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.
4,574 documents
The article describes turning a multi-timeframe sentiment indicator into an Expert Advisor. Its framework classifies conditions as bullish, bearish, risk-on, risk-off, or neutral using higher-timeframe direction and lower-timeframe price structure, moving…
The article presents an RSI method that measures the accumulated area between the oscillator and its 50 midpoint since their most recent crossing. It treats a sufficiently large area above 50 as a sell signal and a sufficiently large area below 50 as a buy…
The article adapts Spatial Temporal Fusion (STF), a framework for jointly forecasting related demand and supply series, to trading signals. It treats bullish and bearish price movement as proxies for demand and supply, using high-minus-open and…
The article proposes a price forecasting model built from transient functions related to the Gamma and Erlang distributions. It divides a price move following a disturbance into three components: a remaining external force, the current rate of change, and…
The article discusses ways to build Parabolic SAR signals into wizard-assembled Expert Advisors, focusing on volatility divergence, higher-timeframe context, and RSI confirmation. A proposed continuation pattern treats a SAR flip accompanied by shrinking bar…
The document outlines what MetaTrader 4’s Strategy Tester models and where its behavior differs from live trading. It describes restrictions on trading other symbols, supported timeframes, execution assumptions, account settings, and how price data for other…
This article compares trailing stops, partial position reductions, and opening several positions with the same stop but staggered profit targets. Its main example uses five entries with reward-to-risk targets from 1.3 to 1.7. It calculates basket outcomes by…
The article demonstrates a voting-style ensemble that runs two separately trained EURUSD daily models inside an MQL5 Expert Advisor. One model uses recent OHLC observations to predict the next close; the other classifies movement as up, down, or…
The article describes a semi-automated approach that turns chart lines into trade instructions for an Expert Advisor. Traders name lines with commands for pending entries, take-profit and stop-loss exits, or closing selected positions. The EA detects price…
The article builds a binary logistic regression classifier in native MQL5 using a sigmoid probability, binary cross-entropy, and stochastic gradient descent. Its example predicts whether the next bar will close higher, using five features derived from…
The article evaluates transfer learning for a neural model trained to detect price fractals. It compares a model initialized with random weights against models that reuse the encoders of previously trained variational autoencoders, including fully connected…
This article presents a MetaTrader diagnostic for comparing live execution with backtest assumptions. It measures quoted spread, fill deviation, latency, and selected order return codes. A manual probe mode submits a round-trip trade and compares each fill…
This article describes a price-action signal tool that builds slanted support and resistance lines from validated swing highs or lows. It requires three swing interactions to establish that a line has structural relevance, then signals a bullish or bearish…
The article explains the Kalman filter as a recursive estimator that alternates between predicting a time-series state and updating that estimate with new observations. It describes how process and measurement variance affect responsiveness and smoothness,…
The article develops an approach for selecting RSI periods and signal levels instead of relying on standard settings such as 70 and 30. It builds on an earlier method that centers signals on the indicator’s observed range and scales deviations by their…
This article introduces triangular arbitrage using three related currency pairs. It derives the no-arbitrage relationship among EUR/USD, GBP/USD, and EUR/GBP, then compares executable bid and ask prices to identify when one route through the triangle is…
The article introduces quantum computing concepts such as superposition and entanglement, then presents a prototype that encodes market data into a circuit, measures repeated outcomes, and maps the resulting bit patterns to a bounded price-direction…
The article combines TRIX trend signals and Williams %R oscillator signals in a convolutional neural network intended to filter trades. It explains Python calculations for both indicators, then describes a one-dimensional convolutional architecture whose…
This article describes a neural-network trading workflow using Python, TensorFlow, and Keras, with MQL5 scripts supplying historical prices and indicator data. The system separates buy and sell examples and uses two networks for each direction: one learns to…
This article describes an MQL5 expert advisor that calculates Fibonacci retracement levels from daily candle ranges or a configurable lookback array. It derives a bullish or bearish setup from candle direction and can enter when price crosses selected custom…
This article tests overbought and oversold breakouts in a combined Williams Percent Range indicator built from the two currency baskets in a pair. The method compares each currency’s strength, seeks a threshold crossing in the combined reading, and enters on…
The article applies category-theory naturality squares to classify price-change data across three linked currency pairs. USDJPY forms the source series, while EURJPY and EURUSD form the paired destination series. The proposed construction connects their…
The article explains how to construct a Three Line Break chart from closing prices without using equal time intervals to determine each new line. A line extends the current direction when price exceeds the prior extreme; a reversal requires price to cross a…
This article outlines a rule-based approach to trading after Non-Farm Payroll releases. It anchors Fibonacci retracement levels between the pre-spike price and the first post-release spike extreme, then waits for price to pull back into a chosen zone and…