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.

article dtw graph-learning lead-lag metatrader5 momentum mql5

Updated 2026-08-14 00:10:43 +00:00

ayantrader/ TICC

MQL5 0 0

Toeplitz Inverse Covariance Clustering in native MQL5: sparse per-regime precision matrices, non-repainting regime ribbon and dependency graph panel.

admm article graphical-lasso metatrader5 mql5 precision-matrix regime-detection

Updated 2026-08-14 00:10:17 +00:00

ayantrader/ Survival

MQL5 0 0

Survival analysis applied to MetaTrader 5 deal history: Kaplan-Meier and hazard curves that answer how long a trade lasts and when it is most likely to die, not just how often it wins.

article kaplan-meier metatrader5 mql5 survival-analysis trade-analysis

Updated 2026-08-14 00:09:58 +00:00

ayantrader/ SAX

MQL5 0 0

Symbolic Aggregate Approximation (SAX) in MQL5: Historical Analog Search and Forecasting

analog-search article metatrader5 mql5 symbolic-representation time-series

Updated 2026-08-14 00:09:56 +00:00

ayantrader/ SFA

MQL5 0 0

Symbolic Fourier Approximation in MQL5: a Fourier front end with MCB binning for historical analog search, measured head to head against SAX on identical windows.

analog-search article fourier metatrader5 mql5 symbolic-representation time-series

Updated 2026-08-14 00:09:56 +00:00

ayantrader/ RND

MQL5 1 0

An MQL5 indicator that recovers the market's own probability distribution from an option chain using the Breeden-Litzenberger identity.

article metatrader5 mql5 options probability risk-neutral-density

Updated 2026-08-14 00:09:54 +00:00

ayantrader/ RMA

MQL5 0 0

Porting Daniel Bloch's Relative Moving Average framework into a complete MetaTrader 5 system

article expert-advisor metatrader5 moving-average mql5 regime-detection

Updated 2026-08-14 00:09:53 +00:00

ayantrader/ OPTN

MQL5 0 0

Ordinal Pattern Transition Networks in MQL5

article complex-networks metatrader5 mql5 ordinal-patterns time-series

Updated 2026-08-14 00:09:52 +00:00

ayantrader/ IntrinsicTime

MQL5 1 1

Intrinsic time and the directional-change operator in MQL5: scaling laws verified on live ticks, and the Alpha Engine coastline trader built on top of them.

article directional-change high-frequency intrinsic-time metatrader5 mql5

Updated 2026-08-14 00:09:49 +00:00

ayantrader/ Implied-Volatility-MQL5

MQL5 0 0

Implied Volatility Surface implemented in MQL5 DirectX

article directx implied-volatility metatrader5 mql5 options

Updated 2026-08-14 00:09:48 +00:00

ayantrader/ gk-fx-smile

MQL5 0 0

Reconstructing the FX volatility smile in MQL5 from broker quotes, using Garman-Kohlhagen pricing and the delta-space conventions the FX market actually quotes in.

article forex garman-kohlhagen metatrader5 mql5 options volatility-smile

Updated 2026-08-14 00:09:47 +00:00

ayantrader/ boss

MQL5 0 0

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.

article classification metatrader5 mql5 regime-detection sfa time-series

Updated 2026-08-14 00:09:45 +00:00

ayantrader/ EVT

MQL5 1 0

Extreme Value Theory (EVT) risk magnitude tool

article extreme-value-theory metatrader5 mql5 risk-management tail-risk

Updated 2026-08-14 00:09:45 +00:00

ayantrader/ Gamma-Exposure-MQL5

MQL5 0 0

Gamma Exposure (GEX) Implemented in MQL5

article gamma-exposure market-microstructure metatrader5 mql5 options

Updated 2026-08-14 00:09:45 +00:00

ayantrader/ catch22

MQL5 0 0

Porting the Canonical Catch22 Time-Series Feature Set to MQL5

article feature-extraction machine-learning metatrader5 mql5 time-series

Updated 2026-08-14 00:09:44 +00:00

ayantrader/ BOCPD

MQL5 0 0

Bayesian Online Change-Point Detection (BOCPD) in MQL5: One Regime-Break Signal, Three Ways to Use It

article bayesian change-point-detection metatrader5 mql5 quant regime-detection

Updated 2026-08-14 00:09:42 +00:00