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Statistical Arbitrage Through Cointegrated Stocks (Part 10): Detecting Structural Breaks
Statistical Arbitrage Through Cointegrated Stocks (Part 10): Detecting Structural Breaks
This article presents the Chow test for detecting structural breaks in pair relationships and the application of the Cumulative Sum of Squares - CUSUM - for structural breaks monitoring and early detection. The article uses the Nvidia/Intel partnership announcement and the US Gov foreign trade tariff announcement as examples of slope inversion and intercept shift, respectively. Python scripts for all the tests are provided.
MQL5 Trading Tools (Part 13): Creating a Canvas-Based Price Dashboard with Graph and Stats Panels
MQL5 Trading Tools (Part 13): Creating a Canvas-Based Price Dashboard with Graph and Stats Panels
In this article, we develop a canvas-based price dashboard in MQL5 using the CCanvas class to create interactive panels for visualizing recent price graphs and account statistics, with support for background images, fog effects, and gradient fills. The system includes draggable and resizable features via mouse event handling, theme toggling between dark and light modes with dynamic color adjustments, and minimize/maximize controls for efficient chart space management.
Python-MetaTrader 5 Strategy Tester (Part 04): Tester 101
Python-MetaTrader 5 Strategy Tester (Part 04): Tester 101
In this fascinating article, we build our very first trading robot in the simulator and run a strategy testing action that resembles how the MetaTrader 5 strategy tester works, then compare the outcome produced in a custom simulation against our favorite terminal.
MQL5 Trading Tools (Part 14): Pixel-Perfect Scrollable Text Canvas with Antialiasing and Rounded Scrollbar
MQL5 Trading Tools (Part 14): Pixel-Perfect Scrollable Text Canvas with Antialiasing and Rounded Scrollbar
In this article, we enhance the canvas-based price dashboard in MQL5 by adding a pixel-perfect scrollable text panel for usage guides, overcoming native scrolling limitations through custom antialiasing and a rounded scrollbar design with hover-expand functionality. The text panel supports themed backgrounds with opacity, dynamic line wrapping for content like instructions and contacts, and interactive navigation via up/down buttons, slider dragging, and mouse wheel scrolling within the body area.
Creating Custom Indicators in MQL5 (Part 6): Evolving RSI Calculations with Smoothing, Hue Shifts, and Multi-Timeframe Support
Creating Custom Indicators in MQL5 (Part 6): Evolving RSI Calculations with Smoothing, Hue Shifts, and Multi-Timeframe Support
In this article, we build a versatile RSI indicator in MQL5 supporting multiple variants, data sources, and smoothing methods for improved analysis. We add hue shifts for color visuals, dynamic boundaries for overbought/oversold zones, and notifications for trend alerts. It includes multi-timeframe support with interpolation, offering us a customizable RSI tool for diverse strategies.
MetaTrader 5 on Linux
MetaTrader 5 on Linux
In this article, we demonstrate an easy way to install MetaTrader 5 on popular Linux versions — Ubuntu and Debian. These systems are widely used on server hardware as well as on traders’ personal computers.
Automating Trading Strategies in MQL5 (Part 47): Nick Rypock Trailing Reverse (NRTR) with Hedging Features
Automating Trading Strategies in MQL5 (Part 47): Nick Rypock Trailing Reverse (NRTR) with Hedging Features
In this article, we develop a Nick Rypock Trailing Reverse (NRTR) trading system in MQL5 that uses channel indicators for reversal signals, enabling trend-following entries with hedging support for buys and sells. We incorporate risk management features like auto lot sizing based on equity or balance, fixed or dynamic stop-loss and take-profit levels using ATR multipliers, and position limits.
Graph Theory: Traversal Breadth-First Search (BFS) Applied in Trading
Graph Theory: Traversal Breadth-First Search (BFS) Applied in Trading
Breadth First Search (BFS) uses level-order traversal to model market structure as a directed graph of price swings evolving through time. By analyzing historical bars or sessions layer by layer, BFS prioritizes recent price behavior while still respecting deeper market memory.
