History of MQL5.community development

The article presents an innovative hybrid system for forecasting exchange rates that combines a linear autoregressive model with a U-Transformer architecture for residual analysis. The system automatically switches between signal sources depending on their quality and includes complete trading logic with averaging/pyramiding strategies. The key advantage of this approach is that the neural network is trained on the residuals of the linear model, which simplifies the task and reduces the risk of overfitting. The implementation is done entirely in MQL5 and is ready for use in real trading with automatic adaptation to changing market conditions.

We build a Support and Resistance Volume Profile indicator that adapts to the current viewport in MetaTrader 5. You will learn viewport detection, dynamic SnR identification, zoom‑driven bin sizing, min‑max volume scaling, and fast on‑chart rendering controlled by OnChartEvent. This approach expresses the relative strength of SnR levels with volume, keeping the chart focused on actionable reaction zones.

We present a production‑ready implementation of AFML Chapter 17 structural break tests. The module includes Chu-Stinchcombe-White (one-/two-sided), Chow-type DFC, SADF across six models (linear, quadratic, sm poly 1, sm poly 2, sm exp, sm power), plus QADF (q, v) and CADF (q), returning bar-indexed scalar features. We address the book snippets' scaling issues and argument‑order pitfall, and show how a fixed lookback (L=504) bounds SADF cost to O(L²) per bar for regime detection.

We invite you to explore the ACEFormer architecture — a modern solution that combines the effectiveness of probabilistic attention with adaptive time series decomposition. This article will be useful for those seeking a balance between computational performance and forecast accuracy in financial markets.

Maximum drawdown is one number that hides what really matters: how often an equity curve declines, how long it stays below a previous peak, and how quickly it recovers. This article builds a native MQL5 tool that reconstructs the underwater curve, breaks it into individual drawdown episodes (depth, duration, recovery time), computes the Ulcer Index, Pain Index, and Recovery Factor, and combines them into a single resilience grade with practical recommendations. No external libraries, no Python, no AI.

The article delivers MQL5 implementations of FIGARCH and HARCH and updates the volatility library for long‑memory processes. It provides code for Hurst and GPH testing, parameter setup (truncation and horizons), and scripts for fitting, forecasting, and simulations. Readers learn how to apply and compare the models on market data to select an appropriate specification.

The article presents a structured approach to external and internal market structure in MQL5, from swing identification to CHoCH/BoS validation within an established trend. It explains refining true highs/lows, enforcing “first internal signal” logic, and rendering lines, labels, and markers on the chart. The outcome is a consistent indicator that converts price structure into defined entries, stop losses, and 1.5R targets.

A population-based optimization algorithm inspired by a controversial and little-studied phenomenon - the mechanism of human dreams. Agent groups with different "memory", cosine-wave modulation of motion, and an unusual 99/1 phase distribution — learn how these features affect the optimization efficiency of your trading strategies.

This article finalizes the Forward Simulation Engine for MetaTrader 5 by calibrating synthetic candles to recent market volatility instead of using slope-only sizing. It samples average body, upper wick, and lower wick from closed bars, applies a sine-envelope with decay, proportional wicks, gaps between candles, and periodic counter-trend injections. The result is a live projection that advances one bar ahead, with code you can reuse for calibrated, anchor-based forward rendering and automatic cleanup.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.