MQL5 Programs Market

A rolling-window Approximate Entropy oscillator for MQL5, built without external dependencies. Covers the full mathematics of template matching, Chebyshev distance, and the Phi-function derivation before presenting a reusable CApEnCalculator class and a color-zoned subwindow indicator. Includes a synthetic-data verification script and an honest discussion of bias, parameter sensitivity, and computational cost.

This article shows how to build a synthetic custom symbol in MQL5 by averaging OHLC data from multiple instruments into a single derived price series. It covers symbol collection and validation, custom symbol creation and configuration, timestamp alignment, historical reconstruction, and lightweight live updates. The result is a reusable method for creating synthetic instruments suitable for correlation analysis, index-style modeling, indicator development, and strategy testing.

Does better return conditioning buy strategy performance? We hold bar count fixed across time, tick, tick-imbalance, and tick-runs on 60.5 million EURUSD ticks, then meta-label RSI, Bollinger, and ADX/DI entries and score with purged cross-validation. No family delivers a consistent edge; efficacy varies narrowly and the best case fails a permutation test. Readers learn how to control overlap, leakage, and multiple testing in bar studies.

Here we will start bringing together different components or applications that were previously completely isolated from each other. Chart Trade, the mouse indicator, and the Expert Advisor had already been linked to one another, but there was still no way to directly display on the chart the positions open on the trading server, which are often managed through a system of opposing orders. From this point on, this becomes possible, opening the way for various ideas and future implementations. Although we are only beginning to put these components into operation, we already have a direction for further development.

This article shows how to build an MQL5 Expert Advisor around the UT Bot Alerts indicator. The EA reads custom indicator signals via iCustom() and CopyBuffer(), evaluates entries only on new bars, using the last closed candle at index 1, and enforces a one-direction-at-a-time model by closing opposite positions before taking new entries. It also adds optional ATR-based stop-losses, reward-to-risk take-profits, dedicated buy/sell execution functions, magic-number tracking, and basic backtesting for repeatable evaluation.

This article presents a standalone Portfolio Analyzer dashboard implemented as an Expert Advisor for MetaTrader 5. It reads account deal history, reconstructs closed positions, and attributes results by magic number or normalized comment to deliver clear per-strategy metrics. The interface provides a vector equity curve, date filters, and strategy selectors, plus a Pearson correlation matrix to reveal strategy redundancy. You can attach it to a separate chart without modifying existing trading EAs.