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 presents a trading application of horizontal composition of natural transformations, using price, moving-average, and smoothed moving-average time series. It defines differences between pairs of moving-average outputs as time-series buffers, then…
The article walks through preparing financial time-series data and training a small language model on a CPU. It introduces tokenizer roles and distinctions between encoder, decoder, and encoder-decoder models, then describes collecting price data from…
The article explains how a Tsetlin Machine classifies market conditions using readable logical rules. Small integer-state automata decide whether each condition or its negation belongs in an AND clause. Groups of clauses vote for or against each class, and…
This article addresses trading robots that repeatedly open and close positions during a volatile candle, increasing spread costs. Using a MetaTrader MACD sample Expert Advisor as an illustration, it proposes limiting entry triggers by recording the elapsed…
This installment describes extending a Flask API so closed trades sent by a MetaTrader 5 Expert Advisor become durable SQLite records. It explains how the JSON payload maps to a trade model, how the POST endpoint checks for valid JSON and required fields,…
The article outlines a MetaTrader 5 Expert Advisor that accepts a configurable list of currency pairs and uses one designated pair as the signal source for trading the others. Its proposed relationship logic distinguishes pairs that share a selected base or…
This article explains how to evaluate arithmetic and logical expressions supplied as text, a feature that can let users change formulas in compiled trading programs without editing their source. It defines supported values, operators, precedence,…
The article develops modifications to a damped linear growth exponential smoothing model for financial time series. First, it changes parameter fitting from minimizing one-step forecast error to minimizing the combined squared errors for one-, two-, and…
The article explores Rademacher functions as tools for analyzing noisy price series. It describes using an expanded function period to smooth trend components, then combining function levels into a price filter whose values depend on both prices and their…
The article explains how to fine-tune a pre-trained GPT-2 model with adapter modules and compare this approach with LoRA and full-parameter fine-tuning. Its adapter design projects hidden features into a smaller bottleneck, applies a nonlinear activation and…
This installment describes a MetaTrader library design for storing price history as bar objects and organizing those objects into a per-symbol, per-timeframe list. A bar object holds standard rate data such as timestamp, open, high, low, close, spread, and…
The article investigates how neuron activation functions may affect neural-network training and interpolation accuracy, comparing an MLP trained with built-in ADAM against a stochastic population variant called ADAMm. It outlines a fully connected network,…
The document defines a pseudo Pearson correlation (PPC) that measures two oscillator series relative to a third reference series. Its example uses DeMarker and Money Flow Index relative to RSI, calculating rolling sums of deviations over a configurable…
This article introduces tree balance through the effect of subtree heights on search paths. It contrasts tree search with scanning a list and explains how a balanced binary tree can reduce the number of nodes visited as a dataset grows. The discussion uses a…
The article describes an MQL5 dashboard that consolidates position and account information across symbols. It tracks buy and sell positions, trade and pending-order counts, lots, profit, swaps, commissions, balance, equity, and free margin. A configurable…
This article describes an MQL4 utility that reads an external indicator’s buffers and notifies the trader when a buffer changes between zero and a positive value. It uses indicators that encode a line’s changing state across two buffers, with only one buffer…
The article introduces the Stochastic Oscillator as a measure of where a closing price sits within the high-low range over a selected lookback period. It explains the faster %K line and smoothed %D line, then describes fast and slow variants and walks…
This programming article describes replacing embedded bitmap assets in an MQL5 canvas interface with icons drawn from code. It explains how basic shapes such as strokes, discs, rings, rounded rectangles, and polygons can be combined into logos and interface…
The article explains how trading activity shifts across the Asian, European, and American sessions and how those shifts can shape intraday price movement, liquidity, and volatility. It introduces the ISI ProSpread SMA indicator as a way to study hourly…
This article develops an MQL5 linear classifier that predicts two binary outcomes: the expected direction of a moving average and whether price is positioned on the corresponding side of that average. The trading logic buys when both predictions indicate…
This article describes an MQL5 Economic Calendar filter that restricts new entries around scheduled events. It loads and caches calendar data, filters events by importance, and compares each event’s currency with currencies associated with the traded symbol.…
This article explains how to draw rounded speech bubbles for MQL5 trading interfaces by combining a rounded rectangle with a triangular pointer. The pointer can face up, down, left, or right, and its position can be shifted relative to the bubble body. The…
This article presents an MQL5 Expert Advisor that places interactive labels beside open positions on a chart. The goal is to connect each position with current price action and show position details and profit or loss without relying only on the toolbox…
This article shows how an MQL5 Expert Advisor can monitor account activity through the OnTradeTransaction event handler. A trade operation may generate several notifications as a request is processed, an order enters or leaves the active list, and deals and…