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MTF Data Core

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已发布: 18 十月 2026

当前版本: 1.0

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MTF Data Core

程序库
Abdelhakim Kouachi
Abdelhakim Kouachi
阿尔及利亚

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

3 代码 5 评论
版本: 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

更多...

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50 USD

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2 499 USD

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990 USD

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Gold Adaptive EA MT5 is an automated Expert Advisor for MetaTrader 5 designed for trading Gold (XAUUSD). The EA uses several internal trading models and market filters to adapt to different phases of Gold price movement. Instead of relying on one fixed entry pattern, Gold Adaptive EA MT5 analyzes market behavior and selects suitable logic for trend continuation, impulse moves, pullbacks and selected recovery conditions. The main goal of the Expert Advisor is to provide a structured Gold tradi

An easy to use, fast, asynchronous WebSocket library for MQL5. It supports: ws:// and wss:// (Secure "TLS" WebSocket) text and binary data It handles: fragmented message automatically (large data transfer) ping-pong frames automatically (keep-alive handshake) Benefits: No DLL required. No OpenSSL installation required. Up to 128 Web Socket Connections from a single program. Various Log Levels for error tracing Can be synchronized to MQL5 Virtual Hosting . Completely native t

35 USD

适用于 MetaTrader 5 的 ModernUI 库 ModernUI 是一个用于 MetaTrader 5 的图表内用户界面库。它可以帮助 MQL5 开发者在 MT5 图表环境中构建更清晰的 EA 面板、仪表盘、设置窗口、表单、表格、对话框、抽屉式面板以及紧凑型交易风格界面。它适合希望获得比零散图表对象更专业的界面层，同时仍然完全掌控自己 EA、指标或工具逻辑的开发者。 Modern UI - 用户指南 | EA 示例演示你可以构建什么 ModernUI 并不局限于某一种面板类型。它为你提供了一个可复用的界面层，几乎可以用于任何你想在 MetaTrader 5 图表中构建的工具。你可以用它创建简单的设置界面、紧凑型交易面板、完整仪表盘、数据视图、控制面板、账户工具、流程界面、监控界面、实用工具窗口、商业 EA 前端界面等等。随附的演示展示了几个实用示例，但它们只是起点。如果你的 MQL5 项目需要按钮、输入框、表格、对话框、标签页、抽屉面板、图表、状态区域，或需要一种更清晰的方式在图表上展示信息，ModernUI 都可以为你提供构建模块。主要功能适用于 Me

149 USD

WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.

95 USD

This library will allow you to send your trades using your MT5 EA bot and its very easy to integrate on any EA which you can do yourself with the script code which is mentioned in documentation. This product allows trading operations via API For MEXC chart : Renting Crypto Charting for OHLC data or Crypto Ticks with Order Book Depth is optional - Supports MEXC API calls - Place Limit, SL Limit and Take Profit Limit Orders - Place Market, SL-Market, TP-Market orders - Modify Limit order - C

59 USD

MT5 to Delta Exchange API Bridge EA Connector allows your expert advisor with mq5 file to integrate and communicate with Delta Exchange using API Keys You can place order, check balance and other order managements using Delta Exchange API - Place Limit, SL Limit and Take Profit Limit Orders - Place Market, SL-Market, TP-Market orders - Cancel Order - Query Orders - Change Leverage, margin - Get Position info and many more, details available at demo script Script Documentation

