MQL5 Programs Market

The article presents a production-oriented Order Block engine for MQL5 packaged as an include class, it validates zones via displacement and market structure break, maintains mitigation state only on closed bars, and avoids heavy copies by passing data by reference. A diagnostic indicator plots zones, and an EA gates logic to new bars for stable performance and reproducible tests.

This article extends single-candlestick analysis to ordered double-candlestick patterns using an MQL5 script. The script encodes candles into symbols, extracts every consecutive two-symbol sequence (treating Aa and aA as different), counts occurrences and percentages, and writes sorted frequency tables to a text file. Readers can quickly identify the most recurrent transitions by symbol, timeframe, and lookback for further statistical testing.

The article presents the revolutionary architecture of PatchTST, a tailored transformer for financial time series analysis that breaks market data into 16-bar patches for efficient processing. We will discuss the full implementation of a trading robot in MQL5 covering everything from mathematical fundamentals and data structures to a ready-made EA with risk management and continuous learning systems.

The ProSpread seasonality index indicator with a Moving Average is a technical analysis tool that identifies seasonal patterns in price movements, analyzes price behavior during specific trading hours and is able to work with either a single instrument or a spread between two assets. It also visualizes the statistical probability of directional movements.

In Part 2, we introduce a reusable CCovarianceMatrix class that computes and stores a covariance matrix from raw return series using MQL5's native Cov() method. We verify symmetry, print a labeled matrix grid, and call Eig() to obtain eigenvalues and eigenvectors. Readers see how symbols co-move and which factors drive variance, enabling clearer portfolio diagnostics and reuse in scripts or EAs.

This article develops a rule-based daily pivot point indicator in MQL5 that uses the previous trading day's high, low, and close values to generate pivot, support, and resistance levels. It details historical data retrieval, pivot computation, chart object management, configurable label rendering, and automatic level updates as new trading days begin. The completed indicator displays multiple historical pivot sessions on the main chart for technical analysis on daily and lower timeframes.

In previous articles, we mentioned that sometimes we need to set a value for the ZOrder property. But why? The reason is that many pieces of code that add objects to a chart simply do not use, or more precisely do not define, a value for this property. The point is that I am not here to say what every programmer should or should not do, or how they should or should not write their code. I am here to show you, dear reader, and everyone who truly wants to understand how these processes work internally, what actually happens behind the scenes.