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MTF Data Core

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パブリッシュ済み: 18 10月 2026

現在のバージョン: 1.0

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MTF Data Core

ライブラリ
Abdelhakim Kouachi
Abdelhakim Kouachi
アルジェリア

609
Most EAs and indicators are built on mathematical illusions: hidden martingale grids destined to purge accounts, over-fitted backtests crafted for sales screenshots, encrypted DLLs hiding vulnerabilities, and developers who vanish the moment live slippage hits. kouaAlgo exists because serious

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バージョン: 1.0

Stop training your models on the future.

Every quant developer knows the nightmare: a beautiful backtest, then live trading falls apart. The number-one silent killer is lookahead bias — reading a higher-timeframe bar that has not closed yet, or labeling rows with information from the future. One wrong bar shift and your entire dataset is poisoned, and you will never see it in the backtest.

MTF Data Core is the multi-timeframe data engine behind kouaAlgo's data tools — now free for MQL5 developers. One include, one config struct, one call: clean, aligned market data with a hard no-lookahead guarantee.

Verified on live data: 75 columns per row — symbol, OHLCV, 7 indicators (MA20, RSI14, MACD, ATR14, Bollinger Bands, Stochastic, ADX) across 3 timeframes, 14 engineered features (log returns, wick ratios, volatility regime, sessions, news flags, spread...), plus post-hoc labels and a train/test split flag.

The guarantees that matter:

Closed bars only. Every market read references finished bars. Higher-timeframe values always come from the last completed HTF bar at-or-before the base bar time — never the forming bar.
Honest labels. Labels are computed post-hoc; rows near the right edge carry empty labels instead of invented values. No fake certainty, ever.
Fails loudly. If data is not ready, the call returns false — never a plausible-looking wrong row. Risk-first engineering, from kouaAlgo.

Built for:

EA and indicator developers who need multi-timeframe confirmation without writing bar-synchronization code
ML practitioners building datasets inside MetaTrader 5
Anyone who has been burned by lookahead bugs and never wants it again

Free. No DLL, no network calls, no trading. The same engine discipline behind our paid data tools — open to every developer

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The library is dedicated to help manage your trades, calculate lot, trailing, partial close and other functions. Lot Calculation Mode 0: Fixed Lot. Mode 1: Martingale Lot (1,3,5,8,13) you can use it in different way calculate when loss=1 ,when profit=0. Mode 2: Multiplier Lot (1,2,4,8,16) you can use it in different way calculate when loss=1 ,when profit=0. Mode 3: Plus Lot (1,2,3,4,5) you can use it in different way calculate when loss=1 ,when profit=0. Mode 4: SL/Risk Lot calculate based on s

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Friends, join us! Ask questions and connect with like-minded traders: MetaCOT Public Group MetaCOT Information Channel: news, CFTC reports, and signals: MetaCOT Channel Here’s to successful trading and new profitable signals for us all! Attention! Recently, certain countries have been blocking access to the cftc.gov website. As a result, users in these countries are giving the product low ratings. MetaCOT has always adhered to the highest quality standards and is in no way associated with th

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This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "MQL5\Files" directory. Then it uses these files to automatically build a cluster walk forward report and rolling walk forward reports that refine it (all of them in one HTML file). Using the WalkForwardBuilder MT5 auxiliary script allows building othe

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Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The library OrderBook History Library reads market book state in the past from archive files, created by OrderBook Recorder . The library can be embedded into you

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Cryptocurrency analysis has never been easier with Crypto Charts for MetaTrader 5. Now, trading on BitMEX has never been easier with BitMEX Trading API for MetaTrader 5. BitMEX Trading API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods and start trading! Features Trade on BitMEX and BitMEX Testnet. Build and automate your strategies. Concern more with the trading strategy logic and less with the co

500 USD

Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEven

30 USD

Goliath MT5 - scalper fully automated Expert Advisor for medium-volatile forex markets P roperties: The Library trades 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, USDCAD, GBPUSD, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library does not use martingale The Library sets a fixed stop loss and take profit for all orders The Library only trades a user input volume The Library can be installed on any currency pair and any timeframe Recommendations: Before using on a real account, t

819.99 USD

The library is used to develop automatic trading on Binance Spot Market from MT5 platform. Support all order types: Limit, Market, StopLimit and StopMarket Support Testnet mode Automatically display the chart on the screen Usage: 1. Open MQL5 demo account 2. Download Header file and EA sample https://drive.google.com/uc?export=download&id=1kjUX7Hyy02EiwTLgVi8qdaCNvNzazjln Copy Binance.mqh to folder \MQL5\Include Copy BinanceEA-Sample.mq5 to folder \MQL5\Experts 3. Allow WebRequest from MT5

