Bestsellers in the Market:
Published article "Feature Engineering for ML (Part 1): Fractional Differentiation — Stationarity Without Memory Loss".

Integer differentiation forces a binary choice between stationarity and memory: returns (d=1) are stationary but discard all price-level information; raw prices (d=0) preserve memory but violate ML stationarity assumptions. We implement the fixed-width fractional differentiation (FFD) method from AFML Chapter 5, covering get_weights_ffd (iterative recurrence with threshold cutoff), frac_diff_ffd (bounded dot product per bar), and fracdiff_optimal (binary search for minimum stationary d*).
Published article "Formulating Dynamic Multi-Pair EA (Part 8): Time-of-Day Capital Rotation Approach".

This article presents a Time-of-Day capital rotation engine for MQL5 that allocates risk by trading session instead of using uniform exposure. We detail session budgets within a daily risk cap, dynamic lot sizing from remaining session risk, and automatic daily resets. Execution uses session-specific breakout and fade logic with ATR-based volatility confirmation. Readers gain a practical template to deploy capital where session conditions are statistically strongest while keeping exposure controlled throughout the day.
Published article "MetaTrader 5 Machine Learning Blueprint (Part 12): Probability Calibration for Financial Machine Learning".

Tree-based classifiers are typically overconfident: true win rates near 0.55 appear as 0.65–0.80 and inflate position sizes and Kelly fractions. This article presents afml.calibration and CalibratorCV, which generate out-of-fold predictions via PurgedKFold and fit isotonic regression or Platt scaling. We define Brier score, ECE, and MCE, and show diagnostics that trace miscalibration into position sizes, realized P&L, and CPCV path Sharpe distributions to support leakage-free, correctly sized trading.
Published article "Forex Arbitrage Trading: A Matrix Trading System for Return to Fair Value with Risk Control".

The article contains a detailed description of the cross-rate calculation algorithm, a visualization of the imbalance matrix, and recommendations for optimally setting the MinDiscrepancy and MaxRisk parameters for efficient trading. The system automatically calculates the "fair value" of each currency pair using cross rates, generating buy signals in case of negative deviations and sell signals in case of positive ones.
The most downloaded free products:
Bestsellers in the Market:
Published article "Chaos optimization algorithm (COA): Continued".

We continue studying the chaotic optimization algorithm. The second part of the article deals with the practical aspects of the algorithm implementation, its testing and conclusions.
The most downloaded free products:
Most downloaded source codes this month
- SilviosEAbest26 SilviosEAbest26 is a high-precision Expert Advisor for MetaTrader 5, designed to trade market reversals using a sophisticated combination of dynamic price channels and momentum filters. The system is engineered for consistent returns while maintaining strict risk management protocols.
- ExMachina SafeScalping ExMachina Safe Scalping is a professional-grade Expert Advisor built for conservative breakout scalping on Gold (XAUUSD), Silver (XAGUSD), and Forex majors.
- Price Action Intraday Trading - Expert for MT5 Price Action Day Trader is a robust, trend-following MQL5 Expert Advisor designed for intraday trading. It focuses on high-probability price action patterns Pin Bars, Engulfing Candles, and Inside Bar Breakouts while filtering trades through a dual Moving Average trend filter.
Most read articles this month

How to purchase a trading robot from the MetaTrader Market and to install it?
A product from the MetaTrader Market can be purchased on the MQL5.com website or straight from the MetaTrader 4 and MetaTrader 5 trading platforms. Choose a desired product that suits your trading style, pay for it using your preferred payment method, and activate the product.
How to Test a Trading Robot Before Buying
Buying a trading robot on MQL5 Market has a distinct benefit over all other similar options - an automated system offered can be thoroughly tested directly in the MetaTrader 5 terminal. Before buying, an Expert Advisor can and should be carefully run in all unfavorable modes in the built-in Strategy Tester to get a complete grasp of the system.
Bestsellers in the Market:
Published article "Chaos optimization algorithm (COA)".

