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History of MQL5.community development

The most popular trading robots and technical indicators, news signals, regular incoming ready-made MQL5 programs in CodeBase and the most discussed Forum topics.

Published article "MQL5 Wizard Techniques you should know (Part 100): Sliding Window Median and Bidirectional LSTM for a Custom Trailing Stop".

MQL5 Wizard Techniques you should know (Part 100): Sliding Window Median and Bidirectional LSTM for a Custom Trailing Stop

CTrailingSlidingMedianBiLSTM is a custom MQL5 Wizard trailing module that combines robust median/MAD outlier filtering with a BiLSTM context score in the range [-1, 1]. Four algorithm modes (standard, bands, RSI, adaptive) target noise, mean-reverting bursts and liquidity spikes, reducing premature stop adjustments. This module is intended for side-by-side evaluation with diverse entry signals and money management settings.

Published article "Automatic Session Volume Profile Builder in MQL5: Rendering POC and Value Area Without Third-Party Tools".

Automatic Session Volume Profile Builder in MQL5: Rendering POC and Value Area Without Third-Party Tools

Implement a session-focused volume profile in MQL5: acquire ticks with CopyTicksRange(), bin prices, and compute POC, VAH, and VAL by the 70% approach. The indicator renders directly on the chart as native objects, supports fixed-width scaling for consistent geometry across timeframes, and refreshes on each new session. This provides objective reference levels without external dependencies.

Published article "Duelist Algorithm".

Duelist Algorithm

What if your trading strategies could learn from each other, like real fighters? Duelist Algorithm is a new optimization method where trading system parameters literally duel for the right to be called the best.

The most downloaded free products:

More than 1200 new charts published:

Graphique JP225, M15, 2026.07.01 20:58 UTC, Axiory Global Ltd., MetaTrader 5, Real
JP225, M15
Graphique GBPUSD, M1, 2026.07.01 11:16 UTC, Combat Capital Markets LLC, MetaTrader 5, Demo
GBPUSD, M1
Gráfico NDX100, M4, 2026.07.01 20:55 UTC, FundedNext Ltd, MetaTrader 5, Real
NDX100, M4

35 new signals now available for subscription:

BRANZ TECH
139% 454 trades
Growth:138.59%
Equity:638.28USD
Balance:888.50USD
Golden Fawkes VVHR
125% 167 trades
Growth:124.78%
Equity:286.68USD
Balance:286.68USD
The Golden Series
85% 491 trades
Growth:85.09%
Equity:18,509.30USD
Balance:18,509.30USD
and 32 more...
There are more than 54,340 products available in Market

Bestsellers in the Market:

New publications in CodeBase

  • Prop Firm Risk Dashboard - daily loss and drawdown monitor A read-only on-chart panel that tracks your account against a daily-loss limit and a max-drawdown limit, with color-coded OK / WARNING / DANGER status. Monitoring only - it does not place, modify or close any orders.
  • MQTTFive — MQTT 5.0 Client Library MQTTFive — a fully-featured implementation of the MQTT 5.0 client for MQL5. Features: • MQTT v5.0 — all packet types, properties, QoS 0/1/2 • TCP + TLS via the native MQL5 Socket API • Will messages with properties (will_delay_interval, payload_format, message_expiry) • Topic aliases for outgoing PUBLISH messages • Flow Control (Receive Maximum) • Subscription Options (no_local, retain_as_published, retain_handling) • Binary and UTF-8 payloads • Automatic retry for QoS 1/2 • Zero DLL dependencies — pure MQL5 Tested with Mosquitto 5.0 (15 tests, all PASS). Documentation: https://github.com/chekh/MQTTFive Licence: MIT
  • Consecutive Bars (with history) An oscillator that shows 4 line studies: 1 for consecutive up bars, 1 for consecutive down bars, 1 for the average consecutive up bars, and 1 for the average consecutive down bars.

4 new topics on forum:

and 1 more...
There are more than 3,050 articles published on site

Published article "Code, Tears, and Algo Forge".

Code, Tears, and Algo Forge

This article discusses the transition to MQL5 Algo Forge as a modern and convenient format for publishing program code and article attachments. Using repositories instead of traditional ZIP archives and source code allows you to keep projects up-to-date, make edits quickly, and professionally interact with your readers. Recommendations are provided for quickly migrating developments to the cloud environment via the MetaEditor interface.

