Articles, Library comments - page 2

Check out the new article: The MQL5 Standard Library Explorer (Part 11): How to Build a Matrix-Based Market Structure Indicator in MQL5 . Learn to engineer an MQL5 indicator that converts trend, momentum, and volatility into a single raw score using a matrix.mqh (ALGLIB). The article covers a

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 15): How to Calibrate Profit-Taking and Stop-Loss Targets from Synthetic Data . This article applies the Optimal Trading Rule from AFML Chapter 13 to set profit targets and stop-losses without in-sample calibration. We model

Check out the new article: Event-Driven Architecture in MQL5: How to Turn an Expert Advisor into a Full-Fledged Trading System . The article is dedicated to the event-driven architecture in MQL5 and describes the transition from the monolithic OnTick model to distributed processing. We will consider

Check out the new article: MetaTrader 5 and the MQL5 Economic Calendar: How to Turn News into a Reproducible Trading System . The article presents a systematic approach to news trading in MetaTrader 5 using the built-in economic calendar: data structure, API functions, time synchronization rules

Period Converter Mod : An analogue of Period Converter in MT4 Author: Aleksandr Slavskii

Aura Heiken Ashi : Advanced smoothed Heiken Ashi indicator featuring automated Supply & Demand zones, EMA trend filtering, and multi-indicator momentum confirmation for high-precision trading. Author: Ilham Hijrah Saputra

New article Exploring Trading Strategy Classes of the Standard Library - Customizing Strategies is published: This article is intended for novice/beginner users who want to approach some kind of customization with functionality and without writing an EA from scratch. In MetaTrader 5 we have a great

New article MQL5.community - User Memo is published: In this article we have prepared some hands-on tips that will help you to get accustomed in MQL5.community and to take full advantage of it's available features. Author: MetaQuotes Software Corp

XANDER Pulse Candles : Color your candles by momentum state. Four bias levels + neutral — built for dark charts. Author: Cristhian Alexander Gaibor Cuasquer

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

Breakout Rhonchus PRO : Breakout Rhonchus PRO is a professional non-repaint MT4 indicator designed to detect high-probability breakout momentum opportunities using EMA Tunnel analysis, EMA200 trend filtering, CCI momentum confirmation, and ATR volatility filtering. Author: Ilham Hijrah Saputra

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

ZigZag Fibo : Original ZigZag MT4 with added automatic fibonacci Author: Cahyo Hadi Prasetyo

Institutional Shannon Entropy (Predictability Index) : A quantitative Information Theory engine that calculates the Shannon Entropy of price distribution to mathematically measure market randomness and algorithmic predictability. Author: Amanda Vitoria De Paula Pereira

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 14): Transaction Cost Modeling for Triple-Barrier Labels in MQL5 . The article replaces hardcoded cost assumptions in triple-barrier labeling with measured inputs. An MQL5 script captures spread distribution, swap rates, and

Check out the new article: MQL5 Trading Tools (Part 30): Class-Based Tool Palette Sidebar . We refactor the Tools Palette from a flat, function-based panel into a modular, class-driven sidebar in MQL5. The design introduces supersampled canvas rendering for anti-aliased shapes, theme control, a

Check out the new article: Beyond the Clock (Part 1): Building Activity and Imbalance Bars in Python and MQL5 . The article replaces clock-based sampling with López de Prado's alternative bar types and provides two aligned implementations: a unified Python module for batch tick histories and an

Check out the new article: Market Microstructure in MQL5: Robust Foundation (Part 1) . This article builds the foundation layer of a twelve-part MQL5 market microstructure toolkit. It implements guarded math helpers (SafeDivide, SafeLog, SafeSqrt, SafeExp, SafeTanh), robust data validation

Check out the new article: Three MACD Filters on US_TECH100: Five Years of Broker Data . This article tests three common filters on a standard MACD crossover for US_TECH100 H1 using five years of broker-native data. Filters are layered incrementally: regime, higher timeframe (HTF) alignment, and US

Check out the new article: Engineering Trading Discipline into Code (Part 5): Account-Level Risk Enforcement in MQL5 . We introduce an MQL5 discipline engine that enforces risk consistently at the account level. It continuously scans positions from any source, validates SL/TP, equity-based exposure

Check out the new article: Building an Object-Oriented FVG Scanner in MQL5 . Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC

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

MyRsi : MyRsi - by John Ehlers : metatrader 4 version Author: Mladen Rakic

Check out the new article: Neural Networks in Trading: Integrating Chaos Theory into Time Series Forecasting (Attraos) . The Attraos framework integrates chaos theory into long-term time series forecasting, treating them as projections of multidimensional chaotic dynamic systems. Exploiting

LotSize Calculation : This is a simple script file to compute lot size either using risk percentage approach or the actual amount to risk. Author: Daniel Opoku

Check out the new article: How to implement AutoARIMA forecasting in MQL5 . This article presents an MQL5 implementation of AutoARIMA that builds ARIMA models without manual tuning. It estimates d via a variance-based heuristic, fits ARMA(p,q) by gradient optimization with Adam, and selects p and q

Check out the new article: Graph Theory: Heuristic Search Algorithm (A-Star) Applied in Trading . The article applies the A* heuristic to market structure by modeling validated swing highs and lows as graph nodes and weighting edges with ATR‑normalized distance, spread, and noise penalties. The

GlowTrend Pro : A sleek, color-changing trend follower based on adaptive moving averages with real-time reversal glow signals. Author: Ilham Hijrah Saputra

Check out the new article: MQL5 Wizard Techniques you should know (Part 88): Using Blooms Filter with a Custom Trailing Class . Our next focus in these series on ideas that can be rapidly prototyped with the MQL5 Wizard, is a Custom Trailing class that uses the Blooming Filter. Trailing Stop systems

VR Rsi Robot is a multi-timeframe trading strategy : Just two timeframes — H1 and D1 — work synchronously to filter out the noise and capture only strong RSI reversals from overbought and oversold zones. No random entries, only a clear confirmation of the direction from the "big brother." Author