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CSI Currency Strength — 多周期动量模型（Asness, Moskowitz & Pedersen, 2013）。使用三个时间跨度上加权的 Z-score 对 G10 货币进行排名，消除单周期方法中的"悬崖效应"。 Carry Trade Monitor — 自动扫描 Market Watch，按年化 carry 收益率对所有有掉期的货币对进行排名。无需任何设置。 Monte Carlo Equity Projection — 基于账户自身已平仓交易历史进行 bootstrap 模拟，直接在图表上绘制未来权益走势的百分位锥形区间。不假设任何收益分布，不依赖外部数据源——所有计算均在本地完成。
高级版
GI FX Terminal — 网页终端的原生 MT5 伴侣。全部 13 个数据面板渲染在单一、无闪烁的 canvas 叠加层上：FX 货币对表格、CB Rates & Bias、Carry Trade Monitor（实时经纪商掉期利率）、Open Positions、COT Positioning、Composite Score、Retail Sentiment、Correlation Matrix、Economic Calendar、Economic Surprise Index（ESI）、Currency Strength（CSI）、Volatility & Options，以及 Market Sessions。包含完整的提醒系统——央行倾向变化、利率概率变化、新的 COT 数据、掉期利率变化、高影响力的日历事件——通过 MT5 弹窗或 MetaTrader 5 手机应用的推送通知发送。租用即包含网页终端的完整访问权限。
Institutional Risk Manager — 专业交易管理 EA。基于 ATR 的仓位规模计算、可配置的分批离场、保本自动化、投资组合敞口监控、对冲模块，以及集成的 CSI + Strength Matrix 子面板。
所有工具共享统一的深色等宽字体美学，设计上彼此互补，可在同一交易台上协同使用。
新用户的网页终端延长访问权限，可直接通过 MQL5 消息安排。
Retail EAs manage a stop loss. A trading desk manages exposure — that's the gap this update closes.
Portfolio exposure now checks both the base and quote leg of every pair, so three "independent" trades that are actually the same directional bet on one currency get caught, not undercounted — the same netting principle a bank FX desk applies across correlated books.
New live exposure monitor: alerts when a currency is already over the configured limit from price movement alone, even without opening a new trade from the panel.
New daily loss circuit breaker: a hard stop tied to start-of-day balance, with an optional force-close-all — the mechanical equivalent of a desk's daily loss limit.
New position-size caps: a hard max lot size and max notional per trade sit underneath the risk-based sizing as a backstop, independent of stop distance.
Risk Limits panel reorganized into tabs (Modules / Exposure / Daily Loss) for faster access.
Product: https://www.mql5.com/en/market/product/180324
The terminal already consolidates price action, positioning, central bank rate expectations, and carry differentials in one screen. This release adds a layer on top: AI reading that same data in real time and producing the kind of read a desk analyst would deliver — without the analyst.
Three components:
Alerts & Market Signals — five live AI-generated alerts, each structured like an institutional morning note: regime (positioning, rate, or volatility story), directional bias, the catalyst that confirms or breaks the thesis, and the risk that invalidates it. Every field sourced from data already on the page.
AI Narrative — one paragraph, regenerated each session, synthesizing FX, rates, and risk sentiment into a single cross-market read.
AI Analytics — per-currency macro drivers, session-by-session commentary (Sydney, Tokyo, London, New York), and pair-by-pair strength attribution — not just which currency is outperforming, but the rate differential and positioning behind it.
Nothing here is a black box. Every number the AI references — carry spread, ESI reading, OIS-implied bias — is a panel you can open and verify on the same page.
Browser-based, broker-agnostic. The same alert logic also runs inside the MT5 companion tools for active EA rentals.
https://www.youtube.com/watch?v=Y44by1YJBVU
EUR is showing a policy/positioning divergence worth flagging today. Rates are pricing a hawkish bias — CB Rates & Bias shows EUR at 2.40% with a HIKE tag — in line with today's headline flow: ECB commentary described as hawkish, with Simkus reportedly raising the odds of a further move.
That stance sits against leveraged-fund COT positioning still net short EUR at -33.5%, and a Composite Score reading of -3.0.
Price action adds a second layer: EUR/USD is trading below its SMA20 (1.142), SMA50 (1.1507), and SMA200 (1.164) on the daily — technically heavy even as the rate-path narrative turns hawkish.
Hawkish bias, net-short positioning, and a technically heavy chart rarely stay aligned for long. Worth tracking into the next ECB meeting.
Sourced live from the EUR/USD Pair Detail panel.
