ScalerByLeo is a library for preprocessing data for ML models using scalers such as maxmin, robust, standard scaler, and also OpenCL can be used for bulk data scaling.
Updated 2026-09-16 15:18:19 +00:00
RequestLatencyLab - client-observed request latency measurement lab (MQL5)
Updated 2026-09-16 12:38:05 +00:00
MQL Articles is a repository that contains the basic structure of the complete framework by Leo\Nique_372 (TradeSystemsNique - TSN), in addition to containing the codes that nique_372 implemented in his MQL5 articles (Ict, Risk Management, Position Management).
articles
core
fast
framework
indicators
mql5
position-management
risk-management
strategy-filters
tsn
Updated 2026-09-16 03:47:17 +00:00
Generic collection library (HashMap, etc.) Fast
Updated 2026-09-16 03:38:58 +00:00
MQL Articles is a repository that contains the basic structure of the complete framework by Leo\Nique_372 (TradeSystemsNique - TSN), in addition to containing the codes that nique_372 implemented in his MQL5 articles (Ict, Risk Management, Position Management).
Updated 2026-09-16 03:14:19 +00:00
Entropy pooling in native MQL5: history reweighted by relative entropy instead of cut by a lookback window, with volatility conditioning under a scenario budget, views on volatility, tails and correlation, and an expected-shortfall sizing EA with walk-forward evidence against rolling windows and kernels.
Updated 2026-09-15 15:59:24 +00:00
Entropy pooling in native MQL5: history reweighted by relative entropy instead of cut by a lookback window, with volatility conditioning under a scenario budget, views on volatility, tails and correlation, and an expected-shortfall sizing EA with walk-forward evidence against rolling windows and kernels.
Updated 2026-09-15 09:56:10 +00:00
MQL Articles is a repository that contains the basic structure of the complete framework by Leo\Nique_372 (TradeSystemsNique - TSN), in addition to containing the codes that nique_372 implemented in his MQL5 articles (Ict, Risk Management, Position Management).
Updated 2026-09-14 13:43:02 +00:00
Fast cryptographic library for MQL5 (Hashes [SHA3, SHA2, BLAK2]) (HMAC) (Simetric Cipher - AES - CHACHA20) (Asymetric Chiper ) (Padding (OAEP)) (MaskFunction (MGF1))
Updated 2026-09-14 13:42:59 +00:00
Fast cryptographic library for MQL5 (Hashes [SHA3, SHA2, BLAK2]) (HMAC) (Simetric Cipher - AES - CHACHA20) (Asymetric Chiper (RSA - Sign - Enc- Dec - Key generation, etc..) ) (Padding (OAEP, PSS PKCS1v15)) (MaskFunction (MGF1)) (RSP Full Fast parser (.rsp test files for hashes)) (Fernet)
Updated 2026-09-14 13:14:29 +00:00
A per-quote market activity gauge in native MQL5: autoregressive conditional durations on the waits between quote changes, with the time-of-day rhythm removed, plus the evidence on whether activity improves short-horizon volatility forecasts beyond live price movement.
Updated 2026-09-14 06:08:33 +00:00
Examples from the book MQL5 Programming for Traders - author Stanislav Korotky
Updated 2026-09-13 05:45:30 +00:00
Examples from the book MQL5 Programming for Traders - author Stanislav Korotky
Updated 2026-09-12 19:20:37 +00:00
AiDataTaskRuner is a bot with a complex GUI that facilitates data generation and training of ML models based on the AiDataGenByLeo library.
Updated 2026-09-10 18:42:26 +00:00
Updated 2026-09-10 16:51:22 +00:00
Simple and FAST perfect hash for MQL5 generator (via YAML file)
Updated 2026-09-08 21:35:08 +00:00
Gamma Exposure (GEX) Implemented in MQL5
Updated 2026-09-08 15:36:16 +00:00
Updated 2026-09-07 22:53:17 +00:00
Path-dependent volatility in native MQL5: the Guyon-Lekeufack model as four exponential accumulators updated in O(1) per bar, splitting volatility into a trend component and an activity component. Includes the out-of-sample evidence against GARCH(1,1) and the ablation that prices what the sign of the path is worth.
Updated 2026-09-07 09:11:20 +00:00