Articles, Library comments - page 2

Check out the new article: CSV Data Analysis (Part 5): Real-Time CSV Streaming from Live MetaTrader 5 Sessions . This article describes a live data export framework for MetaTrader 5 built around a decoupled, three‑layer design. The MQL5 component batches bar and tick records via a write buffer and

Check out the new article: Market Simulation: Getting Started with SQL in MQL5 (V) . In the previous article, I showed how to proceed in order to add a query mechanism. This was needed so that, inside MQL5 code, you could fully use SQL and retrieve results when executing a SQL SELECT ... FROM query

Check out the new article: From Basic to Intermediate: Object Events (II) . In this article, we will look at how the last three types of events generated by an object work. Understanding this will be very interesting, because in the end we will do something that may seem crazy to many people, but it

Check out the new article: Community of Scientists Optimization (CoSO): Practice . We resume the topic of optimization by the scientific community. CoSO should not be viewed as a ready-made solution, but as a promising research platform. With proper development, CoSO can find its niche in tasks

New article MetaTrader 5 on macOS is published: We provide a special installer for the MetaTrader 5 trading platform on macOS. It is a full-fledged wizard that allows you to install the application natively. The installer performs all the required steps: it identifies your system, downloads and

Premium Discount Range Mapper : A lightweight educational MetaTrader 5 indicator that maps Premium, Equilibrium and Discount areas from a selected market range. Author: Talal N Z Aljarusha

Check out the new article: Market Microstructure in MQL5: Order Flow (Part 6) . This article adds six order-flow functions and a new OrderFlowAnalysis struct to MicroStructureFoundation.mqh: VPINOHLC, signed flow imbalance, trade intensity versus a 20-session baseline, a late-minus-early smart-money

Check out the new article: How to Detect and Normalize Chart Objects in MQL5 (Part 3): Alerting and Automated Trading from Manually Drawn Objects . This article extends the chart‑object detector into a modular monitoring and execution layer. It defines objective interaction rules (touch, cross

Check out the new article: Beyond GARCH (Part VI): Fractional Brownian Motion And The Multiplicative Cascade in MQL5 . This article implements the MMAR Simulation Engine that turns fitted parameters (H, distribution, coefficients, sample volatility) into synthetic price paths. It builds multifractal

Check out the new article: Price Action Analysis Toolkit Development (Part 74): Building an MQL5 Expert Advisor from Indicator Buffers . This article implements an MQL5 Expert Advisor that connects to a weekend gap indicator via iCustom and CopyBuffer, reading six buffers for buy/sell signals and

Check out the new article: Building a Traditional Point and Figure Indicator in MQL5 . This article implements a custom Point and Figure indicator in MQL5 that maps price movement into X/O columns using a fixed box size and three-box reversal logic. We define the base price, convert prices into box

New article Money management in trading has been published: We will look at several new ways of building money management systems and define their main features. Today, there are quite a few money management strategies to fit every taste. We will try to consider several ways to manage money based on

Check out the new article: A Practical Kalman Filter Price Smoother in MQL5: Adaptive Noise Estimation Without External Libraries . Fixed-weight moving averages introduce regime-insensitive lag. This work presents an adaptive scalar Kalman filter indicator in native MQL5 that estimates process noise

Check out the new article: Rolling Sharpe Ratio with Statistical Significance Bands in MQL5 . This article presents a custom MetaTrader 5 indicator that computes a rolling annualized Sharpe ratio and plots configurable z-score significance bands based on Lo's asymptotic standard error. It uses a

RealCost XAU Session Cost Snapshot MT5 : Open-source MT5 script that records XAUUSD/GOLD symbol settings, spread, tick value, contract size, volume step, stop/freeze levels, swap, and account context to the log and optional CSV. Author: Song Bo Zhong

Check out the new article: From Basic to Intermediate: Object Events (I) . In this article, we will look at three of the six events that MetaTrader 5 can generate when some change occurs to an object on the chart. These events are very useful from the standpoint of user interaction. This is because

Check out the new article: From Basic to Intermediate: Objects (III) . In today's article, we will look at how to implement a very attractive and interesting interaction system, especially for those who are just beginning to practice programming in MQL5. There is nothing fundamentally new here

Check out the new article: AI Trading Platform: Why MetaTrader 5 Is the Best Choice for Algorithmic Trading with Python, ONNX, and AI Assistant . MetaTrader 5 is well suited for AI trading because it combines market data, MQL5 development, Python research, ONNX models, Strategy Tester, VPS, and the

Check out the new article: Quantum Neural Network in MQL5 (Part II): Training a Neural Network with Backpropagation on ALGLIB Markov Matrices . The article presents an innovative quantum neural network architecture for algorithmic trading that combines the principles of quantum mechanics with modern

Check out the new article: Reimagining Classic Strategies (Part 19): Deep Dive Into Moving Average Crossovers . This article revisits the classic moving average crossover strategy and examines why it often fails in noisy, fast-moving markets. It presents five alternative filtering methods designed

Profit Concentration Analyzer : A native MQL5 script that measures how concentrated a strategy's profit is — whether the edge is broad or rests on a few lucky trades. It reads a per-trade CSV (Date,Profit) and reports the share of net profit from the largest trades, the Gini coefficient of the

Drawdown DNA Analyzer : A native MQL5 script that analyzes the structure of an account's drawdowns, not just the single "maximum drawdown" figure. It reads a daily equity curve (Date,DailyPnL CSV), rebuilds the underwater curve, and splits it into individual drawdown episodes with their depth

New article How to Post a Product in the Market is published: Publish your interesting applications in the Market, and they will be immediately available to all traders who use MetaTrader 5 worldwide. The Market is a great opportunity to earn, with an immediate transfer to the account and convenient

FVG Imbalance Marker Helper : A small educational MetaTrader 5 indicator that marks simple three-candle bullish and bearish Fair Value Gaps on the chart. Author: Talal N Z Aljarusha

SetSLByLoss - set Stop Loss on all open positions by target loss amount : Script to set Stop Loss on every open position based on a target loss in the account's currency (e.g. $50 per position). Works on any deposit currency and any forex symbol. Validates broker stops/freeze levels. Currency

Daily Range Tracker : Daily Range Tracker — Live Today's Range vs Average Daily Range Daily Range Tracker by Fox Wave (foxwavetrading.top) shows you, at a glance, how much of the symbol's typical daily movement has already happened today — helping you judge whether the day still has room to run or

Swap Meter : Swap Meter by Fox Wave (foxwavetrading.top) displays the live SELL and BUY swap rates for your current chart symbol in a clean, color-coded panel — and instantly alerts you the moment your broker changes either rate. Author: Zbynek Liska

Spread Meter : Spread Meter — Live Single-Symbol Spread Tracker with Max/Min Record Spread Meter by Fox Wave (foxwavetrading.top) is a sleek, single-symbol dashboard that displays the live spread of your current chart symbol in real time, while permanently recording the widest and tightest spread

RealCost Spread P95 Logger MT5 : Open source MT5 spread logger with average, p50, p90, p95, p99, maximum spread, alerts and CSV export. Author: Song Bo Zhong

Check out the new article: Forex Arbitrage Trading: A Matrix Trading System for Return to Fair Value with Risk Control . The article contains a detailed description of the cross-rate calculation algorithm, a visualization of the imbalance matrix, and recommendations for optimally setting the