Articles, Library comments - page 26

Check out the new article: Feature Engineering for ML (Part 14): Trend-Scanning Features in MQL5 . A naive MQL5 port of trend-scanning features recomputes each candidate window per bar at O(H·L) cost. This article introduces CTrendScanningFeatures.mqh, which maintains three running sums per horizon

Gonisshi MT4 Sync : Automatically sends your closed MT4 trades to your GO日誌 (gonisshi.com) journal — no manual entry, no exported statements. Read-only and data-sync only: it never opens, modifies, or closes orders, and your broker login never leaves your PC. Author: Sakhala Manoj Kiran

Check out the new article: How To Debug MQL5 Code in MetaEditor . This article is a practical walk-through of the MetaEditor debugger using a rolling z‑score indicator with two planted bugs: an off‑by‑one array access and a silent wrong‑denominator variance. We show how to set breakpoints, step

Check out the new article: Custom Indicator Workshop (Part 1): Building the Supertrend Indicator in MQL5 . Build a non‑repainting Supertrend in MQL5 for MetaTrader 5 from first principles. We use an iATR handle and CopyBuffer for volatility, bind buffers with SetIndexBuffer, and configure plots

Currency Strength Meter : Ranks the 8 major currencies by relative strength on a live on-chart panel, calculated from the average percentage change of every available cross pair — not just USD pairs — so weak/strong currencies are visible at a glance, independent of whichever chart you have open

Timer Candle : simple coundown timer Author: Anh Hoang Nguyen

Check out the new article: Designing a Partial Close Engine in MQL5 with Configurable Profit Ladders . This MQL5 engine applies configurable profit ladders in R‑multiples to manage partial closes reliably. It prevents stranded remainders by rounding to lot step, computes close percentages from the

Drawdown Meter : Most reports give you one drawdown number - the worst one. This read-only script measures all three that matter on your own closed history: depth, duration and frequency. It prints the maximum drawdown with its peak, trough and recovery dates, the longest underwater period in days

Basket Protective Close : Closes a basket of positions when its floating loss reaches a limit set as fixed money, a percent of balance, or a percent of equity. Scope filters by symbol or magic numbers, optional profit target, safe non blocking retries. Author: Judi Gosal

Check out the new article: Larry Williams Market Secrets (Part 4): Automating Short-Term Swing Highs and Lows in MQL5 . Master the automation of Larry Williams’ short-term swing patterns using MQL5. In this guide, we develop a fully configurable Expert Advisor (EA) that leverages non-random market

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

Multi-Timeframe FVG Depth Meter : Scans multiple timeframes for unfilled Fair Value Gaps, plots them as zones directly on your chart, and tracks local bull/bear imbalance depth with a histogram and live dashboard. Author: Akinyemi Emmanuel Akintoye

Adaptive Kalman Trend Filter with Regime Bands submission : A single-state Kalman filter that rescales its own process noise by Kaufman's Efficiency Ratio on every bar, tightening into price during trends and smoothing harder through chop, plotted with regime bands that expand and contract on the

Swing Detector by Pullback (Smart Money Concepts) : SMC Pullback marks swing highs and lows using the pullback definition instead of the usual 3-candle pattern. A high is confirmed only when price trades back through the low of the candle that made it — so every marked point is an actual rejection

Volume Profile : This is an indicator for showing volume profile on the chart, using simple calculations and very fast execution. Author: Mohammad Baset

IncOsMAOnArray : COsMAOnArray class is designed for calculation of OsMA (Moving Average of Oscillator) values on indicator buffers. Author: Дмитрий

Multi Timeframe Trend Dashboard Indicator : A compact on-chart panel showing the current symbol's trend across several timeframes at once, each evaluated independently with its own Fast/Slow moving-average cross. No switching charts to check "what's H4 doing" — it's all in one place, color-coded

Round Trip Cost Reconciler MT5 : Read-only MT5 history utility that groups partial fills by position identifier and separates gross result from commission, swap, fee, and net result. Author: Usamah

Check out the new article: Developing Smart Chart Objects in MQL5 (Part 1): Building a Stateful Trendline Management Framework . This article details a practical framework for converting MetaTrader 5 trendlines from static drawings into managed runtime entities. It covers object discovery

Check out the new article: Building a Hidden Risk of Ruin Auditor in MQL5 . Aggregate metrics alone do not reveal how a trade sequence manages risk. This MQL5 tool analyzes closed positions to flag four structural patterns: post-loss volume escalation, overlapping same-direction entries, asymmetric

Check out the new article: Institutional-Grade Multi-Currency Portfolio Engine in MQL5 (Part 1): Architecture of a Multi-Currency EA Framework . The article details a master–agent MQL5 framework that mitigates cross-symbol risk concentration. A single Portfolio Controller publishes risk limits and

Check out the new article: Neural Networks in Trading: Probabilistic Time Series Forecasting (Encoder) . We invite you to explore a new approach that combines classical methods and modern neural networks for time series analysis. The article provides a detailed explanation of the architecture and

Check out the new article: Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model . The article describes the process of fine-tuning a language model for trading based on real historical data from MetaTrader 5. The

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