Stress Testing Trade Sequences with Monte Carlo in MQL5
Stress Testing Trade Sequences with Monte Carlo in MQL5
A backtest shows only one path among many possible outcomes. This MQL5 script performs 1000 bootstrap Monte Carlo resamples of a trade P&L series, draws a percentile fan chart on the chart via CCanvas, and reports probability of ruin, value at risk, and 95th‑percentile worst drawdown. The result is a practical view of path risk and drawdown exposure beyond a single equity curve.
Graph Theory: Heuristic Search Algorithm (A-Star) Applied in Trading
Graph Theory: Heuristic Search Algorithm (A-Star) Applied in Trading
The article applies the A* heuristic to market structure by modeling validated swing highs and lows as graph nodes and weighting edges with ATR‑normalized distance, spread, and noise penalties. The engine searches the most efficient route to infer trade direction and targets, then filters signals by directional ratio, total path cost, and opposing swings. It anchors TP to the final node and SL to prior structure, with on‑chart visualization and configurable inputs.
MetaTrader 5 and the MQL5 Economic Calendar: How to Turn News into a Reproducible Trading System
MetaTrader 5 and the MQL5 Economic Calendar: How to Turn News into a Reproducible Trading System
The article presents a systematic approach to news trading in MetaTrader 5 using the built-in economic calendar: data structure, API functions, time synchronization rules, and event filtering. Methods of caching and incremental updating without overloading the server are described. The article also provides a working mechanism for exporting history to an .EX5 resource for deterministic testing using the same algorithm.