Articles, Library comments - page 2

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

Check out the new article: Price Action Analysis Toolkit Development (Part 68): Price-Attached RSI Panel in MQL5 . We present a chart-embedded RSI panel that removes the need for a separate window by attaching momentum directly to live price. The article explains the design and MQL5 code: real-time

Check out the new article: Feature Engineering for ML (Part 2): Implementing Fixed-Width Fractional Differentiation in MQL5 . This article delivers a production-grade MQL5 implementation of fixed-width fractional differentiation for live MetaTrader 5 feeds. We introduce a header-only CFFDEngine that

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

Check out the new article: From CPU to GPU in MQL5: A Practical OpenCL Framework for Accelerating Research, Optimizations, and Patterns . Find out how to build a practical CPU-to-GPU migration path in MQL5 using OpenCL. We will focus on context initialization, buffer organization, large batches

Easy Range Breakout EA - MT5 : This EA implements a range breakout trading strategy. It calculates a price range between start and end times defined by the user, draws a visual rectangle on the chart to mark the high and low of that range, and then monitors price action after the range closes. If

Report by Magic and currency MT5 indicator for account PNL and trade statistics exported to CSV : Exports comprehensive trading statistics to a CSV file. Author: Marco

Check out the new article: Stress Testing Trade Sequences with Monte Carlo in MQL5 . A backtest shows only one path among many possible outcomes. This MQL5 script performs 1000 bootstrap Monte Carlo resamples of a trade P&L series, draws a percentile fan chart on the chart via CCanvas, and reports

Swap Fee Monitor Panel : Real-time swap & rollover monitor panel for all MarketWatch symbols. Displays long/short swap rates, daily and weekly costs per lot with color-coded values. Author: Kayode Michael Oyetunde

Check out the new article: Algorithmic Trading Without the Routine: Quick Trade Analysis in MetaTrader 5 with SQLite . The article presents a minimal working set for maintaining a trading journal in MQL5 using SQLite: a table structure for trades, signals, and events, indices, prepared statements

New article How to Post a Product in the Market is published: Publish your interesting applications in the Market, and they will be immediately available to all traders who use MetaTrader 5 worldwide. The Market is a great opportunity to earn, with an immediate transfer to the account and convenient

Institutional StatArb and Cointegration Spread Z-Score : A quantitative multi-asset oscillator designed for Statistical Arbitrage (Pairs Trading), it calculates the logarithmic spread between two correlated assets and measures its Z-Score to identify risk-neutral mean-reverting opportunities

HTF_Reversal_Divergences : A multi_timeframe indicator which features RSI divergence. + Buy/Sell signals Inspired from trading view. Author: Hammad Dilber

Chart Water Mark : Chart Water Mark Transform your MetaTrader 5 charts to look as elegant and professional as TradingView. Author: Robby Suhendrawan

Check out the new article: Python + MetaTrader 5: Fast Research Framework for Data, Features, and Prototypes . The article demonstrates how Python and MetaTrader 5 integration combines research flexibility and trade execution into a single workflow. Python is used for data analysis, feature

Correlation Matrix Heatmap with Interactive Dashboard : Interactive Correlation Heatmap using high-performance MQL5 matrix functions. > Features a draggable, minimizable dashboard with instant multi-timeframe switching and a vivid 5-band color scale for real-time currency relationship analysis

Check out the new article: Integrating Hidden Markov Models in MetaTrader 5 . In this article we demonstrate how Hidden Markov Models trained using Python can be integrated into MetaTrader 5 applications. Hidden Markov Models are a powerful statistical tool used for modeling time series data, where

Weekend Gap Statistics and Distribution Analyzer : The Weekend Gap Statistics & Distribution Analyzer is a purely analytical MQL5 indicator designed to evaluate the historical behavior of weekend price gaps. It scans chart data to calculate gap closure rates and measures the adverse excursion

Check out the new article: Building Volatility Models in MQL5 (Part II): Implementing GJR-GARCH and TARCH in MQL5 . The article implements GJR-GARCH and TARCH in an MQL5 volatility library and explains why asymmetry improves on standard ARCH/GARCH. It covers model formulation, parameterization, and

Check out the new article: CFTC Data Mining in Python and Building an AI Model . Let's try mining CFTC data, downloading COT and TFF reports via Python, connecting all this with MetaTrader 5 quotes and an AI model, and get forecasts. What are COT reports in the Forex market? How to use COT and TFF

Check out the new article: Building a Liquidity Spectrum Volume Profile Indicator in MQL5 . Build a Liquidity Spectrum Volume Profile in MQL5 that allocates volume to equal price bins over a chosen lookback using candle close prices. The guide covers data retrieval with copy functions, binning and

MTF Confluence Board : A multi-timeframe analysis panel that evaluates four classic signal engines — Stochastic, fast vs slow RSI, fast CCI and slow CCI — across nine timeframes from M1 to MN1. Each engine returns BUY, SELL or WAIT, and the panel sums them into a per-timeframe verdict. Optional

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

Self-Aware Trend System : Self-Aware Trend System (SATS) is an advanced MQL5 indicator that combines an adaptive SuperTrend engine with a Trend Quality Index (TQI) dashboard, offering dynamic signal detection, risk management levels, and self-learning calibration for smarter, more reliable trade

Forex Calculators : Margin Calculator, Point Value Calculator, Profit Calculator and Swap Calculator. Author: amrali

Machine Learning Supertrend : A machine-learning inspired approach towards trending regimes. Providing accurate signals and backtest confidence built-in Author: Hammad Dilber