Modern trading stacks often accumulate correlated, lagging signals. A proposed alternative pairs a Discrete Fourier Transform cycle decoder with a Leaky Integrate-and-Fire Spiking Neural Network to isolate dominant market frequencies and add time-based confirmation.
The DFT decomposes rolling price or indicator series (e.g., RSI, MACD) into frequency components, selects the dominant harmonic by amplitude, and projects a normalized cycle state used as a turning-point candidate.
The SNN consumes Fourier, RSI, and MACD inputs as synaptic currents. Membrane potential accumulates across bars, decays via a leak factor, and triggers execution only when a fixed threshold is reached, then resets.
Implementation notes in MQL5 emphasize mode isolation for debugging, bar-close evaluation to reduce noise, and a procedural core using CTrade/CSymbolInfo without the CExpert fra...
π Read | Signals | @mql5dev
The DFT decomposes rolling price or indicator series (e.g., RSI, MACD) into frequency components, selects the dominant harmonic by amplitude, and projects a normalized cycle state used as a turning-point candidate.
The SNN consumes Fourier, RSI, and MACD inputs as synaptic currents. Membrane potential accumulates across bars, decays via a leak factor, and triggers execution only when a fixed threshold is reached, then resets.
Implementation notes in MQL5 emphasize mode isolation for debugging, bar-close evaluation to reduce noise, and a procedural core using CTrade/CSymbolInfo without the CExpert fra...
π Read | Signals | @mql5dev
β€38π12π2π¨βπ»2π1
A flicker-free vector GUI renders the full dashboard to a single-frame bitmap canvas, with auto-resize and high-DPI scaling designed to avoid terminal lag.
A vertical, scrollable monthly calendar grid tracks results with cyan win days and red loss days, using mouse-wheel scrolling for rapid navigation.
Trade execution history is shown as scrollable log cards with grades and an editable notes workflow via an on-chart pencil control.
Behavioral diagnostics detect and flag revenge trading, FOMO entries, panic liquidations, and discipline failures such as stop-loss widening mid-trade.
The quantitative layer computes Sharpe, Sortino, Calmar, Ulcer Index, and SQN, separated into Long and Short profiles. A 1,000-path Monte Carlo bootstrap projects drawdown paths and estimates Risk of Ruin, with a cooperative task scheduler to time-slice heavy scans. No...
π Read | Quotes | @mql5dev
A vertical, scrollable monthly calendar grid tracks results with cyan win days and red loss days, using mouse-wheel scrolling for rapid navigation.
Trade execution history is shown as scrollable log cards with grades and an editable notes workflow via an on-chart pencil control.
Behavioral diagnostics detect and flag revenge trading, FOMO entries, panic liquidations, and discipline failures such as stop-loss widening mid-trade.
The quantitative layer computes Sharpe, Sortino, Calmar, Ulcer Index, and SQN, separated into Long and Short profiles. A 1,000-path Monte Carlo bootstrap projects drawdown paths and estimates Risk of Ruin, with a cooperative task scheduler to time-slice heavy scans. No...
π Read | Quotes | @mql5dev
β€15π8π3π¨βπ»2
A modified brute-force research tool for MT5 shifts focus from manual EA tuning to automated pattern search across currency pairs. The goal is to evaluate robustness on larger history windows and compare results between short and long samples, where overfitting risk rises as the sample shrinks.
Key upgrade: a linearity-based filter that scores equity-curve smoothness, reducing the need for visual screening. It costs roughly 2x runtime due to a second pass, but improves the quality of candidates carried into later filtering stages.
The signal model moves from boolean rule sets to a single polynomial that outputs a signed, continuous βsignal strength.β The polynomial now uses full OHLC-derived bar components (not just Close-Open), enabling richer feature combinations while keeping degrees low for tractability. The template code was updated to accept ...
π Read | NeuroBook | @mql5dev
Key upgrade: a linearity-based filter that scores equity-curve smoothness, reducing the need for visual screening. It costs roughly 2x runtime due to a second pass, but improves the quality of candidates carried into later filtering stages.
The signal model moves from boolean rule sets to a single polynomial that outputs a signed, continuous βsignal strength.β The polynomial now uses full OHLC-derived bar components (not just Close-Open), enabling richer feature combinations while keeping degrees low for tractability. The template code was updated to accept ...
