Passionate about programming since childhood, I now focus on building Expert Advisors and tools for MT5/MQL5.
My journey started with ProRealTime and prorealcode, where I first discovered the world of algorithmic trading. Over time I added RStudio to my toolkit, leveraging its analytical power to backtest and validate trading strategies at a deeper level.
My workflow combines MT5/MQL5 for execution with a fully custom R pipeline for data analysis — scoring systems, Monte Carlo robustness tests, IS/OOS validation and interactive Shiny dashboards. Custom scripts built over time allow me to dramatically cut optimization time and make better, data-driven decisions.
I currently run a live portfolio of systematic strategies across multiple currency pairs (EURUSD, AUDUSD, USDJPY, AUDCHF, AUDJPY, EURAUD, EURCAD), each validated with metrics like Calmar Ratio, R², SQN and Ulcer Index before going live.
More recently I have been integrating machine learning into my trading systems — training neural network models in R and deploying them directly inside MT5 EAs as ONNX trade filters, adding a probabilistic layer on top of the systematic rules.
On MQL5 I aim to share tools that bridge the gap between what TradingView offers visually and what MT5 can do natively — starting with free indicators and growing from there.
Stay tuned — more is coming!
My journey started with ProRealTime and prorealcode, where I first discovered the world of algorithmic trading. Over time I added RStudio to my toolkit, leveraging its analytical power to backtest and validate trading strategies at a deeper level.
My workflow combines MT5/MQL5 for execution with a fully custom R pipeline for data analysis — scoring systems, Monte Carlo robustness tests, IS/OOS validation and interactive Shiny dashboards. Custom scripts built over time allow me to dramatically cut optimization time and make better, data-driven decisions.
I currently run a live portfolio of systematic strategies across multiple currency pairs (EURUSD, AUDUSD, USDJPY, AUDCHF, AUDJPY, EURAUD, EURCAD), each validated with metrics like Calmar Ratio, R², SQN and Ulcer Index before going live.
More recently I have been integrating machine learning into my trading systems — training neural network models in R and deploying them directly inside MT5 EAs as ONNX trade filters, adding a probabilistic layer on top of the systematic rules.
On MQL5 I aim to share tools that bridge the gap between what TradingView offers visually and what MT5 can do natively — starting with free indicators and growing from there.
Stay tuned — more is coming!
Amis
Ajoutez des amis via leur profil ou une recherche d'utilisateur et vous pourrez voir s'ils sont en ligne
Marco Rosato
Code publié MACD TradingView Style for MT5
MACD indicator replicating TradingView's visual style for MT5.
4-color histogram, SMA-seeded Signal line — values match
TradingView bar-for-bar.
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