Monte Carlo Equity Projection （蒙特卡洛权益预测）基于您账户自身的历史平仓交易运行自助法（bootstrap）模拟，并直接在图表上绘制未来权益路径的百分位锥形区间——无需假设收益分布，也无需外部数据源。 将其附加到任意图表后，指标通过原生 MT5 API 读取账户的真实平仓交易记录，进行数千次有放回重采样，绘制出当前统计特征所隐含的真实结果区间，而非固定的回测曲线。所有计算均在本地完成：不连接外部服务器，不使用 WebRequest，也无需联网权限。 为何采用重采样而非单一回测 一份回测报告只展示一条路径:事情发生的经过及顺序。它无法展示如果同样的交易以不同顺序出现会怎样，也无法显示结果在多大程度上依赖于少数几笔极端的盈利或亏损。自助法重采样直接解决了这个问题:将同一批平仓交易反复打乱重排数千次，生成一组可能的权益曲线分布，而不是单一曲线。这个分布的宽度——而不仅仅是其中位数——才能说明某项优势在统计上是否足够稳健以支持加大仓位，还是当前的交易记录尚且太少或运气成分太重，尚不足以下结论。 方法论
Global Investing FX Terminal 是一款面向 MetaTrader 5 的一体化外汇仪表盘——涵盖央行政策利率、CFTC COT 持仓、利差排名、经济意外指数、期权偏斜、散户情绪与相关性，共十三个分析面板——以单一无闪烁画布呈现，每 10 秒从单个挂载 EA 刷新一次，无需任何外部软件。 专业外汇分析需要同时调取通常分散在不同平台的数据：利率衍生品、政府数据门户、券商掉期规格、期权台。此 EA 将所有这些整合到交易终端内的单一界面中，在您执行决策的地方完成分析。 仪表盘上显示的内容 市场概览 外汇对列表 — 所有 28 个 G10 货币对，加上当券商 Market Watch 中存在 NOK/SEK 交叉盘时显示的交叉盘——最多共 36 个货币对——的实时买卖价。每行显示点差、日度与周度变化、以点数表示的绝对区间，以及 ADR%——当前交易时段区间占 14 日平均日区间的百分比。ADR 达到 95% 的货币对已消耗其统计日内延伸空间；伦敦盘中场 ADR 仅 25% 的货币对仍有运行余地。颜色逐 Tick 实时更新。 货币对详情 —
Institutional Risk Manager（机构风险管理器） 在 MetaTrader 5 的单一图表面板中集成了仓位规模计算、订单执行、分批止盈、移动止损、组合货币敞口监控、每日亏损限额以及基于事件的过滤器。 手数根据账户余额和止损距离自动计算。分批平仓按可配置的 R 倍数执行,并在最终目标位设置经纪商端止盈(TP),因此即使 EA 离线,退出也能生效。风险纪律通过机制强制执行,而非人工操作。 风险引擎 设置风险百分比,拖动 SL 线到所需水平,EA 会根据账户余额和止损距离实时计算精确手数——无需手动计算,不存在四舍五入误差。基于 ATR 的最大止损上限可防止宽止损设置下的过度风险。同样基于 ATR 的最小止损下限,会阻止止损在统计上过窄、缺乏意义的开仓。硬性手数上限和以账户余额百分比表示的单笔最大名义敞口,作为风险计算之下的额外保障——无论止损距离多远,任何单笔订单都不会超过桌面设定的仓位规模限制。 机构失效位 根据近期价格走势识别基于波段结构的关键位,并建议在逻辑上的失效点位设置止损——即交易逻辑在结构上失效的价格,而非固定点差距离。可配置回溯周期、ATR
The Carry Trade Monitor is a chart indicator for MetaTrader 5 that automatically scans all symbols in the Market Watch and ranks every swap-paying pair by annualised carry yield, displayed as a live on-chart panel. No configuration is required — attach to any chart and it runs immediately. Carry yield calculations read directly from the broker's own swap specifications via the MT5 symbol feed. There is no external data source, no URL permission required, and no dependency on third-party rate
The CSI Currency Strength indicator ranks all ten G10 currencies by momentum strength using a multi-lookback Z-score model, displayed as a live on-chart panel. Attached to any chart, it runs independently of the chart's symbol or timeframe. The methodology follows the multi-horizon momentum framework from Asness, Moskowitz & Pedersen (2013), applied cross-sectionally to G10 currencies. Rather than comparing a single bar against the previous close — which introduces a cliff-edge artifact at