We implement a research paper&#39;s network-momentum trend-following strategy entirely in MQL5. The EA detects lead-lag relationships between markets with Derivative Dynamic Time Warping, learns a weighted network by convex optimization, and trades the momentum that spills across it.

Name: MQL5 Algo Forge
Brand: MQL5

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We implement a research paper's network-momentum trend-following strategy entirely in MQL5. The EA detects lead-lag relationships between markets with Derivative Dynamic Time Warping, learns a weighted network by convex optimization, and trades the momentum that spills across it.

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Filename	Latest commit message	Latest commit date
ayantrader ca03d13881 initial commit		2026-07-30 03:34:56 +00:00
Experts/NetworkMomentum	initial commit	2026-07-30 03:34:56 +00:00
Include/NetworkMomentum	initial commit	2026-07-30 03:34:33 +00:00