Articles, Library comments - page 26

Quantora ADR Calculator MT5 - Professional Average Daily Range Indicator : Professional open-source ADR Calculator for MetaTrader 5. Calculates Average Daily Range, current day range, ADR usage percentage, remaining range and projected ADR High/Low levels with a modern Quantora dashboard. Author

Check out the new article: Kohonen Self-Organizing Maps in an MQL5 Expert Advisor . Kohonen's self-organizing maps transform the chaos of market data into an ordered two-dimensional map, where similar patterns are grouped together. The article demonstrates a complete implementation of a SOM in an

Check out the new article: Building a Correlation-Aware Portfolio Risk Monitor in MQL5 . The article quantifies correlation and portfolio risk in MetaTrader 5: from time-aligned returns to a covariance matrix, true portfolio variance against the independent-sum assumption, and position-level risk

MT5 Trade Report : Displays a complete trading statistics table directly on the chart — Net Profit, Profit Factor, Drawdown, Win Rate and more — calculated from your full account history. Purely informational, free for everyone. Author: Cahyo Hadi Prasetyo

Check out the new article: Developing a Terminal Manager (Part 2): Running Multiple Terminal Instances . Let's move on to using multiple terminal instances on the server by setting up a simple control panel for starting and stopping them. Now it is time to expand the functionality and move on to the

Session high-low indicator : Locks in the high and low of any user-defined session — Asian, London, New York, or a fully custom window — and draws it on the chart as a live-updating box or line pair. No repainting, no discretion — the range is measured directly from the bars, not estimated. Author

Quantora Candle Countdown MT5 - Professional Candle Timer and Countdown Tool : Professional open-source Candle Countdown for MetaTrader 5. Displays a live digital candle timer, progress bar, elapsed and remaining time, market status and configurable countdown alerts with a modern Quantora dashboard

Professional Margin Requirement Calculator for MetaTrader 5 : Professional open-source Margin Calculator for MetaTrader 5. Calculates required margin, Free Margin impact, Margin Level, position value and margin safety with a modern Quantora dashboard. Author: Bilal Gunay

Quantora Risk Calculator MT4 - Professional Trade Risk and Reward Calculator : Professional open-source Risk Calculator for MetaTrader 4. Calculates money risk, account risk percentage, potential profit, Reward-to-Risk ratio, margin requirement and risk level. Author: Bilal Gunay

Quantora Position Size Calculator MT5 : Professional open-source Position Size Calculator for MetaTrader 5. Calculates broker-compatible lot size using account value, risk percentage, fixed risk amount and Stop Loss distance. Author: Bilal Gunay

Quantora Trailing Stop Manager - Automatic Trailing Stop Utility for MetaTrader 4 : Professional open-source Trailing Stop manager for MetaTrader 4 with adjustable trailing start, distance, step, minimum profit filter, Magic Number filtering and a modern Quantora dashboard. Author: Bilal Gunay

Professional Automatic Trailing Stop Utility for MetaTrader 5 : Professional open-source Trailing Stop manager for MetaTrader 5 with adjustable start, distance, step, profit filter, Magic Number filtering and a modern Quantora dashboard. Author: Bilal Gunay

Check out the new article: Artificial Coronary Circulation Algorithm (ACCS) . A metaheuristic algorithm that simulates the growth of coronary arteries in the human heart for optimization problems. It uses the principles of angiogenesis (the growth of new blood vessels), bifurcation (branching), and

Quantora Break Even Manager MT4 - Professional Automatic Break Even Utility : Professional open-source Break Even manager for MetaTrader 4. Automatically moves Stop Loss to Break Even using adjustable trigger, offset, Magic Number filtering and a modern Quantora dashboard. Author: Bilal Gunay

Quantora Trade Manager MT4 - Professional Position Management Utility : Professional open-source trade management utility for MetaTrader 4. Automatically applies Stop Loss, Take Profit, Break Even and Trailing Stop while providing a modern dashboard for efficient position management. Author: Bilal

Check out the new article: Hierarchical Risk Parity: A Robust Portfolio Allocator and Expert Advisor . We implement a Hierarchical Risk Parity allocator in MQL5 as a single class, validate each stage against an independent Python reference, and package it in a rebalancing Expert Advisor. The

Check out the new article: Exporting Symbol Tick Data to Binary Files in MQL5 for Offline Analysis . The article delivers a complete, verifiable tick export path from MQL5 to a binary file and into Python. It defines a 64‑byte header, 48‑byte records with millisecond time and flags, an export

Check out the new article: How to Detect and Normalize Chart Objects in MQL5 (Part 4): Fully Automated Analytical Objects System . This part extends the series with a modular, event-driven MQL5 pipeline: swing detection feeds an object placer for trendlines, SR, Fibonacci, channels, and pitchforks;

Larry Williams XGBoost Onnx : adoption of Larry William's method using AI Time-Series XGBoost Author: Taufiqurrachman Assauqi

Quantora Trade Manager MT5 - Professional Position Management Utility : Professional open-source trade management utility for MetaTrader 5. Automatically manages Stop Loss, Take Profit, Break Even and Trailing Stop for existing positions while providing a professional real-time dashboard. Author

Spread Monitor : The Spread Monitor is a professional statistical dashboard that evaluates the current market spread relative to its recent historical behavior. Instead of simply displaying the current spread, it determines whether the spread is unusually high, unusually low, or within its normal

Check out the new article: Neural Networks in Trading: Effective Feature Extraction for Accurate Classification (Building Objects) . Mantis is a versatile tool for in-depth time series analysis that can be flexibly scaled to accommodate any financial scenario. Learn how a combination of patching

ASQ RiskGuard Professional Risk Management EA : ASQ RiskGuard is a risk management Expert Advisor for MetaTrader 5 that protects your account from excessive drawdowns. It monitors equity in real time, enforces daily loss limits, guards against high spreads, filters trading sessions, and provides a

Check out the new article: Analysis of the Impact of Solar and Lunar Cycles on Currency Exchange Rates . What if lunar cycles and seasonal patterns influence the foreign exchange markets? This article shows how to translate astrological concepts into the language of mathematics and machine learning

Volatility Regime : This is a volatility regime indicator, displayed in a separate window below the chart. The core idea: it calculates a historical percentile of the current volatility (0-100%) and classifies the market into 5 "regimes" — from extreme calm to extreme chaos. On top of that, it has a

EXSR : EXSR.mq5: A counter‑trend MT5 EA that catches reversals by combining RSI(14) extremes with Bollinger Band breakouts and a reversal candlestick, placing one trade per symbol with fixed SL/TP. Author: Le Trung Kien Hoang

Check out the new article: Real-Time Trade Event Logger to SQLite via MQL5 DLL Bridge . The article shows how to build an MQL5 EA that writes every deal to an SQLite database the moment it appears, using the built-in Database API as the SQLite bridge. It implements an event data model, a prepared

Check out the new article: Neural Networks in Trading: Effective Feature Extraction for Accurate Classification (Mantis) . Meet Mantis — a lightweight foundation model for time series classification based on a Transformer architecture, featuring contrastive pre-training and hybrid attention that

Check out the new article: From One Price to Four: Range-Based Volatility Estimators for MetaTrader 5 . Close-to-close volatility ignores the high, the low, and overnight gaps. We build a reusable MQL5 library implementing four range-based estimators from Parkinson to the gap-robust Yang-Zhang, and

Check out the new article: Neural Networks in Trading: Generalizing Time Series Without Data-Specific Dependence (Core Model Modules) . We continue our acquaintance with the Mamba4Cast framework. Today, we will delve into the practical implementation of the proposed approaches. Mamba4Cast was