This MQL5 footprint upgrade adds market-structure and order-flow layers so volume-by-price becomes actionable, not just descriptive. Each bar gains a volume profile with Point of Control (max activity) and a configurable Value Area to separate accepted prices from likely rejections.

Order-flow signals are formalized: stacked bid/ask imbalances across consecutive levels to mark sustained aggression, absorption bars where high volume produces near-zero delta, plus single prints and unfinished extremes that often act as revisit targets.

Implementation focuses on extensible inputs, richer per-bar/per-level metadata, and cached computations feeding a fixed draw-order rendering pipeline. It also adds CVD and per-bar delta histogram panels, dynamic font scaling, and utilities for color blending and dashed markers to keep visuals readable under zoom.

👉 Read | Calendar | @mql5dev

#MQL5 #MT5 #Indicator

A Volume Bubble Indicator for MT5 replaces raw volume histograms with a chart overlay that ranks each candle’s activity against recent behavior. It defines a lookback window, computes mean volume plus variance/standard deviation, then normalizes each bar so volume remains comparable as conditions shift.

Normalized scores drive visualization: bubbles plotted above candle highs scale through discrete size tiers, while color reflects whether volume increased or decreased versus the prior bar. Extreme spikes also get compact numeric labels (e.g., 1M) for quick reading without clutter.

The implementation emphasizes practical MQL5 details: choosing tick vs real volume depending on the symbol, using built-in volume arrays, and managing chart-object lifecycle to update in place, avoid duplicates, and clean up when bars roll out of the window or the indicator i...

👉 Read | Calendar | @mql5dev

#MQL5 #MT5 #Indicator

A utility is available to export full trade history to a CSV file, suitable for direct import into Excel or Google Sheets for further processing.

Per-trade output includes 18 fields such as ticket, symbol, side, open/close timestamps, entry/exit prices, profit, and pip results. Trade duration is formatted as “Xd Xh Xm”, with pip calculations adjusted for 3- and 5-digit pricing.

Filtering supports magic number, date range, and symbol selection. The export also generates summary performance metrics including win rate, profit factor, average R:R, maximum drawdown, Sharpe ratio, and expectancy, plus tracking of maximum consecutive wins and losses.

👉 Read | Quotes | @mql5dev

#MQL4 #MT4 #script

A chart utility for detecting and rendering Fair Value Gaps (price imbalances), commonly referenced in ICT/Smart Money workflows. It identifies both bullish and bearish gaps, then monitors subsequent price action to confirm when gaps are filled.

Visualization is handled through zone rectangles with configurable color and opacity. Filled-gap handling can be configured to remove zones, fade them, or keep them on the chart for review. A minimum gap-size filter is available to reduce low-signal detections, and optional labels can display gap size.

Eventing includes alerts on new gap formation and on fill completion, with support for push notifications and email delivery.

👉 Read | AppStore | @mql5dev

#MQL5 #MT5 #Indicator

ASQ NeuralNet provides a neural network stack implemented entirely in native MQL5, with no external dependencies. It targets building, training, and running feedforward models directly in MetaTrader 5, including mini-batch training, shuffling, and epoch logging.

Core components include a dense matrix engine with 40+ operations and NaN checks, 13 activation functions with analytical derivatives, dense layers with backpropagation, dropout, and gradient clipping, plus optimizers (SGD with momentum, Adam, AdamW). Learning rate scheduling covers Constant, Step, Exponential, Cosine Annealing, Linear, ReduceOnPlateau, Warmup, and Cyclic.

Loss functions include MSE, MAE, Huber, Cross-Entropy, and Binary Cross-Entropy. Reported characteristics include sub-0.1 ms inference for small models, fixed inference allocation behavior, safe Softmax, and initialization via ...

👉 Read | NeuroBook | @mql5dev

#MQL5 #MT5 #AI

Manual closing in MT5 becomes an execution bottleneck during volatility due to sequential Toolbox interactions. An on-chart panel reduces latency by exposing one-click bulk and conditional closes, while showing live floating P/L without external DLLs.

