Adedayo David Gbadebo / Perfil

We introduce a certified-radius gate for ONNX signals implemented natively in MQL5. The system estimates per-prediction robustness via randomized smoothing and a one-sided Clopper–Pearson bound, then applies the radius to trade admission, lot scaling, and monitoring. This provides an actionable confidence margin that reflects input noise tolerance rather than softmax magnitude.

This article builds a usable roughness index from rough volatility theory by fitting local H via a structure-function regression on blocked returns, all in native MQL5. We combine it with vol-of-vol features, train a gradient-boosted classifier in Python, export to ONNX, and call it from an EA. You will be able to compute H on every bar and use the model as a regime-aware entry filter.

This article implements a lock-free shared-memory bridge in MetaTrader 5 that writes ticks in Apache Arrow’s columnar layout via the C Data Interface. It details the column layout, double buffering with a seqlock, and a batching strategy. You get full source for a writer class, a streaming Expert Advisor, and a self-test script that validates correctness before any Python reader is involved.

We build a rolling price channel by fitting the 0.1, 0.5 and 0.9 conditional quantile lines via IRLS with pinball loss, packaged as a reusable class and two MetaTrader 5 indicators. We verify in-sample coverage, examine quantile crossing, and compare the channel width with ATR, Bollinger and regression widths on matched horizons. Tests in the Strategy Tester show the edges are descriptive, while the normalized width works as a volatility/regime feature.