Articles, Library comments - page 2

Check out the new article: Price Action Analysis Toolkit Development (Part 69): Flag Pattern Detection in MQL5 . This article shows how to convert subjective flag recognition into reproducible MQL5 logic for live charts. It combines ATR-normalized pole strength, retracement limits, consolidation

Institutional Fourier Transform (DFT) Dominant Cycle Language: MQL5 : A digital signal processing (DSP) engine that applies the Discrete Fourier Transform (DFT) to market data, isolating the dominant cyclical frequency to project turning points and eliminate phase-lag. Author: Amanda Vitoria De

Asynchronous Institutional Trade Engine (Library) : A professional object-oriented MQL5 library designed for quantitative developers. It provides asynchronous order execution and dynamic slippage control to prevent terminal freezing during high-frequency algorithmic trading. Author: Amanda Vitoria

Institutional Harmonic Volumetric Gravity Center : A quantitative volume density engine utilizing weighted Harmonic Mean mathematics to eliminate arithmetic outliers and map the true institutional liquidity center of gravity. Author: Amanda Vitoria De Paula Pereira

Institutional GARCH(1,1) Volatility Forecaster : A predictive quantitative engine that replaces lagging retail ATR, it utilizes the Nobel-prize-winning GARCH(1,1) econometric model to mathematically forecast future market volatility and variance. Author: Amanda Vitoria De Paula Pereira

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

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

Institutional Anchored VWAP (Smart Money Benchmark) : The ultimate institutional benchmark tool for MT4. It accurately plots the Volume Weighted Average Price (VWAP) anchored to daily, weekly, or monthly sessions, including standard deviation bands for high-probability mean-reversion setups. Author

Stealth Trade Manager (Hidden SL/TP and Spread Protector) : A professional trade management utility that completely hides your Stop Loss and Take Profit levels from brokers. It features a Spread Protector to prevent virtual stop-outs during news events or daily rollovers. Author: Amanda Vitoria De

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 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

Institutional Kelly-VAPS Risk Engine (Library) : An object-oriented MQL5 library (.mqh) that replaces static retail risk models with institutional Volatility-Adjusted Position Sizing (VAPS) and Kelly Criterion mathematics. Author: Amanda Vitoria De Paula Pereira

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: RiskGate: Centralized Risk Management for Multiple EAs . Many MetaTrader 5 setups run several EAs on one account, so risk gets fragmented and correlated exposure slips through. The article introduces RiskGate, a centralized Service that evaluates EA intents account‑wide

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

New article Payments and payment methods is published: MQL5.community built-in services offer great opportunities both to MQL5 developers and ordinary traders with no programming skills. But all these features can't be implemented without in-house secure payment system, that provides a convenient

Close Profit Positions : Close Profit Positions Author: Volodymyr Bobal

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 16): Nested CV for Unbiased Evaluation . The article presents a V-in-V nested cross-validation pipeline for financial data that breaks leakage at three decision points: hyperparameter search, calibration, and final evaluation

Check out the new article: MQL5 Wizard Techniques you should know (Part 90): Fenwick Tree Money Management with 1D CNN in MQL5 . This article implements a Fenwick Tree (Binary Indexed Tree) for volume-aware money management inside an MQL5 Wizard Expert Advisor. We structure cumulative volume in

Check out the new article: Eagle Strategy (ES) . Eagle Strategy is an algorithm that mimics the eagle's two-phase hunting strategy: global search via Levy flights using Mantegna method, alternating with intense local exploitation using the firefly algorithm, a mathematically sound approach to

Pending Order: Pending Order is an order that will be executed if the price touches a point that we specify, in other words open pending order means ordering to open a position at a certain price level. So if price hits a predetermined level, then automatically we have an open trading positions...

Check out the new article: The Power of MetaTrader 5: From Step-by-Step Debugging to EX5 Protection in a Unified Environment . This article examines a comprehensive approach to developing trading algorithms: from project setup and logic debugging to protecting the finished product. We will explore

XANDER Grid XAUUSD : Bidirectional grid EA for Gold (XAUUSD). Ideal for ProCent accounts. Includes Daily Profit Target and Max Drawdown protection. Author: Cristhian Alexander Gaibor Cuasquer

Tick Speed Indicator : This indicator was created to see how long does it take to reach 100 ticks. So this indicator is a seconds / "centick" (centick = 100 ticks). It helps you trade orders flow. Author: Pablo Jaguanharo Carvalho Pinheiro

Channel Proximity Engine : A library to retrieve proximity signals for channel based indicators Author: Conor Mcnamara

Check out the new article: Beyond GARCH (Part II): Measuring the Fractal Dimension of Markets . Building on the partition function analysis from Part 1, this article deepens the theoretical foundation before completing the analytical pipeline. We first give a full treatment of the Hurst exponent

Check out the new article: Building AI-Powered Trading Systems in MQL5 (Part 9): Creating an AI Signal Dispatcher . We turn the MQL5 AI trading assistant into a dispatch-driven system that routes seven trading actions through a single central dispatcher. A line-based key-value protocol constrains AI

Check out the new article: Position Management: Safe Pyramiding with a Unified Stop in MQL5 . This article presents CPyramidEngine, a reusable MQL5 class that adds disciplined pyramiding to any Expert Advisor with about six lines of integration. The engine enforces three constraints: strictly

Check out the new article: Determining Fair Exchange Rates Using PPP and IMF Data . Building a purchasing power parity (PPP)-based exchange rate analysis system using Python. The author developed an algorithm with 5 methods for calculating fair exchange rates using IMF data. A practical guide to

Check out the new article: Building an Object-Oriented ONNX Inference Engine in MQL5 . This article shows how to run Python-trained models natively in MetaTrader 5 via the terminal's ONNX functions. We build an MQL5 class that encapsulates session creation, fixes input/output tensor shapes, applies