History of MQL5.community development

We present a rule‑based alphabet for candlestick price action that maps measurable shape and direction to letter codes (A/a, H/h, E/e, G/g, D). The article shows an MQL5 implementation: classifying candles, building two‑bar sequences via permutations, and scanning charts with an indicator and alerts. Readers gain a practical template for objective pattern detection and systematic testing.

In this article, we will consider conformal predictions and the MAPIE library that implements them. This approach is one of the most modern ones in machine learning and allows us to focus on risk management for existing diverse machine learning models. Conformal predictions, by themselves, are not a way to find patterns in data. They only determine the degree of confidence of existing models in predicting specific examples and allow filtering for reliable predictions.

Implement the Malaysian Engulfing concept in MQL5 with two coordinated indicators. One applies strict, body‑based engulfing rules for precise pattern detection; the other uses a state-driven model to monitor what follows—pullbacks and timed retests—directly on the chart. The result is a repeatable, rule-based workflow that replaces visual guesswork with programmable logic.

Learn how to implement a tick-based chart in MQL5 where each bar is built from a fixed number of ticks instead of time. The article covers creating and configuring a custom symbol, capturing real-time ticks, forming OHLC values, and pushing data with CustomRatesUpdate. This approach produces activity-driven candles that better reflect market intensity and short-term momentum for precise intraday analysis.

Learn to engineer an MQL5 indicator that converts trend, momentum, and volatility into a single raw score using a matrix.mqh (ALGLIB). The article covers a separate‑window oscillator to validate the core mathematics, then a main‑chart indicator that plots non‑repainting buy/sell arrows when the score crosses user‑defined thresholds. An optional long‑term EMA filter, a minimum‑bar cooldown, and built‑in alerts make the tool practical for live trading.

This article applies the Optimal Trading Rule from AFML Chapter 13 to set profit targets and stop-losses without in-sample calibration. We model post-entry P&L with a discrete Ornstein–Uhlenbeck process, run a 100,000-path search, and implement Python, multiprocessing, and a Numba @njit parallel kernel (242× faster). The result is an optimal (PT, SL) under three forecast specifications, constrained by the prop-firm daily loss limit.

The article is dedicated to the event-driven architecture in MQL5 and describes the transition from the monolithic OnTick model to distributed processing. We will consider predefined and custom events, services and messaging between programs, as well as common architectural errors. A practical example demonstrates how to organize interactions between indicators and an EA to reduce load, improve readability, and simplify maintenance.

The article presents a systematic approach to news trading in MetaTrader 5 using the built-in economic calendar: data structure, API functions, time synchronization rules, and event filtering. Methods of caching and incremental updating without overloading the server are described. The article also provides a working mechanism for exporting history to an .EX5 resource for deterministic testing using the same algorithm.

The article replaces hardcoded cost assumptions in triple-barrier labeling with measured inputs. An MQL5 script captures spread distribution, swap rates, and symbol metadata from your broker, and a Python model converts them into a broker-calibrated min ret you can pass to get events. Labels then reflect the actual round-trip friction for your instrument and holding period.

We refactor the Tools Palette from a flat, function-based panel into a modular, class-driven sidebar in MQL5. The design introduces supersampled canvas rendering for anti-aliased shapes, theme control, a category registry, snap alignment, and selective corner rounding. The result is a reusable, scalable sidebar foundation that you can extend with tool selection, dragging, and fly-out menus in future steps.

This article builds the foundation layer of a twelve-part MQL5 market microstructure toolkit. It implements guarded math helpers (SafeDivide, SafeLog, SafeSqrt, SafeExp, SafeTanh), robust data validation (ValidateSymbolV2, SafeCopyClose), trimmed statistical estimators (robust mean var), a linear regression slope, shared structs, and an FFT. You compile a single include file that hardens indicators and expert advisors against silent numerical failures and standardizes data flow for later parts.

This article tests three common filters on a standard MACD crossover for US_TECH100 H1 using five years of broker-native data. Filters are layered incrementally: regime, higher timeframe (HTF) alignment, and US session timing, to isolate each one's marginal impact. Results show session timing contributes far more than indicator refinements, while regime and HTF add little on their own. Includes a reproducible MQL5 regime classifier.

The article replaces clock-based sampling with López de Prado's alternative bar types and provides two aligned implementations: a unified Python module for batch tick histories and an object‑oriented MQL5 library for live EAs. It covers Parquet/Dask infrastructure, data cleaning, and a single API. Practical issues are solved explicitly: zero‑tick time‑bar filtering, imbalance threshold initialization, EWM state persistence, and parity between Python and MQL5 outputs.

Higher-timeframe CRT ranges are informative, yet traders often execute on lower timeframes without that context. We implement an MQL5 indicator that reads higher-timeframe OHLC, projects the full candle range, body, and wicks onto the active lower-timeframe chart, and marks entries, stops, and targets. This improves situational awareness and removes the need to switch windows.