History of MQL5.community development

Fixed-weight moving averages introduce regime-insensitive lag. This work presents an adaptive scalar Kalman filter indicator in native MQL5 that estimates process noise Q from rolling return variance and measurement noise R from rolling price variance, with floor clamps for stability, and recomputes the Kalman Gain on every bar. The chart-overlay output is benchmarked against a 20-period EMA using MAE, RMSE, lag, and smoothness metrics to quantify tracking and noise suppression.

In this article, we will look at three of the six events that MetaTrader 5 can generate when some change occurs to an object on the chart. These events are very useful from the standpoint of user interaction. This is because, without understanding these events, we would have to put in much more effort to maintain a specific chart configuration when trying to manage objects for particular purposes.

In today's article, we will look at how to implement a very attractive and interesting interaction system, especially for those who are just beginning to practice programming in MQL5. There is nothing fundamentally new here. Thanks to my approach to the topic, it will be much easier to understand everything, because we will see in practice how to develop a program using a structured approach with a practical and engaging goal.

The article presents an innovative quantum neural network architecture for algorithmic trading that combines the principles of quantum mechanics with modern machine learning methods. The system includes quantum effects (resonance, interference, decoherence), multi-level memory of different time scales, Markov chains with the ALGLIB library, and adaptive parameter control. The full implementation is done in MQL5 using the built-in matrix/vector types, which removes implementation barriers in MetaTrader 5.

MetaTrader 5 is well suited for AI trading because it combines market data, MQL5 development, Python research, ONNX models, Strategy Tester, VPS, and the MQL5.community ecosystem into a single workflow. This article demonstrates a practical path from AI prompts to structured signals, working with code via the AI Assistant in MetaEditor, a quality model, a custom-created Expert Advisor, testing, and a controllable launch of a trading system.

The article considers simple options strategies and their implementation in MQL5. We will develop a basic EA that will be modernized and become more complex.

For this article we look at a custom MQL5 Wizard class for Trailing Stops. Our implemented custom class ‘CTrailingConvexHullGRU’, is built from merging the Convex Hull algorithm with a GRU network. As always we seek to develop a model that is testable with MQL5 Wizard-Assembled Expert Advisors and can be tuned with various Money Management and entry Signals classes. Our testing is with the 'Envelopes' and the RSI classes for Signal.

AlternativeBarsViewer is a subwindow indicator that renders all ten alternative bar types as color‑coded candles using the same CBarConstructor hierarchy as BarBuilderEA, ensuring identical bars. It supports three data sources (real ticks, synthetic OHLC ticks, or the EA's CSV) and two render modes (TIME and INDEX) toggleable at runtime. Degenerate bars are highlighted and summarized on a compact panel, enabling live calibration without leaving the terminal.

We introduce MPO4, a pressure-based oscillator that emphasizes the body and direction of candles in the context of current volatility. The article details its mathematics, normalization into a bounded range, and the EMA smoothing, then builds a pivot-driven divergence module designed not to repaint. You get complete MQL5 implementation and practical guidance for interpreting signals, including a comparison with RSI as an alternative source.

Cross-cutting concerns like logging, timing, and threshold filtering should not live inside indicator classes. We show how to apply the decorator pattern in MQL5 with a shared IIndicator interface, an owning CBaseDecorator, and concrete CLoggingDecorator, CTimingDecorator, and CThresholdFilterDecorator layers. You can stack behaviors per EA, keep computation code closed to modification, and get deterministic cleanup by deleting only the outermost decorator.

We continue to implement the DA-CG-LSTM framework, which offers innovative methods for time series analysis and forecasting. The use of CG-LSTM and dual attention allows for more accurate detection of both long-term and short-term dependencies in data, which is particularly useful for working with financial markets.

Many people tend to underestimate SQL, or even not use it at all, because they do not fully understand how it actually works. When running queries against an SQL database, we are not always looking for a universal answer; in some cases, we need a very specific and practical answer. If a database is created with a proper structure and data model, almost any type of information can be integrated into it.

This article belongs to the category of materials where simply looking through and studying the code is definitely not enough to understand the processes involved. In fact, you need to create an executable application and run it on any chart. This is done so that you can understand small details that would otherwise be extremely difficult to grasp, such as using the keyboard and mouse together to create certain elements.

Secrets of effective optimization of trading strategies in metaheuristic approaches. Community of Scientists Optimization is a new population-based algorithm inspired by the mechanisms of the scientific community. Unlike traditional nature-inspired metaphors, CoSO models unique aspects of human scientific activity: publishing results in journals, competing for grants, and forming research teams.

The article presents a practical foundation for shape analysis of price series in MQL5. It implements Takens time‑delay embedding to build a phase‑space point cloud and computes the full pairwise distance matrix under selectable norms. The CTDAPointCloud and CTDADistance classes are provided with a demo script that embeds chart data and outputs results, preparing inputs for downstream topological tools.

We add a descriptor-driven property stack and a floating ribbon that binds to the current selection on the drawing layer. The article covers the descriptor list for each tool, the engine get/set API with snapshot-and-restore live preview, and widget renderers for color, opacity, line width, line style, fonts, and level visibility. You get in-place, real-time editing of object appearance via a compact, draggable panel.

We extend the weekend gap toolkit with an indicator that turns gap structure into tradeable signals. When price confirms back into the gap, the indicator issues buy/sell arrows, sets TP at the opposite edge, and places SL using current-week extremes. It maintains non-repainting behavior, reconstructs historical signals, updates live, and provides EA-ready buffers for entry markers and TP/SL to support automation.

This article implements the NLMS-based Self-Adaptive Moving Average as a working MQL5 indicator. It provides the complete source code and explains the key design choices, including inline execution, uniform weight seeding, closed‑bar updates, and stability bounds, along with installation, usage, and limitations. The result is a compiled, chart‑ready SAMA_NLMS indicator and a clear basis for subsequent EA benchmarking.

This article shows how to build a hands-free trading workflow for MetaTrader 5 by translating webcam-tracked hand gestures into MQL5 trade commands. We cover the architecture (MediaPipe/OpenCV in Python plus an MQL5 EA), gesture-to-action mapping, and interprocess communication via Global Variables or HTTP polling. You will implement the EA, execute BUY/SELL/CLOSE actions, and validate latency and reliability under real‑time conditions.

The article introduces CMicrostructureFeatures, an MQL5 class for bar‑level microstructure features: Roll spread/impact, Corwin‑Schultz spread and sigma, Kyle's Lambda, Amihud's ILLIQ, and Hasbrouck's Lambda. Calculations rely solely on OHLCV using rolling windows. It clarifies the implications of MT5 tick volume for lambda estimators and keeps spread estimators volume‑independent. A validation script asserts sizing and basic bounds on outputs.