π Read | NeuroBook | @mql5dev
β€35π7πΎ5π3β2π¨βπ»1
A trend indicator based on confirmed swing highs/lows builds a weighted pivot center, then applies an ATR-adaptive trailing band around that center to classify direction. Bullish state is shown via the bullish trail color; bearish state via the bearish trail color. Direction changes can print BUY/SELL tags and trigger terminal, push, or email alerts.
Options include swing markers, pivot center line, latest confirmed support/resistance, closed-candle vs live-candle alerts, and EA-accessible buffers for trend and signals.
Signal rules: BUY on a flip from -1 to 1; SELL on a flip from 1 to -1. Reliability improves when validated on candle close, with price holding on the correct side of the trail and alignment to a higher timeframe.
Typical usage: M15/M30 intraday, H1/H4 swing, D1 long-term. H1 often balances noise and responsiveness; lower timeframes increa...
π Read | Forum | @mql5dev
Options include swing markers, pivot center line, latest confirmed support/resistance, closed-candle vs live-candle alerts, and EA-accessible buffers for trend and signals.
Signal rules: BUY on a flip from -1 to 1; SELL on a flip from 1 to -1. Reliability improves when validated on candle close, with price holding on the correct side of the trail and alignment to a higher timeframe.
Typical usage: M15/M30 intraday, H1/H4 swing, D1 long-term. H1 often balances noise and responsiveness; lower timeframes increa...
π Read | Forum | @mql5dev
β€21π8β‘1π1π¨βπ»1
Multi-timeframe SMMA dashboards address a common limitation of single moving averages: one timeframe can appear bullish while the higher-timeframe structure stays bearish. Displaying M15, H1, H4 and other SMMAs side by side clarifies alignment and reduces false reads.
Typical interpretations are straightforward. Price above multiple timeframe SMMAs suggests broad bullish conditions. Price below them suggests broad bearish conditions. Mixed positioning often signals a pullback within the dominant trend rather than a confirmed reversal. A large gap to a higher-timeframe SMMA can flag extension and higher odds of consolidation or mean reversion. Distance values also quantify proximity to dynamic support or resistance.
These tools are practical for trend, intraday, swing, and pullback traders, and can simplify MA context for less experienced users. For a...
π Read | Freelance | @mql5dev
Typical interpretations are straightforward. Price above multiple timeframe SMMAs suggests broad bullish conditions. Price below them suggests broad bearish conditions. Mixed positioning often signals a pullback within the dominant trend rather than a confirmed reversal. A large gap to a higher-timeframe SMMA can flag extension and higher odds of consolidation or mean reversion. Distance values also quantify proximity to dynamic support or resistance.
These tools are practical for trend, intraday, swing, and pullback traders, and can simplify MA context for less experienced users. For a...
π Read | Freelance | @mql5dev
β€20π5β2π2
A volume-state candle dashboard can quantify how much activity sits behind each candle and whether the result is meaningfully bullish or bearish. It separates typical participation from unusually high or low volume, strong buy-side or sell-side effort, and special cases such as climax volume and absorption where activity is high but net price progress is limited.
A large bullish candle on high relative volume tends to support genuine buying. A small-range candle on very high volume can signal absorption and a potential turning area.
Common use cases include price-action confirmation, validating breakout participation, spotting reversal conditions near support and resistance, and fast context for intraday trading. It applies to tick volume on FX/CFDs and real volume where available in crypto, equities, and futures. It should remain a confirmation laye...
π Read | Freelance | @mql5dev
A large bullish candle on high relative volume tends to support genuine buying. A small-range candle on very high volume can signal absorption and a potential turning area.
Common use cases include price-action confirmation, validating breakout participation, spotting reversal conditions near support and resistance, and fast context for intraday trading. It applies to tick volume on FX/CFDs and real volume where available in crypto, equities, and futures. It should remain a confirmation laye...
π Read | Freelance | @mql5dev
β€16π7β1π1
MQL5 services in MetaTrader consolidate three monetization paths for traders and developers: Signals subscriptions, a Market for EAs and utilities, and a Freelance order book. Access is integrated into the terminal, with public stats, distribution by symbols, and risk/slippage warnings supporting selection and due diligence.