200 USD

Gold plucking machine Gold plucking machine is an Expert Advisor designed specifically for trading gold. The operation is based on opening orders using the Fast and Slow lines indicator, thus the EA works according to the "Trend Follow" strategy, which means following the trend. Use grid strategy to place orders without stop loss operation, so please make sure the account has sufficient funds. magic number - is a special number that the EA assigns to its orders. Lot Multiplier -

49 USD

The library is used to develop automatic trading on Binance Futures Market from MT5 platform. Support Binance Futures USD-M and COIN-M Support Testnet mode Support all order types: Limit, Market, StopLimit, StopMarket, StopLoss and TakeProfit Automatically display the chart on the screen Usage: 1. Open MQL5 demo account 2. Download Header file and EA sample https://drive.google.com/uc?export=download&id=17fWrZFeMZoSvH9-2iv4WDJhcyxG2eW17 Copy BinanceFutures.mqh to folder \MQL5\Include Copy Bina

200 USD

MT4/5通用交易库( 一份代码通用4和5 ) #ifdef __MQL5__ #define KOD_TICKET ulong #define KOD_MAGIC long #else #define KOD_TICKET long #define KOD_MAGIC int #endif class ODLIST; #import "K Trade Lib Pro 5.ex5" //祝有个美好开始,运行首行加入 void StartGood() ; //简单开单 long OrderOpen( int type, double volume, int magic, string symbol= "" , string comment= "" , double opprice= 0 , double sl= 0 , double tp= 0 , int expiration= 0 , bool slsetmode= false , bool tpsetmode= false ); //复杂开单

88 USD

Binance Library MetaTrader 5 connects your Expert Advisors, indicators, and scripts to Binance.com and Binance.US directly from MetaTrader 5. It is a developer library for building custom Binance integrations inside MT5, not a standalone trading robot or copier. The library helps you add Binance instruments to Market Watch, read symbol specifications, load current and historical market data, check wallet balances, manage orders, and track open positions. It supports Spot, USD-M futures, and COI

100 USD

1. What is this The MT5 system comes with very few optimization results. Sometimes we need to study more results. This library allows you to output more results during backtest optimization. It also supports printing more strategy results in a single backtest. 2. Product Features The results of the optimized output are quite numerous. CustomMax can be customized. The output is in the Common folder. It is automatically named according to the name of the EA, and the name of the same EA will be au

80 USD

T5L Library is necessary to use the EAs from TSU Investimentos, IAtrader and others. It contains all the functions framework needed to Expert Advisors working properly. ツ - The Expert Advisors from TSU Investimentos does not work without this library, the T5L library can have updates during the year - At this Library you will find several funcionalities like order sends, buy and sell, trigger entry points check, candlestick analyses, supply and demmand marking and lines, and much more.

30 USD

AO Core is the core of the optimization algorithm, it is a library built on the author's HMA (hybrid metaheuristic algorithm) algorithm. Pay attention to the MT5 Optimization Booster product , which makes it very easy to manage the regular MT5 optimizer . An example of using AO Core is described in the article: https://www.mql5.com/ru/articles/14183 https://www.mql5.com/en/blogs/post/756510 This hybrid algorithm is based on a genetic algorithm and contains the best qualities and properties of p

120 USD

EA Toolkit is a library that allows any developer to quickly and easily program Advisor experts. It includes many functions and enumerations such as trailing stop, lot, stop loss management, market trading authorisations, price table updates, trading conditions and many more. Installation + Documentation : You will find all the information to install this library and the documentation of its functions on this GitHub : https://github.com/Venon282/Expert-Advisor-Toolkit WARNING : The installat

499 USD

Want to get all events like Previous/Forecast/Actual values for each news to analyze/predict it? By this simple library you can do it easily,Just import/integrate the library into your system,then get all possible values for each news Even In Strategy Tester . Note: Please add the address " https://www.forexfactory.com/ " of news feed at your MT5 tab > Tools > Options > Expert Advisors > Check Allow web request for listed URL. Since the WebRequest() function can't be called from indicator ba

30 USD

A Simple Moving Average (SMA) is a statistical indicator used in time series analysis. This indicator represents the arithmetic mean of a sequence of values over a specific period of time. SMA is used to smooth short-term fluctuations in data, helping to highlight the overall trend or direction of changes. This aids analysts and traders in better understanding the general dynamics of the time series and identifying potential trends or changes in direction. More information you can find in Wiki

