History of MQL5.community development

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.