MQL5 implementation of the fixed-width fractional differencing (FFD) method from López de Prado's Advances in Financial Machine Learning (Chapter 5). Transforms a non-stationary price series into a stationary one while preserving maximum historical memory; output cross-validates against the Python afml library to within 1e-12.
Draws Asia, London and New York session boxes on the chart with each session's high and low.
Drag the stop-loss line and read the lot size that risks exactly your money or percent. The CRiskSizer class does…
CBrokerTime converts server time, UTC, New York, London, Sydney and Tokyo with the real summer time of every year and…
A clean Heikin Ashi indicator that draws on the main chart window. It also adds one horizontal line at the…