Articles, Library comments - page 26

Hon Matrix : Hon-Matrix is an advanced algorithmic trading system that combines Price Action, Volatility Analysis, and Real-Time News Filtering. Unlike standard "static" EAs, Hon-Matrix utilises a dynamic decision-making engine that identifies the current market phase (Trending vs. Ranging) and

Check out the new article: Self-Learning Expert Advisor with a Neural Network Based on a Markov State-Transition Matrix . Self-training EA with a neural network based on a state matrix. We combine Markov chains with a multilayer neural network MLP developed using the ALGLIB MQL5 library. How can

Easy Range Breakout EA - MT5 : This EA implements a range breakout trading strategy. It calculates a price range between start and end times defined by the user, draws a visual rectangle on the chart to mark the high and low of that range, and then monitors price action after the range closes. If

ADX Wilder with Bollinger Bands : This custom indicator displays the ADX Wilder, +DI, and -DI lines together with Bollinger Bands calculated on the ADX main line in a separate window. It helps traders evaluate both trend strength and the volatility range of ADX values. The middle, upper, and lower

Check out the new article: Formulating Dynamic Multi-Pair EA (Part 9): Market Microstructure Execution Noise Filtering . This article presents a multi-symbol execution filter that scores real-time market quality before any trade is allowed. It measures spread behavior, tick velocity, quote gaps

Check out the new article: Custom Debugging and Profiling Tools for MQL5 Development (Part II): Profiling EAs and Testing Trading Logic . We build a compact profiler that records calls, min/max/average times, and slow-call counts to CSV, and a simple test runner that writes deterministic pass/fail

Check out the new article: Position Management: Scaling Into Winners With A Falling-Risk Pyramid . We introduce CPyramidBridge, a thin MQL5 layer that maps bet-sizing results to CPyramidEngine. The bridge applies probability to initial lot sizing, enforces a capacity-aware entry gate, promotes

Check out the new article: Integrating MQL5 with Data Processing Packages (Part 7): Building Multi-Agent Environments for Cross-Symbol Collaboration . The article presents a complete Python–MQL5 integration for multi‑agent trading: MT5 data ingestion, indicator computation, per‑agent decisions, and

Check out the new article: MQL5 Wizard Techniques you should know (Part 92): Using B-Tree Indexing and a Bayesian NN in a Custom Signal Class . In this article we present yet another custom MQL5 Signal Class that we are labelling ‘CSignalBTreeBayesian’. We are marrying the algorithm of a balanced

Check out the new article: Price Action Analysis Toolkit Development (Part 48): Multi-Timeframe Harmony Index with Weighted Bias Dashboard . This article introduces the “Multi-Timeframe Harmony Index”—an advanced Expert Advisor for MetaTrader 5 that calculates a weighted bias from multiple

Momentum and news impact candles : A candlestick chart which colors OHLC candles based on directional price momentum and news impact Author: Conor Mcnamara

Check out the new article: Encoding Candlestick Patterns (Part 2): Modeling Price Action as an Ordered Sequence . Developing permutation-based tools in MQL5 provides a systematic way to analyze candlestick pattern combinations for trading strategies. This article introduces a permutation calculator

Check out the new article: Beyond GARCH (Part IV): Partition Analysis in MQL5 . In this article, we shift from Python research to native MQL5 engineering. We build the first module of the MMAR library: a shared constants header, an SVD-based OLS regression class, a Generalized Hurst Exponent

Check out the new article: Building Volatility Models in MQL5 (Part III): Implementing the SLSQP Algorithm for Model Estimation . An SLSQP optimizer is implemented in MQL5 to resolve parameter discrepancies between a volatility library and Python's ARCH module. The article details constraint

Check out the new article: MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase . Discover how to effortlessly import and utilize the History Manager EX5 library in your MQL5 source code to process trade histories in your MetaTrader 5 account in

Check out the new article: Application of the Grey Model in Technical Analysis of Financial Time Series . This article explores the grey model, a promising tool that can expand trader's capabilities. We will look at some options for applying this model to technical analysis and building trading

All Pivot Points MT5 : An indicator for drawing all important Pivot Points including: "Classic", "Camarilla", "Woodie", "Floor", "Fibonacci", "Fibonacci_Retracement". Author: Hossein Nouri

Check out the new article: MQL5 Trading Tools (Part 33): Building a Rich Content Markup Documentation System for MQL5 Programs . We extend the Part 9 setup wizard to build a canvas-based, in-chart documentation system for MetaTrader 5. The panel is tabbed and scrollable, supports inline styling

Check out the new article: Keeping Memory Across Restarts: EA State Persistence Using Binary Files in MQL5 . This article provides a structured MQL5 framework for serializing an Expert Advisor's internal state into local binary files. It prevents data resets during platform restarts by safely

Check out the new article: Detecting and Classifying Fractal Patterns Using Machine Learning . In this article, we will touch upon the intriguing topic of fractal analysis and market forecasting using machine learning. These are just the first steps towards exploring the diverse fractal structures

Check out the new article: Engineering a Self-Healing Expert Advisor in MQL5 (Part 1): Persistent Trade State Architecture . This article demonstrates how to build the persistence foundation of a self-healing Expert Advisor in MQL5 using SQLite. Readers will learn how to create a permanent

Check out the new article: Joint Recurrence Quantification Analysis (JRQA) in MQL5: Detecting Simultaneous Recurrence in Two Series . We extend the RQA library for MetaTrader 5 with JRQA, which detects when two series simultaneously revisit their own past states. The article covers the joint

Check out the new article: Meta-Labeling the Classics (Part 1): Filtering and Sizing RSI Trades . RSI accumulates losses in trending conditions by firing at every threshold crossing regardless of market regime. A Random Forest secondary classifier trained on 12 contextual features — RSI momentum

Swing High Low and Fibonacci Retracement Indicator : This is an indicator that combines swing high/low and Fibonacci Retracement to identify potential buying zones. Author: Minh Hieu Hoang

multiple order stop limit : this script to make multiple pending order limit or stop order like buystop buylimit or sellstop selllimit Author: reza rahmad

Institutional Market Reversal - The SMC way : IMR is a multi-layered quantitative reversal finder designed for discretionary price-action traders who refuse to trade blind. It helps traders understand what's the current market regime. Whether its an accumulation, distribution or continuation

Check out the new article: Covariance Matrix Adaptation Evolution Strategy (CMA-ES) . The article explores one of the most interesting non-gradient optimization algorithms, which learns to understand the geometry of the objective function. We will focus on the classical implementation of CMA-ES with

Check out the new article: News Filtering with MetaTrader 5 Economic Calendar and CSV Fallback . This article presents a self-contained news filter module for MetaTrader 5 built on the platform's economic calendar API. It implements symbol-to-currency mapping, pre- and post-event trading pauses, and

Check out the new article: Building Volatility Models in MQL5 (Part II): Implementing GJR-GARCH and TARCH in MQL5 . The article implements GJR-GARCH and TARCH in an MQL5 volatility library and explains why asymmetry improves on standard ARCH/GARCH. It covers model formulation, parameterization, and

New article MQL5 Programming Basics: Time is published: The article focuses on standard MQL5 functions for working with time, as well as programming techniques and practically useful functions for working with time that are required when creating Expert Advisors and indicators. Particular attention