In this article, we will look at how to connect a new strategy to the auto optimization system we have created. Let's see what kind of EAs we need to create and whether it will be possible to do without changing the EA library files or minimize the necessary changes.
Learn how to build a complete Kagi-based trading Expert Advisor in MQL5, from signal construction to order execution, visual markers, and a three-stage trailing stop. Includes full code, testing results, and a downloadable set file.
In this discussion, we introduce a structured, multi-layered defense system designed to pursue aggressive profit targets while minimizing exposure to catastrophic loss. The focus is on blending offensive trading logic with protective safeguards at every level of the trading pipeline. The idea is to engineer an EA that behaves like a “risk-aware predator”—capable of capturing high-value opportunities, but always with layers of insulation that prevent blindness to sudden market stress.
In this article, we will discuss creating a "Container" control that supports scrolling its contents. Within the process, the already implemented classes of graphics library controls will be improved.
In this article, we create an Inverse Fair Value Gap (IFVG) detection system in MQL5 that identifies bullish/bearish FVGs on recent bars with minimum gap size filtering, tracks their states as normal/mitigated/inverted based on price interactions (mitigation on far-side breaks, retracement on re-entry, inversion on close beyond far side from inside), and ignores overlaps while limiting tracked FVGs.
The article presents a new metaheuristic algorithm, Chaos Game Optimization (CGO), which demonstrates a unique ability to maintain high efficiency when dealing with high-dimensional problems. Unlike most optimization algorithms, CGO not only does not lose, but sometimes even increases performance when scaling a problem, which is its key feature.
Automating Trading Strategies in MQL5 (Part 42): Session-Based Opening Range Breakout (ORB) System
In this article, we create a fully customizable session-based Opening Range Breakout (ORB) system in MQL5 that lets us set any desired session start time and range duration, automatically calculates the high and low of that opening period, and trades only confirmed breakouts in the direction of the move.
In this article, we develop a Candle Range Theory (CRT) trading system in MQL5 that identifies accumulation ranges on a specified timeframe, detects breaches with manipulation depth filtering, and confirms reversals for entry trades in the distribution phase. The system supports dynamic or static stop-loss and take-profit calculations based on risk-reward ratios, optional trailing stops, and limits on positions per direction for controlled risk management.
Trading without session awareness is like navigating without a compass—you're moving, but not with purpose. Today, we're revolutionizing how traders perceive market timing by transforming ordinary charts into dynamic geographical displays. Using MQL5's powerful visualization capabilities, we'll build a live world map that illuminates active trading sessions in real-time, turning abstract market hours into intuitive visual intelligence. This journey sharpens your trading psychology and reveals professional-grade programming techniques that bridge the gap between complex market structure and practical, actionable insight.
This article revisits the classic moving average crossover strategy and examines why it often fails in noisy, fast-moving markets. It presents five alternative filtering methods designed to strengthen signal quality and remove weak or unprofitable trades. The discussion highlights how statistical models can learn and correct the errors that human intuition and traditional rules miss. Readers leave with a clearer understanding of how to modernize an outdated strategy and of the pitfalls of relying solely on metrics like RMSE in financial modeling.
This article proposes using Rolling Windows Eigenvector Comparison for early imbalance diagnostics and portfolio rebalancing in a mean-reversion statistical arbitrage strategy based on cointegrated stocks. It contrasts this technique with traditional In-Sample/Out-of-Sample ADF validation, showing that eigenvector shifts can signal the need for rebalancing even when IS/OOS ADF still indicates a stationary spread. While the method is intended mainly for live trading monitoring, the article concludes that eigenvector comparison could also be integrated into the scoring system—though its actual contribution to performance remains to be tested.
We are going to develop a professional indicator for currency strength analysis in MQL5. This step-by-step guide will show you how to develop a powerful trading tool with a visual dashboard for MetaTrader 5. You will learn how to calculate the strength of currency pairs across multiple timeframes (H1, H4, D1), implement dynamic data updates, and create a user-friendly interface.
Integrating Python's logging module with MQL5 empowers traders with a systematic logging approach, simplifying the process of monitoring, debugging, and documenting trading activities. This article explains the adaptation process, offering traders a powerful tool for maintaining clarity and organization in trading software development.
The article covers simple controls as components of more complex graphical elements of the View component within the framework of table implementation in the MVC (Model-View-Controller) paradigm. The basic functionality of the Controller is implemented for interaction of elements with the user and with each other. This is the second article on the View component and the fourth one in a series of articles on creating tables for the MetaTrader 5 client terminal.
