Articles, Library comments - page 2

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 1): Data Leakage and Timestamp Fixes . Before we can even begin to make use of ML in our trading on MetaTrader 5, it’s crucial to address one of the most overlooked pitfalls—data leakage. This article unpacks how data leakage

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (I) . In this article, we'll begin exploring a short series of concepts that are of immense importance to anyone who truly wants to learn how to program properly. Since this may seem very complicated at first—even though

Check out the new article: Quick Integration of a Large Language Model into MetaTrader 5 (Part I): Building the Model . The article explores the revolutionary integration of large language models (LLMs) with the MetaTrader 5 trading platform, where AI does not simply predict prices but makes

Clock Diagnostic: TimeCurrent() freezes and steps backwards : TimeCurrent() is not a clock. It is the stamp of the LAST TICK. Two consequences break robots in production: 1. It freezes. With no tick it does not move: illiquid instrument, end of session, unstable connection - and any rule based on it

SMC Liquidity Sweep Scalper (Order Block EA with Live Win-Rate Tracking) : A liquidity-sweep / order-block scalper with ATR-based sizing and a higher-timeframe trend filter. Every trade is tagged on the chart with the live historical win rate of that setup type — a running scorecard, not just boxes

RiskPilot Pro — Drag-to-Trade Risk Panel with Break-Even, Trailing and a Daily Loss Guard : Drag your stop loss where you actually want it, hit Buy or Sell, and the lot size is already correct — no calculator, no spreadsheet. Handles break-even, trailing, and shuts trading down for the day if you

Check out the new article: Machine Learning Under Constraint (Part 1): A Configurable Rule Set for Prop-Firm Position Sizing . Hardcoded prop-firm rules lock the sizer to one program. This article factors those rules into a PropFirmRuleSet and refactors PropFirmAccountState and the sizing modifiers

Contract Sizer: ladder, floor and a breaker that survives a deposit : Three position-sizing protections that do different things; confusing them is why so many accounts get wiped out: - ladder: one contract per X of balance, always applied as a CAP, even with manual lot sizing; - floor: below the

Safe Logger: why your log lines vanish while FileOpen keeps returning success : Four EAs writing to the same file, all with FILE_SHARE_READ|FILE_SHARE_WRITE, FileSeek(SEEK_END), FileWrite, FileClose. Looks correct. Every FileOpen returns success. No error in the log. And the lines vanish. Reason

Gold Hour Profile - when gold moves, and when the spread eats it : Measures, hour by hour, how far a symbol travels and how much of that the spread takes away. Built for gold, works on any symbol, compares several side by side. Author: Petr Kostal

Check out the new article: Price Action Toolkit Development (Part 18): Introducing Quarters Theory (III) — Quarters Board . In this article, we enhance the original Quarters Script by introducing the Quarters Board, a tool that lets you toggle quarter levels directly on the chart without needing to

Check out the new article: Market Simulation: Position View (X) . We need a way to handle the graphical objects we create. The approach presented in the previous article works very well for certain scenarios. In this case, we will need something more complex, given the specific nature of the problem

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (II) . This is an article that you, dear reader, should study carefully. That is due to the nature of the material presented here. Although we have tried to present the material as simply and informatively as possible

Check out the new article: Price Action Analysis Toolkit Development (Part 81): Adding Persistent Historical Bookmarks to an MQL5 Navigator . We introduce a persistent bookmark layer for the MetaTrader 5 History Navigator. Bookmarks capture a chart's symbol, timeframe, and historical position with a

CGoldSymbol - find the broker's gold and size the position correctly on it : Detects the gold symbol whatever the broker calls it, reads the contract specification from the terminal instead of assuming it, and turns a risk in account currency into a lot size that is correct for that broker. Author

OHLC Reality Check - at what stop distance does your backtest start lying? : Opens a virtual bracketed trade on every M1 bar, walks it forward on the real tick history, and reports for a sweep of stop distances how often 1-minute OHLC modelling would score the trade the wrong way round. Author: Petr

Check out the new article: Market Simulation: Position View (IX) . In this turning-point article, we will begin to explore in greater depth the interaction between the applications we are developing to ensure full support for the replay/simulation system. Here we will analyze a problem that, on the

SessionReopenEA : Gold has a daily maintenance break on the CME. The first hour after it rises more than chance explains, in every calendar year of an 11-year sample - while every other hour of the day measures flat. One trade per session, a volatility-scaled server-side stop, no averaging or grid

New article New Article Publishing System at the MQL5.community is published: We present you a new article publishing system at the MQL5.community. In the new system, we have tried to make the whole process of article writing clear and comfortable by breaking it into several steps. At each step we

MACD Candles : MACD color candles for Metatrader 5 Author: Andrew Ingosi Likare

New article Step-by-Step Guide to Writing an Expert Advisor in MQL5 for Beginners is published: The Expert Advisors programming in MQL5 is simple, and you can learn it easy. In this step by step guide, you will see the basic steps required in writing a simple Expert Advisor based on a developed

Trade Excursion Report: MFE and MAE of every closed trade, to CSV : Exports one CSV line per closed trade with the numbers a statement does not carry: the best unrealised profit the trade showed (MFE), the worst unrealised loss it survived (MAE), how much of the MFE was actually kept, how many bars

Trade Excursion: how much of each winner you actually kept (MFE/MAE from your own history) : Your statement tells you what you KEPT. It does not tell you what you HAD. This indicator reads your own closed trades from the account history and draws, for each one, the full range it travelled: the best

Decision Watchdog: refuse yesterday's decision, fail closed, log once : A daily process writes "today's decision" (which strategy runs, or FLAT) to a file the EAs read at the open. One day the writer did not run. The EAs read yesterday's file, compared its date with TimeCurrent() - the server clock

Exposure Cap: one position limit per symbol across all your EAs : Four EAs on the same symbol, each one honest on its own: each checks "do I have a position?" with its own magic number, sees none, and enters. On a demo account this reached 22 contracts on a symbol meant to carry 1, and a watchdog

Server Time Offset: the three clocks in MQL5 and how timestamps shift on export : A datetime in MQL5 is seconds since 1970 - but server time (TimeCurrent, bar times, deal times) is the broker's wall clock stored AS IF it were UTC. Export it to CSV, read it in Python or a spreadsheet with a "seconds

Tick Audit - check real tick history and backtest quality month by month : Reports, month by month, whether your symbol really has ticks or only bars - so you know which part of your backtest ran on generated ticks before you trust the curve. The Strategy Tester gives you one History Quality figure

GDS Renko Donchian Demo EA : A small educational Expert Advisor showing how a classic Donchian breakout can be applied directly to completed Renko bricks. Author: Andrey Goida

Check out the new article: Network Momentum for MetaTrader5: Trading the Lead-Lag Graph Between Markets . This article builds a trend-following Expert Advisor that trades momentum spillover across markets, implemented fully in MQL5 without external solvers. It detects leaders with Derivative Dynamic

Risk-Based Lot Size Calculator : A simple MQL5 script that calculates the correct lot size for a trade based on your account risk percentage and stop loss distance in pips, so every trade risks a consistent, controlled amount of your balance. Author: Rana Ali