This article rebuilds Market Profile for modern regimes without breaking Steidlmayer’s auction logic. It targets MT5 integration by using real tick trades with aggressor flags for exchange symbols (CopyTicksRange), plus a bar-based proxy for Forex.

Three structural flaws are addressed: single VA/POC in bimodal sessions, no aggressor context per level, and zero cross-session memory. Fixes include pairwise VA expansion, bimodality detection with a dead-zone and secondary POC, and a Delta Profile that tags absorption when delta is extreme at the POC.

A composite “market memory” layer adds exponentially decayed profiles, extracting HVN/LVN and tracking naked POCs efficiently via a triangular approximation, delivered as modular, performance-focused MQL5 components.

👉 Read | Calendar | @mql5dev

This article turns a higher-timeframe candle into an explicit event sequence by modeling four context candles (A-B-C-D) and validating what happened inside them using lower-timeframe bars. A-B is fully closed before D starts and defines direction via a small set of strict, explainable relationships (continuation, reversal with sweep+recovery, or inside-bar compression).

C is not a visual pattern; it is accepted only if trigger-timeframe bars show a buffered retest of the reference level plus a structure break, with displacement filtered by a minimum body-to-range ratio. Compression is handled as a three-step breakout, retest, then break, with a fixed first-qualifying direction.

D provides a closed-bar confirmation window: a completed trigger bar must close beyond C’s extreme plus buffer, while invalidation is based on closes crossing protected levels. The E...

👉 Read | VPS | @mql5dev

An MT5 Expert Advisor executes fair value gap entries only when aligned with confirmed market structure. It consumes the same structure classes used by the companion indicator via SmcMarketStructure.mqh, ensuring the EA’s decisions match what is shown on chart without reimplementing the structure engine.

Longs require four conditions: uptrend with the last break as BoS, FVGs scanned only within the current leg up to the break bar, the leg high confirmed by IDM taking, and price returning into an eligible gap with a minimum retracement depth from B back toward A. FVGs are filtered by position within the leg, discount side relative to the broken level, and minimum size.

Entries trigger on touch at market. Stop sits beyond structure low A with a buffer. Target is R-multiple of risk, with risk-based sizing by default and broker stop-level validation. After CHoC...

👉 Read | Calendar | @mql5dev

Equity Guard is a risk-management Expert Advisor for MetaTrader 5 designed for equity-based rule enforcement. It does not open trades; it monitors account equity and reacts when configured limits are reached.

Supported controls include a daily loss cap based on a percent of a day-start base and/or a fixed currency amount (stricter limit applied), an overall drawdown limit measured from initial balance or highest-equity trailing mode, plus an optional daily profit target. On trigger, it closes open positions, deletes pending orders, sends alerts (push optional), and can keep the account flat until the next trading day for daily rules or until manual reset for drawdown locks.

Day-start base can be balance, equity, or the higher of the two, with the trading day starting at a selectable server hour. State persists via terminal global variables across restarts, ...

👉 Read | VPS | @mql5dev

Telegram Trade Notifier for MT5 provides account event notifications via Telegram while the terminal is unattended. Attached to a single chart, it reports trade activity without opening, modifying, or closing positions.

Events include position open/close details with origin (EA and magic number, manual, mobile, web), pending order placement/cancel/expiry, and optional SL/TP change alerts. A daily summary at a configured server hour reports closed trades, win/loss counts, realized result, open positions, floating P/L, balance, and equity.

Delivery uses a queued timer-based sender to avoid blocking trade events. Failed sends retry up to five times; non-retriable issues (invalid token/chat ID) are written to the Experts journal. Preview mode is enabled by leaving the bot token empty, showing messages on-chart and in the journal only.

Setup requires a Telegram...

👉 Read | AlgoBook | @mql5dev

Managing grids, averaging baskets, and hedges often means multiple positions per symbol with different entry prices. This indicator calculates and draws the basket break-even levels in real time, updating on every tick.

