History of MQL5.community development

SEAL (Self-Evolving Adaptive Learning) is a system for the continuous adaptation of large language models (LLMs) for algorithmic trading, designed to address the problem of rapid model degradation in changing markets. Instead of periodic retraining, which takes hours and erases old patterns, SEAL learns from every closed trade, maintains priority memory for important examples, and automatically initiates incremental fine-tuning when accuracy drops or a market regime change occurs.

Risk-based lot sizing can still exceed what free margin allows. The article adds a margin-aware cap using OrderCalcMargin(), an optional adaptive cap that scales with ACCOUNT MARGIN LEVEL, and a single pre-trade validation gate that unifies position limits, risk sizing, and margin checks. Readers get concrete code to prevent order rejections and over-committing margin, with clear logs when a trade is reduced or skipped.

Part 5 moves risk control from single trades to a basket-level framework. The EA aggregates its own positions, computes volume‑weighted entry, floating P/L including swap, and used margin, then enforces limits on combined loss, margin, position count, and time underwater, while logging maximum adverse excursion. A companion mean‑reversion EA demonstrates target‑based sizing and caps on implied risk that remains hidden when trades are evaluated in isolation.

The article discusses the ECO optimization algorithm, which is based on ecological concepts: populations are grouped into habitats based on territorial proximity, exchange genetic material within habitats, and migrate between them. Despite its wide range of operators and elegant biological metaphor, the algorithm produced a certain result discussed below.

This article is intended to be as educational as possible, since the topic we will be discussing often causes considerable confusion in itself. Therefore, dear reader, please try to put what is explained here into practice. If you have any questions, be sure to leave a comment—after all, understanding destructors is no easy task.

The article will show you how Mamba4Cast turns theory into a working trading algorithm and lays the groundwork for your own experiments. Do not miss this opportunity to gain a full range of knowledge and inspiration for developing your own strategy.

We build a robust MQL5 detector for double tops and double bottoms that first confirms the H4 trend, then validates six conditions (point equality, neckline placement, ordering, width, height, and ATR‑based tolerances). The neckline break is timed on the chart's timeframe, and a three-state machine ensures each pattern trades once. The measured‑move target translates structure into clear exits.

This article develops a Fisher‑style Indicator in MQL5 from first principles: normalize price within a recent high/low window, smooth and clamp the value, then apply a logarithmic transform. We cover buffer wiring, calculation‑buffer state management across bars, and seeding for stable starts. An accompanying EA implements threshold and reversal confirmation to show how to act on the signal.

Debugging is an integral part of the programming cycle. This article discusses common techniques for debugging any application running in the MetaTrader 5 environment.

The article examines the EOSA algorithm, which is inspired by the mechanisms of Ebola virus transmission: short-distance transmission through close contact (exploitation) and long-distance transmission through travel (exploration). An analysis of the original publication revealed critical issues in the mathematical formulas and an epidemiological model that was impractical to implement, which required a significant overhaul of the algorithm to produce a workable implementation.

The article focuses on the Gopalakrishnan Range Index (GRI/ROCI), which quantitatively assesses the market's "degree of chaos" using the logarithm of the closing price range over a given period. The article shows how to implement GRI in MetaTrader 5, resolve the issue of negative values using a shifted logarithm, and convert the scale to convenient "points" by normalizing it by Point. Next, we examine practical scenarios for using GRI as a filter for volatility and market phases.

This second part adds the geometry layer to a Cairo‑inspired graphics library for MetaTrader 5. It defines a path of double‑precision points grouped into contours, records open/closed intent, and stores vertices in a flat array with start indices. We implement MoveTo, LineTo, Close, provide basic shape helpers, and include a demo that visualizes the built geometry for inspection and reuse.

Now we will implement this solution, since MQL5 is based on the same principles as event-driven programmingю Developers often use this model when creating DLLs. I know that at first, the event-driven model will seem confusing and illogical. But in this article, I will explain the principles of event-driven programming in a way that is easier to understand, so that if you are just getting started, you will have a clear grasp of how it works. Understanding what I am about to explain in this article will help you throughout your work as a programmer.

In this article, we explain what a class is and why this concept came about. Although the topic is interesting, we will focus here on the principles underlying MQL5 programming. This article is just an introduction.