Articles, Library comments - page 26

Check out the new article: Integrating AI into 3 Smart Money Concepts (SMC): OB, BOS, and FVG . This guide integrates a trained XGBoost model (ONNX) into an SMC EA to evaluate trade setups before execution. The Python pipeline labels historical XAUUSD events and produces a 12-feature representation

Check out the new article: MQL5 Bootstrap (III): Simplified Functions for Working with News . This article presents a unified news model and a set of reusable MQL5 classes for working with the MetaTrader 5 Economic Calendar. You will retrieve, filter, and cache events by time, currency, country, and

Check out the new article: Self Optimizing Expert Advisors in MQL5 (Part 18): Time Lagged Independent Components Analysis . We evaluate blind source separation for market noise control using FastICA applied to SMA-filtered, time-lagged OHLC features. The study compares classical and surrogate

Swing High Low - Non-Repainting Pivots with Push/Email Alerts : Marks non-repainting swing highs and lows using configurable LeftBars / RightBars pivots. Sends push and email alerts on each new confirmed swing. Author: Hirpara Sahil Jivanbhai

Check out the new article: Differential Search Algorithm (DSA) . The article discusses the Differential Search Algorithm (DSA), which simulates the migration of a superorganism in search of optimal living conditions. The algorithm uses a Gamma distribution to generate a pseudo-stable random walk and

Check out the new article: Neural Networks in Trading: Probabilistic Time Series Forecasting (K2VAE) . We invite you to explore the original implementation of the K²VAE framework — a flexible model capable of linearly approximating complex dynamics in latent space. This article demonstrates how to

Check out the new article: Training Neural Networks on Oscillators Without Look-Ahead Bias . The article describes an approach to trade labeling using oscillators for machine learning models. This eliminates look-ahead bias. It has been shown that this type of labeling does not lead to model

AAPL cfd - ORB strategy : Using ORB strategy on AAPL cfd Author: Andrew Pun Magar

Dynamic Session Range Sweep Detector with Liquidity Zone Marking : Tracks the Asian, London, and New York session ranges, locks each one at session close, and flags true liquidity sweeps — a wick that pierces a locked high or low and closes back inside it — with an arrow signal and a shaded reaction

New article How to Test a Trading Robot Before Buying it from MQL5 Market is published: MQL5 Market allows you to test a trading robot and its features before buying it. Every Expert Advisor offered in MQL5 Market comes with a demo version that can be tested in the Strategy Tester . It is quite

Check out the new article: Building a Basket Order Manager in MQL5 for Correlated Position Groups . The article's system introduces CBasketManager: positions are grouped by a comment‑based basket ID, analyzed as a single snapshot, and controlled with a unified equity stop. CBasketScanner computes

Check out the new article: Foundation Models for Trading (Part II): Decoding, Autoregression, and an Exact KV-Cache . We complete the native MQL5 port of Kronos: the decoder, the predictor's decode_s1 and decode_s2 stages with their cross-attention traps, and the autoregressive loop that produces a

Check out the new article: Making Custom Indicators for Beginners (Part 1): SuperTrend Indicator . This article builds a robust SuperTrend indicator in MQL5 using ATR-based bands, a ratchet mechanism, and strict series indexing to avoid silent recursion errors and repainting on closed bars. We walk

Check out the new article: Developing a Terminal Manager (Part 3): Getting Account Information and Adding Configuration . We are adding to our web application the ability to retrieve and display information about the terminal instances’ trading accounts, including balance, profit, connection status

Session Sweep Reversal Detector : arks the prior session's high/low and flags liquidity sweeps that reverse back inside the range within a set number of bars." — category Other, or Trend if you'd rather group it that way. Author: Adeolu Kayode Gbadebo

Check out the new article: Feature Engineering for ML (Part 13): Trend-Scanning Features in Python . Trend-scanning supports both forward and backward windows, and the labeling default is unsafe for features: it looks ahead and boosts next-bar agreement well above chance on random walks. We provide

Check out the new article: Neural Networks in Trading: Adaptive Periodic Segmentation (Conclusion) . We invite you to dive into the exciting world of LightGTS — a lightweight yet powerful framework for time-series forecasting, where adaptive convolution and RoPE encoding are combined with innovative

Check out the new article: Bonobo Optimizer (BO) . The article presents the implementation and analysis of the Bonobo Optimizer algorithm, which is based on the unique behavioral characteristics of bonobos — their dynamic fission-fusion social structure and three mating strategies. What interesting

Day Trader Dashboard : The Day Trader Dashboard is a Bloomberg-style visual panel for MetaTrader 5 that tracks an intraday price range and flags when price is inside it (fade zone) or has broken out of it. It doesn't place trades — it's a decision-support overlay that computes the range High/Low

Check out the new article: Low-Frequency Quantitative Strategies in MetaTrader 5 (Part 5): Pre-Backtest Evaluation of Machine-Learning-Generated Signals Through Formulaic Alphas . The article shows how to evaluate machine-learning alphas before a full backtest by expressing them as formulaic alphas

Check out the new article: Building a Crosshair Volume Profile Indicator in MQL5 . We implement an interactive Crosshair Volume Profile indicator in MQL5 for MetaTrader 5. Using a right-click-and-drag crosshair, you select a chart region; the indicator then builds adaptive price bins, accumulates

Check out the new article: Building a Dynamic ATR-Based Trend Channel Indicator in MQL5 . This article develops a dynamic ATR-based trend channel indicator in MQL5 that responds to current market volatility. It derives True Range, applies a two-step ATR smoothing, and constructs adaptive upper and

BestInterval : The library for calculating the best trading interval. Author: fxsaber

Check out the new article: Enhancing the MQL5 Portfolio Analyzer Dashboard: Active Mitigation, Data Exports, and AI Integration . This article delivers active drawdown monitoring, automated mitigation rules, Excel XML data export, and AI-assisted review for the Portfolio Analyzer dashboard. It

Check out the new article: CSV Data Analysis (Part 8): Building an SQLite Strategy Registry from Accumulated CSV Exports . Flat files work well at the start of an MQL5 research pipeline, but they hinder cross-run queries and provenance once the archive grows. We build a Python-based SQLite registry

Candle Body-to-Wick Pressure Oscillator : Converts the body-to-wick makeup of every candle into a bounded conviction reading, then smooths it into an oscillator that flags buyer/seller pressure and automatically marks divergence against price. Author: Sanmi Samuel Ojo

Check out the new article: Market Heat Map Indicator Based on Prime-Number Density . An innovative indicator based on prime number theory helps identify strong reversal levels that other traders overlook. Testing on 10 assets showed that reversals in mathematically significant zones occur 1.5 to 1.8

Multi-Symbol Correlation Divergence Meter : Tracks the rolling correlation between the current chart symbol and a chosen reference symbol, and flags the moment they decouple while their price spread is statistically stretched. Author: Adeolu Kayode Gbadebo

Check out the new article: Feature Engineering for ML (Part 12): Fractal Features in MQL5 . A direct MQL5 port of the fractal detector writes each pattern at its center bar, so a buffer read by an expert advisor holds a value that only existed n bars later. We implement CFractalFeatures.mqh with

Check out the new article: Neural Networks in Trading: Adaptive Periodic Segmentation (Creating Tokens) . We invite you to embark on an exciting journey through the world of adaptive analysis of financial time series and learn how to turn complex spectral analysis and flexible convolution into real