auto-trade, auto-skip or go to a human checkpoint, replaced by proxy modes in the
Confident Learning: Finding Mislabeled Trades Before They Poison Your Classifier for MetaTrader 5
The article focuses on label-auditing for meta-labeling, not on a new entry signal. It presents a native MQL5 implementation of confident learning with out-of-fold scoring and calibrated pruning, plus an EA switch that trains the meta-filter on raw or cleaned datasets. A controlled Strategy Tester
Numerical Fidelity Under Fire: Benchmarking Native MQL5, ONNX Runtime, and ALGLIB for MetaTrader 5
This article benchmarks one MLP forward pass implemented three ways in MQL5: native code, ALGLIB, and ONNX Runtime. We quantify numerical fidelity versus a float64 ground truth and execution latency (mean/percentiles), then outline practical criteria and a ready‑to‑use harness to help you choose and
The Hilbert Spectrum in MQL5 — Live Time-Frequency-Energy Visualization of Market Cycles for MetaTrader 5
The article guides you through building a real‑time Hilbert Spectrum indicator in MQL5: EMD produces IMFs, a discrete FIR Hilbert transform yields analytical signals, and a CCanvas renderer draws a time–frequency–energy heatmap. Implementation details include extrema detection, SD stopping, phase
The Fractional Fourier Domain — A Chirp-Rate Adaptive Cycle Indicator for MetaTrader 5 for MetaTrader 5
This article presents a native MQL5 Fractional Fourier indicator for measuring whether the dominant cycle is speeding up or slowing down. It searches for the rotation that maximizes spectral concentration in a detrended analytic window, using a unitary eigenvector FrFT and a golden‑section entropy
Diebold-Mariano Testing in MQL5: Validating Predictive Edge Across Instruments and Models for MetaTrader 5
The article shows how to compare two trading forecasters in MQL5 using the Diebold–Mariano test with HAC‑corrected variance and the Harvey–Leybourne–Newbold adjustment. It explains implementation details, including loss choices, horizon‑dependent lag windows, rolling computation, verdict handling
Beyond REST and ZeroMQ: Building a gRPC/Protocol Buffers Bridge for Real-Time MetaTrader 5–Python Inference for MetaTrader 5
This article defines a Protocol Buffers contract for the MetaTrader 5-Python boundary and implements a length-prefixed Protobuf-over-TCP client in MQL5, since MQL5 cannot speak real gRPC natively. A small Python shim relays those frames to a genuine grpc.aio server, unary today, with streaming
Wasserstein Distance for Live Feature-Drift Detection in MQL5: Monitoring ONNX Model Inputs with Optimal Transport for MetaTrader 5
This article implements a lightweight feature-space drift guard in MQL5 using 1D Wasserstein‑1: sort-and-pair scoring on equal windows, IQR normalization per feature, and gating via both a weighted composite and a max-statistic. Configuration comes from a JSON manifest (window sizes, weights
Random Matrix Theory: Denoising the Correlation Matrix for Multi-Symbol EAs for MetaTrader 5
Sample correlation matrices can look precise yet be mostly noise. This article implements a dependency-free RMT cleaner in MQL5: Jacobi eigendecomposition, Marchenko–Pastur eigenvalue screening, and average-noise reconstruction that preserves the matrix trace and unit diagonal. It explains