Programming Articles on MQL5.com

We invite you to get acquainted with the DADA framework, which is an innovative method for detecting anomalies in time series. It helps distinguish random fluctuations from suspicious deviations. Unlike traditional methods, DADA is flexible and adapts to different data. Instead of a fixed compression level, it uses several options and chooses the most appropriate one for each case.

​This article integrates the Optuna hyperparameter optimization (HPO) backend into a unified ModelDevelopmentPipeline. It adds joint tuning of model hyperparameters and sample-weight schemes, early pruning with Hyperband, and crash-resistant SQLite study storage. The pipeline auto-detects primary vs. secondary models, prepends a fitted column-dropping preprocessor for safe inference, supports sequential bootstrapping, generates an Optuna report, and includes bid/ask and LearnedStrategy links. Readers get faster, resumable runs and deployable, self-contained models.

The article explores the Battle Royale Optimizer algorithm — a metaheuristic in which solutions compete with their nearest neighbors, accumulate “damage,” are replaced when a threshold is exceeded, and periodically shrink the search space around the current best solution. It presents both pseudocode and an MQL5 implementation of the CAOBRO class, including neighbor search, movement toward the best solution, and an adaptive delta interval. Test results on the Hilly, Forest, and Megacity functions highlight the strengths and limitations of the approach. The reader is provided with a ready-to-use foundation for experimentation and tuning key parameters such as popSize and maxDamage.

This article builds an order-flow footprint indicator in MQL5 that aggregates tick-by-tick volume into quantized price levels and supports Bid vs Ask and Delta display modes. A canvas overlay renders color-scaled volume text aligned with the candles and updates on every tick. You will learn sorting of price levels, max-value normalization for color mapping, and responsive redraws on zoom, scroll, and resize to read volume distribution and aggressor dominance inside each bar.

This article presents an MQL5 indicator that detects and manages liquidity zone flips. It identifies supply and demand zones from higher timeframes using a base–impulse pattern, applies objective breakout and impulse thresholds, and flips zones automatically when structure changes. The result is a dynamic support‑resistance map that reduces manual redraws and gives you clear, actionable context for signals and retests.

In this article, we expand the MQL5 graphing tool to support seventeen statistical distributions with interactive cycling via a header switch icon. We add type-specific data loading, discrete and continuous histogram computation, and theoretical density functions for each model, with dynamic titles, axis labels, and parameter panels that adapt automatically. The result lets you overlay distribution models on the same sample and compare fit across families without reloading the tool.

We continue to implement approaches proposed vy the authors of the DUET framework, which offers an innovative approach to time series analysis, combining temporal and channel clustering to uncover hidden patterns in the analyzed data.

Today, we explore another component of ALGLIB, leveraging its mathematical capabilities to develop a Polynomial Regression Channel indicator. By the end of this discussion, you will gain practical insights into indicator development using the MQL5 Standard Library, along with a fully functional, mathematically driven indicator source code.

This article lays the system architecture for a multi‑account algorithmic trading setup that operates cryptocurrency CFDs on MetaTrader 5 while respecting prop‑firm constraints. It defines three core principles—fixed dollar risk, one script per account, and centralized configuration—then details the Python–MQL5 split, the 60‑second processing loop, and JSON-based signaling. Readers get practical lot‑size computation, safety checks, and position management patterns for reliable deployment.

In this article, we enhance the 3D binomial distribution graphing tool in MQL5 by adding a segmented 3D curve for improved depth perception of the probability mass function, integrating pan mode for view target shifting, and implementing an interactive view cube with hover zones and animations for quick orientation changes. We incorporate clickable sub-zones on the view cube for faces, edges, and corners to animate camera transitions to standard views, while maintaining switchable 2D/3D modes, real-time updates, and customizable parameters for immersive probabilistic analysis in trading.

This article shows how to represent market structure as a graph in MQL5, turning swing highs/lows into nodes with features and linking them by edges. It trains a Graph Neural Network to score potential liquidity zones, exports the model to ONNX, and runs real-time inference in an Expert Advisor. Readers learn how to build the data pipeline, integrate the model, visualize zones on the chart, and use the signals for rule-based execution.

Monitoring manually drawn trendlines requires constant chart observation, which can cause important price interactions to be missed. This article develops a trendline monitoring Expert Advisor that synchronizes manually drawn trendlines with automated monitoring logic in MQL5, generating alerts when price approaches, touches, or breaks a monitored line.

Build an MQL5 Expert Advisor that automates Larry Williams Hidden Smash Day reversals. It reads confirmed signals from a custom indicator, applies context filters (Supertrend alignment and optional trading‑day rules), and manages risk with stop‑loss models based on smash‑bar structure or ATR and a fixed or risk‑based position size. The result is a reproducible framework ready for testing and extension.

