History of MQL5.community development

Raw feature correlations contain estimation noise and a shared market-mode component that distort clustering. We fit the Marcenko–Pastur noise ceiling (with an effective sample size correction), apply constant-residual denoising and market detonation, and run the Optimal Number of Clusters routine. The result is a cleaned correlation matrix and stable cluster labels that avoid substitution effects and feed clustered MDI/MDA in the next article.

This article builds a Hull Moving Average Momentum indicator in MQL5 by combining raw price momentum with Hull MA smoothing. We compute momentum as the close-to-close difference over a user-defined length, form 2×Fast WMA − Slow WMA, then apply a final WMA with a square‑root period. The implementation covers inputs, buffers, warm-up/recalculation, and visualization with a color-coded line and zero-line filling, helping interpret positive/negative momentum without treating zero crossings as signals.

We implement a History Navigator for MetaTrader 5 that jumps the chart to an exact historical period by date and time. The dialog validates inputs, converts them to datetime, and searches bar times with a binary-search routine before centering the selected candle. The navigation logic is separated from chart control, improving testability and maintenance, and a one-click return restores the live market view.

This article opens a step-by-step 2D graphics engine for MetaTrader. It standardizes ARGB colors and implements a reusable surface: a uint pixel buffer uploaded as a dynamic resource and shown via one OBJ_BITMAP_LABEL. You will draw rectangles and a vertical gradient, check real transparency, and learn an efficient update path with a single Flush call.

We are pleased to present the final part of our series on GinAR — a neural network framework for time series forecasting. In this article, we analyze the results of testing the model on new data and assess its robustness under real-market conditions.

The Dendritic Cell Algorithm (DCA) is a metaheuristic inspired by the mechanisms of the innate immune system. Dendritic cells patrol the search space, accumulate signals about the quality of positions, and reach a collective decision: whether to exploit what they have found or to continue exploration. Let's take a look at how a biological model for detecting pathogens is transformed into an optimization algorithm.

This article implements a self-contained Isolation Forest library for MetaTrader 5 with no labels, no distribution assumptions and no external dependencies. It details a reproducible 64‑bit generator, tree/forest construction, scoring and feature design, then verifies results against Python and market data with two null models. The package includes an indicator that plots the decision variable and a gate example. Readers get a validated library, clear limits of applicability and a practical way to calibrate thresholds.

We invite you to explore a new implementation of the key components of the GinAR framework — an adaptive algorithm for working with graph-structured time series. This article provides a step-by-step breakdown of the architecture and the algorithms for the forward pass and error backpropagation.

This article develops a visual position planning tool in MQL5 for evaluating trade setups before execution. The tool utilizes interactive Entry, Stop-Loss, and Take-Profit lines to calculate the stop distance, risk amount, estimated position size, potential reward, and risk-to-reward ratio directly on the chart. It supports market, limit, and stop order scenarios while keeping the focus strictly on planning and analysis rather than trade execution.

A state-driven Position Lifecycle Manager brings structure to post-entry trade handling in MetaTrader 5. It discovers open positions, tracks them via managed objects, applies ATR-based protection, executes break-even transitions, and removes completed trades, with a clear NEW → PROTECTED → BREAKEVEN → CLOSED flow. The article shows integration with the standard MACD EA to enable reuse across strategies.

The article presents an adaptation of the Deterministic Dendritic Cell Algorithm (dDCA) for continuous optimization problems. The algorithm, inspired by the immune system's Danger Theory, uses a signal accumulation mechanism to automatically balance exploration and exploitation within the search space.

We invite you to explore an innovative approach to forecasting time series with missing data using the GinAR framework. The article demonstrates the implementation of key components using OpenCL, which ensures high performance. In our next publication, we will take a detailed look at how to integrate these solutions into MQL5. This will help understand how to apply the method in practice in trading.