From Novice to Expert: Statistical Validation of Supply and Demand Zones
From Novice to Expert: Statistical Validation of Supply and Demand Zones
Today, we uncover the often overlooked statistical foundation behind supply and demand trading strategies. By combining MQL5 with Python through a Jupyter Notebook workflow, we conduct a structured, data-driven investigation aimed at transforming visual market assumptions into measurable insights. This article covers the complete research process, including data collection, Python-based statistical analysis, algorithm design, testing, and final conclusions. To explore the methodology and findings in detail, read the full article.
From Novice to Expert: Developing a Liquidity Strategy
From Novice to Expert: Developing a Liquidity Strategy
Liquidity zones are commonly traded by waiting for the price to return and retest the zone of interest, often through the placement of pending orders within these areas. In this article, we leverage MQL5 to bring this concept to life, demonstrating how such zones can be identified programmatically and how risk management can be systematically applied. Join the discussion as we explore both the logic behind liquidity-based trading and its practical implementation.
Price Action Analysis Toolkit Development (Part 19): ZigZag Analyzer
Price Action Analysis Toolkit Development (Part 19): ZigZag Analyzer
Every price action trader manually uses trendlines to confirm trends and spot potential turning or continuation levels. In this series on developing a price action analysis toolkit, we introduce a tool focused on drawing slanted trendlines for easy market analysis. This tool simplifies the process for traders by clearly outlining key trends and levels essential for effective price action evaluation.
Forex arbitrage trading: A simple synthetic market maker bot to get started
Forex arbitrage trading: A simple synthetic market maker bot to get started
Today we will take a look at my first arbitrage robot — a liquidity provider (if you can call it that) for synthetic assets. Currently, this bot is successfully operating as a module in a large machine learning system, but I pulled up an old Forex arbitrage robot from the cloud, so let's take a look at it and think about what we can do with it today.
Integrating External Applications with MQL5 Community OAuth
Integrating External Applications with MQL5 Community OAuth
Learn how to add “Sign in with MQL5” to your Android app using the OAuth 2.0 authorization code flow. The guide covers app registration, endpoints, redirect URI, Custom Tabs, deep-link handling, and a PHP backend that exchanges the code for an access token over HTTPS. You will authenticate real MQL5 users and access profile data such as rank and reputation.
Employing Game Theory Approaches in Trading Algorithms
Employing Game Theory Approaches in Trading Algorithms
We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of different pairs will exchange information with each other.
Using Deep Reinforcement Learning to Enhance Ilan Expert Advisor
Using Deep Reinforcement Learning to Enhance Ilan Expert Advisor
We revisit the Ilan grid Expert Advisor and integrate Q-learning in MQL5 to build an adaptive version for MetaTrader 5. The article shows how to define state features, discretize them for a Q-table, select actions with ε-greedy, and shape rewards for averaging and exits. You will implement saving/loading the Q-table, tune learning parameters, and test on EURUSD/AUDUSD in the Strategy Tester to evaluate stability and drawdown risks.
Price Action Analysis Toolkit Development (Part 59): Using Geometric Asymmetry to Identify Precision Breakouts from Fractal Consolidation
Price Action Analysis Toolkit Development (Part 59): Using Geometric Asymmetry to Identify Precision Breakouts from Fractal Consolidation
While studying a wide range of breakout setups, I noticed that failed breakouts were rarely caused by a lack of volatility, but more often by weak internal structure. That observation led to the framework presented in this article. The approach identifies patterns where the final price leg shows superior length, steepness, and speed—clear signs of momentum accumulation ahead of directional expansion. By detecting these subtle geometric imbalances within consolidation, traders can anticipate higher-probability breakouts before price exits the range. Continue reading to see how this fractal-based, geometric framework translates structural imbalance into precise breakout signals.
Billiards Optimization Algorithm (BOA)
Billiards Optimization Algorithm (BOA)
The BOA method is inspired by the classic game of billiards and simulates the search for optimal solutions as a game with balls trying to fall into pockets representing the best results. In this article, we will consider the basics of BOA, its mathematical model, and its efficiency in solving various optimization problems.
Currency pair strength indicator in pure MQL5
Currency pair strength indicator in pure MQL5
We are going to develop a professional indicator for currency strength analysis in MQL5. This step-by-step guide will show you how to develop a powerful trading tool with a visual dashboard for MetaTrader 5. You will learn how to calculate the strength of currency pairs across multiple timeframes (H1, H4, D1), implement dynamic data updates, and create a user-friendly interface.
