Codes
Marginal Drawdown Contribution Analyzer for MetaTrader 5
A script for accounts that run several Expert Advisors or configurations. It aggregates the net result of each configuration (magic number, or magic number and symbol) per calendar day and measures how much each one contributes to the portfolio drawdown: drawdown added by leave-one-out, share of the
Edge Drift Detector for MetaTrader 5
Tests whether live closing deals still match the backtest of an Expert Advisor. A bootstrap-calibrated CUSUM detector raises an alarm and estimates when the drift began, a two-window check separates a short dip from a lasting decline, and an expectancy decomposition shows whether the win rate or the
Neural Loss-Pattern Auditor for MetaTrader 5
Neural Loss-Pattern Auditor trains a small feed-forward neural network, written from scratch in native MQL5, on closed-deal history to test whether behavioral and market-context features predict which trades are more likely to lose. It reports an accuracy uplift over a naive baseline, a
Scale Out Value Analyzer for MetaTrader 5
A native MQL5 tool that reconstructs closed positions from deal-level history, flags the ones closed through more than one exit, and reprices each one at its own first, last, and best exit rates to measure whether scaling out actually added value. Reports a Value-Add Ratio, a Scale Out Win Rate, an
Hidden Risk of Ruin Auditor for MetaTrader 5
Reads a closed-position trade history (a CSV file, or one generated automatically from the current account's deal history by the companion RuinExport.mq5 script) and reports four independent risk fingerprints: volume escalation after a loss, overlapping same-direction exposure that averages into a
Portfolio Correlation and Margin Risk Calculator for MetaTrader 5
Computes the historical Pearson correlation between any set of instruments and the combined margin your account would need to hold all of them at once, as a percentage of your equity. Runs natively in MetaTrader 5 with no external libraries, no Python, and no AI — set your symbol list and lot sizes
Execution Cost 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
Building a Neural Loss-Pattern Auditor in MQL5 for MetaTrader 5
Aggregate metrics like win rate or profit factor miss sequence-dependent behavior, such as sizing up right after a loss. This MQL5 script trains a small native neural network on closed-deal history to estimate loss probability from behavioral and market-context features. It reports accuracy uplift
Did Your Scale Outs Actually Help? A Scale Out Value Analyzer in MQL5 for MetaTrader 5
The article presents an MQL5 tool that tests whether scaling out improved results rather than only appearing disciplined. It reconstructs positions from closing-deal history and reprices the full volume at the first, last, and best exit rates actually achieved, producing a Value-Add Ratio, a
Building a Hidden Risk of Ruin Auditor in MQL5 for MetaTrader 5
Aggregate metrics alone do not reveal how a trade sequence manages risk. This MQL5 tool analyzes closed positions to flag four structural patterns: post-loss volume escalation, overlapping same-direction entries, asymmetric payoffs, and a classical risk-of-ruin figure. The results are merged into a
Execution Cost and Slippage Sensitivity Analyzer for MetaTrader 5
Backtests often understate spread, commission, and slippage. This MQL5 analyzer loads closing deals and simulates rising execution costs to measure robustness. It computes the breakeven cost per deal, the cushion over an assumed cost, the net profit and profit factor at that cost, and how many
Creating a Profit Concentration Analyzer in MQL5 for MetaTrader 5
Net profit and win rate tell you how much a strategy made, not how the result is distributed. This article builds a native MQL5 script that reads your closed trades and measures profit concentration: the top-N trade share, the Gini coefficient of the winners, an outlier-dependence stress test that
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
How does the MQL5 Market algorithm select and recommend EAs for the home page?
Hi everyone, could anyone guide me or let me know what criteria the MQL5 Market uses to recommend an Expert Advisor and feature it on the home page? I've noticed that some products appear there even without any reviews (stars) or purchases yet. Is it random, or does the sorting algorithm follow a
How do you handle drawdown rules across a portfolio of EAs (prop firm style)?
I've been running several EAs together on the same account instead of one single strategy, mainly to smooth the equity curve, but it's forcing me to rethink risk management completely. A single trailing stop or fixed lot size per EA doesn't work anymore, because the drawdown that actually matters is
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