Articles, Library comments - page 2

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

ASQ Session Manager : Institutional-grade forex session detection and analysis library for MetaTrader 5. Author: Muharrem Rogova

Check out the new article: Developing a robot in Python and MQL5 (Part 1): Data preprocessing . Developing a trading robot based on machine learning: A detailed guide. The first article in the series deals with collecting and preparing data and features. The project is implemented using the Python

Smart Trend Follower : This EA is designed to automatically follow market trends using signals from the Moving Average and Stochastic Oscillator indicators. The EA detects buy and sell signals by utilizing MA crossovers and confirms the trend with Stochastic. Additionally, the EA includes automatic

Check out the new article: Fractal-Based Algorithm (FBA) . The article presents a new metaheuristic method based on a fractal approach to partitioning the search space for solving optimization problems. The algorithm sequentially identifies and separates promising areas, creating a self-similar

Basket Manager EA : This EA is meant to impose a few rules to manage baskets. Author: Yashar Seyyedin

Check out the new article: MQL5 Wizard Techniques You should know (Part 86): Speeding Up Data Access with a Sparse Table for a Custom Trailing Class . We revamp our earlier articles on testing trade setups with the MQL5 Wizard by putting a bit more emphasis on input data quality, cleaning, and

Check out the new article: GoertzelBrain: Adaptive Spectral Cycle Detection with Neural Network Ensemble in MQL5 . GoertzelBrain combines Goertzel spectral analysis with an online‑trained neural network ensemble to convert cycle features into a directional confirmation signal. The indicator builds a

VR Locker Lite - Trading strategy based on a positive lock : Works using a positive lock; the trading robot creates one positive lock, and the trader decides what to do with it. Author: Vladimir Pastushak

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

Hello, My article "The Science of Round Numbers: Implementing String-Based Liquidity Detection in MQL5" has been stuck in the " Ready for proofreading " status for more than 20 days. ​I have tried contacting Service Desk but received no specific update. Could a moderator please check if there is

Check out the new article: Feature Engineering for ML (Part 1): Fractional Differentiation — Stationarity Without Memory Loss . Integer differentiation forces a binary choice between stationarity and memory: returns (d=1) are stationary but discard all price-level information; raw prices (d=0)

Check out the new article: Formulating Dynamic Multi-Pair EA (Part 8): Time-of-Day Capital Rotation Approach . This article presents a Time-of-Day capital rotation engine for MQL5 that allocates risk by trading session instead of using uniform exposure. We detail session budgets within a daily risk

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 12): Probability Calibration for Financial Machine Learning . Tree-based classifiers are typically overconfident: true win rates near 0.55 appear as 0.65–0.80 and inflate position sizes and Kelly fractions. This article

Terminator_v2.0 : Initial position opens by indicator signals (there are six variants). If loss position occurs, adding with the increasing lot performs Author: Дмитрий

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

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

Breaker Block Detector MT4 - Smart Money ICT : Detects breaker blocks — order blocks that failed and flipped polarity. Bullish OB broken down becomes bearish breaker (and vice versa). Author: Kestutis Balciunas

Indicator of Trading Sessions: The indicator shows the beginnings and the ends of three trading sessions: Asian, European, and American. Author: Igor Kim

MD5 Hash : Calculation of 32 digit string MD5-hash from transmitted byte array Author: O_o

Candle Body Ratio : An original indicator designed to analyze price action and provide buy/sell signals. Author: Hammad Dilber

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

BEC Trade Breakeven Trail Manager : BEC is an advanced trade management Expert Advisor designed to automate breakeven, trailing stop, and position control — all from a powerful on-chart dashboard. Author: Shafiq Ur Rehman Siddiqui

Check out the new article: Launching MetaTrader VPS: A step-by-step guide for first-time users . Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for

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 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

Check out the new article: Chaos optimization algorithm (COA): Continued . We continue studying the chaotic optimization algorithm. The second part of the article deals with the practical aspects of the algorithm implementation, its testing and conclusions. In the previous article , we introduced

The Expert Advisor based on 2 lines of the Moving Average: The Moving Average indicator values are used for trading. If the fast Moving Average line is above the slow Moving Average line, and the distance between these two lines is greater than specified, then a buy order is opened. The opposite...

Price prediction by Nearest Neighbor found by a weighted correlation coefficient : The main disadvantage of the classical Nearest Neighbor algorithm (see an examplary implementation in https://www.mql5.com/en/code/133 ) is that all prices within a pattern are treated equally. In other words, it

Hon APS Advanced Pattern Scanner with DOM and News Integration : Hon-APS (Advanced Pattern Scanner) is a sophisticated, open-source Expert Advisor for MT5. Unlike typical retail bots relying on lagging indicators, Hon-APS trades structural breakouts backed by quantitative Order Flow algorithms. It