Articles, Library comments - page 2

Institutional Nadaraya-Watson Kernel Regression : A quantitative machine learning envelope that utilizes Nadaraya-Watson kernel regression math to dynamically project statistically significant mean-reversion zones without relying on traditional standard deviation. Author: Amanda Vitoria De Paula

New article Introduction to the Empirical Mode Decomposition Method is published: This article serves to familiarize the reader with the empirical mode decomposition (EMD) method. It is the fundamental part of the Hilbert–Huang transform and is intended for analyzing data from nonstationary and

Multi-Symbol Alert Panel : An indicator to watch highs/lows of all markets simultaneously. Author: Hammad Dilber

Institutional Gaussian Signal Filter (Zero-Lag ALMA) : A quantitative Gaussian filter designed to replace lagging retail moving averages by applying advanced digital signal processing to eliminate market noise without sacrificing responsiveness. Author: Amanda Vitoria De Paula Pereira

Check out the new article: Pair Trading: Algorithmic Trading with Auto Optimization Based on Z-Score Differences . In this article, we will explore what pair trading is and how correlation trading works. We will also create an EA for automating pair trading and add the ability to automatically

Uniformity Factor Indicator : This is a simple analytical (non-signal, one-time calculated) indicator that allows you to test the hypothesis that price timeseries represent a "random walk", specifically Gaussian "random walk". This can help to construct a parametric transformation of price

Сode that records balance and equity charts and calculates additional optimization criteria : If you have access to the Expert Advisor code, you can save balance and equity charts and calculate additional optimization criteria by adding additional code from this library. Author: Aleksei Kuznetsov

ASQ Trading Journal Export : One-click CSV export of trade history with P&L, duration & stats Author: Muharrem Rogova

ASQ Spread Logger : Real-time spread monitor with statistics panel, CSV logging & alerts Author: Muharrem Rogova

Portfolio Scorer — Multi-EA Correlation and Coverage Analyzer : Portfolio Scorer is a standalone MQL5 script that evaluates the quality of a multi-EA portfolio across three critical dimensions that most algo traders overlook. The script reads daily profit and loss data from CSV files (one per Expert

Candle Body Ratio : An original indicator designed to analyze price action and provide buy/sell signals. Author: Hammad Dilber

ASQ Divergence Detector : ASQ Divergence Detector scans your chart for regular and hidden RSI divergences and marks them with color-coded, non-repaint arrows. Author: Muharrem Rogova

Institutional Cumulative Volume Delta (CVD) : An advanced order flow engine that approximates tick-by-tick aggressor data to calculate the true Cumulative Volume Delta, It exposes institutional absorption and divergence hidden within standard price candles. Author: Amanda Vitoria De Paula Pereira

Liquidity Sweep H4 - M15 (Swing Highs and Lows) / MQL5 : This Expert Advisor (EA) is designed to detect swing highs and lows on the H4 timeframe, then wait for sweeps (liquidity grabs) on the M15 timeframe to trigger buy/sell trades with defined risk management. Author: Osmar Sandoval Espinosa

Check out the new article: Neuro-Structural Trading Engine — NSTE (Part II): Jardine's Gate Six-Gate Quantum Filter . This article introduces Jardine's Gate, a six-gate orthogonal signal filter for MetaTrader 5 that validates LSTM predictions across entropy, expert interference, confidence

Check out the new article: Using the MQL5 Economic Calendar for News Filter (Part 3): Surviving Terminal Restarts During News Window . The article introduces a restart-safe storage model for news-time stop removal. Suspension state and original SL/TP per position are written to terminal global

Institutional Z-Score Statistical Reversion : A professional quantitative oscillator that replaces traditional retail momentum indicators like the RSI. It calculates the statistical standard deviation of price action to identify mathematically exhausted reversals. Author: Amanda Vitoria De Paula

Institutional Unmitigated Order Block Matrix : A dynamic Smart Money utility that identifies institutional Order Blocks backed by volume anomalies and automatically tracks their mitigation state to keep your charts clean and focused on fresh liquidity. Author: Amanda Vitoria De Paula Pereira

Institutional Toxic Flow and Tick Speedometer : A high-frequency trading utility designed to measure real-time tick velocity and detect toxic order flow spikes before they reflect entirely on standard price candles. Author: Amanda Vitoria De Paula Pereira

Check out the new article: MQL5 Trading Tools (Part 26): Integrating Frequency Binning, Entropy, and Chi-Square in Visual Analyzer . In this article, we develop a frequency analysis tool in MQL5 that bins price data into histograms, computes entropy for information content, and applies chi-square

ASQ Safe Scalping v1.20 : A free, open-source breakout scalping Expert Advisor for MetaTrader 5 by AlgoSphere Quant. It implements a strict seven-condition entry system where every condition must align simultaneously before any trade is taken. Author: Muharrem Rogova

Ultra Trend - Zero Lag MA : Ultra Trend is an indicator that uses different period averages (usually it is JMA), checks their slopes and calculates the trend from those slopes. This version is using a "fast" (fast in response to market changes) Zero Lag MA for trend calculations. Author: Mladen

Sniper Pro : Multi-timeframe confluence indicator designed to snipe accurate entries. Inspired from TradingView Author: Hammad Dilber

RSI Applied to Kalman Filter Indicator : This RSI applied to Kalman filter indicator,This RSI applied to Kalman filter indicator Author: ferj38

Check out the new article: Trend criteria. Conclusion . In this article, we will consider the specifics of applying some trend criteria in practice. We will also try to develop several new criteria. The focus will be on the efficiency of applying these criteria to market data analysis and trading

Check out the new article: From Basic to Intermediate: Struct (VII) . In today's article, we will show how to approach solving problems related to structuring different elements and creating simpler and more attractive solutions. Although the content is oriented toward learning and, therefore, does

Check out the new article: Market Simulation (Part 17): Sockets (XI) . The implementation of the part of the code that will run in MetaTrader 5 does not present any difficulty. However, there are several points that need to be taken into account. This is necessary so that you can make the system

Check out the new article: From Novice to Expert: Adaptive Risk Management for Liquidity Strategies . In this article, we explore practical and robust risk management techniques specifically tailored for liquidity-based trading. You will learn how to protect positions during retests, handle false

Check out the new article: Price Action Analysis Toolkit Development (Part 65): Building an MQL5 System to Monitor and Analyze Manually Drawn Fibonacci Levels . The Fibonacci retracement tool is an essential component of price action analysis, providing critical levels for potential market

Dominance EA : A daily bias Expert Advisor that trades market dominance, analyzing previous day bullish vs bearish control with MA confirmation, and executing a single, minimum-volume trade with ATR-based risk management. Author: Chukwubuikem Okeke