MQL5 MetaTrader 5의 소스 코드 라이브러리

A pure-MQL5 script that measures how robust a strategy's edge is to execution costs. It reads a Date,Profit,Volume CSV of closing deals and models each deal's cost as a fixed part plus a per-lot part. It prints the breakeven cost per deal, the cushion (the multiple of an assumed realistic cost at which the net profit reaches zero), the net profit and profit factor re-priced at the assumed cost, the share of winners the cost turns into losers, and a composite A+ to F cost-robustness score with recommendations. If no file is present it generates a reproducible sample and analyzes it, so the output is visible on the first run. No external libraries, no Python, no AI.

금(XAUUSD) 및 은(XAGUSD)용 다중 지표 EA: RSI, ADX 및 MA 신호, 적응형 ATR 트레일링 스톱 및 내장형 자본 보호 기능.

Breakout은 구조적인 강세장에서 알고리즘 기반의 돌파 모멘텀을 포착하도록 설계된, 깔끔하고 자동화된 MetaTrader 5 전문가 자문가입니다.

The KCI Embedded Sniper is an algorithmic trading solution designed for high-precision reversal entries. Unlike conventional Expert Advisors that rely on external indicator dependencies (which often suffer from thread desynchronization and latency), this EA features a fully embedded Kinetic Compression Index (KCI) engine. By transplanting the entire mathematical framework of the KCI—calculating Velocity Quotients, Kinetic Displacement, Energy Dispersion, and Phase Velocity—directly into the EA’s core logic, we have eliminated "asynchronous lag." The result is a lightning-fast sniper engine that validates market exhaustion (Singularity) and momentum extremes (Williams %R) with micro-second precision, operating solely on completed bars to ensure zero-repaint performance.

The Kinetic Compression Index (KCI) is a custom oscillator designed to detect market exhaustion and localized compression events. By calculating its kinematic metrics internally rather than relying on external standard indicator handles, the KCI reduces overhead and simplifies buffer management for Expert Advisor (EA) integration. This article details the mathematical foundation, system architecture, buffer mapping, and practical integration guides for developers looking to implement this tool in MetaTrader 5.

SMC/ICT market-structure indicator for MT5: swing highs/lows, BOS (continuation) and CHoCH (reversal) confirmed on close, Order Blocks, Fair Value Gaps, and QML (Quasimodo) levels. Every feature is toggle-able, with adjustable swing sensitivity and colors. Works on any symbol and timeframe.

Exports your closed positions for a configurable period to a CSV file for journal analysis in Excel or Google Sheets: entry and exit time and price (volume-weighted over partial fills), volume, result in points, commission, swap, net profit and trade duration.

Calculates the correct lot size for a planned trade from your risk (percent of equity or a fixed money amount) and stop-loss distance (points or a price level). Respects the symbol's contract specification - tick size and value, volume min/max/step - and estimates the required margin.

On-chart panel with the live spread of the chart symbol - current, minimum, average and maximum since attach - color-coded against your warning and danger thresholds, plus an optional alert when the spread stays at the danger level for N consecutive seconds (news and rollover spikes).

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 — MQL5용 MQTT 5.0 클라이언트의 완전한 구현체입니다. 기능: • MQTT v5.0 — 모든 패킷 유형, 속성, QoS 0/1/2 • 네이티브 MQL5 소켓 API를 통한 TCP + TLS • 속성(will_delay_interval, payload_format, message_expiry)이 포함된 Will 메시지 • 발신 PUBLISH용 Topic Alias • 흐름 제어(수신 최대값) • 구독 옵션(no_local, retain_as_published, retain_handling) • 바이너리 및 UTF-8 페이로드 • QoS 1/2에 대한 자동 재시도 • DLL 의존성 없음 — 순수 MQL5 Mosquitto 5.0에서 테스트 완료 (15회 테스트, 모두 통과). 문서: https://github.com/chekh/MQTTFive 라이선스: MIT

An oscillator that shows 2 line studies: 1 for consecutive up bars, and 1 for consecutive down bars.

An educational MT5 panel that maps the live price vertically inside four developing candles and summarizes location alignment, dispersion, candle direction and time remaining.

Multi-timeframe Support & Resistance zone scanner with strength rating and instant alerts — M15, H1, H4, D1.

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.

마르코프 연쇄 전이 행렬을 활용하여 다음 알고리즘 실행 주기에서 상승세 또는 하락세가 지속될 확률을 수학적으로 예측하는 정량적 확률 엔진입니다.

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.

Live pip value, risk-based lot sizing, custom volume risk analysis & open position P/L — all in one panel.

IMR은 무작정 거래하는 것을 거부하는 재량형 가격 움직임 트레이더를 위해 설계된 다층적 정량적 반전 탐지 도구입니다. 이 도구는 트레이더가 현재 시장이 축적 국면, 분배 국면, 혹은 지속 국면 중 어느 단계에 있는지 파악하는 데 도움을 줍니다.

동적 공정가치 격차(FVG)는 시장 가격의 불균형을 자동으로 감지하는 MetaTrader 5용 MQL5 지표입니다. 이 지표는 스마트 머니 컨셉(SMC) 전략을 활용하는 트레이더에게 안성맞춤입니다.

