Articles, Library comments - page 2

Check out the new article: Beyond the Clock (Part 4): Efficacy of Bars on Trending and Mean-Reversion Strategies . Does better return conditioning buy strategy performance? We hold bar count fixed across time, tick, tick-imbalance, and tick-runs on 60.5 million EURUSD ticks, then meta-label RSI

Check out the new article: Market Simulation: Position View (IV) . Here we will start bringing together different components or applications that were previously completely isolated from each other. Chart Trade, the mouse indicator, and the Expert Advisor had already been linked to one another, but

ASQ Safe Scalping v1.20 : A free, open-source breakout scalping Expert Advisor for MetaTrader 5 by AlgoSphere Quant. It implements a strict seven-condition entry system where every condition must align simultaneously before any trade is taken. Author: Muharrem Rogova

Check out the new article: From Basic to Intermediate: FileSave and FileLoad . In today’s article, we will look at several ways to work with the FileSave and FileLoad library functions. Although many people consider them of limited use because of certain limitations or difficulties they create in

Check out the new article: Trading Robot Based on a GPT Language Model . The article presents a complete implementation of TimeGPT, a specialized Transformer-based architecture for forecasting financial time series on the MetaTrader 5 platform. Adaptation of the attention mechanism to financial

T5Copier - MT 5 client to client Local trade copier : A local client to client trade copier with custom dashboard in C# and transport pipe in golang , complete src is provided in archive ( socket based ver ) ultra low latency Author: Amarnath Kondiyan Mohan

Check out the new article: Custom Indicator Workshop (Part 4) : Automating UT Bot Alerts into a Trading Expert Advisor . This article shows how to build an MQL5 Expert Advisor around the UT Bot Alerts indicator. The EA reads custom indicator signals via iCustom() and CopyBuffer(), evaluates entries

Check out the new article: Creating an Interactive Portfolio Analyzer Dashboard with CCanvas in MQL5 . This article presents a standalone Portfolio Analyzer dashboard implemented as an Expert Advisor for MetaTrader 5. It reads account deal history, reconstructs closed positions, and attributes

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

Check out the new article: Strategy Configuration via External JSON Files in MQL5: Replacing Input Parameters with a Runtime Config Loader . The article presents CJsonConfigLoader and a typed SStrategyConfig that move EA inputs to a shared JSON file. A hand-written, quote-aware tokenizer parses a

Check out the new article: Getting Started with MQL5 Algo Forge . We are introducing MQL5 Algo Forge — a dedicated portal for algorithmic trading developers. It combines the power of Git with an intuitive interface for managing and organizing projects within the MQL5 ecosystem. Here, you can follow

Check out the new article: From Option Chain to 3D Volatility Surface in MetaTrader 5 . This article walks through creating an MT5 indicator that ingests option chains from native symbols or CSV, inverts prices to implied volatility via a hybrid Newton–Raphson/bisection method, and assembles a clean

Check out the new article: N-BEATS Network-Based Forex EA . Implementation of the N-BEATS architecture for Forex trading in MetaTrader 5 with quantile forecasting and adaptive risk management. The architecture is adapted through bilinear normalization and specialized loss functions for financial

Check out the new article: Interactive Supply and Demand Zone Manager in MQL5 (Part III): Zone Analysis, Stateful Interaction, and Pending Event Management . We extend the stateful supply and demand framework for MetaTrader 5 with a quantitative admission model and a dedicated interaction engine

Check out the new article: Role of random number generator quality in the efficiency of optimization algorithms . In this article, we will look at the Mersenne Twister random number generator and compare it with the standard one in MQL5. We will also find out the influence of the random number

Market Miner : A multi strategy EA gold mine :) Author: Amarnath Kondiyan Mohan

Check out the new article: Persistence Entropy as a Market Regime Indicator in MQL5 . This article turns the verified TDA pipeline into a live MQL5 indicator. It reduces each price window to two persistence-entropy lines (H0 and H1), computes a normalized loop-strength metric with an adaptive

Check out the new article: Building an Object-Oriented Order Block Engine in MQL5 . The article presents a production-oriented Order Block engine for MQL5 packaged as an include class, it validates zones via displacement and market structure break, maintains mitigation state only on closed bars, and

Check out the new article: Encoding Candlestick Patterns (Part 4): Frequency Analysis for Double-Candlestick Structures . This article extends single-candlestick analysis to ordered double-candlestick patterns using an MQL5 script. The script encodes candles into symbols, extracts every consecutive

The Cronex T Demarker GF indicator: Variation of the DeMarker indicator Author: Sergey Kazachenko

Shved Supply and Demand: The indicator showing the supply and demand zones. Author: Vasyl Nosal

New article Order Strategies. Multi-Purpose Expert Advisor is published: This article centers around strategies that actively use pending orders, a metalanguage that can be created to formally describe such strategies and the use of a multi-purpose Expert Advisor whose operation is based on those

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

Institutional Ornstein-Uhlenbeck Equilibrium Matrix : An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion. Author: Amanda Vitoria De Paula Pereira

Check out the new article: Neural network trading EA based on PatchTST . The article presents the revolutionary architecture of PatchTST, a tailored transformer for financial time series analysis that breaks market data into 16-bar patches for efficient processing. We will discuss the full

MA Gauge Pro - AKM : Dynamic approach vastly outperforms relying on a single MA. Author: Amarnath Kondiyan Mohan

Shved Supply and Demand : This is MQL5 version of Shved Supply and Demand written by Shved and upgraded by eevviill7. Author: Behzad Movaghar

Aegis Quantum Lite : Educational MT5 Expert Advisor using completed-candle EMA 9/21 alignment and RSI 14 filtering, with fixed-lot execution and a compact black-and-gold dashboard. Author: Cheng Kah Seng

Alpha Beta Channel - AKM : 1. The Core Tracking Engine (Alpha-Beta Filter)At its core, the indicator utilizes an Alpha-Beta filter—a lightweight, steady-state version of a Kalman filter designed to track position and velocity.Predictive Calculation: Instead of simply averaging past prices like an

Check out the new article: From Python to MQL5: A Journey into Quantum-Inspired Trading Systems . The article explores the development of a quantum-inspired trading system, transitioning from a Python prototype to an MQL5 implementation for real-world trading. The system uses quantum computing