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
This article describes creating continuous time charts in MetaTrader 4 by inserting bars for intervals with no price changes. Its process has two stages: build a history file that fills gaps using the preceding close as the inserted bar's open, high, low,…
This article turns divergence logic previously embedded in an adaptive SuperTrend implementation into a standalone MQL5 module. The engine groups oscillator calculation, pivot detection, divergence classification, and state memory, and offers setup, update,…
This article explains how an MQL5 library can detect and report account trading events. It separates event identification for hedging and netting accounts, using changes in pending order counts, position counts, position volumes, and modification times.…
The article develops an MQL5 indicator that combines trend, momentum, and volatility into a rolling market score. Trend is measured by the linear-regression slope of prices in a window, momentum by the price change across that window, and volatility by…
This article introduces eigenvalues and eigenvectors as tools for examining relationships among measured variables. It distinguishes principal component analysis, which forms orthogonal components that capture variance, from factor analysis, which models…
The article explains the Donchian Channel as a trend-following indicator built from the highest high and lowest low over a chosen lookback period, with a midpoint halfway between them. It describes watching for price to break above the upper boundary or…
This article shows how to adapt an MQL5 automation class to several indicator-driven trading models. Its first example uses a 9-period exponential moving average: the EA checks for a new bar, reads current and earlier indicator values, and triggers a buy or…
The article tests the claim that the direction of the Asian session determines subsequent trading. Its MQL4 Expert Advisor labels a chosen session bullish, bearish, or neutral by comparing its opening and closing prices. It then examines a fixed number of…
The article presents a method for adding smaller trades as a larger initial position moves into profit. The main trade acts as an anchor: after it reaches a specified gain, a smaller auxiliary trade is opened in the same direction with a stop that can lose…
The article describes an MQL5 framework that turns chart rectangles into managed supply and demand zones. A CZone class stores each zone’s price boundaries, type, source, age, breakout tracking, and visual state, while a dynamic object collection tracks…
Signal Pulse is an Expert Advisor that seeks potential reversals by requiring Bollinger Band and Stochastic conditions to align across M15, M30, and H1. A buy signal occurs when price reaches the lower band on all three timeframes and Stochastic is oversold;…
Blood Inheritance Optimization (BIO) is a population-based method for searching parameter spaces. It assigns each candidate one of four blood-type labels and uses an inheritance table to choose a label for each new candidate based on its two parents. Parents…
The article explains how an option chain can reveal the market-implied distribution of an underlying’s price at expiry. It uses the Breeden-Litzenberger result: the second strike derivative of call prices, adjusted for discounting, gives a risk-neutral…
The article introduces random forests as ensembles of decision trees trained on bootstrap samples and randomized feature subsets. It explains how tree voting can reduce variance, describes out-of-bag evaluation, and outlines strengths such as modest…
This tutorial explains how to retrieve information from a website using MetaTrader 5’s MQL5 network functions, save the response, and locate a target value within the downloaded page. It begins with choosing a source and allowing that site in the platform’s…
The article describes a MetaTrader method for investigating whether trend direction signals perform better at particular hours. Its example Expert Advisor combines a short-term higher-timeframe moving-average direction check with a daily MACD direction…
This article describes building a basic grid Expert Advisor for both MetaTrader 4 and MetaTrader 5. It introduces conditional compilation to handle differences between the platforms and a shared order-placement interface. The trading concept places staggered…
This article explains why and how to move custom indicator calculations into an Expert Advisor. It identifies two motivations: avoiding recalculation on the forming bar when the EA does not need that value, and keeping commercial EA logic less exposed. An…
This article argues that a reliable, responsive Expert Advisor should focus on managing and analyzing orders and positions, while auxiliary chart features and data displays should run separately. It demonstrates moving wallpaper and Volume At Price…
This article advocates finite-state automata as a way to design and implement Expert Advisor logic. It argues that informal design notes, a developer’s mental model, and program code can diverge, making complex behavior hard to review and maintain. The…
This article describes a MetaTrader 5 indicator that turns a fast and slow EMA crossover into a charted sequence of synthetic future candles. It anchors the projection to the crossover on a closed bar, measures the EMA slope there, and propagates that slope…
This article explains how to add an Account History view to MetaTrader 4’s strategy tester visualization. It uses information already available in the tester’s results rather than building a separate copy of the terminal account history. An indicator…
The article surveys MQL5 cryptographic functions for encrypting, hashing, encoding, and compressing data used in trading programs. It explains the roles of the CryptEncode and CryptDecode functions, distinguishes reversible encryption from irreversible…
This programming guide explains how MQL5 Standard Trade classes can support Expert Advisors that inspect account and symbol properties, check margin, manage positions and pending orders, and retrieve order and deal history. It describes classes for account…