নলেজ লাইব্রেরি

This article explains how an MQL5 trading library can respond to errors returned after submitting an order request. It groups responses by the action they call for: continue after acceptance, disable trading, stop the current method, correct request…

This article presents a logging framework for MQL5 trading software, intended to make debugging larger Expert Advisors, indicators, and scripts more structured than scattered print statements. It defines severity levels from debugging detail through fatal…

The article describes extending a MetaTrader replay system with a separate study class while the main mouse and replay code continues to develop. It compares deriving the new class from an existing study class with keeping the work independent, and explains…

The article explains a Moving Mini-Max indicator inspired by a simplified analogy to quantum tunneling. It transforms a price window into normalized values using transition probabilities across nearby prices. One version emphasizes local minima and another…

The article outlines a Windows-based workflow for using R with MetaTrader 5. It connects RStudio to the terminal through reticulate and the MetaTrader 5 Python library, then uses an MT5R package and a terminal-side Expert Advisor to handle communication and…

The article explains how fuzzy membership functions can represent degrees of upward trend, flat conditions, and downward trend. It builds an indicator by comparing a short-period exponential moving average of typical price with the upper and lower boundaries…

The article presents a manual way to isolate compile-time errors in MQL code. Temporarily comment out large logical blocks, compile the remaining program, then restore the blocks one at a time. When compilation fails again, inspect the newly restored section…

The document describes a manual workflow for creating labeled time-series datasets from market charts. Instead of splitting a price series into separate files by trend direction, it adds a trend-group field to each observation so that the original…

The article presents a multi-symbol Expert Advisor that estimates a separate volatility signature for each instrument and uses it to adjust stop-loss distance. It collects historical hourly bars and derives features such as candle ranges, wick sizes, return…

The document explains dynamic time warping (DTW) as a way to compare a candidate price sequence with a reference pattern despite differences in timing or pace. It outlines how pairwise distances form a matrix, how cumulative costs identify a minimum-cost…

This article refactors pending trade requests into an extensible object model for an MQL5 trading library. A shared abstract base object holds properties common to requests, while six specialized descendants represent opening or closing positions, modifying…

This tutorial describes an MQL5 Expert Advisor that derives ascending lines from recent swing lows and descending lines from swing highs, then trades price interactions with those lines. It distinguishes bounce entries from breakout entries: a bullish or…

The article outlines a remote risk manager for MetaTrader 5 accounts, focusing on automated limits intended to constrain losses and reduce decisions made under pressure. It describes tracking drawdown on balance and equity, enforcing daily and weekly loss…

This interview presents one programmer-trader’s experience building Expert Advisors for forex and competing in an automated trading championship. He favors relatively simple systems, argues that strategy-specific money and risk management require careful…

This article presents a two-stage machine learning workflow for filtering Bollinger Band mean-reversion signals. A primary strategy supplies direction when price reaches an outer band; a secondary classifier estimates whether to take that trade. Its…

The article describes a machine learning workflow for searching for time-based patterns in forex trading. A filter selects bars by hour or weekday, and the labeling process keeps only examples that meet that condition. The same filter restricts trade entries…

The article outlines an automated MQL5 strategy based on mitigation order blocks. Its proposed sequence identifies consolidation ranges, detects a breakout, waits for a subsequent impulsive move, then marks an order block and looks for a return to that zone…

The article presents a class-based framework for adding trailing stop logic to MQL5 expert advisors. It defines three common controls: the profit threshold that activates trailing, the price movement that triggers another adjustment, and the distance between…

This article explains how an MQL5 expert advisor can subscribe to Depth of Market updates, retrieve the current book, and process its price, volume, and side fields. The event handler receives the symbol whose book changed; initialization subscribes to book…

The article describes MQL5 components for managing stop orders around news events. It explains a straddle approach: place buy-stop and sell-stop orders around the current price so a position can open when price breaks in either direction. The article…

This article explains slice sampling, an MCMC method that can draw from a target distribution using its unnormalized density. For a one-dimensional update, it samples a height beneath the density at the current point, finds an interval around that point by…

This article presents a software design approach for trading robots built around servicing current conditions. Instead of tracking the full history of how an order or position arose, the robot checks its present state on each tick and acts on that state. For…

This article introduces Gaussian process classification for binary labels and explains why it requires approximate inference. A Gaussian process places a prior over latent functions, which are mapped through a sigmoid to class probabilities. Unlike…

This article begins a series on building an order system for a MetaTrader 5 replay and simulation environment. Its initial design goal is to let the same expert advisor run in a tester and on a live or demo account, while making the simulated server behavior…