MQL5 코드베이스에서 MetaTrader 5용 라이브러리를 무료로 다운로드하십시오. - 212

Position manager for MT5 that closes the best winner together with the worst loser when their combined result reaches your minimum. Basket take profit and stop loss in money, magic filter, simple panel. Works with grid, martingale and manual trades. Open source code.

Partial close expert advisor for MetaTrader 5: closes a percent of the position at TP1, TP2, TP3, TP4 and TP5, moves the stop loss to breakeven and trails it. Works on manual trades and on positions of any EA, on any symbol, Gold (XAUUSD) included. Open source code.

Detects the broker's GMT offset and its daylight-time rule (fixed, US or European) from the weekly closes in the H1 history, the same way live and in the Strategy Tester, with functions that convert New York times to server time and back.

Draws Asia, London and New York session boxes on the chart with each session's high and low.

Online detection of changes in the mean or volatility (Adams-MacKay): probability of a change in the last k bars, current segment length, forecast, and an indicator.

Fits five bivariate copulas on ranks, with Kendall's tau, tail dependence, the probability of joint extreme days, AIC and the conditional probabilities of pairs trading.