Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
3,012 documents
The article describes turning a multi-timeframe sentiment indicator into an Expert Advisor. Its framework classifies conditions as bullish, bearish, risk-on, risk-off, or neutral using higher-timeframe direction and lower-timeframe price structure, moving…
The article presents an RSI method that measures the accumulated area between the oscillator and its 50 midpoint since their most recent crossing. It treats a sufficiently large area above 50 as a sell signal and a sufficiently large area below 50 as a buy…
The article extends a cross-platform MQL4 and MQL5 symbol-selection utility with tabs that automatically group symbols by detected market patterns. Examples include flat ranges, parabolic moves, gaps, and price-level conditions. It outlines how tab names are…
This tutorial shows how to create a basic movable chart panel in MQL5 using a rectangle label and chart events. It introduces the OnChartEvent handler and explains how keyboard, mouse-movement, and click events pass information through event parameters. The…
This article presents a method for estimating long-range dependence in NQ one-minute futures returns and using it to characterize market regimes. It combines three estimators: rescaled range, aggregated variance, and absolute moments. Each estimator fits a…
The article explains how bootstrap resampling can estimate confidence intervals for trading system performance from out-of-sample results. It describes three approaches: pivot, percentile, and bias-corrected and accelerated intervals. A statistic such as…
The article describes a MetaTrader 5 method for managing Expert Advisors remotely when the trader cannot access the desktop terminal. A master EA watches for pending orders placed through a mobile terminal and interprets their prices, symbols, volumes, or…
The article adapts Spatial Temporal Fusion (STF), a framework for jointly forecasting related demand and supply series, to trading signals. It treats bullish and bearish price movement as proxies for demand and supply, using high-minus-open and…
The article proposes a price forecasting model built from transient functions related to the Gamma and Erlang distributions. It divides a price move following a disturbance into three components: a remaining external force, the current rate of change, and…
The document describes a MetaTrader expert advisor that combines three Smart Money Concepts: Order Blocks (OB), Fair Value Gaps (FVG), and Breaks of Structure (BOS). OB zones are defined from the last candle before a significant move and filtered with a…
The article discusses ways to build Parabolic SAR signals into wizard-assembled Expert Advisors, focusing on volatility divergence, higher-timeframe context, and RSI confirmation. A proposed continuation pattern treats a SAR flip accompanied by shrinking bar…
The document outlines what MetaTrader 4’s Strategy Tester models and where its behavior differs from live trading. It describes restrictions on trading other symbols, supported timeframes, execution assumptions, account settings, and how price data for other…
This technical article ports several structural-change statistics to MQL5 for use as bar-indexed features in an expert advisor or indicator. The suite includes Chu-Stinchcombe-White CUSUM, a Chow-type Dickey-Fuller test, SADF with a rolling lookback, and…
This article presents an MQL5 indicator that applies normalized Shannon entropy to price changes classified as up, down, or flat. A rolling window estimates how evenly those states occur, with low entropy interpreted as more structured movement and high…
This beginner programming tutorial explains how MQL5 combines simple values into structures, overlays different interpretations of data with unions, introduces classes and function types, and brings external source files into a program with include…
This article explains how to add optional trailing-stop behavior to an object-oriented Expert Advisor framework. It recommends keeping trailing algorithms and their parameters in separate classes rather than adding strategy-specific logic to core strategy or…
This article describes an MQL5 Expert Advisor that replaces a fixed moving-average crossover threshold with parameters fitted on a rolling window. Its proposed volatility-adjusted moving average cross uses two exponentially weighted averages and an ATR-based…
This article turns the Malaysian Engulfing candlestick pattern into a rule-based MetaTrader 5 workflow. A bullish setup requires a bearish candle followed by a bullish candle whose body opens at or below the prior close and closes above the prior high; the…
This article compares trailing stops, partial position reductions, and opening several positions with the same stop but staggered profit targets. Its main example uses five entries with reward-to-risk targets from 1.3 to 1.7. It calculates basket outcomes by…
The article presents a way to preserve an Expert Advisor’s internal state across terminal restarts by serializing a fixed-size structure to a binary file. Examples of state worth saving include trade counts, win and loss streaks, lot multipliers, equity…
The article demonstrates a voting-style ensemble that runs two separately trained EURUSD daily models inside an MQL5 Expert Advisor. One model uses recent OHLC observations to predict the next close; the other classifies movement as up, down, or…
This installment explains how to adapt a market replay system to rely on recorded traded ticks, including using tick files to generate preview bars. The author argues that minute bars may diverge from traded prices around events such as corporate actions,…
The article describes a semi-automated approach that turns chart lines into trade instructions for an Expert Advisor. Traders name lines with commands for pending entries, take-profit and stop-loss exits, or closing selected positions. The EA detects price…
The article investigates how MetaTrader 5 distributes indicator and expert-advisor work across processor cores. Using CPU-heavy test programs on charts with different symbol arrangements, it reports that two indicators on the same symbol used one core, while…