The logic targets sessions with high-impact (red) economic events. It counts qualifying news items for the current date, then evaluates the next scheduled release time.

Before the release window, the EA places a pending order based on the configured direction, either Buy Stop/Buy Limit or Sell Stop/Sell Limit. Order placement is gated by the news count and the remaining time to the event, to avoid triggering outside the defined pre-news period.

Typical safeguards include preventing duplicate pending orders for the same event, applying spread and slippage limits, and removing or disabling orders after the release if the setup is no longer valid.

👉 Read | Quotes | @mql5dev

This article moves MT5 metric export from backtest-only CSV dumps to a live streaming pipeline that stays useful during active market hours. The goal is continuous observability: indicator values, session counters, and equity snapshots become an auditable stream instead of an end-of-session artifact.

The design is a decoupled three-layer system: an MQL5 include that buffers rows and flushes in batches, a daily rotating CSV in the common files folder, and a Python tail daemon that reads appended rows, maintains rolling windows, and logs anomalies.

Key engineering details: open-write-close I/O to avoid long-held handles, configurable buffering to control latency vs. data loss risk, midnight-UTC rotation to cap file size, and per-symbol/timeframe filenames to prevent multi-chart conflicts. A demo indicator shows gating to avoid exporting historical back...

👉 Read | Signals | @mql5dev

This article turns candlestick charts into analyzable data by encoding each bar as a single symbol (A/G/H/E for bullish types, a/g/h/e for bearish, D for doji, and “_” for unclassified). Using 1,500-bar samples of GBPUSD and XAUUSD on H1/M15/M5, an MQL5 script generates an encoded series plus per-symbol counts and percentages in a TXT report.

On GBPUSD, Marubozu-like candles (A/a) dominate at ~20–22% each, while 32–36% of bars fall into the unclassified bucket, signaling where the taxonomy may need refinement. Bullish and bearish totals stay nearly symmetric across timeframes, and M5 shows a noticeable rise in doji frequency.

The practical output is a reproducible market “profile” that can feed next-step modeling: two-symbol pattern frequencies and transition probabilities for systematic strategy research.

👉 Read | AppStore | @mql5dev

A new MQL5 Wizard custom signal class, CSignalUKFCapsNet, targets the “noisy middle” where classic indicators and regime models struggle on fast, erratic markets.

Engine 1 uses an Unscented Kalman Filter-style hidden-state estimator to treat price as a noisy measurement and produce a low-lag baseline trend without moving-average whipsaw.

Engine 2 adds a Capsule Network as a structural validator, checking whether the proposed direction matches current volatility boundaries (ATR) and momentum pace (RSI). Low-confidence setups are suppressed via vector squashing.

The class supports UKF-only or UKF+CapsNet testing, and offers four modes: volatility breakout, mean reversion, trend following, and consolidation squeeze—giving developers switchable logic for different intraday conditions.

👉 Read | NeuroBook | @mql5dev

Part 2 replaced math analogues (cosine/sine/exponential) with a virtual 3‑qubit processor: 8‑state Hilbert space, unitary gates, normalization, and measurement behavior. This shift targets superposition, entanglement, and non‑commuting operations that classical pipelines miss. Reported limits: LSTM ~58% accuracy, transformer noise sensitivity, ARIMA degradation, and overfitting instability.

Circuit construction is data-driven: rotations parameterized by price moves, controlled-phase gates by feature correlations, Hadamard by uncertainty. Evolution order matters; decoherence strength tracks regime changes. Measurements extract Z/X statistics and two‑qubit correlations, using non-destructive reads in simulation.

Hybrid output feeds classical components and transformer attention (Q/K). Implemented as an MT5 EA in MQL5. 2024–2025: +13.3% annual, 2.39%...

👉 Read | CodeBase | @mql5dev

Session Boxes is an MT5 custom indicator that plots per-day rectangular ranges for the Asia, London, and New York sessions using internally sourced H1 data. Each box spans the session’s first-to-last H1 bar and covers the full high-low range, with configurable GMT session windows and a broker server offset parameter.

Core logic converts server time to GMT via InpBrokerGMTOffset, then classifies each H1 bar with an hour-range check that supports cross-midnight sessions through IsHourInSession. A daily tracking rule ensures one rectangle per session per calendar day.

Interpretation is straightforward: Asia range can act as pre-London reference levels, London often defines the primary directional range, and the London/NY overlap typically increases volatility. Lookback depth and colors are configurable.

👉 Read | VPS | @mql5dev

Gold FVG Finder detects fair value gaps (FVG) as market imbalance zones and marks the first retest with an arrow. Designed for liquid instruments including XAUUSD and major FX pairs, covering M5 to H4.

An FVG is formed when price moves quickly, leaving a gap between the wicks of the first and third candles that is not covered by the middle candle body. These areas are treated as unfilled liquidity, with the primary signal generated on the first return to the zone.

Chart output includes green bullish zones and red bearish zones, each with a 50% Consequent Encroachment level. Arrows trigger on the first touch only to prevent repeated entries. A panel shows current RSI and active zone count.