Published article "Implementation of the Quantum Reservoir Computing (QRC) circuit".

Implementation of the Quantum Reservoir Computing (QRC) circuit

A revolutionary approach to machine learning in trading through quantum computing. The article demonstrates a practical implementation of an adaptive QRC system with continuous retraining for predicting market movements in real time.

Published article "Beyond GARCH (Part VII): Monte Carlo Volatility Forecasting in MQL5".

Beyond GARCH (Part VII): Monte Carlo Volatility Forecasting in MQL5

We implement the CMonteCarlo module that turns the fitted MMAR parameters into a volatility forecast via Monte Carlo. It runs N independent simulations over a chosen horizon and reports mean, median, standard deviation, and a percentile-based 95% confidence interval, with access to per-run values if needed. Adaptive cascade depth selects the minimal k such that b^k covers the horizon, keeping the run fast and consistent.

Published article "Digital Signal Processing for Traders: Building Ehlers' Filter Library in MQL5".

Digital Signal Processing for Traders: Building Ehlers' Filter Library in MQL5

We implement Ehlers-style DSP filters in a single reusable MQL5 library and use it to build two indicators. The Roofing Filter applies a 2‑pole high‑pass followed by a Super Smoother to isolate the tradeable 10–48‑bar band. The Even Better Sinewave normalizes the wave to about ±1, oscillating in cycle regimes and railing in trends, so you can read cycles and detect regime shifts in charts and EAs.

Published article "Heatmap Visualization of Intraday Return Patterns in MQL5 Using CCanvas".

Heatmap Visualization of Intraday Return Patterns in MQL5 Using CCanvas

MetaTrader 5 provides no native tool for visualizing intraday return patterns across time dimensions simultaneously. This article implements a custom indicator that aggregates historical bar returns into a 5×24 matrix indexed by weekday and hour of day, then renders the result as a color-interpolated heatmap inside an indicator subwindow using CCanvas. Green cells represent positive average returns, red cells negative, with color intensity encoding return magnitude.

Published article "Market Microstructure in MQL5 (Part 7): Regime Classification".

Market Microstructure in MQL5 (Part 7): Regime Classification

We integrate eleven one-minute microstructure measurements from Parts 2–6 into a composite regime label with confidence and direction. A rule-based RegimeClassifier() assigns one of six regimes—Normal, Stressed, Noisy, Informed, Trending, Mean-Reverting—using empirically derived thresholds from 514 NQ M1 sessions (May 2024–May 2026). The deliverable includes MARKET_REGIME, RegimeAnalysis, and PopulateRegimeAnalysis(), enabling position sizing, stop placement, and signal filtering from a single call.

Published article "Automating Trading Strategies in MQL5 (Part 49): The Quasimodo (QM) Reversal Pattern".

Automating Trading Strategies in MQL5 (Part 49): The Quasimodo (QM) Reversal Pattern

In this article, we build an automated trading program in MQL5 that detects the Quasimodo reversal pattern from a zig-zag of confirmed swing pivots. We work through swing detection, pattern arming, retrace entries at the QM line, and structural stop placement with risk-based sizing. We also add trade management with breakeven, trailing, and partial closing to handle open positions.

Published article "Developing a Neural Network Trading Robot Based on Mamba with Selective State Space Models".

Developing a Neural Network Trading Robot Based on Mamba with Selective State Space Models

The article explores the revolutionary Mamba/SSM neural network architecture for financial time series forecasting. We will consider a complete MQL5 implementation of a modern alternative to Transformer with linear complexity O(N) instead of quadratic O(N²). Selective State Space Models, hardware-aware optimizations, patching techniques, and advanced AdamW training methods are covered in detail. Practical test results showing an increase in accuracy from 62% to 71% while reducing training time from 45 to 8 minutes are included. A ready-made trading EA with auto learning and adaptive risk management for MetaTrader 5 is presented.

