Olamide Daniel Adebayo / Profilo

Sample correlation matrices can look precise yet be mostly noise. This article implements a dependency-free RMT cleaner in MQL5: Jacobi eigendecomposition, Marchenko–Pastur eigenvalue screening, and average-noise reconstruction that preserves the matrix trace and unit diagonal. It explains integration into a basket EA so the denoised matrix improves stability of hedge ratios and weights between rebalances, while keeping the code portable and auditable.

A step-by-step guide to a native Isolation Forest in MQL5 focused on execution metrics rather than price. It details five features, tree construction and path‑length scoring, rolling‑window training, CSV logging, and FILE_COMMON persistence, all integrated into OnTradeTransaction(). The resulting circuit breaker flags unusual fills in real time and applies controlled responses to stabilize live trading under changing execution conditions.

The article details a native MQL5 Kafka producer that speaks the wire protocol over raw TCP. It implements RecordBatch v2 encoding, varints, and CRC32C, and adds batching, acks, and retry logic, all without a sidecar or DLL. Use it to publish JSON-structured trading signals from a single terminal to Kafka, where dashboards and other services subscribe independently.