A compact dashboard can be built with the MQL5 Standard Library using CAppDialog plus CTrade, prioritizing maintainability over Canvas-based rendering. Inputs for symbol and Magic Number isolate portfolios to prevent cross-EA liquidation.

Net exposure is computed from position profit plus swap, avoiding deprecated commission fields. Closures should audit CTrade return codes and log ResultRetcodeDescription for rejection diagnostics, including Algo Trading disabled states.

UI event routing via a virtual OnEvent handler avoids conflicts. A 1-second OnTimer loop updates labels and triggers rule-based flattening ...

👉 Read | Quotes | @mql5dev

#MQL5 #MT5 #EA

BarStats is an MT5 indicator designed to provide per-bar statistics with minimal overhead and clean chart output.

It publishes the bar index for integration in automated logic, along with price difference in points and percentage change for each bar. Calculation is optimized to remain lightweight, and a DRAW_NONE buffer is used to keep the chart free of additional rendering.

The indicator exposes EA-friendly buffers intended for custom strategies, backtesting workflows, and data collection where deterministic bar-by-bar inputs are required.

Contact: Telegram @JohnHansonDev for custom indicators or EA development.

👉 Read | AppStore | @mql5dev

#MQL5 #MT5 #Indicator

KSQ Fair Value Gap EA is an automated Expert Advisor built to trade institutional Fair Value Gaps with optional regime filtering to reduce signals during range conditions.

The core logic detects bullish and bearish 3-bar FVG structures and triggers entries on pullbacks into the remaining imbalance zone. Each gap is tracked as a separate object and is marked consumed after one execution to prevent repeat entries.

Regime detection supports higher timeframe EMA50/EMA200 bias, ADX threshold with DI+/DI- direction checks, a combined mode requiring alignment, or an unrestricted mode.

Risk and trade controls include ATR or fixed-point SL/TP, fixed or percent-risk lot sizing, partial exits, trailing stop by ATR or points, and a cap on concurrent positions. Protection options include daily and total drawdown cutoffs, session-hour filters, and alert notifications.

👉 Read | Calendar | @mql5dev

#MQL5 #MT5 #EA

Pivot Points remain a common technical indicator in FX for mapping intraday structure from the prior session’s high, low, and close. The calculation yields a central pivot plus derived support and resistance levels that many desks treat as reference zones for the current trading day.

These levels are often used to frame entries and exits, define stop placement, and set profit targets. Utility tends to increase during higher volatility sessions, where price can rotate quickly between liquidity areas.

Pivot Points are frequently paired with trend and volatility tools. Moving averages can help validate directional bias, while Bollinger Bands can highlight expansion or mean reversion around key levels. Combining signals can reduce false triggers, but requires testing to match risk limits and execution constraints.

👉 Read | Freelance | @mql5dev

#MQL5 #MT5 #Indicator

ASQ Indicator Manager consolidates 11 built-in MT5 indicators into a single class, removing repetitive handle and buffer code. It provides automatic handle lifecycle management, bar-based caching via Update() with optional ForceUpdate() for tick precision, and consistent getter methods with shift support.

Managed set includes EMA fast/medium, SMA slow, ATR 7/14/50, RSI, Stochastic K/D, CCI, MACD main/signal/histogram, and ADX with +DI/-DI. All periods and settings are configurable through dedicated setters.

The class also adds higher-level signals: trend voting based on MA alignment, DI crossover, and MACD histogram; regime classification (trending up/down, ranging, volatile, quiet) using ADX and ATR ratios; and overbought/oversold flags from RSI and Stochastic.

A demo indicator displays a live dashboard with values, direction, regime, volatility ratio, a...

👉 Read | AlgoBook | @mql5dev

#MQL5 #MT5 #Indicator

ASQ Risk Analytics has been released as a free, open-source MQL5 risk library for post-session evaluation of automated strategies. It processes account trade history and generates an institutional-style risk report with no external dependencies.

Core modules include Monte Carlo bootstrapping (1,000–10,000 runs) with expected return, expected max drawdown, probability of ruin, and 95% confidence intervals. Historical VaR and CVaR are provided at 95% and 99%, with daily/weekly/monthly scaling.