GridSearchCV and RandomizedSearchCV share a fundamental limitation in financial ML: each trial is independent, so search quality does not improve with additional compute. This article integrates Optuna — using the Tree-structured Parzen Estimator — with PurgedKFold cross-validation, HyperbandPruner early stopping, and a dual-weight convention that separates training weights from evaluation weights. The result is a five-component system: an objective function with fold-level pruning, a suggestion layer that optimizes the weighting scheme jointly with model hyperparameters, a financially-calibrated pruner, a resumable SQLite-backed orchestrator, and a converter to scikit-learn cv_results_ format. The article also establishes the boundary — drawn from Timothy Masters — between statistical objectives where directed search is beneficial and financial objectives where it is harmful.

The alignment of higher-timeframe liquidity structures with lower-timeframe reversal patterns can greatly influence both the likelihood and direction of the next price movement. By integrating structural liquidity zones from higher timeframes with precise reversal confirmations on lower timeframes, traders can improve entry timing and overall trade quality. This article demonstrates how to reinforce liquidity-based trading strategies through higher-timeframe structural confirmation—and how to implement this approach effectively using MQL5.

The DUET framework offers an innovative approach to time series analysis, combining temporal and channel clustering to uncover hidden patterns in the analyzed data. This allows models to adapt to changes over time and improve forecasting quality by eliminating noise.

In part 2, we extend the news filter to protect existing positions during news events. Instead of closing trades, we temporarily remove stop-loss and take-profit levels, storing them safely in memory. When the news window ends, stops are deterministically restored, adjusted if price has already crossed the original levels, while respecting broker minimum distance rules. The result is a mechanism that preserves trade integrity without interfering with entry logic, keeping the EA in control through volatility.

This article develops a practical MQL5 indicator that identifies Hidden Smash Day bars by strict numeric criteria and optional confirmation on the following session. We cover detection routines, buffer registration, and plot configuration to place arrows at valid bars. The approach delivers stable, non-repainting signals for historical testing and real-time monitoring.

The article outlines a practical data pipeline for quantitative analysis based on Parquet storage, Hive-style partitions, and DuckDB. It details migrating selected SQLite tables to Parquet, structuring market data by source, symbol, timeframe, and date, and querying it with SQL window functions. A Golden Cross example illustrates cross‑symbol evaluation of forward returns. Accompanying Python scripts handle data download, conversion, and execution.

This article explains why standard walkforward and k-fold CV inflate results on financial data, then shows how to fix it. V-in-V enforces strict data partitions and anchored walkforward across windows, CPCV purges and embargoes leakage while aggregating path-wise performance, and CSCV measures the Probability of Backtest Overfitting. Practitioners gain a coherent framework to assess regime robustness and selection reliability.

This article applies Depth-First Search to market structure by modeling swing highs and lows as graph nodes and tracking one structural path as deeply as conditions remain valid. When a key swing is broken, the algorithm backtracks and explores an alternative branch. Readers gain a practical framework to formalize structural bias and test whether the current path aligns with targets like liquidity pools or supply and demand zones.

This article details an MQL5 framework that restricts trading to an approved set of symbols. The solution combines a shared library, a configuration dashboard, and an enforcement Expert Advisor that validates each trade against a whitelist and logs blocked attempts. It includes fully functional code examples, a clear explanation of the structural design decisions, and validation tests that confirm reliable symbol filtering, controlled market exposure, and transparent monitoring of rule enforcement.

In this article, we advance the binomial distribution graphing tool in MQL5 by integrating DirectX for 3D visualization, enabling switchable 2D/3D modes with camera-controlled rotation, zoom, and auto-fitting for immersive analysis. We render 3D histogram bars, ground planes, and axes alongside the theoretical probability mass function curve, while preserving 2D elements like statistics panels, legends, and customizable themes, gradients, and labels

This article implements a box‑constrained Truncated Newton Conjugate‑Gradient (TNC) optimizer in MQL5 and details its core components: scaling, projection to bounds, line search, and Hessian‑vector products via finite differences. It provides an objective wrapper supporting analytic or numerical derivatives and validates the solver on the Rosenbrock benchmark. A logistic regression example shows how to use TNC as a drop‑in alternative to LBFGS.

This is an article about a specialized trend-following EA that aims to clearly elaborate how to frame and utilize trading setups that occur from imbalances found in PD arrays. This article will explore in detail an EA that is specifically designed for traders who are keen on optimizing and utilizing PD arrays and imbalances as entry criteria for their trades and trading decisions. It will also explore how to correctly determine and profile premium and discount arrays and how to validate and utilize each of them when they occur in their respective market conditions, thus trying to maximize opportunities that occur from such scenarios.

