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Βιβλιοθήκη γνώσης

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.

Quant Q&A
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SuperMind
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MQL5 code base
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Αναζήτηση στη βιβλιοθήκη

7,090 έγγραφα

MQL5 code base

This indicator description presents a method for adapting an exponential moving average (EMA) using normalized average true range (ATR). The idea is to make the EMA’s effective calculation period respond to volatility rather than keep it fixed. It notes that…

Τεχνικοί δείκτεςΜεταβλητότηταΠολλαπλές κατηγορίες περιουσιακών στοιχείων
MQL5 code base

This brief description outlines a foreign-exchange Expert Advisor that trades from signals generated by the Daniella indicator. A signal is acted on when a colored arrow appears at the close of a bar. The advisor depends on a compiled indicator file, and an…

ΣυνάλλαγμαΤεχνικοί δείκτεςBacktestingΕκτέλεση εντολών
MQL5 code base

This document describes an indicator that displays price data as candlesticks after processing the relevant time series with a smoothing algorithm. It presents this format as a potentially more informative way to inspect price behavior in some analytical…

Τεχνικοί δείκτεςΣτατιστική
MQL5 code base

The document describes a short-term automated trading system built around moving averages. It says the expert advisor is intended for one-minute charts in major forex pairs and Nasdaq stocks, and trades using the open price of the current candle. Settings…

ΣυνάλλαγμαΜετοχέςΤεχνικοί δείκτεςΔιαχείριση κινδύνου
MQL5 code base

This indicator marks swing highs and lows on a chart with separate arrows, using left-side and right-side bar counts to define each pivot. A high or low is confirmed only after the specified number of candles have closed to its right. That confirmation delay…

Τεχνικοί δείκτεςΜικροδομή αγοράςΕκτέλεση εντολών
MQL5 code base

This indicator description explains an adaptation of the Relative Vigor Index that marks periods identified as flat. It uses Bollinger Band contraction as the criterion: when the bands shrink past a configured threshold, the colored RVI cloud contracts…

Τεχνικοί δείκτεςΜεταβλητότητα
MQL5 code base

This document explains a script for exporting historical rates and tick data from the symbol shown on the current MetaTrader 5 chart. It addresses a limitation in the platform’s built-in export facility, which may omit available tick history, by allowing…

Μικροδομή αγοράςBacktesting
MQL5 code base

This document describes a chart indicator that draws a vertical line at a specified time on each day of a selected week. It uses indicator buffers with a two-part histogram drawing style to create the lines. The author recommends adding it to the main chart…

Τεχνικοί δείκτες
MQL5 code base

The document describes an expert advisor that combines fast and slow moving averages with trend lines drawn from fractals to trade potential reversals. The trend line is intended to act as a filter alongside the moving-average logic, and the advisor is…

ΣυνάλλαγμαΜετοχέςΑκολούθηση τάσηςΤεχνικοί δείκτες
MQL5 code base

This document describes an Expert Advisor that trades signals from a universal MACD histogram. It checks for a bar close where the histogram crosses zero, changes direction, or where the signal-line histogram breaks through, with the selected behavior…

ΣυνάλλαγμαΤεχνικοί δείκτεςΟρμήBacktesting
MQL5 code base

The document describes a breadth oscillator built from bullish and bearish candlesticks across symbols in the Market Watch. It first forms RANA as the difference between the counts of bullish and bearish candles divided by their sum. The oscillator is then…

Τεχνικοί δείκτεςΜικροδομή αγοράς
MQL5 code base

This indicator extends standard Bollinger Bands by allowing the center line to use a selectable moving average and the calculation to use different price fields. The available moving averages are simple, exponential, smoothed, and linear weighted. Price…

Τεχνικοί δείκτεςΜεταβλητότητα
MQL5 code base

The document describes a QQE indicator built from a smoothed Relative Strength Index and two volatility-based trailing levels, one fast and one slow. Its variation adds discontinued signal-line levels and a histogram whose color changes according to those…

Τεχνικοί δείκτεςΟρμήΜεταβλητότητα
MQL5 code base

This document describes a shared pre-trade control for limiting total gross position volume in a symbol across multiple Expert Advisors. Each strategy checks all open positions on the symbol, including positions opened manually or by other EAs, and allows a…

Διαχείριση κινδύνουΚαθορισμός μεγέθους θέσηςΕκτέλεση εντολών
MQL5 code base

This note defines an indicator that applies RSI to an exponentially smoothed price series, then smooths the RSI output with another exponential moving average. It identifies six configurable inputs: the source EMA period and applied price, the RSI period,…

Τεχνικοί δείκτεςΟρμή
MQL5 code base

The document describes a chart overlay for reviewing a symbol’s past trades. It explains the visual legend: blue zones mark take-profit areas, red zones mark stop-loss areas, blue and red arrows indicate buys and sells, and blue ticks or red crosses show…

Εκτέλεση εντολώνBacktesting
MQL5 code base

This document describes a variant of a Stochastic trend indicator that lets users set input parameters separately for each stochastic oscillator used to display current trends. Its main contribution is the added flexibility to configure the oscillators…

Τεχνικοί δείκτεςΣυνάλλαγμα
MQL5 code base

This expert advisor is described as entering trades on retracements from Fibonacci levels. It provides settings for fast and slow moving averages, stop loss, take profit, trade limits, and optional break-even handling. The description says it can be used on…

ΣυνάλλαγμαΜετοχέςΤεχνικοί δείκτεςΔιαχείριση κινδύνου
MQL5 code base

This strategy places buy limit and sell limit orders in a grid at a configured start hour. Its premise is that after one or more orders activate, price will return to the open of the bar on which the grid was placed. The grid uses a starting distance from…

ΣυνάλλαγμαΣυναλλαγές με πλέγμαΕπαναφορά στον μέσο όροΔιαχείριση κινδύνου
MQL5 code base

The Tail_Bar indicator compares the upper and lower shadows of each price bar and plots their difference as a histogram around a zero line. The description presents a longer lower shadow relative to the upper shadow as one side of the comparison and says the…

Τεχνικοί δείκτεςΕπαναφορά στον μέσο όροΣτατιστική
MQL5 code base

This Expert Advisor builds signals from two ZigZag indicators operating at different scales. It examines the two legs of the latest peak in the slower, larger ZigZag and counts the smaller ZigZag peaks inside those legs. User parameters compare the peak…

Τεχνικοί δείκτεςΣυνάλλαγμαBacktestingΔιαχείριση κινδύνου
MQL5 code base

The document describes a variant of the stochastic oscillator that uses a step chart to filter small changes. A user sets the step size as a percentage of the stochastic value; changes below that threshold are treated as insignificant, which is intended to…

Τεχνικοί δείκτεςΣτατιστικήBacktesting
MQL5 code base

The document describes a trend-following indicator that adjusts its Average True Range multiplier using Z-score normalization. The stated aim is to widen its trend boundary during volatility spikes and tighten it in steadier conditions, addressing the lag…

Ακολούθηση τάσηςΤεχνικοί δείκτεςΜεταβλητότηταΣτατιστική
MQL5 code base

This brief description explains an expert advisor utility for closing or deleting orders, including orders associated with a multi-currency EA. It identifies orders through their comment text and supports matching an EA comment by prefix or suffix. If the EA…

ΣυνάλλαγμαΕκτέλεση εντολώνΔιαχείριση κινδύνου