Toeplitz Inverse Covariance Clustering in native MQL5: sparse per-regime precision matrices, non-repainting regime ribbon and dependency graph panel.
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.
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.
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.
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.
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.
Symbolic Aggregate Approximation (SAX) in MQL5: Historical Analog Search and Forecasting
An MQL5 indicator that recovers the market's own probability distribution from an option chain using the Breeden-Litzenberger identity.
Porting Daniel Bloch's Relative Moving Average framework into a complete MetaTrader 5 system
Ordinal Pattern Transition Networks in MQL5
Implied Volatility Surface implemented in MQL5 DirectX
Extreme Value Theory (EVT) risk magnitude tool
Gamma Exposure (GEX) Implemented in MQL5
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.
Porting the Canonical Catch22 Time-Series Feature Set to MQL5
Bayesian Online Change-Point Detection (BOCPD) in MQL5: One Regime-Break Signal, Three Ways to Use It
MCP server for MQL5 Algo Forge — 12 tools for managing repositories, commits, branches, PRs, issues, and releases via the Forgejo REST API