Articles, Library comments - page 26

Check out the new article: Beyond GARCH (Part III): Building the MMAR and the Verdict . With the multifractal parameters from Part 2 in hand, this article builds the full MMAR process. We construct the multiplicative cascade for trading time, generate Fractional Brownian Motion via Davies-Harte FFT

Check out the new article: Price Action Analysis Toolkit Development (Part 69): Flag Pattern Detection in MQL5 . This article shows how to convert subjective flag recognition into reproducible MQL5 logic for live charts. It combines ATR-normalized pole strength, retracement limits, consolidation

Institutional Harmonic Volumetric Gravity Center : A quantitative volume density engine utilizing weighted Harmonic Mean mathematics to eliminate arithmetic outliers and map the true institutional liquidity center of gravity. Author: Amanda Vitoria De Paula Pereira

Institutional Toxic Flow and Tick Speedometer : A high-frequency trading utility designed to measure real-time tick velocity and detect toxic order flow spikes before they reflect entirely on standard price candles. Author: Amanda Vitoria De Paula Pereira

Institutional Anchored VWAP (Smart Money Benchmark) : The ultimate institutional benchmark tool for MT4. It accurately plots the Volume Weighted Average Price (VWAP) anchored to daily, weekly, or monthly sessions, including standard deviation bands for high-probability mean-reversion setups. Author

Stealth Trade Manager (Hidden SL/TP and Spread Protector) : A professional trade management utility that completely hides your Stop Loss and Take Profit levels from brokers. It features a Spread Protector to prevent virtual stop-outs during news events or daily rollovers. Author: Amanda Vitoria De

Institutional Z-Score Statistical Reversion : A professional quantitative oscillator that replaces traditional retail momentum indicators like the RSI. It calculates the statistical standard deviation of price action to identify mathematically exhausted reversals. Author: Amanda Vitoria De Paula

Institutional Kelly-VAPS Risk Engine (Library) : An object-oriented MQL5 library (.mqh) that replaces static retail risk models with institutional Volatility-Adjusted Position Sizing (VAPS) and Kelly Criterion mathematics. Author: Amanda Vitoria De Paula Pereira

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 15): How to Calibrate Profit-Taking and Stop-Loss Targets from Synthetic Data . This article applies the Optimal Trading Rule from AFML Chapter 13 to set profit targets and stop-losses without in-sample calibration. We model

Check out the new article: RiskGate: Centralized Risk Management for Multiple EAs . Many MetaTrader 5 setups run several EAs on one account, so risk gets fragmented and correlated exposure slips through. The article introduces RiskGate, a centralized Service that evaluates EA intents account‑wide

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

Close Profit Positions : Close Profit Positions Author: Volodymyr Bobal

Check out the new article: MetaTrader 5 Machine Learning Blueprint (Part 16): Nested CV for Unbiased Evaluation . The article presents a V-in-V nested cross-validation pipeline for financial data that breaks leakage at three decision points: hyperparameter search, calibration, and final evaluation

Check out the new article: MQL5 Wizard Techniques you should know (Part 90): Fenwick Tree Money Management with 1D CNN in MQL5 . This article implements a Fenwick Tree (Binary Indexed Tree) for volume-aware money management inside an MQL5 Wizard Expert Advisor. We structure cumulative volume in

Check out the new article: Eagle Strategy (ES) . Eagle Strategy is an algorithm that mimics the eagle's two-phase hunting strategy: global search via Levy flights using Mantegna method, alternating with intense local exploitation using the firefly algorithm, a mathematically sound approach to

Pending Order: Pending Order is an order that will be executed if the price touches a point that we specify, in other words open pending order means ordering to open a position at a certain price level. So if price hits a predetermined level, then automatically we have an open trading positions...

Tick Speed Indicator : This indicator was created to see how long does it take to reach 100 ticks. So this indicator is a seconds / "centick" (centick = 100 ticks). It helps you trade orders flow. Author: Pablo Jaguanharo Carvalho Pinheiro

Channel Proximity Engine : A library to retrieve proximity signals for channel based indicators Author: Conor Mcnamara

Check out the new article: Beyond GARCH (Part II): Measuring the Fractal Dimension of Markets . Building on the partition function analysis from Part 1, this article deepens the theoretical foundation before completing the analytical pipeline. We first give a full treatment of the Hurst exponent

Check out the new article: Determining Fair Exchange Rates Using PPP and IMF Data . Building a purchasing power parity (PPP)-based exchange rate analysis system using Python. The author developed an algorithm with 5 methods for calculating fair exchange rates using IMF data. A practical guide to

Check out the new article: Building an Object-Oriented ONNX Inference Engine in MQL5 . This article shows how to run Python-trained models natively in MetaTrader 5 via the terminal's ONNX functions. We build an MQL5 class that encapsulates session creation, fixes input/output tensor shapes, applies

Check out the new article: Cross Recurrence Quantification Analysis (CRQA) in MQL5: Building a Complete Analysis Library . This article extends the MQL5 RQA library to Cross-Recurrence Quantification Analysis (CRQA) for comparing two time series. We implement dual‑series embedding, cross‑recurrence

Check out the new article: Integrating MQL5 with Data Processing Packages (Part 9): Entropy-Based Adaptive Volatility . This work presents an end-to-end pipeline: collect MetaTrader 5 data, engineer entropy/volatility/trend features, train a PyTorch classifier, and expose predictions through a Flask

Check out the new article: Bivariate Copulae in MQL5: (Part 3): Implementation and Tuning of Mixed Copula Models in MQL5 . The article extends our copula toolkit with mixed copulas implemented natively in MQL5. We construct Clayton–Frank–Gumbel and Clayton–Student–t–Gumbel mixtures, estimate them

MACD Multi-color Histogram with Signal Line : MACD Multi-color Histogram Author: Farhad Soltani

New article Learn how to design a trading system by ADX has been published: In this article, we will continue our series about designing a trading system using the most popular indicators and we will talk about the average directional index (ADX) indicator. We will learn this indicator in detail to

RSI histogram bars : Two RSI indicator periods smoothed and displayed as histogram. Author: maximo

Fixed-Width Fractional Differencing (FFD) : MQL5 implementation of the fixed-width fractional differencing (FFD) method from López de Prado's Advances in Financial Machine Learning (Chapter 5). Transforms a non-stationary price series into a stationary one while preserving maximum historical memory;

Check out the new article: MQL5 Wizard Techniques you should know (Part 89): Using Bitwise Vectorization with Perceptron Classifiers . This article presents a custom MQL5 signal class, CSignalBitwisePerceptron, for ultra-lightweight entry logic. It packs 64 bars into a single uint64 via bitwise

Function for checking whether the market is open for trading at the moment by the current symbol : The function can be useful to not overload the server with trade requests at times when the market is closed for trading Author: Anton Iaroshenko