History of MQL5.community development

The article focuses on the Gopalakrishnan Range Index (GRI/ROCI), which quantitatively assesses the market's "degree of chaos" using the logarithm of the closing price range over a given period. The article shows how to implement GRI in MetaTrader 5, resolve the issue of negative values using a shifted logarithm, and convert the scale to convenient "points" by normalizing it by Point. Next, we examine practical scenarios for using GRI as a filter for volatility and market phases.

This second part adds the geometry layer to a Cairo‑inspired graphics library for MetaTrader 5. It defines a path of double‑precision points grouped into contours, records open/closed intent, and stores vertices in a flat array with start indices. We implement MoveTo, LineTo, Close, provide basic shape helpers, and include a demo that visualizes the built geometry for inspection and reuse.

Now we will implement this solution, since MQL5 is based on the same principles as event-driven programmingю Developers often use this model when creating DLLs. I know that at first, the event-driven model will seem confusing and illogical. But in this article, I will explain the principles of event-driven programming in a way that is easier to understand, so that if you are just getting started, you will have a clear grasp of how it works. Understanding what I am about to explain in this article will help you throughout your work as a programmer.

In this article, we explain what a class is and why this concept came about. Although the topic is interesting, we will focus here on the principles underlying MQL5 programming. This article is just an introduction.

In this article, we begin our exploration of the SSCNN framework — a modern architectural solution for time series analysis that combines accuracy, a structured design, and high computational efficiency. We will systematically examine its theoretical aspects, highlight the key differences from its predecessors, and begin the practical implementation of its basic components in the MQL5 environment.

In this article, we will look at how to easily implement an indicator that shows whether a position is generating a profit or a loss. The procedure is simple and effective. Even without in-depth expertise, this indicator will allow you to easily recognize when to close a position. This way, you will avoid unexpected results, since the calculation reflects the actual outcome you would get if you closed the position.

In this article, we implemented the first components of a tree structure. Since I realize that this structure can be very complex at the beginning of the learning process, we will introduce it gradually, step by step. This way, everyone will be able to understand how a tree works and when it is best to use one.

The article presents a reproducible implementation of a hybrid quantum-neural network model for algorithmic trading on Forex without using real quantum hardware. A fixed three-qubit quantum circuit in IBM Qiskit converts sliding-window statistics (mean returns, volatility, and range) into a probability distribution, from which seven quantum metrics are calculated. These features are integrated into a bidirectional LSTM architecture with regularization and mechanisms to address class imbalance, including focal loss and a sampler.

The article discusses the application of Walsh functions in trading. We will explore the basic principles of using these functions to analyze financial markets, forecast prices, and make trading decisions. We will also discuss the advantages and disadvantages of these functions, as well as the prospects for their application in trading and technical analysis.

We examine how a Hidden Markov Model (HMM) estimates latent market regimes while basing on observable price and indicator sequences. This is done by estimating the probability of state transitions. A Gated Recurrent Unit (GRU) network models time dependencies and keeps important information over several observations. In an Expert Advisor, HMM-based regime probabilities, can be merged with GRU-based sequence learning to better classify increments in accumulation, distribution, and momentum prior to their showing up in regular price confirmations.

We introduce a Partial Information Decomposition library for MQL5 that decomposes two sources about a target into four atoms: unique to each, shared, and synergy. The implementation uses quantile binning, tabulated logarithms, and a maximum-entropy fit (for I_ccs), and it pairs results with a block-permutation null because atoms sit above zero on finite samples. Use it to screen indicator pairs and judge significance, including family-wise correction.

The article provides a detailed explanation of the SCNN architecture and one way to implement it using MQL5. We will show how time series decomposition can be combined with neural network methods and attention mechanisms.