More than 1100 new charts published:

Grafico XAUUSD, M1, 2026.06.30 23:26 UTC, Spiceprop SL Ltd., MetaTrader 5, Real
XAUUSD, M1
图表 XAUUSD, M1, 2026.06.30 23:08 UTC, Exness Technologies Ltd, MetaTrader 5, Real
XAUUSD, M1
Grafico EURUSD, M15, 2026.06.30 23:00 UTC, Sarmaye Gozare Bartar Ltd., MetaTrader 5, Demo
EURUSD, M15

The most downloaded free products:

There are more than 54,240 products available in Market

28 new signals now available for subscription:

Xaumaster MT5
198% 3329 trades
Growth:197.57%
Equity:6,072.97USD
Balance:7,111.17USD
TNG Gold Scalper HFM
158% 52 trades
Growth:157.68%
Equity:128.84USD
Balance:128.84USD
ACTAT ACCM
140% 112 trades
Growth:139.61%
Equity:2,396.13USD
Balance:2,396.13USD
and 25 more...

Bestsellers in the Market:

Most downloaded source codes this month

  • Quantum XAUUSD Silver Trader Multi-indicator EA for Gold (XAUUSD) and Silver (XAGUSD): RSI, ADX and MA signals, adaptive ATR trailing stop and built-in capital protection.
  • XANDER Grid XAUUSD Bidirectional grid EA for Gold (XAUUSD). Ideal for ProCent accounts. Includes Daily Profit Target and Max Drawdown protection.
  • Prime Quantum AI — TRADE WITH AI (Anthropic Claude, OpenAI GPT, Google Gemini, DeepSeek, xAI Grok). Prime Quantum AI is an MT5 Expert Advisor combining a classical pre-filter (ADX + Alligator) with AI vision-based chart confirmation from major AI providers (Anthropic Claude, OpenAI GPT, Google Gemini, DeepSeek, xAI Grok). When the pre-filter detects a trend setup, the EA captures three adaptive- timeframe chart screenshots and sends them to the configured AI provider, which returns direction, confidence, stop-loss and take-profit. A trade is opened only when the AI confirms the pre-filter signal with sufficient confidence. Features: dual Standard Broker / Prop Firm risk modes, configurable lot sizing, optional martingale, multiple SL/TP modes, trailing stop, partial close, news/time/day/spread filters, draggable on-chart info panel, and fully exposed indicator parameters. Requires MetaTrader 5, WebRequest enabled for your provider's URL, and a valid API key. Provider auto-detected from key format.

Most read articles this month

How to purchase a trading robot from the MetaTrader Market and to install it?

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

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

  • Multi-Timeframe Candle Map An educational MT5 panel that maps the live price vertically inside four developing candles and summarizes location alignment, dispersion, candle direction and time remaining.
  • SR Zone Scanner Multi-timeframe Support & Resistance zone scanner with strength rating and instant alerts — M15, H1, H4, D1.

4 new topics on forum:

and 1 more...

Published article "Engineering Trading Discipline into Code (Part 8): Building a Setup Confirmation and Trade Authorization Layer in MQL5".

Engineering Trading Discipline into Code (Part 8): Building a Setup Confirmation and Trade Authorization Layer in MQL5

This article introduces an MQL5 trade authorization framework built around CDisciplineLayer, CDisciplineGuardian, and CDisciplinePanel. The framework manages setup lifecycles, signal freshness, session restrictions, setup expiry, and global trading locks through a centralized authorization layer. It also provides automated enforcement of violations and a real-time dashboard, enabling consistent trade validation and monitoring before and after execution.

Published article "Measuring What Matters (Part 1) : Portfolio Risk Decomposition in MQL5".

Measuring What Matters (Part 1) : Portfolio Risk Decomposition in MQL5

The article establishes a reproducible method to measure portfolio risk for multiple symbols using MQL5 matrices and OpenBLAS. It covers computing log returns, building a covariance matrix, and evaluating wᵀΣw instead of summing individual variances. A complete script prints naive versus true volatility and the cross‑term contribution, enabling you to detect when correlated instruments inflate exposure beyond single‑asset estimates.

Published article "Feature Engineering for ML (Part 8): Entropy Features in MQL5".

Feature Engineering for ML (Part 8): Entropy Features in MQL5

An MQL5 port of four entropy estimators — Shannon, Plug-In, Lempel-Ziv, and Kontoyiannis — operating on the intrabar tick-rule sequence. CopyTicksRange() limits data to the broker's cached tick window, so features apply to recent bars only. The implementation encodes bid-direction ticks from MqlTick, replaces NumPy-dependent steps with array-based methods, and ships CEntropyFeatures.mqh and EntropyViewer.mq5 for EA and indicator use.