This is an improved chaotic optimization algorithm (COA) that combines the effects of chaos with adaptive search mechanisms. The algorithm uses a set of chaotic maps and inertial components to explore the search space. The article reveals the theoretical foundations of chaotic methods of financial optimization.
The most downloaded free products:
Bestsellers in the Market:
The most popular forum topics:
- Can't login or create a new account 15 new comments
- Password problem 13 new comments
- Can't login.. 10 new comments
Published article "Can DOOM Run in MetaTrader 5: DLLs, Rendering, and MQL5 Input?".

This article demonstrates how to run DOOM inside MetaTrader 5 by integrating a native Windows DLL with an MQL5 Expert Advisor. We cover building the DLL, real-time framebuffer rendering via ResourceCreate, keyboard input with a key-up workaround using GetAsyncKeyState, and running the game loop on a background thread. The techniques are directly applicable to custom visualization, external data bridges, and robust MQL5–native code integration.
The most downloaded free products:
Bestsellers in the Market:
Most downloaded source codes this week
- Smart Money Concepts An indicator which features full Smart Money Concept (SMC) + Break Of Structure (BOS) + Change Of Character (COC) + Fair Value Gap (FVG) Detection and Buy/Sell signals.
- Sniper Pro Multi-timeframe confluence indicator designed to snipe accurate entries. Inspired from TradingView
- HTF Reversal Divergences A multi timeframe indicator which features RSI divergence. + Buy/Sell signals Inspired from trading view.
Most read articles this week

How to purchase a trading robot from the MetaTrader Market and to install it?
A product from the MetaTrader Market can be purchased on the MQL5.com website or straight from the MetaTrader 4 and MetaTrader 5 trading platforms. Choose a desired product that suits your trading style, pay for it using your preferred payment method, and activate the product.
How to Test a Trading Robot Before Buying
Buying a trading robot on MQL5 Market has a distinct benefit over all other similar options - an automated system offered can be thoroughly tested directly in the MetaTrader 5 terminal. Before buying, an Expert Advisor can and should be carefully run in all unfavorable modes in the built-in Strategy Tester to get a complete grasp of the system.
New publications in CodeBase
- Precision Sniper Precision Sniper is a multi-confluence MT5 indicator inspired by TradingView's top signal tools, grading every buy/sell signal (A+, A, B, C) based on EMA structure, RSI, MACD, ADX, VWAP, and volume alignment, with 8 presets, HTF bias confirmation, auto TP/SL levels, trailing stop, and a built-in backtest dashboard.
- Institutional StatArb and Cointegration Spread Z-Score A quantitative multi-asset oscillator designed for Statistical Arbitrage (Pairs Trading), it calculates the logarithmic spread between two correlated assets and measures its Z-Score to identify risk-neutral mean-reverting opportunities.
Bestsellers in the Market:
New publications in CodeBase
- XANDER Pulse Candles Color your candles by momentum state. Four bias levels + neutral — built for dark charts.
- Half Line For Exit 123 Using arrow to open a position and the middle line to exit from the position that is currently open.
The most downloaded free products:
Bestsellers in the Market:
New publications in CodeBase
- 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 the market breaks above the range high, it opens a buy trade; if it breaks below the range low, it opens a sell trade.
- QuantumAlgo Trade Panel QuantumAlgo Trade Panel is a professional-grade trading utility for MetaTrader 5, designed to bridge the gap between complex institutional strategies and seamless execution. Whether you are a Scalper, Swing Trader, or follow Smart Money Concepts, this panel automates your risk management and technical analysis, allowing you to focus purely on the setup.
- ASQ Session Manager Institutional-grade forex session detection and analysis library for MetaTrader 5.
- XANDER Grid XAUUSD Bidirectional grid EA for Gold (XAUUSD). Ideal for ProCent accounts. Includes Daily Profit Target and Max Drawdown protection.






