This article builds a trend-following Expert Advisor that trades momentum spillover across markets, implemented fully in MQL5 without external solvers. It detects leaders with Derivative Dynamic Time Warping, learns a sparse weighted network by convex optimization, and propagates momentum through it with a reverting response. Readers get a step-by-step, reproducible pipeline and a working EA ready to run in the Strategy Tester.

A robust breakeven implementation for MQL5 is built around live spread sampling and correct pip-to-price conversion by symbol digits. CBreakevenManager moves SL to open_price ± spread ± buffer once a real‑pip activation threshold is reached and prevents duplicate modifications. A demo EA shows the behavioral difference versus a naive breakeven, and a script verifies core calculations.

The article describes the practical implementation of a hybrid algorithmic trading system that combines quantum computing (IBM Qiskit) and gradient boosting (CatBoost) to predict movements in the EURUSD pair on the hourly time frame. The system extracts four unique quantum features from a probability distribution across 256 states using eight qubits and, in combination with classical indicators and delta encoding of time categories, achieves 62% accuracy on 15,000 candlesticks.

We build the Matrix Profile for MQL5 from the ground up and keep it numerically stable on real prices. The library includes rolling statistics, a radix-2 FFT powering MASS, and a STOMP self-join, with results matched to stumpy. A compact facade, an indicator that draws the profile and flags discords, and a demonstration Expert Advisor show how to read and use the signal in practice.

Net profit and win rate do not tell you if a strategy's edge is statistically real. This MQL5 toolkit analyzes return series built from price data or deal history and reports t‑statistics, p‑values, and confidence intervals using one-sample and Welch t‑tests, the Mann–Whitney U test, and volatility‑regime analysis to support evidence‑based trading decisions.

The article details a complete MQL5 implementation of a draggable slider for controlling ranges on the chart. It introduces the CDragHandle class, private state, public APIs for dimensions, colors, range, and value, plus Refresh* and UpdateHandlePosition logic and event processing. A working example changes CHART_SCALE, demonstrating how to connect the control to platform properties.

We integrate parameter configuration into the indicator search workflow in MQL5. A central repository describes each indicator's inputs, a dynamic dialog renders controls from those definitions, and the dialog validates entries and converts them to MqlParam. The chart launcher then creates the indicator with IndicatorCreate using the provided values. This streamlines attaching indicators with custom settings on the chosen symbol.

We build a trade throttle for MQL5 EAs using a token bucket with a priority queue to control order submission rate. Tokens refill at a configurable per‑second rate, allowing short bursts up to capacity and then enforcing sustained throughput. When the bucket is empty, requests are queued and later released by priority with FIFO tiebreaks. This keeps execution within safe limits without discarding valid signals under load.

This article implements an MQL5 custom indicator that detects Larry Williams Oops gap reversals and marks bullish and bearish arrows on the chart. It details configurable gap and validity thresholds, same-bar or later confirmation, first-fill-only logic, historical backfilling, and incremental updates so signals remain consistent on both history and newly completed bars.

A practical bridge from the options market into MetaTrader 5 for gold. We compute near-the-money implied volatility by solving Black-Scholes from quoted prices, compare it with 30-day realized volatility, and use the ratio as a regime proxy. A Python feed publishes the value, an MQL5 script consumes it with WebRequest, and a background service keeps a panel current and alerts on changes. Source code for all parts is provided.

MQL5 lacks native unit testing, so utility bugs in lot sizing, pip value, and normalization often slip into production. This article presents a zero‑dependency framework built from preprocessor assertion macros, interface‑based suites, and a central runner/formatter. It runs as a script in OnStart, executes deterministic tests, and prints pass/fail summaries to the Experts tab to catch rounding, boundary, and error-handling defects before deployment.

We invite you to learn about the K²VAE framework and how the proposed approaches can be integrated into a trading system. You will learn how the hybrid Koopman–Kalman–VAE approach helps build adaptive and interpretable models. The article concludes with practical results from using the implemented solutions.