Published article "Engineering a Self-Healing Expert Advisor in MQL5 (Part 4): Trade-State Reconciliation and Safe Mode Recovery".

Engineering a Self-Healing Expert Advisor in MQL5 (Part 4): Trade-State Reconciliation and Safe Mode Recovery

This article adds trade-state reconciliation and Safe Mode recovery to a MetaTrader 5 Expert Advisor. The EA continuously validates recovery integrity by comparing the live broker position with the persisted SQLite state and the in-memory runtime state. Detected inconsistencies trigger an automatic transition to Safe Mode, suspending virtual protection, breakeven, and trailing management until the recovery state can be trusted again.

Published article "Persistent Key-Value Store in MQL5: Using Flat Files as a Lightweight Database for EA State".

Persistent Key-Value Store in MQL5: Using Flat Files as a Lightweight Database for EA State

A lightweight persistence design lets EAs retain counters, flags, and timestamps between terminal restarts. Using only MQL5, CPersistentStore writes a human-readable key=value file in MQL5/Files and serves reads from a CHashMap write-through cache via a typed API. The article analyzes O(1)/O(n) operations, partial‑write risks, and lack of locking, compares with GlobalVariables/SQLite, and provides a demo that reloads state deterministically.

Published article "Risk Manager for Trading Robots (Part I): Risk Control Include File for Expert Advisors".

Risk Manager for Trading Robots (Part I): Risk Control Include File for Expert Advisors

Trading is characterized by high demands on risk management discipline. The article presents an analysis of the main reasons for traders' failures and proposes a technical solution in the form of the CEnhancedRiskManager class for the MQL5 platform. It includes practical testing on an aggressive grid EA.

Published article "MQL5 Wizard Techniques you should know (Part 99): Using a KD-Tree and an Echo State Network in a Custom Money Management Class".

MQL5 Wizard Techniques you should know (Part 99): Using a KD-Tree and an Echo State Network in a Custom Money Management Class

This article lays out 'CMoneyKDTreeESN' custom money management class usable with the MQL5 Wizard, that combines the KD-Tree algorithm and the Echo State Network. We use the KD-Tree on log returns and ATR to give us a risk score, while the ESN tracks recent flow to give us a bounded lot size multiplier. Our class is usable in a variety of Wizard assembled Expert Advisors as shown here with the Envelopes and RSI signals, with a broad objective of modulating exposure in high-volatility and tail-risk environments.

Published article "Automating Classic Market Methods in MQL5 (Part 2): Wyckoff Cause and Effect—Point and Figure Price Targets".

Automating Classic Market Methods in MQL5 (Part 2): Wyckoff Cause and Effect—Point and Figure Price Targets

This article builds a self-contained MQL5 Expert Advisor that completes the Wyckoff cycle: it detects accumulation/distribution with a finite state machine, enters at the last point of support/supply, and calculates exit point-and-figure counts under Wyckoff's Cause and Effect. We detail the box size from range ATR, a 1-box reversal, target validation, and a 2R fallback. Readers get runnable code without external dependencies.

Published article "Creating an HTML Dashboard for Strategy Tester and Prop Firm Challenge Analysis in MQL5".

Creating an HTML Dashboard for Strategy Tester and Prop Firm Challenge Analysis in MQL5

This article demonstrates how to build a reusable prop‑firm evaluation module for MQL5 Expert Advisors and export results to an HTML dashboard. The module monitors balance and equity during backtests, simulates single or rolling challenges, checks profit target, daily and overall drawdown, and minimum trading days, then outputs both a terminal summary and a browser‑readable report.

More than 1000 new charts published:

Grafico EURUSD, H4, 2026.06.29 01:51 UTC, OANDA Corporation, MetaTrader 5, Real
EURUSD, H4
图表 XAUUSD, M1, 2026.06.29 22:49 UTC, Spiceprop SL Ltd., MetaTrader 5, Real
XAUUSD, M1
图表 EURUSD, H1, 2026.06.29 20:47 UTC, XM Global Limited, MetaTrader 5, Demo
EURUSD, H1

The most popular forum topics:

The most downloaded free products:

There are more than 54,160 products available in Market

Bestsellers in the Market:

24 new signals now available for subscription:

TharosLongTerm
84% 4113 trades
Growth:83.68%
Equity:29,777.53EUR
Balance:29,850.65EUR
R47 10eUS30 Set 1 Since June 2026
83% 351 trades
Growth:83.39%
Equity:5,029.53USD
Balance:5,006.53USD
SMART AI SIGNAL PRIME
71% 452 trades
Growth:70.58%
Equity:2,604.92USD
Balance:2,604.92USD
and 21 more...