99 USD

EX5 信号复制库 — 适用于 MT 的专业交易事件引擎无需编写复杂的交易跟踪逻辑，即可将任何智能交易系统 (EA) 转换为强大的交易复制器、信号处理器或自动化引擎。 EX5 信号复制库是一个高性能的事件驱动系统，能够捕获 MetaTrader 5 中的所有交易活动，并将其转换为结构化信号，您可以利用这些信号构建：交易复制器（MT5 → MT5 / MT5 → 外部）风险管理引擎分析仪表盘自定义执行桥接（币安、API 等）为什么选择此库？实时交易检测结构化信号队列事件分类（开仓、平仓、修改、部分平仓）内置复制引擎（可选）通过自定义逻辑实现完全控制主要特性实时交易捕获使用 OnTradeTransaction 即时检测每一笔交易备份轮询系统确保不遗漏任何信号完整的交易生命周期支持捕获所有操作：买入/卖出限价/止损单止损/止盈修改部分平仓持仓平仓反向交易成交量增加信号队列系统线程安全的内部队列按顺序处理信号即使在高负载下也不会遗漏任何事件内置复制引擎

30 USD

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

350 USD

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

95 USD

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

95 USD

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

69 USD

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. 这是什么 MT5系统自带的优化结果非常少，有时候我们需要研究更多的结果，这个库可以让你在回测优化时可以输出更多的结果。也支持在单次回测时打印更多的策略结果。 2. 产品特色优化的输出的结果非常多。可以自定义CustomMax。输出结果在Common文件夹。根据EA名称自动命名，且同一个EA多次回测会自动更新名称，不会覆盖上一次的结果。函数非常简单，你一眼就可以看懂。 #import "More BackTest Results.ex5" // Libraries Folder, Download from the market. //---Set CustomMax void iSetCustomMax( string mode); //---Display multiple strategy results when backtesting alone (not opt). void iOnDeinit(); //--- void iOnTesterInit(); double iOnTester(); void iOnTesterPass( string lang

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

该库将允许您使用任何 EA 来管理交易，并且非常容易集成到任何 EA 上，您可以使用描述中提到的脚本代码以及显示完整过程的视频演示示例自行完成。 - 下限价、止损限价和止盈限价订单 - 下达市场订单、SL 市场订单、TP 市场订单 - 修改限价订单 - 取消订单 - 查询订单 - 更改杠杆、保证金 - 获取位置信息和更多... 租赁加密货币图表是可选的，除非您的 MT5 上没有币安图表。对于脚本演示：单击此处如果您想与交易面板进行交易，您可能对此产品感兴趣该产品是加密图表的插件该库将允许您使用任何 EA 来管理交易，并且非常容易集成到任何 EA 上，您可以使用描述中提到的脚本代码以及显示完整过程的视频演示示例自行完成。 - 下限价、止损限价和止盈限价订单 - 下达市场订单、SL 市场订单、TP 市场订单 - 修改限价订单 - 取消订单 - 查询订单 - 更改杠杆、保证金 - 获取位置信息和更多... 租赁加密货币图表是可选的，除非您的 MT5 上没有币安图表。对于脚本演示：单击此处如果您想与交易面板进行交易，您可能对

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

Applying these methods, I managed to arrive at a nuanced conclusion that is crucial to understanding the importance of unique strategies in contemporary trading. Although the neural network advisor showed impressive efficiency in the initial stages, it proved to be highly unstable in the long run. Various factors such as market fluctuations, trend changes, external events, etc. cause its operation to be chaotic and eventually lead to instability. With these experiences, I accepted the challenge

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

该库旨在提供一种尽可能简单的方法，直接在MetaTrader上使用OpenAI的API。要深入了解库的潜力，请阅读以下文章： https://www.mql5.com/en/blogs/post/756098 The files needed to use the library can be found here: Manual 重要提示：要使用EA，需要添加以下URL以允许访问OpenAI API 如附图所示要使用该库，需要包含以下Header，您可以在以下链接找到： https://www.mql5.com/en/blogs/post/756108 #import "StormWaveOpenAI.ex5" COpenAI *iOpenAI(string); CMessages *iMessages(void); CTools *iTools(void); #import 这就是您需要的所有信息，以便轻松使用该库。以下是如何轻松使用该库并与OpenAI的API交互的示例 #include <StormWaveOpenAI.mqh> //--- 包含用于AP

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

MTF Data Core

Abdelhakim Kouachi