History of MQL5.community development

A rolling-window Approximate Entropy oscillator for MQL5, built without external dependencies. Covers the full mathematics of template matching, Chebyshev distance, and the Phi-function derivation before presenting a reusable CApEnCalculator class and a color-zoned subwindow indicator. Includes a synthetic-data verification script and an honest discussion of bias, parameter sensitivity, and computational cost.

This article shows how to build a synthetic custom symbol in MQL5 by averaging OHLC data from multiple instruments into a single derived price series. It covers symbol collection and validation, custom symbol creation and configuration, timestamp alignment, historical reconstruction, and lightweight live updates. The result is a reusable method for creating synthetic instruments suitable for correlation analysis, index-style modeling, indicator development, and strategy testing.

Does better return conditioning buy strategy performance? We hold bar count fixed across time, tick, tick-imbalance, and tick-runs on 60.5 million EURUSD ticks, then meta-label RSI, Bollinger, and ADX/DI entries and score with purged cross-validation. No family delivers a consistent edge; efficacy varies narrowly and the best case fails a permutation test. Readers learn how to control overlap, leakage, and multiple testing in bar studies.

Here we will start bringing together different components or applications that were previously completely isolated from each other. Chart Trade, the mouse indicator, and the Expert Advisor had already been linked to one another, but there was still no way to directly display on the chart the positions open on the trading server, which are often managed using a cross-order system. From this point on, this becomes possible, opening the way for various ideas and future implementations. Although we are only beginning to put these components into operation, we already have a direction for further development.

In today’s article, we will look at several ways to work with the FileSave and FileLoad library functions. Although many people consider them of limited use because of certain limitations or difficulties they create in specific scenarios, properly understanding how these two functions work can save us a great deal of effort at certain points. They are also an excellent way to work with log files.

The article presents a complete implementation of TimeGPT, a specialized Transformer-based architecture for forecasting financial time series on the MetaTrader 5 platform. Adaptation of the attention mechanism to financial data, selective tokenization of price changes, hardware-aware optimizations, and advanced learning techniques are discussed. Included are practical testing results showing 87% forecast accuracy over a 24-bar horizon with a training time of 15 minutes on the CPU. We also present a ready-made trading EA with automatic retraining.

This article shows how to build an MQL5 Expert Advisor around the UT Bot Alerts indicator. The EA reads custom indicator signals via iCustom() and CopyBuffer(), evaluates entries only on new bars, using the last closed candle at index 1, and enforces a one-direction-at-a-time model by closing opposite positions before taking new entries. It also adds optional ATR-based stop-losses, reward-to-risk take-profits, dedicated buy/sell execution functions, magic-number tracking, and basic backtesting for repeatable evaluation.

This article presents a standalone Portfolio Analyzer dashboard implemented as an Expert Advisor for MetaTrader 5. It reads account deal history, reconstructs closed positions, and attributes results by magic number or normalized comment to deliver clear per-strategy metrics. The interface provides a vector equity curve, date filters, and strategy selectors, plus a Pearson correlation matrix to reveal strategy redundancy. You can attach it to a separate chart without modifying existing trading EAs.

This article builds a constant-memory EW covariance engine and a chart heatmap for monitoring cross-symbol correlations in MQL5. CEWCovariance updates in O(N²) time per bar and exposes covariance/correlation accessors; CHeatmapRenderer shows a five‑symbol matrix with values and colors. You will learn λ-to‑window mapping, how to set a meaningful min_obs warm‑up, and how to size the variance guard epsilon for real FX M1 data.

Implementation of the N-BEATS architecture for Forex trading in MetaTrader 5 with quantile forecasting and adaptive risk management. The architecture is adapted through bilinear normalization and specialized loss functions for financial data. Backtesting on 2025 data shows inability to generate profits, confirming the gap between theoretical achievements and practical trading performance.

