Articles, Library comments - page 2

Check out the new article: Integrating Computer Vision into Trading in MQL5 (Part 2): Extending the Architecture to 2D RGB Image Analysis . Computer vision for trading: how it works and how to develop it step by step. We create an algorithm for recognition of RGB images of price charts using the
Check out the new article: Larry Williams Market Secrets (Part 11): Detecting Smash Day Reversals with a Custom Indicator . We convert Larry Williams’ Smash Day reversal rules into a practical MQL5 indicator that flags confirmed setups with arrows. Step by step, the text shows buffer binding, plot
BGC Grid EA : Regime-adaptive grid EA with three operating modes (BGT/TGT/MGT), ATR-dynamic spacing, CUSUM change-point detection, equity-based cycle management, and a full CSV diagnostics pipeline. Based on the Bi-Directional Grid Constrained (BGC) stochastic process research by Taranto & Khan
Fibonacci Confluence Zone Finder - Multi-Swing Clusters : Draws Fibonacci from multiple swing points and finds overlap zones where multiple Fib levels cluster. Confluence zones are dramatically stronger than single levels. Author: Kestutis Balciunas
Check out the new article: Camel Algorithm (CA) . The Camel Algorithm, developed in 2016, simulates the behavior of camels in the desert to solve optimization problems, taking into account temperature, supply, and endurance. This article also presents a modified version of the algorithm (CAm) with
Daily Risk Monitor Lite : Daily Risk Monitor Lite is a lightweight MetaTrader 5 indicator that displays daily realized P/L, floating P/L, daily total, current drawdown, and color-based risk status directly on the chart. It is a read-only monitoring tool and does not close trades or block trading
Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 11): Kelly Criterion, Prop Firm Integration, and CPCV Dynamic Backtesting . The bet-sizing signal from Part 10 is concurrency-corrected but carries no payoff-ratio adjustment, no response to a hard drawdown budget, and no
HTF_Reversal_Divergences : A multi_timeframe indicator which features RSI divergence. + Buy/Sell signals Inspired from trading view. Author: Hammad Dilber
Machine Learning Supertrend : A machine-learning inspired approach towards trending regimes. Providing accurate signals and backtest confidence built-in Author: Hammad Dilber
L1 Trend Filter Demo : The script shows the usage of L1 Trend Filter methods in MQL5 for float and double vectors on random walk simulated data. Author: Quantum
Check out the new article: Foundation Models in Trading: Time Series Forecasting with Google's TimesFM 2.5 in MetaTrader 5 . Time series forecasting in trading has evolved from traditional statistical models (like ARIMA) to deep learning approaches, but both require heavy tuning and training
Check out the new article: Hilbert-Schmidt Independence Criterion (HSIC) . The article discusses the non-parametric HSIC (Hilbert-Schmidt Independence Criterion) statistical test designed to identify linear and non-linear dependencies in data. Implementations of two algorithms for calculating HSIC
Check out the new article: Automating Market Entropy Indicator: Trading System Based on Information Theory . This article presents an EA that automates the previously introduced Market Entropy methodology. It computes fast and slow entropy, momentum, and compression states, validates signals, and
Check out the new article: MQL5 Trading Tools (Part 27): Rendering Parametric Butterfly Curve on Canvas . In this article, we explore the butterfly curve, a parametric mathematical equation, and render it visually on a MQL5 canvas. We build an interactive display with a draggable, resizable canvas
Check out the new article: Applying L1 Trend Filtering in MetaTrader 5 . This article explores the practical application of L1 trend filtering in MetaTrader 5, covering both its mathematical foundations and usage in MQL5 programs. The L1 filter enables extraction of piecewise-linear trends that
Check out the new article: Account Audit System in MQL5 (Part 1): Designing the User Interface . This article builds the user interface layer of an Account Audit System in MQL5 using CChartObject classes. We construct an on-chart dashboard that displays key metrics such as start/end balance, net
Check out the new article: Overcoming Accessibility Problems in MQL5 Trading Tools (Part III): Bidirectional Speech Communication Between a Trader and an Expert Advisor . Build a local, bidirectional voice interface for MetaTrader 5 using MQL5 WebRequest and two Python services. The article
Check out the new article: Hidden Markov Models in Machine Learning-Based Trading Systems . Hidden Markov Models (HMMs) are a powerful class of probabilistic models designed to analyze sequential data, where observed events depend on some sequence of unobserved (hidden) states that form a Markov
New article Creating Expert Advisors Using Expert Advisor Visual Wizard is published: Expert Advisor Visual Wizard for MetaTrader 5 provides a highly intuitive graphical environment with a comprehensive set of predefined trading blocks that let you design Expert Advisors in minutes. The click, drag
OHLCMTF Scalper EA - Multi-Timeframe Price Action : A strict Multi-Timeframe Price Action Expert Advisor that trades based on precise OHLC conditions across different timeframes simultaneously. It features pending order entries, role reversals, and dynamic risk management without using any lagging
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
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: Using the MQL5 Economic Calendar for News Filtering (Part 1): Implementing Pre- and Post-News Windows in MQL5 . We build a calendar‑driven news filter entirely in MQL5, avoiding web requests and external DLLs. Part 1 covers loading and caching events, mapping them to
Check out the new article: Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases . In part 2, we extend the news filter to protect existing positions during news events. Instead of closing trades, we temporarily remove stop-loss and take-profit
Keltner Channel + Breakout Signal : Keltner Channel + Breakout Signal Author: namakulabu
XANDER Adaptive Cross : Two adaptive moving averages that read the market differently. Crossovers signal trend shifts. Author: Cristhian Alexander Gaibor Cuasquer
Check out the new article: Unified Validation Pipeline Against Backtest Overfitting . This article explains why standard walkforward and k-fold CV inflate results on financial data, then shows how to fix it. V-in-V enforces strict data partitions and anchored walkforward across windows, CPCV purges
Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 2): Labeling Financial Data for Machine Learning . In this second installment of the MetaTrader 5 Machine Learning Blueprint series, you’ll discover why simple labels can lead your models astray—and how to apply advanced
Market Clock Pro : Candle countdown HUD with trading sessions (UTC), live spread and anomaly detection, daily range vs ADR, and market-closed state with reason (holiday / weekend / session). Holidays calendar included for seven major markets. Author: Marcelo Alejandro Borasi
Easy Range Breakout EA - MT5 : This EA implements a range breakout trading strategy. It calculates a price range between start and end times defined by the user, draws a visual rectangle on the chart to mark the high and low of that range, and then monitors price action after the range closes. If