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.
The repo hosts Bag-of-SFA-Symbols classifier from scratch in pure MQL5, turning price windows into words and bags of words into a regime classifier. Benchmarked against Dynamic Time Warping on BTCUSD, the BOSS ensemble wins on clean accuracy and runs about twenty times faster.
Gamma Exposure (GEX) Implemented in MQL5
Implied Volatility Surface implemented in MQL5 DirectX
Kronos is a pretrained transformer that forecasts candlesticks the way a language model predicts words.
MCP server for MQL5 Algo Forge — 12 tools for managing repositories, commits, branches, PRs, issues, and releases via the Forgejo REST API