History of MQL5.community development

Multi‑timeframe EAs that initialize every indicator handle in OnInit() pay a fixed startup cost even when most handles are never used. CIndicatorCache applies lazy loading with composite‑key lookup, reference‑counted Acquire/Release, and a deterministic FlushAll() for cleanup. Handles are created on first request and reused across ticks, reducing startup latency, avoiding repeated heap allocation, and preventing terminal resource leaks through centralized ownership.

The article diagnoses two defects that neutralize sequential bootstrap during cross‑validation: type erasure of SequentiallyBootstrappedBaggingClassifier and a fold‑level shape mismatch from cloning full samples info sets. It retains the classifier's identity, adds find seq bagging to re‑inject fold‑sliced t1 in CalibratorCV.fit, and resets state per split. A new bootstrap_comparison module reports OOF and OOB metrics and memory, letting you verify that sequential sampling is applied correctly and quantify its impact.

Building on Part 2, the implementation introduces restart-aware breakeven and trailing-stop systems for MetaTrader 5. The EA persists the state, such as breakeven activation, last trailing price, and virtual SL in SQLite, then restores them on startup. This preserves dynamic protection flow and prevents lost progress after terminal interruptions.

This article shows how to implement a session vwap in MQL5 as a reusable include class with a strict daily reset at broker midnight. The engine computes VWAP and volume‑weighted deviation bands only on closed bars and anchors accumulation with MqlDateTime to avoid distortions from missing candles. A companion indicator plots the baseline and bands, while an Expert Advisor reads signals once per bar for consistent, CPU‑efficient execution and reliable testing.

The article provides production-ready entropy estimators (Shannon, plug-in, Lempel–Ziv, Kontoyiannis) operating on tick-rule–encoded sequences. It resolves three correctness and performance issues in the original code, verifies outputs against chapter references, and extends encoding with quantile and sigma options. Users gain reproducible results and markedly improved computation speed for large bar sets.

The article discusses the application of Grey models to forecasting financial time series. We will consider the operating principles of Grey models and the specifics of their application to financial series. We will also discuss the advantages and limitations of using these models in trading.

In this section, we will look at the implementation of the key interfaces of the library of Gaussian processes in MQL5: IKernel, ILikelihood, and IInference. We will also demonstrate its operation on synthetic data and implement indicators for classification and regression, demonstrating its operation in online mode - with retraining of the model on each new bar.

The article implements rolling OLS regression channels in MQL5 and computes confidence and prediction bands with Student's t critical values instead of a fixed standard-deviation multiplier. It explains the leverage-driven widening at window edges, contrasts the result with Bollinger and Donchian channels, and reviews OLS assumptions on price data. A five-line rendering is documented to ensure reliable display in MetaTrader 5.

We present a complete workflow for adaptive filtering in MQL5 using the CNlEq Levenberg–Marquardt–like solver. The EA fits a VAMAC model—two EWMAs with an ATR‑based scaling—by supplying residuals and a Jacobian through CNlEq's reverse‑communication loop, with optional numerical or analytical derivatives. Code, setup instructions, and GBPUSD H1 tests show how to replace static thresholds with on‑bar re‑estimation.

The DI crossover often triggers in ranges where +DI and -DI oscillate without persistence. We build a two-layer hybrid: Optuna's TPE optimizes a regime gate over ADXR threshold, DI lookback, and minimum DI separation to maximize signal precision on a held-out window, then a Random Forest uses eleven ADX-derived features to accept or scale entries via afml.bet_sizing. The result filters ranging-market bursts and calibrates position size on EURUSD H1.

Nested if-else logic inside OnTick() creates implicit states that are hard to isolate, debug, and extend without regressions. A formal finite state machine in MQL5 uses an IState interface, a CStrategyContext mediator, and four concrete states to separate detection from behavior. A three-file include structure resolves circular dependencies and keeps declarations, definitions, and instantiation clean, making changes safer and debugging faster.

We add a tabbed settings window opened from the ribbon and bound to the selected object. The tabs — Style, Text, Coordinates, and Visibility — are built from the same descriptor system, with scrolling, per-level rows, and shared color/width/style popovers. The article covers layout, rendering, interaction, and inline price/time and numeric editing. You get one place to edit every property with live preview and commit-or-discard on close.

We turn a price-embedded point cloud into a Vietoris–Rips filtration and its boundary matrix. The article enumerates vertices, edges, and triangles with filtration values, sorts them in entry order, and builds O(1) vertex/edge lookups. You get MQL5 classes CTDARips and CTDABoundary and a sparse Z/2 boundary suitable for the next-step persistence reduction.

This article advances the stateful supply and demand zone framework for MetaTrader 5 by replacing polling with an event-driven model based on OnChartEvent(). We split synchronization into dedicated handlers for creation, modification, and deletion, and separate market logic in OnTick() from user interactions in OnChartEvent(). A persistent, append-only CSV logger records all lifecycle events, improving responsiveness, state consistency, and recoverable history for downstream analysis.

The article describes implementation of the A3 algorithm - a metaheuristic optimization method inspired by chemical processes - in MQL5. Only two adjustable parameters, compactness and a small population, ensure high operating speed with sufficient quality of solutions.