MQL4 및 MQL5 소스 코드 라이브러리

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.

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.

Shows the broker's hidden financing markup and the carry for every symbol, as annual % of notional.

Is the best of many strategies really better than the benchmark? Hansen's SPA test, White's Reality Check, Romano-Wolf StepM and the model confidence set.

금(Gold)을 대상으로 한 터틀(Turtle) 방식의 돈치안(Donchian) 브레이크아웃 전략으로, ATR 트레일링 스톱, 터틀 청산 채널, 고정 목표가 등 세 가지 청산 방식이 동시에 적용됩니다. 2025년과 2026년 XAUUSD 1시간(H1) 및 4시간(H4) 차트에서 백테스트를 진행한 결과, 12가지 조합 모두에서 수익을 냈습니다. 리페인팅이 없으며, Expert Advisor용 버퍼가 포함되어 있습니다.

마크는 N개의 마감된 봉이 이를 확인한 후에야 스윙 고점과 저점을 표시하므로, 그려진 스윙은 절대 이동하거나 사라지지 않습니다.

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.

Unit root and cointegration tests (ADF, Engle-Granger, Johansen) with MacKinnon p-values, hedge ratio, half-life and z-score of the spread, and a pair scanner.

Kalman filter and smoother with an exact diffuse start, missing values and maximum likelihood: local level, local linear trend and a regression whose hedge ratio drifts.

Gaussian hidden Markov model fitted by Baum-Welch: regime probabilities without look-ahead, most likely path, expected durations and regime forecasts.

Holidays and early halts of the CME equity index futures (S&P 500, Nasdaq-100, Dow, Russell 2000, E-mini and Micro), computed from the US holiday rules for any year, with a script that checks the calendar against your broker's own M1 history.

Include for EAs running 24/7 on an MQL5 VPS or PC: run-where switch, order send with OK/FAIL/UNKNOWN result (no duplicate orders after a timeout), restart-safe counters, positions closed while the EA was off, append-only log and optional Telegram. No trading logic inside.

Fits GARCH(1,1), GJR-GARCH and EGARCH with normal, Student t or GED shocks by maximum likelihood, with robust standard errors and variance forecasts.

Pine Script ATR 트레일링 스톱 지표의 MQL5 포팅 버전: nLoss = ATR-배수이며, 상승 추세에서는 스톱이 가격 아래로, 하락 추세에서는 가격 위로 단계적으로 조정되며, 가격이 해당 지점을 돌파하여 마감하면 (매수/매도 화살표와 함께) 방향이 전환됩니다. 이 포팅 버전에는 Python 참조 포팅본과, 두 구현이 파인 스크립트의 의미 체계(na/nz/시리즈 이력)를 바(bar) 단위로 문자 그대로 재현한 것과 일치하는지 확인하는 패리티 테스트가 포함되어 있습니다.

MT5에서 체결 및 청산된 포지션을 텔레그램 채팅방에 게시합니다: 포지션 방향, 종목, 진입 가격, 스탑 및 목표 가격(핍 단위), 랏 수, 그리고 청산 시 결과, 핍, R-배수 및 보유 시간. 재시도 대기열, 재시작 시 데이터 보존, 실제 거래는 수행하지 않습니다. MT5용 무료 텔레그램 및 디스코드 거래 알림 도구

Highlights the Asia, London and New York sessions and the London/New York overlap using real local time and daylight saving rules, so the session boxes are correct on any broker.

Read-only watchdog for MT5: alerts on unknown magic numbers, duplicate positions after reconnects, missing SL, stop outs and what happened while it was off. Never trades.

Marks daily and weekend opening gaps on any chart, tracks when each gap is filled, alerts on new gaps, logs one CSV line per gap and exposes the gap to iCustom.

Script that reports what an EA has to cope with here: hedging or netting, trade permissions, filling modes, stop and freeze levels, volume rules, swaps and the positions already open on the symbol. Saves a report file you can attach to a Freelance order.

An indicator to reveal the the time candles breached an extreme price boundary

Detects the ICT model on closed bars (killzone liquidity sweep, MSS with displacement or inverted FVG, retrace entry with SL and TP) and follows every setup to its result with worst-case statistics. It never trades and never repaints; EA-ready buffers.

리스크 조정, 스프레드 보호, 지속적인 일일 손실 제한, 손익분기점 및 추적 스탑 기능을 갖춘 교육용 MT5 헤징 계좌 거래 패널.