For maximum reliability and productivity in MetaTrader products built with MQL, this article advocates a development approach based on reusable “packages” managed by KnitPkg, a project manager for MQL5/MQL4. A package can be used as a building block for other packages or as the foundation for final artifacts that run directly on the MetaTrader platform, such as EAs, indicators, and more.

This article develops an interactive MQL5 plot for the binomial distribution, combining a histogram of simulated outcomes with the theoretical probability mass function. It implements mean, standard deviation, skewness, kurtosis, percentiles, and confidence intervals, along with configurable themes and labels, and supports dragging, resizing, and live parameter changes. Use it to assess expected wins, likely drawdowns, and confidence ranges when validating trading strategies.

We have developed a system that enforces a daily trade limit to keep you aligned with your trading rules. It monitors all executed trades across the account and automatically intervenes once the defined limit is reached, preventing any further activity. By embedding control directly into the platform, the system ensures discipline is maintained even when market pressure rises.

The article builds a transparent MQL5 Expert Advisor for Larry Williams’ hidden smash day reversals. Signals are generated only on new bars: a setup bar is validated, then confirmed when the next session trades beyond its extreme. Risk is managed via ATR or structural stops with a defined risk-to-reward, position sizing can be fixed or balance-based, and direction filters plus a one-position policy ensure reproducible tests.

We continue to integrate methods proposed by the authors of the Attraos framework into trading models. Let me remind you that this framework uses concepts of chaos theory to solve time series forecasting problems, interpreting them as projections of multidimensional chaotic dynamic systems.

During sideways price movements, traders face excessive signals from multiple moving average crossovers. Today, we discuss how ALGLIB preprocesses raw price data to produce filtered crossover layers, which can also generate alerts when they occur. Join this discussion to learn how a mathematical library can be leveraged in MQL5 programs.

In this part, we will integrate a real-time correlation matrix into a multi-symbol Expert Advisor to prevent redundant or risk-stacked trades. By dynamically measuring cross-pair relationships, the EA will filter entries that conflict with existing exposure, improving portfolio balance, reducing systemic risk, and enhancing overall trade quality.

The Attraos framework integrates chaos theory into long-term time series forecasting, treating them as projections of multidimensional chaotic dynamic systems. Exploiting attractor invariance, the model uses phase space reconstruction and dynamic multi-resolution memory to preserve historical structures.

In this part of the Price Action Analysis Toolkit Development series, we develop an MQL5 indicator that automatically detects rising and falling wedge patterns in real time. The system confirms pivot structures, validates boundary convergence mathematically, prevents overlapping formations, and monitors breakout and failure conditions with precise visual feedback. Built using a clean object-oriented architecture, this implementation converts subjective wedge recognition into a structured, state-aware analytical component designed to strengthen disciplined price action analysis.

Let's discuss how we can make our Expert Advisors speech‑capable using text‑to‑speech technology, partnering Python and MQL5. After reading this article, you will walk away with a working example of an EA that speaks dynamic market information. You will master the application of TTS, the WebRequest function, and learn how Python libraries integrate with the MQL5 language to create a truly voice‑aware trading tool.

In this article, we enhance the regression graphing tool in MQL5 by adding a cyberpunk theme mode with neon glows, animations, and holographic effects for immersive visualization. We integrate theme toggling, dynamic backgrounds with stars, glowing borders, and neon points/lines, while maintaining standard mode compatibility. This dual-theme system elevates pair analysis with futuristic aesthetics, supporting real-time updates and interactions for engaging trading insights.

This article presents an adaptive parallel channel detection and breakout system in MQL5. It explains how swing points are identified, channels are constructed and dynamically recalculated, and breakouts are confirmed and visualized with persistent signals. The framework integrates trendline geometry, ATR-based filtering, and retest validation to provide reliable, real-time price action analysis for professional charting and trading decisions.

The article shows how to pair SQLite (OLTP) with DuckDB (OLAP) for statistical arbitrage data processing. DuckDB’s columnar engine, ASOF JOIN, and array functions accelerate core tasks such as quote–trade alignment and RWEC, with measured speedups from 2x to 23x versus SQLite on larger inputs. You get simpler queries and faster analytics while keeping trade execution in SQLite.

This article shows how to build an MQL5 indicator that reads a CSV trading history, extracts Profit($) values and total trades, and computes a cumulative balance progression. We plot the curve in a separate indicator window, auto-scale the Y-axis, and draw horizontal and vertical axes for alignment. The indicator updates on a timer and redraws only when new trades appear. Optional labels display per-trade profit and loss to help assess performance and drawdowns directly on the chart.