30 USD

このライブラリを使用すると、任意の EA を使用して取引を管理でき、説明に記載されているスクリプトコードを使用して任意の EA に簡単に統合でき、完全なプロセスを示すビデオのデモ例も利用できます。 - 指値注文、SL 指値注文、利食い指値注文の発行 - マーケット、SLマーケット、TPマーケットの注文を行う - 指値注文の変更 - 注文をキャンセルする - 注文のクエリ - レバレッジ、マージンの変更 - 位置情報の取得もっと... MT5 に Binance チャートがない場合を除き、暗号チャートのレンタルはオプションです。スクリプトのデモについては、ここをクリックしてくださいトレーディングパネルでの取引をご希望の場合は、この製品に興味があるかもしれません

99 USD

Hello everyone! I am a professional MQL programmer , Making EAs, Indicators and Trading Tools for my clients all over the world. I build 3-7 programs every week but I seldomly sell any ready-made Robots. Because I am fastidious and good strategy is so few... this EA is the only one so far I think its good enough to be published here. As we all know, the Ichimoku indicator has become world popular for decades, but still, only few people knows the right way of using it, and if we check the clo

1 499 USD

金融とトレーディング戦略の領域を深く掘り下げ、私は一連の実験を実施し、強化学習に基づくアプローチと強化学習を使用しないアプローチを調査することにしました。これらの手法を適用して、私は現代のトレーディングにおけるユニークな戦略の重要性を理解する上で極めて重要な微妙な結論を導き出すことができました。ニューラルネットワークアドバイザーは、初期段階では目覚ましい効率性を示したにもかかわらず、長期的には非常に不安定であることが判明しました。市場のボラティリティ、トレンドの変化、外部事象などのさまざまな要因により、企業の運営に混乱が生じ、最終的には不安定化につながりました。この経験を武器に、私は課題を受け入れ、独自のアプローチを開発し始めました。私の焦点は、集められた最良のインジケーターを異なるパラメーター設定で利用するアドバイザーを作成することに集中していました。このアドバイザーは、私の独自の戦略に基づいており、さまざまなパラメーター設定を持つ 14 の指標を同時に採用し、何時間ものデータ分析と綿密なテストから生まれました。

2 199 USD

Introducing "TG Risk Service Manager" — your comprehensive toolkit for swift and precise risk management and lot size calculations in the dynamic world of trading. Designed to streamline development processes and enhance trading strategies, this indispensable library equips developers with essential tools for optimizing risk assessment and trade profitability. Metatrader4 Version | All Products | Contact Key Features: Efficient Lot Size Calculation : Harness the power of precise lot size c

75 USD

Introducing "TG Trade Service Manager" — your all-in-one solution for seamless trade management in both MQL4 and MQL5 environments. With a focus on speed, reliability, and convenience, this powerful library simplifies the complexities of trade execution and management, empowering developers with a single interface for enhanced efficiency. Metatrader4 Version | All Products | Contact Key Features: Unified Interface : TG Trade Service Manager" provides a unified interface for MQL4 an

100 USD

このライブラリは、できるだけ簡単にMetaTrader上で直接OpenAIのAPIを使用するための手段として提供されます。ライブラリの機能についてさらに詳しく知るには、次の記事をお読みください： https://www.mql5.com/en/blogs/post/756098 The files needed to use the library can be found here: Manual 重要：EAを使用するには、OpenAI APIへのアクセスを許可するために、次のURLを追加する必要があります添付画像に示されているようにライブラリを使用するには、次のリンクで見つけることができる次のヘッダーを含める必要があります: https://www.mql5.com/en/blogs/post/756108 #import "StormWaveOpenAI.ex5" COpenAI *iOpenAI(string); CMessages *iMessages(void); CTools *iTools(void); #import これが、ライブラリを簡単に使用するため

169 USD

## PulseBoard v2.25 — Multi-Timeframe Signal Board with SMC Order Blocks Funded challenges are not lost on strategy — they are lost on discipline. One impulsive entry against the higher timeframe, one trade without a predefined stop, one revenge trade after a red day: that is how a $200 challenge fee evaporates. PulseBoard is the dashboard we built to enforce the opposite behavior: no setup, no trade — and every setup arrives with its risk already defined. A 9-pillar consensus (EMA, MACD, ADX

Your model is only as good as your data — and in machine learning, data preparation is 80% of the work. The unglamorous, error-prone 80%: aligning timeframes, engineering features, building labels without leaking the future, flagging news events, measuring true spread. Most quant projects die here, quietly, before the first model ever trains. Multi-TF Data Grabber PRO does that 80% for you in one click — and exports it as a clean, deterministic, ML-ready CSV. This is the professional pipeline b

60 USD

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MTF Data Core

Abdelhakim Kouachi