The article presents the full integration of the 3D-bar module into a quantum-enhanced trading system for forecasting the movement of currency pairs. The system combines stationary four-dimensional features, an 8-qubit quantum encoder, and CatBoost gradient boosting with 52+ features. The system is implemented in Python using MetaTrader 5, Qiskit, CatBoost, and optional integration with the Llama 3.2 LLM for interpreting forecasts.

We implement a five-stage MQL5 pipeline that quantifies market structure, liquidity interaction, and price behavior on four timeframes, then resolves them into a 0–100 Market Intent Score. Decision states (WAIT/WATCH/ACTION) are driven by explicit weights plus hard gates. The analytical core feeds a concise dashboard and, when AutoTrade is on, an execution layer with entry zones, invalidation and liquidity‑based targets.

This part implements risk-based position sizing for the EA. Lot size is derived from account balance, a chosen risk percent, and ATR-based stop distance, then confined and rounded to the broker's volume rules and minimum stop levels. An optional drawdown-aware layer reduces risk during equity declines. Readers get a reproducible sizing function that keeps per-trade risk consistent and orders acceptable to the server.

In this article, you will learn how to create a visual signal on your trading platform so you can determine directly on the chart whether a position is long or short, without having to open the Terminal. In addition, the article also explains how to implement a feature that improves the display when moving Take Profit and Stop Loss lines by hiding the horizontal line that follows the mouse cursor while these lines are being moved, to avoid confusion. The article provides practical insight into setting up market simulation systems.

In this article, we will conclude the section on the implementation and explanation of the linked list. However, the implementation presented here omits one detail that can be implemented in a linked list. We will discuss this later, in another article.

The ECO (Ecological Cycle Optimizer) algorithm offers an interesting metaphor for applying the concept of the ecological cycle to the field of metaheuristic optimization. The idea of dividing a population into trophic levels — producers, herbivores, carnivores, omnivores, and decomposers — creates a hierarchical search structure, in which each group contributes to the overall optimization process.

We invite you to explore the next stage in implementing the SCNN framework, which combines flexibility and interpretability, allowing structural components of a time series to be identified precisely. The article provides a detailed explanation of the mechanisms of adaptive normalization and attention, which ensure the model's resilience to changing market conditions.

In this article, we will refine the graphics library classes by adding a vertical header to the table and use the table classes to create an indicator that displays the correlation between the symbols specified in the settings.

We present a rule-set-aware calibration chain that turns the remaining risk budget into a calibrated sigmoid scale for position sizing. It computes a ceiling from stop loss pct and safety factor, back-solves w at a reference divergence, and flattens size progressively as the budget shrinks. The paper also clarifies where leverage caps must be applied in production: at the lots conversion, since risk-based sizing alone does not enforce max leverage.

The article shows how to tune ICA hyperparameters with a supervised evaluation pipeline and apply spectral clustering to time-lagged indicators. Cross-validation identifies the optimal number of clusters, which are translated into expected return and risk measures. These signals drive dynamic position sizing and stop-loss control, with surrogate models converted to ONNX and integrated into an MQL5 Expert Advisor.

This article implements a lock-free shared-memory bridge in MetaTrader 5 that writes ticks in Apache Arrow’s columnar layout via the C Data Interface. It details the column layout, double buffering with a seqlock, and a batching strategy. You get full source for a writer class, a streaming Expert Advisor, and a self-test script that validates correctness before any Python reader is involved.

This article develops a market‑structure‑driven intraday breakout system based on Bill Williams fractals. We define session bounds, derive volatility‑scaled stops, use fixed risk and take‑profit multipliers, and limit trades to one per direction. An MQL5 Expert Advisor, visualization and statistics, tick-level backtests, an ORB comparison, and a cross-asset forward test provide a complete, replicable workflow.

In this article, I will show you, dear reader, how to select the objects we create on the chart and modify the position indicator so that it can perform many more functions than originally intended. We will look at how to implement the ability to move price levels and create price lines directly on the chart. Many people may find this difficult. However, you will see that we'll do this with minimal effort. You just need to give it a little thought.