백테스트에서도 작동하는 진정한 경제 캘린더 뉴스 필터입니다. 스크립트를 통해 이벤트를 한 번만 내보내면, 실시간 환경과 전략 테스터 모두에서 뉴스 발생 시 새로운 진입을 차단할 수 있습니다. 과거 캘린더 시간의 1시간 일광절약시간제(DST) 변경 문제를 해결합니다.

On-chart panel that turns a risk setting into a lot size and shows what the broker's volume step and minimum lot do to that risk. Display only - it never places, modifies or closes an order.

Probability of Backtest Overfitting (PBO) of an MT5 optimization by combinatorially symmetric cross-validation. Every pass sends its daily results as a frame, and the PBO is computed when the optimization ends.

Block bootstrap of daily results: how deep the drawdown of an account or strategy can get over the next months, with percentiles and a seeded generator for repeatable runs.

Portfolio weights from the returns of symbols or Expert Advisors: inverse volatility, risk parity, hierarchical risk parity, minimum variance, maximum diversification, Ledoit-Wolf covariance.

Reads a Strategy Tester report saved as HTML into its deals, closed trades, net profit and balance drawdowns, for comparing, combining or exporting backtests.

Automated checks of an Expert Advisor on a live demo chart (restart, second copy, server history, chart button) with a PASS/FAIL report.

Single-header account lock for MT5 EAs: licensed account numbers, optional demo allowance, expiry date, tester bypass. Licence compiled in with #define. No DLL.

Risk tool for prop firm accounts: closes all positions and blocks new trades when the daily loss or max loss limit is reached. Never opens trades on a live chart.

Line Master is a trend-following indicator for MetaTrader 5 that displays fast and slow dynamic price lines to help traders identify market direction and potential trend changes. Blue represents a bullish trend, while red represents a bearish trend. Visual markers highlight changes in the indicator's trend state. The indicator includes adjustable Fast Length and Slow Length parameters, allowing traders to customize its sensitivity. It can be used on forex, gold (XAUUSD), indices, and other MT5-supported markets. For better results, combine its signals with price action, support and resistance levels, and proper risk management. Signals are not guaranteed and should be confirmed before entering a trade.

EA의 모든 진입 유형에 대해 하나의 순자산 곡선에 묶어두지 않고 각각의 기록으로 점수를 매깁니다. 초기화 시 계좌의 거래 내역을 바탕으로 자체적으로 재구성되므로, 재시작하더라도 기록이 지워지지 않습니다. 원시 승률 옆에 윌슨 점수 하한값을 표시하여, 3회 연속 승리로 인한 호조세가 우위처럼 보이지 않도록 합니다.

프랑크푸르트, 런던, 뉴욕 또는 도쿄의 현물 시장 개장 시간을 기준으로, 당일 거래일의 각 캔들에 번호를 매깁니다. 기준 시간은 거래소 현지 시간을 브로커 서버 시간으로 변환할 때 자동 일광 절약 시간제가 적용되므로, 개장 후 첫 번째 캔들은 여름과 겨울을 불문하고 항상 1번으로 표시됩니다.

Spread Monitor is an MQL5 Expert Advisor that draws a colour-coded panel on the chart. The panel shows the current spread of the attached symbol in points, along with the average, minimum, and maximum over a rolling history. It also counts how many stored samples exceeded a warning level, and turns the status row red when the current spread is above that level. The utility does not place orders. Inputs control the warning level, the history size, the refresh interval, and the panel position. Panel objects are removed when the EA is detached.

교육용 MT5 EA: 클로즈드 바 EMA 크로스오버 진입, ATR 기반 손절매 및 익절, OrderCalcProfit을 통한 순자산의 고정 비율에 따른 로트 크기 설정, 스프레드 필터, 매직 넘버 분리 및 서버 반환 코드 확인 기능을 제공합니다. 리스크 관리가 가능한 EA를 구축하기 위한 깔끔한 템플릿입니다. 수익 보장 없음.

현재/평균/최대/최소 통계, 거래당 비용, 스캘퍼를 위한 임계값 알림이 포함된 히스토그램을 하위 창에 표시합니다.

Educational Expert Advisor: daily range breakout with BuyStop/SellStop pending orders, risk-reward take profit and trading days. Clean, commented MQL5 code with margin and stop level checks. Demo and Strategy Tester only.

Educational Expert Advisor: Bollinger Bands return to the mean with an optional RSI filter and trading hours. Clean, commented MQL5 code with margin, volume and stop level checks. Demo and Strategy Tester only.

Educational Expert Advisor: moving average crossover with clean, commented MQL5 code – margin, volume, stop level and spread checks, order retries. Demo accounts and Strategy Tester only.