Codes
Cost and Slippage Sensitivity Analyzer for MetaTrader 5
A pure-MQL5 script that measures how robust a strategy's edge is to execution costs. It reads a Date,Profit,Volume CSV of closing deals and models each deal's cost as a fixed part plus a per-lot part. It prints the breakeven cost per deal, the cushion (the multiple of an assumed realistic cost at
Profit Concentration Analyzer for MetaTrader 5
A native MQL5 script that measures how concentrated a strategy's profit is — whether the edge is broad or rests on a few lucky trades. It reads a per-trade CSV (Date,Profit) and reports the share of net profit from the largest trades, the Gini coefficient of the winners, a concentration profile, a
Drawdown DNA Analyzer for MetaTrader 5
A native MQL5 script that analyzes the structure of an account's drawdowns, not just the single "maximum drawdown" figure. It reads a daily equity curve (Date,DailyPnL CSV), rebuilds the underwater curve, and splits it into individual drawdown episodes with their depth, duration and recovery time
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
Beyond Maximum Drawdown: Building a Drawdown DNA Analyzer in MQL5 for MetaTrader 5
Maximum drawdown is one number that hides what really matters: how often an equity curve declines, how long it stays below a previous peak, and how quickly it recovers. This article builds a native MQL5 tool that reconstructs the underwater curve, breaks it into individual drawdown episodes (depth
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
Warning: Beware of the "Partnership & Profit Split" Scam out of MQL5.com
Hello everyone, While this topic may have been discussed before, I believe it's crucial to bring it up as often as necessary to protect our community. As creators and developers, our hard work, coding, and system optimization deserve to be rewarded with legitimate, transparent sales. We shouldn't
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