MTF Data Core
- Библиотеки
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Abdelhakim Kouachi
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 - Версия: 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