This article walks through creating an MT5 indicator that ingests option chains from native symbols or CSV, inverts prices to implied volatility via a hybrid Newton–Raphson/bisection method, and assembles a clean strike–expiry grid. It then renders a shaded, rotatable 3D surface with the platform's DirectX layer, enabling clear, in-terminal analysis of skew and term structure using live or file-based data.

We extend the stateful supply and demand framework for MetaTrader 5 with a quantitative admission model and a dedicated interaction engine. Candidate zones are scored by structural symmetry, volume participation, and ATR‑normalized displacement, then classified into objective tiers. Admitted zones follow a deterministic lifecycle that tracks first touch, validates bounces, or confirms breakouts, with full telemetry for analysis and reproducibility.

This article turns the verified TDA pipeline into a live MQL5 indicator. It reduces each price window to two persistence-entropy lines (H0 and H1), computes a normalized loop-strength metric with an adaptive percentile band, and places fade marks only when loop strength is high and price hits a window extreme. You can attach the indicator, read six buffers from an Expert Advisor, and tune key window, ranking, and performance parameters.

The article presents a production-oriented Order Block engine for MQL5 packaged as an include class, it validates zones via displacement and market structure break, maintains mitigation state only on closed bars, and avoids heavy copies by passing data by reference. A diagnostic indicator plots zones, and an EA gates logic to new bars for stable performance and reproducible tests.

This article extends single-candlestick analysis to ordered double-candlestick patterns using an MQL5 script. The script encodes candles into symbols, extracts every consecutive two-symbol sequence (treating Aa and aA as different), counts occurrences and percentages, and writes sorted frequency tables to a text file. Readers can quickly identify the most recurrent transitions by symbol, timeframe, and lookback for further statistical testing.

The article presents the revolutionary architecture of PatchTST, a tailored transformer for financial time series analysis that breaks market data into 16-bar patches for efficient processing. We will discuss the full implementation of a trading robot in MQL5 covering everything from mathematical fundamentals and data structures to a ready-made EA with risk management and continuous learning systems.

The ProSpread seasonality index indicator with a Moving Average is a technical analysis tool that identifies seasonal patterns in price movements, analyzes price behavior during specific trading hours and is able to work with either a single instrument or a spread between two assets. It also visualizes the statistical probability of directional movements.

We add SQLite persistence to the canvas tools, saving every drawing and the entire UI session per symbol, then restoring them on startup so the workspace resumes exactly where you left it. The article builds versioned object serialization, a load/save lifecycle with dirty writes, and a timeframe-visibility editor that drives render-time filtering. The toolkit also runs as an indicator, so it can sit alongside other indicators or an Expert Advisor.

In Part 2, we introduce a reusable CCovarianceMatrix class that computes and stores a covariance matrix from raw return series using MQL5's native Cov() method. We verify symmetry, print a labeled matrix grid, and call Eig() to obtain eigenvalues and eigenvectors. Readers see how symbols co-move and which factors drive variance, enabling clearer portfolio diagnostics and reuse in scripts or EAs.

This article develops a rule-based daily pivot point indicator in MQL5 that uses the previous trading day's high, low, and close values to generate pivot, support, and resistance levels. It details historical data retrieval, pivot computation, chart object management, configurable label rendering, and automatic level updates as new trading days begin. The completed indicator displays multiple historical pivot sessions on the main chart for technical analysis on daily and lower timeframes.

In previous articles, we mentioned that sometimes we need to set a value for the ZOrder property. But why? The reason is that many pieces of code that add objects to a chart simply do not use, or more precisely do not define, a value for this property. The point is that I am not here to say what every programmer should or should not do, or how they should or should not write their code. I am here to show you, dear reader, and everyone who truly wants to understand how these processes work internally, what actually happens behind the scenes.

Do you know what a sandbox is? Do you know how to work with it? If the answer to either of these questions is “no”, read this article to understand the basic operating principle of a sandbox. You will also understand why MetaTrader 5 uses a sandbox to protect the integrity of some of its internal data. The material presented here is purely instructional. Under no circumstances should you treat the application as a final product whose purpose is anything other than studying the concepts presented.