Cristian David Castillo Arrieta / Publications
Codes
Portfolio Scorer — Multi-EA Correlation and Coverage Analyzer for MetaTrader 5
Portfolio Scorer is a standalone MQL5 script that evaluates the quality of a multi-EA portfolio across three critical dimensions that most algo traders overlook. The script reads daily profit and loss data from CSV files (one per Expert Advisor), computes a full Pearson correlation matrix between
Articles
Building a Correlation-Aware Multi-EA Portfolio Scorer in MQL5 for MetaTrader 5
Most algo traders optimize Expert Advisors individually but never measure how they behave together on a single account. Correlated strategies amplify drawdowns instead of reducing them, and coverage gaps leave portfolios blind during entire trading sessions. This article builds a complete portfolio
Forum
Help to convert Indicator Fractal level xrust to EA
Hi, i am trying to hello I am trying to migrate this indicator to an EA but I have not been able to with this part of the code: //+------------------------------------------------------------------+ //| Custom indicator iteration function |
Help me with Custom Indicator Fractal Xrust
Hi, i need to use this indicator in my EA Fractal Xrust but I have not been able to identify the top line and the bottom line when I call the indicator in my EA, i used icustom, after copybuffer but I can't identify the line above and below so that they intersect with the current price of my EA I