Signals enable deal copying via fixed-fee subscriptions. Copy accuracy is typically higher when provider and subscriber accounts use the same broker. Providers can publish track records and monetize distribution at scale, including VPS-based execution for continuous operation.
The Market lists 20,000+ products with encrypted EX4/EX5 delivery, automated settlements, and multi-activation licensing. Built-in VPS can be hosted near broker servers to reduce latency, relevant for scalping and arbitrage.
Freelance offers structured co...
π Read | CodeBase | @mql5dev
Signals enable deal copying via fixed-fee subscriptions. Copy accuracy is typically higher when provider and subscriber accounts use the same broker. Providers can publish track records and monetize distribution at scale, including VPS-based execution for continuous operation.
The Market lists 20,000+ products with encrypted EX4/EX5 delivery, automated settlements, and multi-activation licensing. Built-in VPS can be hosted near broker servers to reduce latency, relevant for scalping and arbitrage.
Freelance offers structured co...
π Read | CodeBase | @mql5dev
β€41π14π2π1
Many MT5 workflows still treat each trade as isolated. In practice, instruments can move in lockstep during the same event, and multiple small positions can accumulate into a material share of equity through combined margin.
An MQL5 indicator addresses this by accepting comma-separated InpSymbols and InpLots (2β10 instruments) and generating a portfolio-style report in the Experts tab, with an optional on-chart panel. Missing symbols are added to Market Watch automatically.
Output includes a Pearson correlation matrix based on bar-to-bar returns over a configurable timeframe and lookback, plus the average pairwise correlation as a diversification proxy. It also estimates combined margin for all listed positions in account currency and computes deposit load as a percentage of equity, triggering a one-time alert when InpMarginWarnPct is exceeded. InpRe...
π Read | Freelance | @mql5dev
An MQL5 indicator addresses this by accepting comma-separated InpSymbols and InpLots (2β10 instruments) and generating a portfolio-style report in the Experts tab, with an optional on-chart panel. Missing symbols are added to Market Watch automatically.
Output includes a Pearson correlation matrix based on bar-to-bar returns over a configurable timeframe and lookback, plus the average pairwise correlation as a diversification proxy. It also estimates combined margin for all listed positions in account currency and computes deposit load as a percentage of equity, triggering a one-time alert when InpMarginWarnPct is exceeded. InpRe...
π Read | Freelance | @mql5dev
β€26π5π1
A lightweight trading prototype is released around an interactive supply and demand zone management framework. It is not positioned as a complete methodology or a finished automated system, but as a reference implementation combining zone structure, validation logic, trade management, and market context checks.
Configuration covers automation controls, execution identifiers, spread and volatility protection, risk-reward targets, optional trailing stops, higher-timeframe trend and momentum filters, plus approach-context rules that classify controlled versus aggressive moves into zones.
Core emphasis is the zone lifecycle model: each qualified zone tracks quality metrics, interaction history, testing, and invalidation. A detailed logging layer records zone formation and state transitions to support review, research, and external analytics pipelines.
Included...
π Read | Quotes | @mql5dev
Configuration covers automation controls, execution identifiers, spread and volatility protection, risk-reward targets, optional trailing stops, higher-timeframe trend and momentum filters, plus approach-context rules that classify controlled versus aggressive moves into zones.
Core emphasis is the zone lifecycle model: each qualified zone tracks quality metrics, interaction history, testing, and invalidation. A detailed logging layer records zone formation and state transitions to support review, research, and external analytics pipelines.
Included...
π Read | Quotes | @mql5dev
β€21π4π1
Value Area Levels builds a price-volume distribution from lower-timeframe candles and outputs core market profile levels: VAH (Value Area High), POC (Point of Control), VAL (Value Area Low). It also provides developing levels (DVAH, DPOC, DVAL) and previous completed levels (PDVAH, PDPOC, PDVAL).
Profiles can be calculated on D1, W1, MN1, H4, H1, or other periods independently of the chart timeframe. Profile construction can use a separate source timeframe such as M15 for a D1 profile, improving granularity at the cost of additional processing.
Developing levels update as new data arrives, while completed historical profiles remain fixed until a new period starts or a full refresh. The tool supports tick volume and real volume, with automatic fallback to tick volume when real volume is missing or zero. Value Area percentage is configurable (70% by de...
