Articles, Library comments - page 26

MQL5 Programming for Traders – Source Codes from the Book. Part 2 : Part 2 "MQL5 programming fundamentals" is an introduction to the key concepts of this programming language. This part of the book is devoted to data types, identifiers, variables, expressions, and operators. You will learn how to

New article Practical application of neural networks in trading has been published: In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot. Before starting the development of any

Check out the new article: Designing a Multi-EA Communication Bus Using Named Pipes in MQL5 . This article implements a typed message bus over Windows named pipes to replace MetaTrader's untyped GlobalVariables for inter‑EA communication. A broker EA manages the server and registry, serves multiple

Check out the new article: Defining your Edge (Part 5): Using GARCH Variance and Volatility-Scaled LSTM in an Expert Advisor . We merge GARCH(1,1) variance projections with ATR plus Bollinger-Bands patterns to form an algorithm that could optionally be used with volatility-scaled LSTM within LSTM

Check out the new article: Neural Networks in Trading: The Temporal Query Model (Conclusion) . We are pleased to present the final stage of the TQNet framework’s development and testing, where theory meets real-world trading practice. We will move from historical training to a stress test using

Check out the new article: The ZeroMQ Message Transfer Protocol in MQL5: Implementing the REQ/REP pattern . This article presents a native MQL5 implementation of the ZeroMQ Message Transfer Protocol (ZMTP) built on raw MQL5 sockets. It explains the REQ/REP pattern via the CZmqReqSocket class

Check out the new article: Native Isolation Forest for Execution-Quality Anomaly Detection in MQL5 . A step-by-step guide to a native Isolation Forest in MQL5 focused on execution metrics rather than price. It details five features, tree construction and path‑length scoring, rolling‑window training

Check out the new article: The MQL5 Standard Library Explorer (Part 16): Building a Regime-Adaptive Expert Advisor . We convert the Part 15 decision‑forest classifier into a regime‑adaptive Expert Advisor that decouples statistical inference from trading authority. The EA trains on completed bars

Check out the new article: MetaTrader 5 as a Kafka Producer: Event-Bus Architecture for Multi-Terminal Signal Fan-Out . The article details a native MQL5 Kafka producer that speaks the wire protocol over raw TCP. It implements RecordBatch v2 encoding, varints, and CRC32C, and adds batching, acks

Check out the new article: Monte Carlo Simulation and Analysis for MetaTrader 5 Backtest Reports . This article explains Monte Carlo simulation and analysis for trading and guides you through a Python tool that ingests MetaTrader 5 HTML reports. It generates many randomized equity paths, then

Check out the new article: Development and Forward Testing of an Autonomous LLM Agent for Trading with SEAL . A hybrid architecture based on Llama 3.2 and SEAL is being tested on eight currency pairs (M15), with forward-period data isolation and information leakage control. The methodology combines

Smart Loss Exit — early exit for losing positions (ATR adverse excursion, time in trade, EMA invalidation, RSI, money cap) with a CSV journal : Closes losing positions early, before the full stop-loss, when a rule says the trade is not coming back: adverse move beyond N x ATR, too long in loss, EMA

Check out the new article: Tracking Account Dynamics: Balance, Equity, and Floating P/L Visualization in MQL5 . Create a custom MT5 indicator that processes the entire deal history and plots starting balance, balance, equity, and floating P/L as continuous curves. It updates per bar, aggregates

BMP Chart Wallpaper : BMP Chart Wallpaper Background for MT5 Author: Rajesh Kumar Nait

Check out the new article: Butterfly Optimization Algorithm (BOA) . The article discusses the Butterfly Optimization Algorithm, which is based on modeling foraging using the sense of smell. We will analyze the original formulas, identify and correct errors in motion equations, add a mechanism for

Check out the new article: Neural Networks in Trading: The Temporal Query Model (TQNet) . The TQNet framework opens up new possibilities for modeling and forecasting financial time series by combining modularity, flexibility, and high performance. The article explores the possibility of implementing

Check out the new article: Developing a Multi-Currency Expert Advisor (Part 30): From Trading Strategy to Launching a Multi-Currency Expert Advisor . The article outlines the complete process of creating a multi-currency Expert Advisor using the Adwizard library for MetaTrader 5: from setting up the

Check out the new article: Measuring What Matters (Part 4): Reading the Spectrum — What Eigenvalues Tell You About Risk . We turn eigenvalues from a covariance matrix into a normalized spectral‑entropy score that measures how evenly variance is spread across factors. SpectralEntropyCalculator.mq5

Check out the new article: Building Your Personal Expert Advisor (Part 6): Risk Management V — Portfolio and Correlated Risk . This part implements PortfolioRisk.mqh, a shared library that shifts risk management to the account level. It scans positions and pending orders, computes margin and

Check out the new article: Expectancy and Trade Quality Score Dashboard in MQL5 . We present an MQL5 script that converts closed trade history into comparable metrics: expectancy in currency, pips, and R-multiples, plus a sample-aware win rate via the Wilson interval. These inputs form a

Check out the new article: Defining your Edge (Part 4): Applying Isotonic Regression and PNN Price-Forecasting in an Expert Advisor . We consider the methods with which Isotonic Regression calibrates raw RSI, Stochastic and price-action signal scores into probabilities that are sorted, while a

Check out the new article: Market Simulation: Position View (XVI) . In this article, we will make the necessary changes so that the position indicator displays the financial result. This way, the trader will be able to get an idea of the financial result of an open position. In addition, I will tell

Check out the new article: From Basic to Intermediate: Queues, Lists, and Trees (VI) . In this article, we will return to the tree implementation. Now that we are familiar with the basic principles of constructors and destructors, we can finally fix the code presented in the previous article. Get

New article Here Comes the New MetaTrader 5 and MQL5 is published: This is just a brief review of MetaTrader 5. I can't describe all the system's new features for such a short time period - the testing started on 2009.09.09. This is a symbolical date, and I am sure it will be a lucky number. A few

Market Structure Entry Model : Market Structure Shift (CHoCH) Bullish Setup (CHoCH ): Price breaks above the previous confirmed Lower High (LH), signaling a trend reversal from bearish to bullish. Bearish Setup (CHoCH ): Price breaks below the previous confirmed Higher Low (HL), signaling a trend

Check out the new article: Enhanced Colliding Bodies Optimization (ECBO) . The article discusses the Colliding Bodies Optimization (CBO) algorithm, which is based on the physics of one-dimensional collisions between bodies. The basic version of the algorithm does not include any configurable

Check out the new article: Market Simulation: Position View (XV) . In this article, I will try to explain as simply as possible how messaging between applications can be used. The goal is to enable you to create something workable in the simplest and most efficient way possible whenever you can. I

Check out the new article: From Basic to Intermediate: Classes (III) . In this article, we will explore the best ways to manage code when working with object-oriented programming. Although we are just beginning to learn about object-oriented programming, what we will cover here will help you

Check out the new article: Honest Backtesting of Swing Strategies on Index CFDs: Financing Costs, Swap Modes, and What the Strategy Tester Cannot Model . Financing drives multi‑day index‑CFD results: in one full‑history test, swap consumed 44% of gross profit and all profit on one symbol. We convert

Check out the new article: How to Create and Adapt an RL Agent with an LLM and Quantum Encoding for Algorithmic Trading in MQL5 . The article proposes a hybrid approach to algorithmic trading based on quantum encoding of market states, Double DQN with a prioritized experience replay buffer, and an