History of MQL5.community development

The article presents the Big Bang - Big Crunch method, which has two key phases: cyclic generation of random points and their compression to the optimal solution. This approach combines exploration and refinement, allowing us to gradually find better solutions and open up new optimization opportunities.

We introduce the Multi-Agent Self-Adaptive Portfolio Optimization Framework (MASAAT), which combines attention mechanisms and time series analysis. MASAAT generates a set of agents that analyze price series and directional changes, enabling the identification of significant fluctuations in asset prices at different levels of detail.

This article takes a fresh perspective on a hidden, geometric source of error that quietly shapes every prediction your models make. By rethinking how we measure and apply machine learning forecasts in trading, we reveal how this overlooked perspective can unlock sharper decisions, stronger returns, and a more intelligent way to work with models we thought we already understood.

This article is the first installment in a two-part series designed to impart practical skills and best practices for writing custom indicators in MQL5. Using Heikin Ashi as a working example, the article explores the theory behind Heikin Ashi charts, explains how Heikin Ashi candlesticks are calculated, and demonstrates their application in technical analysis. The centerpiece is a step-by-step guide to developing a fully functional Heikin Ashi indicator from scratch, with clear explanations to help readers understand what to code and why. This foundational knowledge sets the stage for Part Two, where we will build an expert advisor that trades based on Heikin Ashi logic.

We will consider a new approach to market trend analysis based on three-dimensional visualization and tensor analysis of the market microstructure.

In Part 38, we build a production-grade MT5 monitoring panel that converts raw ticks into actionable signals. The EA buffers tick data to compute tick-level VWAP, a short-window imbalance (flow) metric, and ATR-based position sizing. It then visualizes spread, ATR, and flow with low-flicker bars. The system calculates a suggested lot size and a 1R stop, and issues configurable alerts for tight spreads, strong flow, and edge conditions. Auto-trading is intentionally disabled; the focus remains on robust signal generation and a clean user experience.

The Black Hole Algorithm (BHA) uses the principles of black hole gravity to optimize solutions. In this article, we will look at how BHA attracts the best solutions while avoiding local extremes, and why this algorithm has become a powerful tool for solving complex problems. Learn how simple ideas can lead to impressive results in the world of optimization.