New publications in CodeBase

  • Equity Guard — Daily Loss Limit Guardian with Panic Panel Account-level daily loss guardian: when your daily loss reaches a configurable trigger, it closes all positions and pending orders and keeps the account flat until the next daily reset. Limits in percent or money, configurable reset time (server time), draggable visual panel with live gauge, and manual CLOSE ALL / LOCK buttons with click-to-confirm. Works on any broker, symbol, account size and currency — hedging and netting, no DLLs.
  • Result - type-safe error handling for MQL5 without exceptions A small, dependency-light library that brings a Rust-style Result type to MQL5. Functions return a single value-or-error object instead of relying on the global GetLastError() state, so failures are explicit and impossible to ignore. Includes ResultValue (value types) and Result (pointer-held objects), an Error struct, early-return macros (TRY, RETURN_ON_ERROR, ...) and optional Then/Match/MapError callbacks.
  • Pip Value Calculator Live pip value, risk-based lot sizing, custom volume risk analysis & open position P/L — all in one panel.
  • ATR Ranked Support and Resistance Zones An educational MT5 indicator that builds support and resistance as price zones from confirmed pivots. Nearby reactions are merged using ATR-based distance, then ranked by repeated tests, rejection strength and recency. Only the strongest zones are displayed to keep the chart readable.
There are more than 12,140 codes published in Codebase
There are more than 3,030 articles published on site

Published article "Lazy-Loading Indicator Handles in MQL5: A Resource Manager Pattern for Multi-Timeframe EAs".

Lazy-Loading Indicator Handles in MQL5: A Resource Manager Pattern for Multi-Timeframe EAs

Multi‑timeframe EAs that initialize every indicator handle in OnInit() pay a fixed startup cost even when most handles are never used. CIndicatorCache applies lazy loading with composite‑key lookup, reference‑counted Acquire/Release, and a deterministic FlushAll() for cleanup. Handles are created on first request and reused across ticks, reducing startup latency, avoiding repeated heap allocation, and preventing terminal resource leaks through centralized ownership.

Published article "MetaTrader 5 Machine Learning Blueprint (Part 18): Sequential Bootstrap, Corrected — Clone, Class Erasure, and the Comparison Toolkit".

MetaTrader 5 Machine Learning Blueprint (Part 18): Sequential Bootstrap, Corrected — Clone, Class Erasure, and the Comparison Toolkit

The article diagnoses two defects that neutralize sequential bootstrap during cross‑validation: type erasure of SequentiallyBootstrappedBaggingClassifier and a fold‑level shape mismatch from cloning full samples info sets. It retains the classifier's identity, adds find seq bagging to re‑inject fold‑sliced t1 in CalibratorCV.fit, and resets state per split. A new bootstrap_comparison module reports OOF and OOB metrics and memory, letting you verify that sequential sampling is applied correctly and quantify its impact.

Published article "Engineering a Self-Healing Expert Advisor in MQL5 (Part 3): Restart-Aware Breakeven and Trailing Systems".

Engineering a Self-Healing Expert Advisor in MQL5 (Part 3): Restart-Aware Breakeven and Trailing Systems

Building on Part 2, the implementation introduces restart-aware breakeven and trailing-stop systems for MetaTrader 5. The EA persists the state, such as breakeven activation, last trailing price, and virtual SL in SQLite, then restores them on startup. This preserves dynamic protection flow and prevents lost progress after terminal interruptions.

Published article "Building an Object-Oriented Session VWAP Engine in MQL5".

Building an Object-Oriented Session VWAP Engine in MQL5

This article shows how to implement a session vwap in MQL5 as a reusable include class with a strict daily reset at broker midnight. The engine computes VWAP and volume‑weighted deviation bands only on closed bars and anchors accumulation with MqlDateTime to avoid distortions from missing candles. A companion indicator plots the baseline and bands, while an Expert Advisor reads signals once per bar for consistent, CPU‑efficient execution and reliable testing.

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