Articles, Library comments - page 26

Institutional Kalman Filter (Dynamic True Price Estimator) : An aerospace-grade state estimation algorithm that dynamically filters out market noise and manipulation wicks to reveal the true underlying execution price with zero static phase-lag. Author: Amanda Vitoria De Paula Pereira

Check out the new article: From Novice to Expert: Creating an MTF CRT Overlay Indicator in MQL5 . Higher-timeframe CRT ranges are informative, yet traders often execute on lower timeframes without that context. We implement an MQL5 indicator that reads higher-timeframe OHLC, projects the full candle

New article Learn how to design a trading system by Ichimoku has been published: Here is a new article in our series about how to design a trading system b the most popular indicators, we will talk about the Ichimoku indicator in detail and how to design a trading system by this indicator. In this

New article Creating a comprehensive Owl trading strategy has been published: My strategy is based on the classic trading fundamentals and the refinement of indicators that are widely used in all types of markets. This is a ready-made tool allowing you to follow the proposed new profitable trading

Check out the new article: Creating a Custom Tick Chart in MQL5 . Learn how to implement a tick-based chart in MQL5 where each bar is built from a fixed number of ticks instead of time. The article covers creating and configuring a custom symbol, capturing real-time ticks, forming OHLC values, and

Check out the new article: The MQL5 Standard Library Explorer (Part 11): How to Build a Matrix-Based Market Structure Indicator in MQL5 . Learn to engineer an MQL5 indicator that converts trend, momentum, and volatility into a single raw score using a matrix.mqh (ALGLIB). The article covers a

Check out the new article: Event-Driven Architecture in MQL5: How to Turn an Expert Advisor into a Full-Fledged Trading System . The article is dedicated to the event-driven architecture in MQL5 and describes the transition from the monolithic OnTick model to distributed processing. We will consider

Check out the new article: MetaTrader 5 and the MQL5 Economic Calendar: How to Turn News into a Reproducible Trading System . The article presents a systematic approach to news trading in MetaTrader 5 using the built-in economic calendar: data structure, API functions, time synchronization rules

Period Converter Mod : An analogue of Period Converter in MT4 Author: Aleksandr Slavskii

New article Exploring Trading Strategy Classes of the Standard Library - Customizing Strategies is published: This article is intended for novice/beginner users who want to approach some kind of customization with functionality and without writing an EA from scratch. In MetaTrader 5 we have a great

XANDER Pulse Candles : Color your candles by momentum state. Four bias levels + neutral — built for dark charts. Author: Cristhian Alexander Gaibor Cuasquer

Breakout Rhonchus PRO : Breakout Rhonchus PRO is a professional non-repaint MT4 indicator designed to detect high-probability breakout momentum opportunities using EMA Tunnel analysis, EMA200 trend filtering, CCI momentum confirmation, and ATR volatility filtering. Author: Ilham Hijrah Saputra

Check out the new article: Foundation Models in Trading: Time Series Forecasting with Google's TimesFM 2.5 in MetaTrader 5 . Time series forecasting in trading has evolved from traditional statistical models (like ARIMA) to deep learning approaches, but both require heavy tuning and training

ZigZag Fibo : Original ZigZag MT4 with added automatic fibonacci Author: Cahyo Hadi Prasetyo

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 14): Transaction Cost Modeling for Triple-Barrier Labels in MQL5 . The article replaces hardcoded cost assumptions in triple-barrier labeling with measured inputs. An MQL5 script captures spread distribution, swap rates, and

Check out the new article: MQL5 Trading Tools (Part 30): Class-Based Tool Palette Sidebar . We refactor the Tools Palette from a flat, function-based panel into a modular, class-driven sidebar in MQL5. The design introduces supersampled canvas rendering for anti-aliased shapes, theme control, a

Check out the new article: Market Microstructure in MQL5: Robust Foundation (Part 1) . This article builds the foundation layer of a twelve-part MQL5 market microstructure toolkit. It implements guarded math helpers (SafeDivide, SafeLog, SafeSqrt, SafeExp, SafeTanh), robust data validation

Check out the new article: Three MACD Filters on US_TECH100: Five Years of Broker Data . This article tests three common filters on a standard MACD crossover for US_TECH100 H1 using five years of broker-native data. Filters are layered incrementally: regime, higher timeframe (HTF) alignment, and US

Check out the new article: Engineering Trading Discipline into Code (Part 5): Account-Level Risk Enforcement in MQL5 . We introduce an MQL5 discipline engine that enforces risk consistently at the account level. It continuously scans positions from any source, validates SL/TP, equity-based exposure

Check out the new article: Building an Object-Oriented FVG Scanner in MQL5 . Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC

MyRsi : MyRsi - by John Ehlers : metatrader 4 version Author: Mladen Rakic

Check out the new article: Neural Networks in Trading: Integrating Chaos Theory into Time Series Forecasting (Attraos) . The Attraos framework integrates chaos theory into long-term time series forecasting, treating them as projections of multidimensional chaotic dynamic systems. Exploiting

LotSize Calculation : This is a simple script file to compute lot size either using risk percentage approach or the actual amount to risk. Author: Daniel Opoku

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

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

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