Introduction to MQL5 (Part 27): Mastering API and WebRequest Function in MQL5
Introduction to MQL5 (Part 27): Mastering API and WebRequest Function in MQL5
This article introduces how to use the WebRequest() function and APIs in MQL5 to communicate with external platforms. You’ll learn how to create a Telegram bot, obtain chat and group IDs, and send, edit, and delete messages directly from MT5, building a strong foundation for mastering API integration in your future MQL5 projects.
Custom Indicator Workshop (Part 2) : Building a Practical Supertrend Expert Advisor in MQL5
Custom Indicator Workshop (Part 2) : Building a Practical Supertrend Expert Advisor in MQL5
Learn how to build a Supertrend-driven Expert Advisor in MQL5 from the ground up. The article covers embedding the indicator as a resource, reading buffer values on closed bars, detecting confirmed flips, aligning and switching positions, and configuring stop-loss modes and position sizing. It concludes with Strategy Tester setup and reproducible tests, leaving you with a configurable EA and a clear framework for further research and extensions.
Neural Networks in Trading: Hybrid Graph Sequence Models (Final Part)
Neural Networks in Trading: Hybrid Graph Sequence Models (Final Part)
We continue exploring hybrid graph sequence models (GSM++), which integrate the advantages of different architectures, providing high analysis accuracy and efficient distribution of computing resources. These models effectively identify hidden patterns, reducing the impact of market noise and improving forecasting quality.
Price Action Analysis Toolkit Development (Part 60): Objective Swing-Based Trendlines for Structural Analysis
Price Action Analysis Toolkit Development (Part 60): Objective Swing-Based Trendlines for Structural Analysis
We present a rule-based approach to trendlines that avoids indicator pivots and uses ordered swings derived from raw prices. The article walks through swing detection, size qualification via ATR or fixed thresholds, and validation of ascending and descending structures, then implements these rules in MQL5 with non-repainting drawing and selective output. You get a clear, repeatable way to track structural support and resistance that holds up across market conditions.
Neural Networks in Trading: Hybrid Graph Sequence Models (GSM++)
Neural Networks in Trading: Hybrid Graph Sequence Models (GSM++)
Hybrid graph sequence models (GSM++) combine the advantages of different architectures to provide high-fidelity data analysis and optimized computational costs. These models adapt effectively to dynamic market data, improving the presentation and processing of financial information.
Optimizing Liquidity Raids: Mastering the Difference Between Liquidity Raids and Market Structure Shifts
Optimizing Liquidity Raids: Mastering the Difference Between Liquidity Raids and Market Structure Shifts
This is an article about a specialized trend-following EA that aims to clearly elaborate how to utilize trading setups after liquidity raids. This article will explore in detail an EA that is specifically designed for traders who are keen on optimizing and utilizing liquidity raids and purges as entry criteria for their trades and trading decisions. It will also explore how to correctly differentiate between liquidity raids and market structure shifts and how to validate and utilize each of them when they occur, thus trying to mitigate losses that occur from traders confusing the two.
MQL5 Trading Tools (Part 17): Exploring Vector-Based Rounded Rectangles and Triangles
MQL5 Trading Tools (Part 17): Exploring Vector-Based Rounded Rectangles and Triangles
In this article, we explore vector-based methods for drawing rounded rectangles and triangles in MQL5 using canvas, with supersampling for anti-aliased rendering. We implement scanline filling, geometric precomputations for arcs and tangents, and border drawing to create smooth, customizable shapes. This approach lays the groundwork for modern UI elements in future trading tools, supporting inputs for sizes, radii, borders, and opacities.
Price Action Analysis Toolkit Development (Part 21): Market Structure Flip Detector Tool
Price Action Analysis Toolkit Development (Part 21): Market Structure Flip Detector Tool
The Market Structure Flip Detector Expert Advisor (EA) acts as your vigilant partner, constantly observing shifts in market sentiment. By utilizing Average True Range (ATR)-based thresholds, it effectively detects structure flips and labels each Higher Low and Lower High with clear indicators. Thanks to MQL5’s swift execution and flexible API, this tool offers real-time analysis that adjusts the display for optimal readability and provides a live dashboard to monitor flip counts and timings. Furthermore, customizable sound and push notifications guarantee that you stay informed of critical signals, allowing you to see how straightforward inputs and helper routines can transform price movements into actionable strategies.