Part 2 focuses on practical long-memory detection for intraday data. Three complementary Hurst estimators are implemented and combined into a confidence‑weighted composite, with confidence tied to valid regression scales. The final H and confidence populate the shared analysis struct, enabling indicators to act only when H departs from the neutral 0.40–0.60 band and to select trend‑following above 0.60 or mean‑reversion below 0.40.
This article examines a comprehensive approach to developing trading algorithms: from project setup and logic debugging to protecting the finished product. We will explore MetaEditor's built-in tools, including step-by-step debugging using real ticks, performance profiling, and direct integration with C++ DLLs to speed up calculations. The article also explains how to protect intellectual property using MQL5 Cloud Protector. The application of the described techniques will transform Expert Advisor development from a chaotic search for solutions into a systematic process, significantly reducing the time required to develop a strategy.
Build a megaphone pattern indicator in MQL5 that detects expanding structures on the chart. The article walks through swing identification and refinement, trend line validation, breakout confirmation, and SL/TP projection, with chart objects for lines, labels, and signals. As a result, you get a rule-based implementation that automates pattern detection and produces actionable levels directly in MetaTrader 5.
The article examines the quality of a seasonal trading approach on a daily timeframe, both for individual symbols and for spreads. Particular attention is paid to identifying recurring monthly cycles and the possibilities of their application in trading within the current year.
This article builds a Market Structure Sentinel indicator in MQL5 that detects and visualizes Smart Money Concepts (SMC) events, including Break of Structure (BOS) and Change of Character (CHOCH), in real time. It explains swing detection, structural validation, and trend classification, and adds a compact dashboard to track bullish, bearish, or ranging states for faster on‑chart interpretation.
We extend the RQA library for MetaTrader 5 with JRQA, which detects when two series simultaneously revisit their own past states. The article covers the joint recurrence matrix, twelve JRQA metrics (including TREND and COMPLEXITY), dual-epsilon configuration, and a rolling-window engine with OpenCL acceleration and automatic CPU fallback. A practical indicator plots JRR, JDET, JLAM, JENTR, and JTREND for any symbol pair with timestamp alignment and normalization.
The article delivers a dynamic MetaTrader 5 indicator that detects liquidity sweeps via swing‑point logic, wick‑ratio thresholds, and engulfing confirmation. It recognizes single‑wick and dual‑candle patterns without a fixed window, updates buy‑/sell‑side targets as price evolves, and invalidates broken levels to maintain a reliable liquidity map.
This article presents the design and MetaTrader 5 implementation of the Candle Pressure Index (CPI)—a CLV-based overlay that visualizes intra-Bar buying and selling pressure directly on price charts. The discussion focuses on candle structure, pressure classification, visualization mechanics, and a non-repainting, transition-based alert system designed for consistent behavior across timeframes and instruments.
