MQL5 Programs Market

We build a Two‑Pole Momentum Oscillator in MQL5 that measures deviation from a 25‑period SMA, normalizes it by its mean and standard deviation, and smooths the result with two EMA‑style passes. The code defines inputs, buffers, warm‑up and recalculation logic, signal rules, and colorized plots, and derives dynamic targets from the 100‑period average range. It helps detect momentum shifts around the zero line and display price levels tied to recent volatility.

We implement a native Weibull maximum-likelihood fit in MQL5 and use it to model strategy wear-out from trade history. Failures are defined as the rolling profit factor dropping below a floor, producing lifetimes in trades. The article wires a survival-based governor into an EA and a companion indicator, so you can estimate conditional survival over the next N trades and apply explicit retirement thresholds with cooldown.

Most EAs trade more than one setup, yet the Strategy Tester judges them all by a single equity curve. CSetupLedger is a small MQL5 class that stores each trade's setup in its magic number and rebuilds the per-setup record from the account's deal history, so a restart never wipes it. It compares a Wilson interval of each setup's win rate with the breakeven rate implied by that setup's own average win and loss, and gives no verdict before 30 closed trades. Each setup ends up trusted, rejected or still undecided. In two backtests the per-setup totals match the tester exactly. Full source and two working EAs are attached.