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 Extremal Optimization (EO), a population-based metaheuristic inspired by the Bak–Sneppen ecosystem model. Rather than concentrating updates on the best solution, EO ranks agents and their components, then selects poorly ranked elements…
The article surveys ways to identify recurring structure in Forex prices, including spectral methods, periodograms, autocorrelation, moving averages, and dot mapping. It explains how moving averages can reveal cycles and trends, but may miss one-sided waves…
The document introduces gating as a way to adapt how an ensemble uses specialist models according to contextual variables or model outputs. It distinguishes selecting one model for each case from combining several models with context-dependent weights.…
The document explains COMBI, a single-layer form of the Group Method of Data Handling. It generates candidate linear models from combinations of input variables, estimates their coefficients on a training sample, and uses performance on a separate test…
The document describes a Keltner Channel, a volatility-based indicator formed from a moving average and upper and lower bands offset by a multiple of Average True Range. The channel is intended to adapt its width to current volatility and can help identify…
The document explains online learning as a way to update predictive models as new market observations arrive. It contrasts this approach with batch training and discusses adaptability to changing patterns, lower memory demands for incremental methods, and…
The article discusses TEMPO, a time-series forecasting approach that adapts ideas from pretrained language models. Its general method decomposes a series into trend, seasonal, and residual components, then encodes those components for attention-based…
This article presents a way to compute moving averages and other intermediate series without storing a full history in extra indicator buffers. A stateful function receives one bar’s input at a time, updates an internal rolling selection, adds the newest…
The document defines a Candle-Range Theory toolkit for classifying completed bars as large-range, small-range, inside, or outside candles. Large and small ranges are measured against an arithmetic average of recent true ranges, which includes gaps; inside…
This article addresses a weakness in a reversing strategy: results may depend heavily on the exact time a trader begins a trade chain. It proposes using a moving average to choose both entry direction and timing. The direction follows whether the average is…
In this championship interview, Matúš German describes a multicurrency Expert Advisor built around trend following. It derives trading channels from the Average True Range indicator, enters when price breaks a channel, and holds positions until price crosses…
The article explains why MetaTrader 4 can return Error 146 when multiple experts attempt trade operations through the terminal’s shared trade context. It recommends checking whether trading is allowed immediately before sending an order, since an earlier…
The document describes an MQL5 Expert Advisor that searches historical prices for bullish and bearish Wolfe Wave formations. It identifies swing highs and lows using a configurable neighborhood, then checks the sequence and relative placement of five wave…
The document presents a fluent builder pattern for constructing MQL5 trade requests. Instead of assigning fields in an MqlTradeRequest directly, a developer chains methods for symbol, volume, direction, order type, price, and stop levels. The builder tracks…
The document shows how to send MetaTrader 5 messages and trade notifications to Discord using an incoming webhook. It walks through creating a webhook, allowing Discord requests in terminal settings, formatting message payloads as JSON, and wrapping the…
The document explains how an MQL5 Expert Advisor can use MetaTrader 5’s economic calendar to avoid trading around scheduled releases. It describes filtering events by importance, mapping a symbol’s currencies or market to relevant country codes, and applying…
This article describes an object-oriented MQL5 Expert Advisor designed to help traders place pending orders from chart-selected prices. Its examples cover adjusting prices to an instrument’s tick size, calculating contract volume and monetary take-profit and…
The article explores arithmetic, geometric, and harmonic moving averages as components of MQL5 Expert Advisor signals. It describes how the geometric and harmonic means place more weight on smaller values, and how reflected versions shift that emphasis…
This article shows how to calculate built-in MQL4 indicator values and present their interpretations as text on a price chart. Its example compares the Stochastic Oscillator’s main and signal lines to label a possible buy or sell condition, then extends the…
The article applies a beta variational autoencoder to binary event features built from the Stochastic Oscillator and Fractal Adaptive Moving Average (FrAMA). It focuses on three patterns that had underperformed in earlier tests, encoding indicator conditions…
The article develops an approach for detecting swing highs and lows using a chosen price-variation threshold. It contrasts this with fractals, fixed-range methods, and moving-average-based searches, arguing that those alternatives can produce insignificant…
This article describes a reusable MQL5 framework for collecting chart drawings and making their properties available to an Expert Advisor or script. It proposes iterating through chart objects, filtering for analytical types such as trendlines, rectangles,…
The article proposes representing support and resistance as zones bounded by average reaction levels and more extreme price rejections. The stated motivation is that fixed lines can be unreliable in choppy or transitional markets, where price may react…
This installment describes updates to an MQL5 administrative interface, focusing on its Trade Management Panel. It distinguishes communication controls from buttons that operate on trades, then discusses resizing and repositioning the panels to preserve…