Marco Rosato

Passionate about programming since childhood, I now focus on building Expert Advisors and tools for MT5/MQL5.
My journey started with ProRealTime and prorealcode, where I first discovered the world of algorithmic trading. Over time I added RStudio to my toolkit, leveraging its analytical power to backtest and validate trading strategies at a deeper level.
My workflow combines MT5/MQL5 for execution with a fully custom R pipeline for data analysis — scoring systems, Monte Carlo robustness tests, IS/OOS validation and interactive Shiny dashboards. Custom scripts built over time allow me to dramatically cut optimization time and make better, data-driven decisions.
I currently run a live portfolio of systematic strategies across multiple currency pairs (EURUSD, AUDUSD, USDJPY, AUDCHF, AUDJPY, EURAUD, EURCAD), each validated with metrics like Calmar Ratio, R², SQN and Ulcer Index before going live.
More recently I have been integrating machine learning into my trading systems — training neural network models in R and deploying them directly inside MT5 EAs as ONNX trade filters, adding a probabilistic layer on top of the systematic rules.
On MQL5 I aim to share tools that bridge the gap between what TradingView offers visually and what MT5 can do natively — starting with free indicators and growing from there.
Stay tuned — more is coming!

Charts & Ideen