It plots Buy BE (all buy positions at zero), Sell BE (all sell positions at zero), and Net BE (buys and sells combined at zero, only when both sides exist). A Target line can be set in account currency to show the price where the basket reaches the specified profit.

An info panel displays buy/sell counts and volume, floating P/L, and the calculated basket levels. Calculation is based on aggregated lots and entry prices, optional swap inclusion, and current tick value; cross-currency symbols may be approximate. Spread and commissions are not included, so Buy BE aligns with Bid and Sell BE with Ask.

Planned entries can be added for cal...

👉 Read | AppStore | @mql5dev

Backtesting and ML pipelines fail most often at the data layer. Common issues in free CSV exports include mixed timeframes, indicator repainting, and implicit lookahead that only shows up after weeks of work.

Multi‑TF Data Grabber Lite exports deterministic, closed‑bar market data from MT5 to CSV with a frozen time window and zero lookahead. The same inputs produce the same output. If a new bar opens mid‑export, the run restarts with a fresh freeze to avoid partial corruption.

Run flow: open an XAUUSD chart, attach DataGrabber_Lite_v105, set From/To, enable indicators as needed, then start. Progress is shown with chunk, rows, elapsed time, and ETA, then the panel closes.

Output: three CSV files for M1/M15/H1 with 11 columns: time, OHLC, tick_volume, MA20, RSI14, MACD main/signal, ATR14. Files are stored under the terminal data folder in MQL5\Files\DataGrabb...

👉 Read | Signals | @mql5dev

A compression-channel indicator tracks low-volatility stretches where ranges contract and closes cluster. It flags compression in real time, draws a gray channel after it persists long enough, then marks the breakout bar. Live channels also include an order-flow style volume split (buy vs sell) so dominance during the squeeze is visible.

Compression is detected by normalizing closes into the last 100-bar high/low range and monitoring the 14-bar standard deviation. A compression starts when the most recent extreme is the lowest deviation; a channel is confirmed when the high reappears after 10+ bars. Bands are sized at 0.5 ATR at formation, with optional nested channels.

Breakouts require either candle body midpoint beyond the channel edge or close-only logic. Arrows are exposed via buffers (10 bullish, 11 bearish) for EA access. Volume readouts suppo...

👉 Read | AlgoBook | @mql5dev

BUZOA is a PSO-derived population optimizer that replaces a fixed velocity update with stochastic mode switching per agent. Each step selects one of three behaviors, changing the exploration/exploitation mix without adding extra state variables.

Agents maintain position L and an ability vector C (velocity-like), with pBest and gBest tracking. C is clamped to [-Cmax, +Cmax], where Cmax is half the search-range width per dimension. Position is updated by L = L + C, with boundary clipping and inertia damping via alpha1 *= wDamp.

Mode 001 updates C using inertia plus a pull to pBest. Mode 010 adds additional pBest and gBest attraction terms, increasing global movement pressure. Mode 100 resets: L is re-randomized over the full domain and C set to zero, acting as a built-in escape from local optima.

👉 Read | Quotes | @mql5dev

This article automates Head and Shoulders in MT5 by validating market structure, not just three similar peaks. A swing engine labels higher-timeframe swings (HH/LH/HL/LL), and the detector enforces the required sequence: head must be HH, left trough HL, right shoulder LH, with strict time ordering and bar-count width using iBarShift().

Risky lookalikes are filtered via ATR-scaled rules for head clearance, shoulder symmetry, and minimum pattern height. The neckline is a stricter horizontal level (lower trough), while breakout timing is checked on the EA chart timeframe via a close beyond the neckline.

A small state machine separates detection, lock, breakout monitoring, and trade lifecycle to prevent duplicate entries and stale setups. The same framework supports inverse patterns, with points standardized across broker constraints and execution.

👉 Read | NeuroBook | @mql5dev

Part 6 adds CurveTo support using cubic Bézier flattening, without modifying the rasterizer or edge builder. Curves are converted into line segments at path build time, keeping downstream code unchanged but losing analytic data for later transforms and metrics.