Position sizing supports seven methods: Fixed, Percent Risk, full Kelly, Half Kelly, Optimal F, ATR-based, and VaR-constrained sizing, normalized to broker lot limits. Reporting covers risk-adjusted ratios (Sharpe, Sortino, Calmar, Sterling, SQN, Ulcer, Recovery Factor, K-Ratio) plus standard performance stats and a 0–100 risk score with classification and recommendation.

A...

👉 Read | Docs | @mql5dev

#MQL5 #MT5 #EA

ASQ Frequency Controller adds a trade-frequency layer on top of an existing EA without changing entry rules. A single frequency factor scales eight filter parameters in sync, allowing consistent control over how often signals are allowed through.

Five presets are provided: Ultra-Conservative (0.5x), Conservative (0.75x), Normal (1.0x), Aggressive (1.5x), and Scalper (2.0x), plus runtime +/- fine-tuning with configurable step size. An auto-frequency option can accept current ATR and adjust the factor based on volatility.

Scaling rules are explicit: higher factor reduces cooldown, minimum bars, minimum ATR, and minimum distance; increases allowed spread; and relaxes signal-strength thresholds using a sqrt divisor with floors (0.2/0.3). Daily entries can be capped via SetMaxTradesPerDay(), with midnight reset. GetSnapshot() returns effective values for dashboar...

👉 Read | Quotes | @mql5dev

#MQL5 #MT5 #EA

A Telegram notification library is available for MetaTrader 5 EAs running on VPS environments, targeting operational visibility and incident awareness. It supports trade open/close/modify alerts with entry, SL, TP, and P/L, plus daily and weekly performance summaries including win rate, drawdown, and balance.

Operational events include EA startup/shutdown messages, error and warning reporting, custom signals, and configurable silent hours in GMT. Multi-chat delivery can broadcast to up to three chat IDs at once, with rate limiting set to 20 messages per minute.

Delivery reliability is handled via a 10-message queue and up to three automatic retries on failure, alongside connection verification using a getMe-based health check and daily sent/failed counters that reset at midnight. Implementation uses WebRequest only, with URL encoding and Markdown escaping, ...

👉 Read | CodeBase | @mql5dev

#MQL5 #MT5 #EA

An MT5 indicator implements the core Smart Money Concepts toolkit on-chart with real-time detection and visualization of BOS/CHoCH market structure, Order Blocks, Fair Value Gaps, Equal Highs/Equal Lows, and optional BUY/SELL arrows. All modules are independently switchable, color-configurable, and ATR-adaptive across symbols and timeframes.

Market structure is built from swing pivots using a configurable lookback, plotting HH/HL/LH/LL labels and drawing BOS/CHoCH levels. Order Blocks are derived from the last opposite-close candle preceding a confirmed BOS, drawn as rectangles and invalidated on mitigation. Fair Value Gaps use the three-candle imbalance rule with a minimum size filter at 15% of ATR and are also deactivated on fill.

EQH/EQL scans pivot levels within an ATR-based tolerance and marks liquidity pools with dashed connectors. Signals trig...

👉 Read | Docs | @mql5dev

#MQL5 #MT5 #Indicator

DoEasy library update adds an MQL5.com Signals collection and extends DOM snapshot handling.

A new CMQLSignalsCollection builds a searchable, sortable list of signal objects via SignalBaseSelect(). Filtering by free/paid, sorting by parameters (including profitability), and fast lookup by ID/name are supported. Subscription and unsubscription workflows are implemented, along with accessors for current subscription state and copy-trading settings via SignalInfoSet*.

Library internals were adjusted: Message.mqh gets an overloaded ToLog() with an explicit source field; MQLSignal PrintShort() gains optional prefix formatting and correct subscription status init; Select.mqh adds signal-specific search/sort helpers; Engine.mqh wires collection access.

DOM snapshots now compute and store total buy/sell volumes during construction, eliminating repeated aggregation....

👉 Read | AlgoBook | @mql5dev

#MQL5 #MT5 #EA

ASQ Recovery Engine v1.2 is a free, open-source MQL5 recovery library plus a demo EA for MetaTrader 5. The module applies automatic risk reduction after consecutive losses, then restores risk after wins. It includes guards to block revenge entries within a configurable cooldown window and prevents martingale-style lot increases after 2+ losses.

