Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.
3,012 έγγραφα
The article explains how to export MetaTrader 5 tick history for offline analysis using a compact binary file instead of CSV. It specifies a 64-byte header and fixed 48-byte tick records containing millisecond timestamps, bid and ask prices, last price,…
The article presents two behavioral software design patterns through MQL5 examples. Memento stores an object's state as a snapshot so it can later be restored, while keeping the object's internal state behind a limited interface. The article notes potential…
This installment explains how a MetaTrader replay service begins supporting tick displays in places such as Market Watch. The intended display reflects changes in bid and ask prices, and the author sees tick information as part of reproducing live-market…
The article describes an Expert Advisor that scans recent price and RSI data for regular and hidden divergences. It collects indicator values and price highs and lows, identifies local swing points, then compares successive swings. Regular bullish divergence…
The article explains how MQL5 preprocessor definitions can replace symbolic operators and syntax with more word-like forms, making code easier for beginners and other programmers to read. It illustrates definitions for equality, inequality, and logical…
The article presents Temporal Query Network (TQNet), a neural architecture for forecasting multiple related time series. Its attention layer forms queries from trainable vectors that are shifted periodically through time, while keys and values come from the…
The article compares three ways to combine a trend-following strategy with a range-oriented strategy in one Expert Advisor. The first method checks both signal sets but permits only one open position, so one strategy can block a signal from the other. The…
This article outlines a separate closing manager for a multi-currency Expert Advisor. The module is intended to close virtual positions across strategies when account-level profit or loss limits are reached, and to support profit trailing and a breakeven…
The article models an open trade’s exit as a discrete-time survival problem. At each bar, a position can hit its take-profit, hit its stop-loss, or remain open; a time-stop position is treated as censored. It fits two cause-specific hazards with multinomial…
This tutorial explains how to implement local stop losses in an MQL5 Expert Advisor. Instead of sending a stop price to the broker, the EA stores it on the trading terminal, checks quotes on each tick, and closes a position with a market order when the…
This article presents the Billiards Optimization Algorithm, a population-based method for numerical optimization inspired by balls moving toward pool pockets. It begins with candidate solutions, treats the best candidates as targets, and updates each agent…
This article describes a MetaTrader 5 scalping system that combines order-flow imbalance with technical filters. The EA compares buying and selling volume over a recent window, then checks trend strength, price relative to moving averages, RSI, and Bollinger…
This article explains how tensor frameworks can support a Soft Actor-Critic implementation, focusing on replay buffers and critic networks. It contrasts a manual NumPy buffer with a PyTorch tensor buffer that stores states, actions, rewards, next states, and…
The document explains how standard column reduction turns a boundary matrix over the two-element field into a persistence diagram. Each diagram pair records when a topological feature appears and disappears as the Vietoris-Rips scale grows. The article…
The article describes a permutation test for assessing whether an Expert Advisor’s performance may arise by chance. It proposes testing the EA on an original price sample, then repeating the test on many altered versions and comparing a selected performance…
The article introduces reinforcement learning through the interaction of an agent and an environment. The agent observes a state, chooses an action under a policy, and receives rewards as the environment changes. It contrasts this setup with supervised…
The document explains a reusable MQL5 engine for calculating session VWAP and volume-weighted deviation bands. It uses each bar’s typical price, weights it by tick volume, and accumulates values from midnight in broker server time. A two-pass calculation…
The article explains the Butterfly Optimization Algorithm (BOA), a population-based search method inspired by butterflies following fragrance signals. It describes fragrance as a function of solution quality and sensory parameters, with a switching…
This installment develops a cross-platform MetaTrader library for representing account history. It extends a common order object with separate classes for historical market orders, removed pending orders, and deals, so each object can identify its type and…
This reference article explains how MQL5’s StringFormat function returns formatted text for reuse, unlike PrintFormat, which writes formatted output directly to the terminal journal. It outlines format specifiers, including examples showing how integer width…
The document describes an approach to refreshing Expert Advisor parameters while a market is running. An indicator reproduces the EA’s trading rules, tracks virtual trades, and tests multiple parameter sets in parallel. The EA reads each tester indicator’s…
This article documents interface features for a rendered table component in a MetaTrader graphical library. It explains alternating row colors to improve readability, selectable rows that can be selected or cleared by clicking, and storage of the selected…
This article describes ways to bring information from a website into a MetaTrader 5 Expert Advisor. The direct approach calls the platform’s web request function on a timer, checks for expected text at specified positions in the response, and extracts a…
The article explains how a Fourier transform represents a time series as component frequencies, each carrying amplitude and phase. It outlines possible uses in price-cycle analysis and in studying longer economic or market cycles, including comparisons…