MQL5 Programs Market

A modular MQL5 toolkit computes and visualizes rolling Profit Factor over fixed trade-count windows. It presents the statistical motivation, an incremental algorithm that avoids recomputation, and a dedicated CCanvas rendering pipeline. The dashboard adds reference lines, shading for weak periods, and summary metrics, while a separate test suite validates the math, giving a practical way to monitor stability and detect deterioration in strategy behavior.

This article defines a Protocol Buffers contract for the MetaTrader 5-Python boundary and implements a length-prefixed Protobuf-over-TCP client in MQL5, since MQL5 cannot speak real gRPC natively. A small Python shim relays those frames to a genuine grpc.aio server, unary today, with streaming already live on the backend. You get schema-enforced, strongly-typed messages, explicit errors, retry/backoff, and a Strategy Tester cache for reproducible backtests where sockets don't run.

This article reframes performance from unconditional win rate to conditional probability given survival time. It introduces an MQL5 library, an on‑chart indicator, and a demo Expert Advisor that read deal history, fit Kaplan–Meier and Aalen–Johansen curves with competing risks, and report forward probabilities over a bar‑based horizon. Readers gain a reproducible way to quantify the chance that the current position reaches its target or stop, and to see the bias of the naive censoring approach.

This article extends the candlestick encoding framework by separating previously unclassified bullish and bearish candlesticks into distinct symbols. Using an MQL5 script, historical data were automatically encoded, sequential patterns were extracted, and frequency statistics were generated. The results show that these newly identified candles represent a significant portion of market activity, revealing structural information previously hidden by the generic underscore notation. The expanded taxonomy improves the completeness of the symbolic representation while preserving an objective, quantitative framework for large-scale market structure analysis.