Options include an RSI filter (period, overbought/oversold thresholds), alerts, colors, and max history depth. M15 is cited as the preferred balance for XAUUSD, wi...

👉 Read | Calendar | @mql5dev

V1N1 LONNY is a multi-symbol Asian Range Breakout day-trading EA focused on London session breakouts. It places BuyStop/SellStop pending orders, anchored to the latest Parabolic SAR swing plus an ATR-based buffer.

The pre-London Asian range, measured on real H1 bars, defines a strict no-trade zone. Buy stops are only valid above the Asian high and sell stops only below the Asian low. Trade qualification combines PSAR, MACD direction, and Stochastic to avoid overbought/oversold entries. An ADR-based filter ignores Asian ranges that are too small or too large.

Stops are set at the opposite PSAR swing and bounded by ADR-derived limits. Take profit is calculated from stop distance using a fixed ratio. Management includes MACD reversal exits, trailing, break-even, scheduled flattening near New York close or symbol session close, plus daily profit/loss shutdown. ...

👉 Read | Calendar | @mql5dev

Algorithmic trading optimization continues to shift toward metaheuristics when parameter counts make grid search impractical. A recent implementation review covers the Artificial Atom Algorithm (A3), proposed in 2018, with atoms as candidate solutions and electrons as decision variables, using covalent and ionic bond operators.

The reference paper leaves key operators underspecified, including bonding mechanics and any meaningful way to “sort electrons”. A pragmatic implementation resolves gaps with conventional population-optimizer structure: random initialization, iterative position updates, and strict range/step discretization.

Core design uses a C_AO base plus S_AO_Agent state (current/previous/best/worst coordinates and fitness). A3 adds Moving() with a covalent subset biased toward global best and a remaining subset sampling interactions, plu...

👉 Read | Docs | @mql5dev

Part II extends the stateful supply/demand zone framework with persistence and event-driven synchronization in MetaTrader 5.

Polling-based chart scans are replaced by OnChartEvent(), reducing per-tick overhead and routing user actions only when object lifecycle events occur. Market processing remains in OnTick(), while manual chart interactions are handled independently to avoid accidental overwrites.

The synchronization layer is decomposed into focused handlers: RegisterHybridZone() for onboarding new rectangles, UpdateZoneCoordinates() for coordinate sync and promotion from engine-managed to user-managed on manual edits, and RemoveZoneByName() for safe retirement, reverse-iteration deletion, blacklist protection, and final lifecycle capture.

A structured routing layer classifies inbound platform events and dispatches them to dedicated processors, ...

👉 Read | NeuroBook | @mql5dev

This article turns a Takens-embedded price point cloud and distance matrix into a computable Vietoris–Rips filtration, ready for persistent homology. It enumerates simplices up to dimension 2 (vertices, edges, triangles), assigns filtration values (0, pairwise distance, max edge in a triangle), and sorts by filtration with dimension tie-breaks so faces always precede cofaces.

CTDARips focuses on performance: single-pass construction, amortized O(1) appends, then a global sort. Post-sort lookup tables map vertices and edges to global simplex indices in O(1), avoiding costly scans during boundary construction.

CTDABoundary builds a sparse boundary matrix over Z/2 using packed buffers and per-column offsets. Each column stores face indices in ascending order so pivots are cheap to read during reduction. A small square example and combinatorial counts va...

👉 Read | Calendar | @mql5dev

Part 38 extends the MQL5 object editor from a floating ribbon to a full tabbed settings window for complete property coverage.

A new CSettingsWindow (derived from CRibbon) opens from the ribbon’s Settings button, binds to the selected chart object, and reuses the existing descriptor list, engine get/set API, and shared popovers (color, width, style).

The UI is organized into Style, Text, Coordinates, and Visibility tabs with a scrollable body. Level lists expand into per-level rows with visibility, ratio, color, width, and style fields. Coordinates adds exact price/time entry for anchors, plus bounded numeric chip editing.

Edits preview live via a property snapshot. Closing commits by discarding the snapshot, or cancels by restoring it and redrawing the object set.

👉 Read | Signals | @mql5dev

Monolithic OnTick() handlers often accumulate nested conditionals that encode strategy phases as scattered boolean combinations. The result is mixed responsibilities: determining the current phase and selecting the action on every tick, with higher regression risk and unnecessary branching cost.

A finite state machine makes phases explicit: idle, entry, in-trade, exit. Each tick runs a single dispatch to the active state, limiting execution to relevant logic and producing a predictable control path.

In MQL5, the design typically uses IState with OnEnter/Evaluate/OnExit, plus a CStrategyContext that owns state instances and mediates transitions via SetState(). Circular includes are handled by splitting declarations, state definitions, and context implementations across three files to enforce compilation order.

👉 Read | Calendar | @mql5dev

We're introducing a new beta version of MetaTrader 5 with built-in support for the Model Context Protocol (MCP) and agentic AI.

The built-in AI Assistant helps you analyze markets. It can explain current market conditions for a symbol, review your open positions, analyze your trading history, answer questions about financial instruments, and provide context on recent market events.

