MQL5 Algo Trading

Machine learning expanded retail signal generation, but by the early 2010s automated mining increased low-value, short-lived alphas. Scale created noise, limited explainability, and weak audit trails. In 2016, Zura Kakushadze proposed formulaic alphas: trading signals expressed…

Certain trading hours are measurably better than others, but generic session rules miss broker-specific behavior. This script quantifies hourly conditions using the broker’s own M1 history over the last N days. For each hour it calculates average movement (M1 high-low range…

Machine learning expanded retail signal generation, but by the early 2010s automated mining increased low-value, short-lived alphas. Scale created noise, limited explainability, and weak audit trails. In 2016, Zura Kakushadze proposed formulaic alphas: trading signals expressed…

Broker Execution Diagnostics MT5 is a read-only script that reports symbol constraints commonly linked to invalid volume, invalid stops, and inconsistent risk calculations. Output includes digits, point, tick size, tick value, current spread (points), min/max/step volume, and a…

Hurst Exponent Regime Switch is a regime filter that estimates a rolling Hurst exponent (H) from price using classic rescaled-range (R/S) analysis, then plots it as a 0–1 oscillator with threshold-based state changes. Per bar, the lookback series is split into multiple chunk…

Correlation becomes actionable only when it’s measured: it determines whether multiple trades are independent bets or the same exposure repeated across symbols. Portfolio risk is not the sum of individual risks; pairwise correlations add interaction terms that can inflate or…