π Read | Forum | @mql5dev
Profiles can be calculated on D1, W1, MN1, H4, H1, or other periods independently of the chart timeframe. Profile construction can use a separate source timeframe such as M15 for a D1 profile, improving granularity at the cost of additional processing.
Developing levels update as new data arrives, while completed historical profiles remain fixed until a new period starts or a full refresh. The tool supports tick volume and real volume, with automatic fallback to tick volume when real volume is missing or zero. Value Area percentage is configurable (70% by de...
π Read | Forum | @mql5dev
β€25π6β‘1π1
Mean returns often mislead when comparing two trading periods because trade outcomes are skewed, heavy-tailed, and sensitive to rare gap or slippage losses. A Mann-Whitney U test avoids distribution assumptions by comparing pooled ranks, making outliers influence only their rank, not the mean and variance.
The article implements this missing MQL5 capability: CMannWhitneyTest computes ranks with tie correction, U, z-score, and p-value using a precise normal CDF approximation. A demo pulls per-trade returns from history by filtering only closing deals (DEAL_ENTRY_OUT) and normalizing profit by volume and tick value.
Results are paired with a dual box-and-whisker plot on a shared axis bounded by Tukey fences, keeping typical behavior readable while still marking outliers.
π Read | AlgoBook | @mql5dev
The article implements this missing MQL5 capability: CMannWhitneyTest computes ranks with tie correction, U, z-score, and p-value using a precise normal CDF approximation. A demo pulls per-trade returns from history by filtering only closing deals (DEAL_ENTRY_OUT) and normalizing profit by volume and tick value.
Results are paired with a dual box-and-whisker plot on a shared axis bounded by Tukey fences, keeping typical behavior readable while still marking outliers.
π Read | AlgoBook | @mql5dev
β€28π5π1
MetaTrader 5βs built-in Expert Advisors are more useful than they look because the full MQL5 source is included. This walkthrough uses BullishBearish MeetingLines Stoch.mq5 as a practical template: it detects Three White Soldiers/Three Black Crows, confirms with Stochastic, then applies fixed SL/TP and a bar-based holding period.
Two customization paths are outlined. First, optimize exposed inputs in Strategy Tester (Stochastic periods, SL/TP, candle-body sensitivity, duration) to establish a baseline and reduce loss streaks without touching code.
Second, modify logic safely by cloning the EA and compiling a new build: externalize hard-coded Stochastic thresholds into inputs for proper optimization and debugging, then add an optional Moving Average trend filter using indicator handles and CopyBuffer on the last closed bar to avoid repainting. This reduces coun...
π Read | VPS | @mql5dev
Two customization paths are outlined. First, optimize exposed inputs in Strategy Tester (Stochastic periods, SL/TP, candle-body sensitivity, duration) to establish a baseline and reduce loss streaks without touching code.
Second, modify logic safely by cloning the EA and compiling a new build: externalize hard-coded Stochastic thresholds into inputs for proper optimization and debugging, then add an optional Moving Average trend filter using indicator handles and CopyBuffer on the last closed bar to avoid repainting. This reduces coun...
π Read | VPS | @mql5dev
β€24π11π₯4π4π¨βπ»1
An institutional-grade order flow and footprint chart indicator has been ported from Pine Script to MQL5, using lower timeframe volume to rebuild higher timeframe bars and compute buy/sell delta by price level. The implementation includes automatic timeframe selection, POC highlighting, stacked imbalances, absorption detection, and Unfinished Business tracking with live mitigation, plus real-time alert conditions.
Rendering is optimized for MT5 chart behavior. Footprint columns scale with zoom, fonts auto-resize and hide when unreadable, and background candles can be disabled with safe restoration on removal. CPU load is controlled via a configurable lookback window, while alerts are evaluated only on closed bars to avoid tick-driven noise.
Deployment follows standard MT5 workflow via MetaEditor as a custom indicator, with tuning for spacing, font...
π Read | AlgoBook | @mql5dev
Rendering is optimized for MT5 chart behavior. Footprint columns scale with zoom, fonts auto-resize and hide when unreadable, and background candles can be disabled with safe restoration on removal. CPU load is controlled via a configurable lookback window, while alerts are evaluated only on closed bars to avoid tick-driven noise.
Deployment follows standard MT5 workflow via MetaEditor as a custom indicator, with tuning for spacing, font...
π Read | AlgoBook | @mql5dev
β€9π3