The engine maintains a session heat score (0–100) with decay rules, tracks emotional states (Calm, Focused, Stressed, Tilted, Reckless), and can switch to a conservative profile when drawdown exceeds a threshold. Additional controls include configurable cooling-off periods after large losses, anti-tilt minimum-risk mode at 3+ losses, win-streak multipliers, a mini log of recent trades, and optional daily reset.

Integration is via a single .mqh include with calls on win/loss, plus getters for adjusted risk/lot and tra...

👉 Read | Signals | @mql5dev

#MQL5 #MT5 #EA

ASQ PropFirm Shield v1.2 is a free, open-source MQL5 risk-control library for prop firm rule enforcement on every tick. Coverage includes daily loss limits, max drawdown (standard or trailing), profit targets, consistency scoring, and minimum trading days, with phase detection for Challenge, Verification, and Funded.

Seven presets are included: FTMO, MyForexFunds, Funded Next, The Funded Trader, E8 Funding, Bulenox, and TopStep. A five-level state model reports Safe, Caution, Danger, Breached, and Failed. An emergency close-all flag triggers at 90% of any limit, and a risk-per-trade guardrail blocks oversized entries while calculating the maximum safe risk for the next trade.

A demo EA provides a dashboard with limit progress bars, win rate, profit factor, trading day tracking, and recent daily PnL history. Delivery includes a .mqh library and a demo .mq5 E...

👉 Read | Calendar | @mql5dev

#MQL5 #MT5 #EA

Imbalance Finder is an MT5 chart indicator that detects Fair Value Gaps (FVGs) and tracks their status in real time. It marks bullish and bearish three-candle imbalances where the first and third candle wicks do not overlap, and then monitors whether each zone is partially tapped or fully filled.

Detection runs on completed bars. Bullish FVG: low[i] > high[i-2], with the zone from high[i-2] to low[i], drawn at bar[i-1]. Bearish FVG: high[i] < low[i-2], with the zone from high[i] to low[i-2], drawn at bar[i-1].

State tracking distinguishes tapped (price enters the zone without reaching the far edge) versus filled (price crosses the entire zone). Visuals use separate colors for active and tapped/filled portions, with an option to hide tapped/filled overlays.

Seven data-only buffers expose presence, tap/fill flags, interaction bar, and direction for EA...

👉 Read | Freelance | @mql5dev

#MQL5 #MT5 #Indicator

Dropout addresses co-adaptation during training by randomly disabling neurons with probability p and keeping activation with q=1-p. Inputs are masked and scaled by 1/q to preserve expected magnitude. In backprop, the same mask scales gradients; in inference, masking is disabled.

Implementation adds a Dropout layer class (CNeuronDropoutOCL) with a training flag at base-neuron level. Forward pass builds a mask, transfers it to GPU, and performs element-wise multiplication via an OpenCL kernel using vector types (double4). Backward pass reuses the same kernel to apply the mask to gradients.

Persistence stores only dropout probability; masks are regenerated per training step. Base classes are updated to register the new layer type and kernel wiring.

👉 Read | AlgoBook | @mql5dev

#MQL5 #MT5 #Dropout

Most retail regime detection fails because execution logic stays static while market structure shifts. Trend-following systems can show clean performance during directional expansion, then hit sustained drawdowns when conditions compress into range-bound noise.

Common fixes rely on linear momentum filters such as ADX. These are inherently lagging, so confirmation often arrives after the regime has already transitioned, causing late entries and delayed shutdowns.

A non-linear alternative is Fractal Dimension Index (FDI), which measures price-path roughness over a rolling window. A smooth directional path trends toward dimension 1.0, while an erratic random walk approaches 2.0.

Operationally, the key boundary is 1.5. Below 1.5 supports breakout and momentum execution. Above 1.5 signals noise and mean reversion risk, where trend systems are likely to b...

👉 Read | Quotes | @mql5dev

#MQL5 #MT5 #Indicator