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 introduction explains category theory through domains, elements, and morphisms, then sketches how those ideas might help describe relationships among trading strategies, instruments, and market conditions. It presents MQL5 classes for representing…
This installment in a market replay and simulation series explains how a position-view indicator tracks an open position and communicates with other components through chart events. It updates the opening, stop-loss, and take-profit lines, displays the…
The article describes how to represent an aggregate position formed from multiple orders in MetaTrader 5's hedging account mode. It classifies positions as buy-only, sell-only, net-buy, net-sell, or locked, with mixed positions distinguished by comparing…
The article translates four bet-sizing approaches from a Python module into an MQL5 system: probability-based sizing, sizing from forecast-price divergence, budget-constrained sizing, and reserve sizing learned from data. It outlines a layered design with…
The article compares two forecasting targets for a Bollinger Bands trading approach: whether price will rise or fall over a future horizon, and which of four zones around the bands price will occupy. It describes labeling historical GBPUSD daily data,…
This article explains how to make changes to a SplitContainer control’s properties appear immediately in a custom MQL5 interface library. Its central method is to redraw the control after property updates and to respect each element’s display state…
The article presents a way to organize an MQL5 Expert Advisor around distinct operating modes that support different stages of development. It identifies release, debugging, profiling, testing, optimization, visual testing, and frame-gathering modes, and…
This installment describes building a MetaTrader indicator that displays an open position directly on a chart using horizontal lines for the entry price, stop-loss, and take-profit. The approach reuses the replay system’s existing graphics code and adds…
The article turns a classical two-candle engulfing pattern into a MetaTrader 5 trading rule. It defines bullish and bearish engulfing conditions using the current and previous daily candles, checks for a new day and the absence of open positions, and uses…
This article prepares a feature correlation matrix for clustering, a prerequisite for the clustered feature-importance analysis planned in the next part of its series. It separates two problems: finite-sample estimation noise, which spreads eigenvalues even…
The article introduces self-organizing maps (SOMs), an unsupervised neural-network method that arranges high-dimensional input vectors on a two-dimensional grid. Each node has a weight vector; training repeatedly finds the best-matching node for a sample and…
The article presents bacterial chemotaxis optimization as a population based method for searching an objective function. Candidate solutions are modeled as bacteria moving through a bounded search space along straight trajectories, with random turns and…
AutoGraf is a MetaTrader 4 application that uses chart objects and a control panel to manage orders graphically. Traders can create market and pending orders by dragging lines, and set or change stop loss and take profit levels through corresponding chart…
This introductory guide explains how MQL5 developers can identify compilation errors, warnings, runtime problems, and trade server errors. It illustrates common syntax and scope mistakes, such as missing punctuation or brackets, undeclared variables, and…
The article compares Kelly sizing with a confidence based signal method, then proposes combining them in two stages: the signal method accounts for estimated confidence and overlapping positions, while a Kelly multiplier adjusts for asymmetric win and loss…
The article presents a framework for a MetaTrader 5 Expert Advisor that processes multiple currency symbols while maintaining separate settings for each. It compares three ways to schedule checks: timer events, ticks on the chart symbol, and chart events…
The article adapts the Atom-Motif Contrastive Transformer, originally developed for molecular data, to trading inputs. It treats individual candles as low-level elements and recurring candle formations as motifs, encoding each sequence through a separate…
This installment describes an MQL5 chart dashboard for calculating and displaying statistical reference levels from a selected price range. The proposed measures include the mean, standard deviation bands, median, percentiles, and two estimates of the mode.…
This article explains trend scanning as an alternative to assigning every market observation a fixed prediction horizon. For each starting point, it fits linear trends over a range of forward windows, calculates a t statistic for each, and selects the window…
The article presents a proposed three part model of past, current, and future transient functions, labeled P, C, and F. It says the functions are derived from modifications of the Gamma distribution and satisfy a normalization relationship in which their sum…
This article describes a price action Expert Advisor that identifies swing highs and lows, labels successive swings as higher highs, lower highs, higher lows, or lower lows, and uses those sequences to infer trend direction. A bullish Change of Character…
The article introduces machine learning for price prediction, then outlines a workflow using MetaTrader 5 hourly EUR/USD data, Pandas, scikit-learn, and neural networks. It explains basic decision trees and the GRU architecture, comparing its reset and…
The article proposes using neural networks to filter signals from an adaptive version of Thomas DeMark's Sequential strategy. It focuses on Setup and Intersection signals near potential turning points, treating the network as a decision aid rather than a…
The article reviews Bollinger Bands as a volatility measure and describes their middle moving-average line and standard-deviation envelopes. It discusses common interpretations including mean reversion after an outer-band touch, trend persistence near a…