Articles, Library comments - page 26

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

Check out the new article: Building a Correlation-Aware Multi-EA Portfolio Scorer in MQL5 . Most algo traders optimize Expert Advisors individually but never measure how they behave together on a single account. Correlated strategies amplify drawdowns instead of reducing them, and coverage gaps

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

CHistoryPositionInfo Class : A class for easy access to the closed position properties. Author: amrali

Check out the new article: Building the Market Structure Sentinel Indicator in MQL5 . This article builds a Market Structure Sentinel indicator in MQL5 that detects and visualizes Smart Money Concepts (SMC) events, including Break of Structure (BOS) and Change of Character (CHOCH), in real time. It

Check out the new article: How to Detect and Normalize Chart Objects in MQL5 (Part 1): Building a Chart Object Detection Engine . This article addresses the interpretative gap between visual chart objects and algorithmic execution. You will build a systematic detector that iterates over all chart

Check out the new article: Building a Megaphone Pattern Indicator in MQL5 . Build a megaphone pattern indicator in MQL5 that detects expanding structures on the chart. The article walks through swing identification and refinement, trend line validation, breakout confirmation, and SL/TP projection

Check out the new article: Publish Your Article Code to MQL5 Algo Forge in 10 Minutes: A Step-by-Step Guide . The article provides a step-by-step guide on how to migrate code from a published project into a fully-fledged MQL5 Algo Forge project. You will set up the environment and authentication in

Check out the new article: Market Microstructure in MQL5: Estimating ARFIMA d with GPH (Part 3) . A GPH‑based estimator for d, the key ARFIMA parameter, is added to MicroStructure_Foundation.mqh. GPHEstimator() computes d via log‑periodogram regression, while PopulateARFIMAAnalysis() stores d with

Heiken Ashi Smoothed : Heiken Ashi is a very well known indicator. One of the variations that is actually improving the indicator is the "smoothed" version. The logic behind the smoothed version is simple: Instead of using "raw" prices" for calculations, it's using smoothed/filtered/averaged prices

Check out the new article: An Introduction to the Study of Fractal Market Structures Using Machine Learning . The article attempts to examine financial time series from the perspective of self-similar fractal structures. Since we have too many analogies that confirm the possibility of considering

Check out the new article: Trading with the MQL5 Economic Calendar (Part 12): SQLite Storage and Deduplication . In this article, we replace the embedded CSV snapshot with a SQLite layer that persists calendar events and triggered trade IDs across restarts. The database lives in the common terminal

TransactionCostCollector — Broker Cost Profiling Script : Triple-barrier labeling pipelines frequently use an arbitrary constant (0.5–1.0%) or a legacy spread assumption as the min_ret threshold. A threshold set below the actual round-trip transaction cost causes the pipeline to label cost-driven

Check out the new article: Price Action Analysis Toolkit Development (Part 70): Turning Flag Pattern Signals into Automated Trade Execution . The article defines a buffer-based signal architecture for flag breakouts and an EA that consumes it. Breakout arrows and pole height are written to dedicated

Check out the new article: MQL5 Wizard Techniques you should know (Part 91): Using Skip Lists and a Hopfield Network in a Custom Trailing Class . For our next Exploration on notions that are testable with the MQL5 Wizard we examine if Skip Lists and the Hopfield Network can give us a profit-guarding

Check out the new article: Overcoming Accessibility Problems in MQL5 Trading Tools (Part IV): Remote voice trading . Learn a practical way to execute MetaTrader 5 trades from Telegram voice notes using a Python middleware and an MQL5 EA acting as an HTTP client. The article covers architecture

Check out the new article: Trading with the MQL5 Economic Calendar (Part 11): Modular Canvas News Dashboard . We rebuild the MQL5 Economic Calendar dashboard from a monolithic object-based panel into a modular canvas-based system split across four files. The update adds a dual light and dark theme

Check out the new article: Feature Engineering for ML (Part 4): Implementing Time Features in MQL5 . Applying Python session boundaries to MQL5 broker timestamps misclassifies session membership by two to three hours on any non-UTC broker, corrupting session flags across the full backtest history

Real-Time Spread Monitor with Session Statistics : Displays the current bid-ask spread in points and pips directly on the chart, with live tracking of session minimum, maximum and average spread since the indicator was attached. Color changes to alert when spread exceeds a user-defined threshold

Check out the new article: Engineering Trading Discipline into Code (Part 6): Building a Unified Discipline Framework in MQL5 . The article introduces a unified MQL5 discipline framework that consolidates the symbol whitelist, trading‑hours and news filters, and daily trade‑limit modules under

Check out the new article: Market Microstructure in MQL5: Measuring long memory in MQL5 with Hurst estimators (Part 2) . Part 2 focuses on practical long-memory detection for intraday data. Three complementary Hurst estimators are implemented and combined into a confidence‑weighted composite, with

Check out the new article: Building a Trade Analytics System (Part 4): Summary Metrics and Dashboard . This article extends the existing Flask backend to compute performance analytics from stored MetaTrader 5 closed trades and deliver them as both JSON and a simple web view. It calculates total

Check out the new article: Evaluating the Quality of Forex Spread Trading Based on Seasonal Factors in MetaTrader 5 . The article examines the quality of a seasonal trading approach on a daily timeframe, both for individual symbols and for spreads. Particular attention is paid to identifying

ASQ Order Executor : ASQ Order Executor — Institutional order execution wrapper for MQL5 EAs ASQ Order Executor provides institutional-grade order execution with automatic retry logic, slippage monitoring, partial fill handling, requote management, and comprehensive execution statistics. Drop it

Check out the new article: Automating Trading Strategies in MQL5 (Part 14): Trade Layering Strategy with MACD-RSI Statistical Methods . In this article, we introduce a trade layering strategy that combines MACD and RSI indicators with statistical methods to automate dynamic trading in MQL5. We

MQL5 Wizard - Trade Signals Based on Bullish Engulfing/Bearish Engulfing + RSI : p style="text-align: justify;">The MQL5 Wizard allows creating ready-made Expert Advisors based on the Standard library classes delivered together with the client terminal (see Creating Ready-Made Expert Advisors in