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.

Spread calculator is created to display the current spread on any currency pair on the chart.

On-Chart Candle Countdown Clock is a simple indicator created to display the countdown timing of the last candle on any time frame.

차트에 현재 매수-매도 스프레드를 포인트와 핍 단위로 직접 표시하며, 지표가 적용된 이후 해당 세션의 최저, 최고 및 평균 스프레드를 실시간으로 추적합니다. 스프레드가 사용자가 설정한 임계값을 초과하면 색상이 변경되어 경고합니다.

마켓 워치에 있는 모든 종목에 대해 SYMBOL_TRADE_TICK_VALUE, SYMBOL_TRADE_TICK_VALUE_LOSS 및 SYMBOL_TRADE_TICK_VALUE_PROFIT을 비교하는 진단 스크립트입니다. 각 심볼을 네 가지 범주(ALL_EQUAL, TV_MATCHES_PROFIT, TV_MATCHES_LOSS, ALL_DIFFER) 중 하나로 분류하고, 집계된 요약 정보와 해석 팁을 제공합니다. EA에서 위험 기반 로트 크기 조정을 구현할 때 어떤 틱 값 속성을 기준으로 삼아야 할지 확인하는 데 유용합니다. 심볼별 전체 보고서를 MQL5/Files의 CSV 파일로 내보낼 수 있습니다.

계좌 통화로 표시된 목표 손실액(예: 포지션당 50달러)을 기준으로 모든 오픈 포지션에 손절매를 설정하는 스크립트입니다. 모든 입금 통화와 모든 외환 종목에서 작동합니다. 브로커의 스톱/프리즈 레벨을 확인합니다. 통화 변환은 자동으로 처리됩니다.

A lightweight educational MetaTrader 5 indicator that maps Premium, Equilibrium and Discount areas from a selected market range.

모든 버퍼를 시계열로 설정한 헤이켄 아시

Open-source MT5 script that records XAUUSD/GOLD symbol settings, spread, tick value, contract size, volume step, stop/freeze levels, swap, and account context to the log and optional CSV.

A native MQL5 script that measures how concentrated a strategy's profit is — whether the edge is broad or rests on a few lucky trades. It reads a per-trade CSV (Date,Profit) and reports the share of net profit from the largest trades, the Gini coefficient of the winners, a concentration profile, a survival test that removes the best few trades and recomputes net profit and profit factor, and the largest single day versus a configurable consistency limit, combined into a concentration-and-consistency score (A+ to F) with recommendations. If no file is found it generates a sample set, so it runs out of the box. No external libraries, no Python, no AI. The helper ExportTrades.mq5 writes the file from your trade history.

A native MQL5 script that analyzes the structure of an account's drawdowns, not just the single "maximum drawdown" figure. It reads a daily equity curve (Date,DailyPnL CSV), rebuilds the underwater curve, and splits it into individual drawdown episodes with their depth, duration and recovery time. It then reports the Ulcer Index, Pain Index, Recovery Factor and time spent underwater, and combines them into a single resilience score (A+ to F) with recommendations, printed in the Experts tab. No external libraries; if no file is found it generates a sample curve so it runs out of the box.

트리플 배리어 라벨링 파이프라인은 종종 임의의 상수(0.5–1.0%)나 기존의 스프레드 가정을 min_ret 임계값으로 사용합니다. 실제 왕복 거래 비용보다 낮게 설정된 임계값은 파이프라인이 비용에 의한 잡음을 거래 가능한 신호로 오인하게 만듭니다. 이렇게 라벨링된 데이터셋은 에지를 체계적으로 과대평가하게 되며, 해당 라벨을 기반으로 훈련된 모델은 진정한 시장 구조가 아닌 라벨링 방식에서 비롯된 인공적 현상에 과적합하게 됩니다. TransactionCostCollector.mq5는 이 문제의 데이터 수집 단계를 해결하는 독립형 스크립트입니다.

A small educational MetaTrader 5 indicator that marks simple three-candle bullish and bearish Fair Value Gaps on the chart.

A small educational MetaTrader 5 indicator that marks confirmed swing highs and lows and labels market structure as HH, HL, LH and LL.

가중 조화 평균(Weighted Harmonic Mean) 수학적 원리를 활용하여 산술적 이상치를 제거하고, 기관 투자자의 실제 유동성 중심을 파악하는 정량적 거래량 밀도 분석 엔진.

Daily Range Tracker — Live Today's Range vs Average Daily Range. Daily Range Tracker shows you, at a glance, how much of the symbol's typical daily movement has already happened today — helping you judge whether the day still has room to run or is already exhausted.

Swap Meter displays the live SELL and BUY swap rates for your current chart symbol in a clean, color-coded panel — and instantly alerts you the moment your broker changes either rate.

Spread Meter — Live Single-Symbol Spread Tracker with Max/Min Record Spread Meter by Fox Wave is a sleek, single-symbol dashboard that displays the live spread of your current chart symbol in real time, while permanently recording the widest and tightest spread ever seen — with exact timestamps.

Open source MT5 spread logger with average, p50, p90, p95, p99, maximum spread, alerts and CSV export.

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