Articles, Library comments - page 2

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: Larry Williams Market Secrets (Part 6): Measuring Volatility Breakouts Using Market Swings . This article demonstrates how to design and implement a Larry Williams volatility breakout Expert Advisor in MQL5, covering swing-range measurement, entry-level projection

Check out the new article: The Dragonfly Algorithm (DA) . In this article, we will examine the Dragonfly Algorithm (DA), inspired by the collective behavior of dragonflies in nature — their ability to coordinate flight in a swarm, avoid collisions, follow prey, and evade predators. Let's look at how

Stormbreaker ADX - Supertrend and DMI Trend EA : Trend-following Expert Advisor for MetaTrader 5 combining Supertrend direction with ADX and DI confirmation. Uses an ATR-based stop loss and risks up to 0.5% of equity per trade. Author: Francesc Jordi Mallol Nolden

ImpulseCandle - impulse bar marker with ATR body filter and volume confirmation : Marks impulse candles: body at least ATR x multiplier, body at least a set share of the candle range, close near the extreme, optional tick volume confirmation. Green arrow below a bullish impulse, red above a bearish

Check out the new article: Combining LLM, CatBoost, and Quantum Computing into a Unified Trading System . The article proposes a synthesis of new technologies to overcome the limitations of classical indicators in market data analytics. It shows how language models and quantum encoding can reveal

New article MetaTrader 5 on Linux is published: In this article, we demonstrate an easy way to install MetaTrader 5 on popular Linux versions — Ubuntu and Debian. These systems are widely used on server hardware as well as on traders’ personal computers. Author: MetaQuotes

PropGuard - account risk manager for prop firm accounts : Account level risk guard for prop firm accounts. One copy on any chart watches every position on the account, closes everything when the daily loss or maximum loss limit is hit, caps lot size and can flatten around high impact news. Logs

NeonDesk - Neon Manual Trading Panel with Multi-Timeframe Bias : Draggable on-chart manual trading panel with multi-timeframe bias, ATR SL/TP hints, a trailing stop and one-click BUY/SELL/CLOSE ALL. Author: Kobus Oosthuizen

Multi BuyOrders : To assist traders who wish to open multiple buy orders quickly, a script file has been developed that allows them to execute a large number of trades with just one command. The default take profit and stop loss values are set in 5-digit broker format, but for traders using a

Check out the new article: Angular Analysis of Price Movements: A Hybrid Model for Predicting Financial Markets . What is angular analysis of financial markets? How to use price action angles and machine learning to make accurate forecasts with 67% accuracy? How to combine a regression and

Check out the new article: Drawdown Duration Analysis Indicator in MQL5 . We build a drawdown analytics dashboard that derives the equity curve from deals and finds every episode's depth and recovery duration. Results appear on a CCanvas timeline spaced by point index with alternating bold

Check out the new article: Testing for Residual Autocorrelation with the Ljung-Box Portmanteau Test in MQL5 . A complete MQL5 implementation of the Ljung-Box test helps verify independence in trading data and fitted-model residuals. It computes sample autocorrelations, the Q statistic over selected

Check out the new article: Neural Networks in Trading: The Adaptive Graph Diffusion Model (Conclusion) . In this article, we conclude our work on building the SAGDFN framework using MQL5, summarizing the development process and presenting the results of its practical testing. Let's combine the

Check out the new article: Building a Dynamic and Customizable Table in MQL5 . This article presents a reusable CTable class for building chart-based tables in MQL5. It covers table architecture, creation and destruction of objects, coordinates and sizing, cell properties, horizontal/vertical

ATS Confirmed Swings - non-repainting swing highs and lows : Marks swing highs and lows only after N closed bars have confirmed them, so a drawn swing never moves or disappears. Author: Andrea Michelon

Check out the new article: Building AI-Powered Trading Systems in MQL5 (Part 11): Optimizing the UI with Frame Throttling and Partial Rendering . We optimize an MQL5 canvas interface to stay responsive under rapid input without changing its appearance. The article adds a direct-buffer canvas for

Check out the new article: Practical Modules from Other Languages in MQL5 (Part 07): The OS Module from Python . This article introduces a lightweight OS-like helper for MQL5 that streamlines file and path operations using a Python-inspired interface. We implement getcwd, listdir, scandir with

Check out the new article: From Delta-Space Quotes to the FX Volatility Smile: Garman-Kohlhagen and the Convention Problem . FX options are quoted in delta space, not by strike. This article implements an FX-native smile tool for MetaTrader 5: it converts ATM, risk reversal and butterfly quotes into

Check out the new article: Uncertainty as a Model (Part 1): Random Variables — The Language of Uncertainty . The article provides a systematic overview of the theory of random variables, which serves as the basis for analyzing and modeling uncertainty in financial markets. The article covers the

CME Gap Tracker for Gold and Bitcoin: Open Gaps, Fill Rate and a Fade-Trade Test : Finds the weekend CME gap on gold and on 24/7 Bitcoin charts, keeps every unfilled gap on the chart until price returns to it, and shows how often gaps filled, how fast, how far price ran first, and what fading them

Turtle Breakout Indicator Tested on Gold: Profitable in 2025 and 2026 (70) : Turtle-style Donchian breakouts on gold, followed with three exits at once: an ATR trailing stop, the Turtle exit channel and a fixed target. Backtested on XAUUSD H1 and H4 in 2025 and 2026, where all twelve combinations

PulseStrike Scalper - Statistical Burst Detection EA : PulseStrike Scalper - Statistical Burst Detection EA Author: Rana Ali

SMC Gold: Liquidity Sweep and Order Block EA for XAUUSD M15 : An intraday Smart Money Concepts EA for gold. It waits for price to sweep a recent swing high or low, confirms the reversal with a close through the sweep candle's body, and trades only with the H1 trend. Backtested on XAUUSD M15 over

Asian Range Sweep Indicator with a Built-In Win Rate Scorecard : Marks the Asian session range, signals when London or New York sweeps one side of it and reverses, and keeps a scorecard of how every past signal ended in R, spread included. Non-repainting, with buffers ready for an Expert Advisor

Check out the new article: The Mathematics of Volatility: Why the GRI Indicator Deserves to Return to Your Trading Terminal . The article focuses on the Gopalakrishnan Range Index (GRI/ROCI), which quantitatively assesses the market's "degree of chaos" using the logarithm of the closing price range

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

Check out the new article: Building a Swing-Based Volume Profile Indicator in MQL5 . This article presents a swing-based volume profile indicator in MQL5 that analyzes platform tick volume within completed high-to-low and low-to-high legs. It confirms swing points, partitions each leg's range into

Check out the new article: Automating Trading Strategies in MQL5 (Part 53): Double Top and Double Bottom Reversal Model . We build an MQL5 program that detects and trades Double Top and Double Bottom patterns from confirmed swing pivots with rule-based logic. The detector matches peaks within a

Check out the new article: Did Your Scale Outs Actually Help? A Scale Out Value Analyzer in MQL5 . The article presents an MQL5 tool that tests whether scaling out improved results rather than only appearing disciplined. It reconstructs positions from closing-deal history and reprices the full