A cubic Bézier is defined by P0..P3, follows end tangents along P0→P1 and P2→P3, and remains inside the convex hull. Flatness is tested by summing perpendicular distances from P1 and P2 to the chord P0→P3 using a 2D cross product.

Subdivision uses De Casteljau midpoints at t=0.5, producing two exact half-curves per split. Recursion appends only the endpoint, preserves left-to-right order, and uses a depth cap as a guard against non-terminating input.

👉 Read | VPS | @mql5dev

Builds a session volume profile for MT5 from tick data, not bar-based TPO, so aggregation is accurate but performance-critical. The design keeps OnCalculate incremental and shifts all drawing to an OnTimer loop with three states: full rebuild after session-bound edits, full redraw on chart moves or new volume maxima, and partial updates for live ticks.

State is stored in hash-based buckets for O(1) access, plus an update set to redraw only touched price levels. Bucket sizing can be ATR-driven or manual.

Rendering uses pixel-space OBJ_RECTANGLE_LABEL bars for precise proportional widths, with draggable start/end vlines, multi-instance IDs to avoid object collisions, and an optional POC line that tracks the highest-volume price.

👉 Read | Calendar | @mql5dev

Math engines are often treated as drop-in equivalents. A benchmark using an 8-16-8-1 MLP forward pass compared three MQL5 paths: native matrix/vector double, ALGLIB CMatrixDouble, and ONNX Runtime via OnnxRun().

Weights and test vectors were generated once in Python using float64, then reused unchanged. Each engine ran the same inputs, with outputs checked against the Python float64 reference and latency measured per call in microseconds, including p95 and p99.

Results show native and ALGLIB matching the reference to machine precision, while the ONNX path degrades accuracy and time due to its default float32 tensors and explicit input casts. The harness is diagnostic only and contains no trading logic.

👉 Read | Quotes | @mql5dev

Static prompts in LLM-driven Expert Advisors fail because market regimes change faster than manual prompt iteration cycles.

Metaprompting treats the prompt as a trainable component. A separate optimizer LLM generates prompt revisions, tests them against realized trade outcomes, and promotes the best version to production.

A practical architecture splits responsibilities: an execution agent returns BUY/SELL plus confidence from OHLCV and indicators; an evaluator converts closed-trade results into metrics (directional accuracy, profit factor, R-multiple, flat rate); a meta-LLM updates the prompt on schedule or when metrics degrade. MQL5 can call a local Python service over WinHTTP without third-party DLLs.

Example backtest (EURUSD M15, Mar–Apr 2026) showed 99 trades, 1.35 profit factor, 2.77 Sharpe, and low drawdown, with limits noted around data l...

👉 Read | VPS | @mql5dev

A multi-indicator trading strategy combines RSI, Parabolic SAR, Heiken-Ashi, Stochastic, CCI, Williams %R, and Bulls/Bears Power to align trend, momentum, and reversal signals.

Trend filtering is typically handled by Heiken-Ashi candles and SAR direction. Momentum confirmation can be taken from RSI and Stochastic crossing key levels, while CCI and Williams %R help detect overbought/oversold conditions and short-term exhaustion.

Bulls and Bears Power are often used to validate whether buyers or sellers are gaining control, reducing reliance on any single indicator. Practical implementation usually requires strict entry rules, a volatility-aware stop, and limits on conflicting signals to avoid overfitting.

👉 Read | AppStore | @mql5dev

The Pro version targets development teams that require tighter control over execution and a broader toolset for building, testing, and deploying automated trading logic.

Key additions typically include advanced debugging and profiling, richer configuration for strategy parameters, and extended options for managing data feeds and symbol specifications. Deployment workflows are expanded with more granular environment separation and improved logging for incident review.

Licensing is generally structured for commercial usage, with clearer terms around redistribution, support coverage, and long-term maintenance. Suitable for production setups where reproducibility, auditability, and predictable updates matter.

👉 Read | Forum | @mql5dev