History of MQL5.community development

In this article, we will take a first step toward showing how to implement operator overloading for the index operator and the assignment operator, while striving to offer a practical and interesting approach for everyone. What we will see here is only part of what I still intend to show, and it is directly related to the overloading of these operators.

Until now, the application being developed as part of this series of articles has focused exclusively on simulating the graphical part. However, to obtain a more complete system in which we can test the Expert Advisor within the replay/simulation service, we also need to simulate the trading server. You'll notice that this simulation will include only the most essential elements. Nevertheless, you, dear reader, will be able to fill in the missing parts. Since these additional components don't affect what I want to show, we already have more than enough to implement what we have in mind.

In this article, we explore the architecture of SAGDFN — a modern framework capable of transforming the approach to processing spatiotemporal data. It preserves key information even in complex graphs while reducing computational costs.

The article examines the practical application of finite differences in trading: types of differences, their relationship to price dynamics, and the binomial transform for noise filtering. The rules for encoding patterns based on difference levels and the application of these patterns to forecasting are described. This section presents naive, adaptive, and probabilistic approaches that help smooth time series, identify recurring patterns, and estimate future movements.

The article provides a critical analysis of an LLM strategy in which forecasting the direction is separated from trading decisions, and demonstrates why this leads to a disconnect between metrics and PnL. We will describe procedures for dataset balancing, feature engineering, prompt and response preparation, fine-tuning configuration in Ollama, and reliable parsing. Backtesting and forward testing reveal systematic degradation. The practical conclusion is that the problem must be formulated as a direct optimization of trading outcomes.

This article presents a modular, object-oriented volatility trailing stop engine for MQL5 packaged as a reusable include class, it calculates dynamic stop-loss levels using a True Range average filter on closed bars, supports step-based trailing, includes a visual diagnostic indicator, and provides an Expert Advisor execution template.

In this article, we will examine how to implement overloading for both logical operators and comparison operators. This requires a certain amount of caution and a fair amount of attention. Even a minor oversight when implementing the overloading of these operators can render the entire code completely unusable. If any problems arise in the overloading, the entire database created from the results generated by the code will have to be either discarded completely or, at the very least, reviewed in full.

We're entering the home stretch. The development of the replay/simulation system is nearly complete. Of course, we still have a few things left to finish, but compared to everything we've already done, completing what's left won't be difficult. However, it is essential to fully absorb and understand everything covered in this article. So I hope you enjoy reading this and, above all, that you enjoy this final stage of the journey.

This article builds an MQL5 dashboard that classifies closed deals into Sydney, Tokyo, London, and New York trading sessions by UTC close time. It computes per-session P&L, win rate, and average hold time, then renders the results as a persistent CCanvas bar chart with an account-wide summary row, alongside an Experts tab summary table. A verification script confirms the classification and metrics logic behaves correctly.

Article revisits Trading Robot that merged Discrete Fourier Transform with Leaky Integrate-and-Fire Spiking Neural Network. Evaluation is made over the seven operating modes with different symbols, timeframes, and test windows. We use two-thirds of the test window to optimize while the one-third does a forward walk run. This study tries to detail parameter interactions, input scaling, gating effects, and outlines practical checks that include rolling windows, frozen inputs, and others. The goal remains identifying settings worth further testing or paper trading.

At first, this article may seem rather confusing because of the material I'm going to cover in it. Nevertheless, I've tried to explain everything as simply and clearly as possible. I hope you'll understand what I'm about to show you here, and that it will come in handy someday.

One of the issues that bothered me the most was that the `C_ElementsTrade` class contains code for accessing positions. Don't take this as a mistake, because it really isn't one. However, this increases the risk of errors in some of the tasks we will need to handle later. All work on implementing the position indicator was carried out with a view to its use in the replay/simulation service. However, when running in this environment, we will have no access to actual positions. Consequently, any call to the MQL5 library intended to retrieve position data will have no effect in this environment.

The article describes a practical implementation of the HimNet framework based on MQL5, ready for integration into automated trading. We demonstrate how heterogeneity-adapted meta-parameters transform the model into a universal tool capable of handling fluctuating volatility.

The article describes a practical approach to synchronizing bars between instruments in a portfolio in MQL5. Classes are provided for loading, storing, and aligning OHLCV data, with options to use an empty bar or carry over values from the previous bar, select a synchronization symbol, and process new bars asynchronously. Examples of use in multi-chart and basket indicators are shown. Readers receive a ready-to-use API for reliable portfolio calculations.

The article builds an MQL5 indicator that recovers the risk-neutral density from an option chain via the Breeden–Litzenberger identity. Quotes are inverted to implied volatilities, the smile is smoothed and priced back to arbitrage‑free calls, and the second derivative yields the density. The tool reports probabilities above any level, the expected move, skew and kurtosis, and overlays the realized-return distribution for comparison.

In this article, we take a detailed look at the algorithms used to implement the key components of the HimNet framework. We demonstrate how, with a minimal number of trainable components, a high degree of consistency and controllability can be achieved throughout the entire system. The presented implementation is compact and transparent, which makes it easier to adapt to real-world market tasks.

A file-based news filter for MQL5 reads a pre-downloaded Forex Factory CSV from MQL5/Files, avoiding fragile web scraping and paid APIs. It provides a modular CNewsFilter with a quote-aware CSV parser, suffix-robust currency extraction, an inclusive time-window checker with clear block reasons, and chart zones for today's events. A demo EA and assertion tests help you integrate and verify offline filtering around scheduled releases.

The article presents a full MQL5 implementation of a multi-symbol trend system: dual EMA crossovers for entries, ADX to avoid ranges, ATR to normalize position size, and a heat monitor to cap total portfolio risk. We explain the architecture, calculation details, and entry/exit logic on daily bars. The result is a practical EA template for systematic, risk-aware portfolio trading.

The article examines two practical aspects of the Adwizard-based optimization pipeline: diagnostics and recovery after failures when generating the final Expert Advisor database, as well as preliminary selection of strategy parameter ranges before project creation. It is shown how analyzing the stages/jobs/tasks tables in SQLite and restarting stages based on their statuses help restore the process, while trial optimization narrows the search space, eliminates redundant parameters, and reduces the risk of getting stuck at local maxima.

In this article, we will examine how to implement a tree balancing algorithm. Here, I will present my own version of an implementation of this algorithm. There are many other algorithms that serve the same purpose. Nevertheless, each of them has its own advantages and disadvantages. You, my dear reader, will need to explore them and find the one that best suits your needs.

In this article, I have shown—in the clearest possible way—how to modify and improve code capable of handling specific tasks while making as few changes as possible to the existing code. We will add a volume display and, at the same time, ensure that users or traders cannot effectively remove objects created by the position indicator.