The AI Assistant in MetaEditor is now a full-featured development assistant. It can:

• Generate new MQL5 programs
• Analyze existing code
• Detect errors and suggest fixes
• Explain complex algorithms
• Assist with refactoring and further development of projects

The integration of MCP and agentic AI introduces an entirely new way to interact with the trading platform. We will continue to expand these capabilities and invite traders and MQL5 developers to help us test them.

Read more...

A research-grade Expert Advisor is available for testing day-of-week market patterns. It reads the prior daily candle and opens the next day either as continuation or reversal, with configurable weekday combinations to measure calendar effects across Forex, commodities, and indices.

Trades can be force-closed at a specified hour to isolate the pure weekday effect, or managed with optional Stop Loss, Take Profit, and an ATR-based volatility filter to compare raw patterns versus rule-based management.

Key parameters include fixed or risk-based sizing, day selection, direction mode, Daily ATR period, minimum range filter, ATR-multiple Stop Loss, RR-based Take Profit, CloseHour, and MagicNumber. Logic is evaluated only on new D1 bars, with one position per symbol. If SL is disabled, risk sizing is not available.

Backtests (2016–2026) covered EURUSD, XAUUSD, an...

👉 Read | Calendar | @mql5dev

DI crossover signals (+DI 14 vs -DI 14) work in trends but fail in ranges, where repeated crossings occur inside a tight band and cannot cover spread and slippage. Wilder’s ADXR filter reduces this, but a single threshold misses key context such as ADX slope, DI separation, dominance duration, and volatility state.

A two-layer setup addresses this. Layer 1 replaces fixed ADXR≥25 with an Optuna-optimized gate over ADXR threshold, DI lookback, and minimum DI separation, maximizing precision on a validation split. Layer 2 adds a Random Forest meta-label that scores each gated signal using 11 ADX-derived features, then sizes positions by confidence.

Tested on 7 years of EURUSD H1 (MT5), the approach targets higher precision by suppressing low-quality crossover trades rather than adding new entries.

👉 Read | AlgoBook | @mql5dev

Market nonstationarity creates volatility and liquidity regimes where fixed-parameter systems break. A static SMA crossover with fixed periods and a point threshold tends to overtrade in high volatility and miss signals in low volatility, forcing reactive manual re-optimization.

A practical adaptive approach is to re-fit the decision boundary on each new bar using MQL5 solvers.mqh. CNlEq (Levenberg–Marquardt) can update a volatility-scaled threshold using ATR and a rolling window least-squares objective with light regularization.

Implementation centers on an EA class with NewBar detection, Optimize() using the reverse-communication loop (m_needf, m_needfij), numerical residual/Jacobian evaluation, and CTrade execution with ATR-based SL/TP constrained by SYMBOL_TRADE_STOPS_LEVEL.

Typical convergence is a few iterations per bar with sub-millisecond ...

👉 Read | Freelance | @mql5dev

Bollinger Bands and Donchian Channels describe past price behavior but don’t provide model-based coverage. A fixed “2σ” Bollinger width is a convention, and Donchian width is driven by realized extremes.

The article replaces heuristics with a rolling OLS regression channel and computes confidence intervals (mean uncertainty) and prediction intervals (future observation range) using Student’s t with n−2 degrees of freedom. It also distinguishes an in-window edge band from a true one-step-ahead forecast at x=n.

Key implementation notes for MT5: interval widening at window edges comes from OLS leverage, not data scarcity; t-values matter for typical window sizes; and MT5 DRAW_FILLING limitations make five line plots (fit + 4 bounds) the most reliable rendering.

👉 Read | Signals | @mql5dev

The article completes a Gaussian Process library for MQL5 by formalizing three core extension points: IKernel (covariance + analytic hyperparameter derivatives), ILikelihood (noise/class model with gradients and Hessians), and IInference (pluggable posterior inference returning NLML, gradients, and cached matrices for prediction).

It implements RBF, Linear, and Periodic kernels plus Sum/Product composites that correctly route or combine derivatives (including product rule for gradients). Likelihoods cover Gaussian regression and logit binary classification, with numerically stable sigmoid/softplus and higher-order derivatives where needed.

Inference is split into ExactInference for Gaussian likelihood (fast NLML + analytic gradients via Cholesky-based cho_solve) and LaplaceInference for non-Gaussian cases (Newton updates, GPML-style gradient computation, optimize...

👉 Read | VPS | @mql5dev

RealCost Spread P95 Logger for MT5 is an open source utility for monitoring spread behavior on the active chart symbol. It samples the live spread and shows a compact panel with current and average spread, p50/p90/p95/p99, maximum spread, sample count, alert state, and the share of samples above a configured threshold. Optional logging writes local CSV output for later review.

p95 is useful because average spread can mask short spikes around rollover, news windows, session transitions, or low-liquidity periods. p95 approximates the spread level covering most observations while reducing the impact of a single worst outlier. p99 and max provide additional tail context.

The EA is read-only by design: no trading, no order changes, no position management, no external data transmission, and no signals. Configuration includes sampling cadence, in-memory sample cap, ...

👉 Read | VPS | @mql5dev