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 extending an MQL5 trading administration interface with an Analytics Panel. Its two proposed pie charts summarize winning versus losing trades and trade categories, including Forex, stocks, and futures. The panel is populated from…
This article presents an MQL5 Expert Advisor that monitors Fibonacci retracements drawn manually on a chart. The trader chooses the swing points and levels, while the program detects Fibonacci chart objects, reads their level values, converts them into…
The article develops trading signals from cyclical price models expressed with finite differences rather than directly with sine and cosine functions. In its basic harmonic oscillator, a parameter tunes sensitivity to a cycle period, and sign changes in a…
This article describes improvements to an MQL5 news trading system that uses economic calendar data in both live trading and the Strategy Tester. For tester runs, it loads events from a CSV resource, stores their timestamps, and filters the event list to a…
The article explains Market Profile as a way to organize activity by price and time, helping traders interpret areas of balance, control, and possible supply or demand. It defines concepts including initial balance, range extension, value area, point of…
The article describes a hybrid approach that combines rule-based price patterns with a neural network for market direction classification. It encodes rising and falling price sequences as binary patterns, then tracks each pattern’s frequency, win rate, and a…
The article outlines a local SQLite workflow for recording and reviewing algorithmic trading activity inside MetaTrader 5. It proposes separate tables for deals, strategy signals, and economic or system events, with indexes on commonly queried fields such as…
This tutorial introduces the concepts and MQL5 tools for creating 3D scenes in MetaTrader 5 with DirectX. It explains how objects are represented as polygon meshes, how triangle vertices and surface normals support geometry and lighting, and how projection…
The article defines normalized measures for evaluating how well a trading system enters and exits trades relative to the price range reached during each trade. Entry efficiency compares the entry price with the trade’s favorable extreme; exit efficiency…
This article questions conventional interpretations of classic price–oscillator divergence, including the idea that larger divergence classes necessarily signal stronger reversals. It reviews common bullish and bearish patterns, discusses how MACD and its…
The article explains how to build an anchored volume profile indicator in MQL5 that displays current-timeframe activity on the main chart and a selected higher-timeframe profile in a separate window. A draggable anchor sets the start of the analysis range,…
This article applies order theory to selecting steps in a trailing-stop process. It distinguishes partial orders, which allow some elements to remain incomparable, from linear orders, which require every element to be comparable. The author argues that…
This introductory article presents automated Expert Advisors as two components: an order system that manages trade operations and a trigger system that decides when to act. It recommends building and manually testing the order system first, including chart…
This article explains unit testing as a way to check individual functions in MQL4 programs, where debugging and error handling can be difficult. Tests call a function with selected inputs, compare its outputs with expected behavior, and report successes or…
Andrea Zani describes AZXY, an Expert Advisor built for the 2011 Automated Trading Championship. It uses the previous day’s minimum and maximum prices, together with patterns compared against prior-year patterns, to choose a buy or sell direction. The system…
The article concludes an implementation of a Seasonal Convolutional Neural Network for financial time-series forecasting. The model separates long-term, seasonal, and short-term components through normalization and seasonal transformations, then combines…
The article describes extending a Python-based MetaTrader 5 strategy tester to handle data for multiple instruments and timeframes. It introduces a history manager that fetches bars or ticks for a set of symbols, stores historical data locally, and supports…
The article explains how to read patterns in currency baskets using a combined Williams Percent Range oscillator, rescaled from -100 to 100. It distinguishes dynamic entries taken before a candle closes from entries confirmed at the close. The author…
The article describes a daily contrarian strategy based on the previous session’s high and low. A break above the prior high triggers a short targeting the prior low; a break below the prior low triggers a long targeting the prior high. It presents this…
The article describes a MetaTrader 5 system that generates buy, sell, and reversal signals when completed bars cross levels of a modified five-level Price Channel. Four level-crossing groups act as independent strategies, with magic numbers used to track…
This programming tutorial develops an MQL5 indicator that displays Average True Range values for the chart symbol and up to five additional symbols. Users specify the symbols and horizontal reference levels as inputs. The indicator checks symbol…
The article presents a semi-automated pipeline for sending voice trading commands to a MetaTrader 5 terminal remotely. A Telegram bot receives voice notes, transcribes them with Google speech recognition, parses a command, and places it in a Python queue. A…
The article explains how a Delphi DLL can operate MetaTrader’s user interface through WinAPI to change terminal settings. Its example addresses a limitation of MQL’s push notification function: the configured notification list is capped at four MetaQuotes…
The article describes adding portfolio-level correlation checks to a multi-symbol Expert Advisor. The system calculates a Pearson correlation matrix from recent closing prices and evaluates each proposed trade against existing positions before execution. It…