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.
4,613 documents
The article explains money management as control over the loss a trade can incur, rather than as a formula that scales lots only with account balance. It argues that strategy performance depends on win rate, average win, and average loss, and that losses…
The article reframes technical analysis as a control problem in which analysis and position management operate together. Rather than focusing mainly on predicting turning points, it asks how positions should change as market conditions and the account’s…
This tutorial explains core forex mechanics: how currency pairs quote one currency against another, how standard lots specify the base-currency amount, and why trade profit is generally stated in the quote currency. It also describes how deposit currency…
The article describes an MQL5 evaluation module that applies configurable prop-firm-style rules to Strategy Tester results. It scales tester balance and equity proportionally to a virtual challenge account, then tracks each attempt’s status, trading days,…
Anton Nel describes the Expert Advisor he entered in the Automated Trading Championship 2012. It uses overbought and oversold CCI readings to enter and Heiken Ashi to exit, which he says performed better than CCI exits in his backtests. The system stays…
The article explains trailing stops as position-management tools and develops several variants. It first sets practical stop boundaries: the broker's minimum stop distance forms an outer constraint, while a break-even floor should account for commission,…
In this interview, an experienced Expert Advisor developer discusses why he builds systems that trade several currency pairs, and how their components can be organized. He contrasts a central controller that limits trading on poorly performing pairs with…
This article proposes a custom MQL5 money-management class for traders whose decisions depend on recurring price patterns rather than volume accumulation. It converts price changes into a discrete sequence of up, down, or flat states. A suffix automaton…
Ruslan Ziyatdinov describes a trend-following robot built around the built-in ATR indicator. It probes for market direction by entering in small lots over set intervals within a defined profit channel, aiming to limit losses while waiting for a trend to…
In this interview, Automated Trading Championship participant Atsushi Yamanaka discusses a semi-automated approach to forex trading. He reviews long-term charts to classify conditions as bullish, bearish, or ranging, then lets expert advisors seek scalping…
The article explains linear discriminant analysis (LDA) as a way to project labeled data into a lower-dimensional space that emphasizes class separation. It contrasts LDA with PCA, which prioritizes overall variance, and QDA, which estimates separate class…
This article proposes a rejection checklist for evaluating automated trading systems before adding them to a portfolio. Its criteria cover operational independence, errors and restrictions, spread and commission sensitivity, broker dependence, scalping and…
This article explains why classifier probabilities need calibration before they are used for trade sizing. A model can rank opportunities well while overstating their true win rates; that error can flow into probability-based sizing and Kelly-style…
In this interview, Automated Trading Championship 2012 participant Sergey Abramov discusses the design and behavior of his trading robot. He says its entry timing was selected by optimizing results from prior periods, with one main entry time during exchange…
The article challenges common trading maxims by arguing that a system should manage a collection of positions rather than rely on a single entry and exit. Its proposed approach treats prices as largely random and favors reacting to deviations from an average…
This programming tutorial develops MQL5 functions for checking and normalizing stop-loss, take-profit, and pending-order levels before trades are opened or modified. It gathers symbol properties such as digits, point size, bid and ask, volume constraints,…
The article presents an MQL5 architecture for coordinating multiple symbol-specific trading agents through a central Portfolio Controller. The controller tracks shared exposure, publishes risk limits and halt state, and applies portfolio-level safeguards;…
The article shows how to build an Expert Advisor around a trend filter and channel-boundary entries. It uses daily MACD movement over consecutive bars to determine direction, then looks for hourly price rebounds from Envelopes. Stop loss, take profit,…
This article combines general capital-management advice, an explanation of MetaTrader 5 report metrics, and a description of a Python home-accounting application for traders. It recommends separating trading funds from personal money, maintaining an…
The article presents a method for adding smaller trades as a larger initial position moves into profit. The main trade acts as an anchor: after it reaches a specified gain, a smaller auxiliary trade is opened in the same direction with a stop that can lose…
This programming guide explains how MQL5 Standard Trade classes can support Expert Advisors that inspect account and symbol properties, check margin, manage positions and pending orders, and retrieve order and deal history. It describes classes for account…
The article describes a market-neutral forex pair-trading approach that buys one instrument and sells another when their spread moves unusually far from its typical level, then exits as the spread contracts. It discusses using correlation to select related…
This collection of interviews with participants, judges, and organizers of the 2007 Automated Trading Championship reflects on the prior contest and preparation for the next one. Participants describe varied approaches, including indicator-based systems,…
This article explains how a cross-platform Expert Advisor framework can represent stop-loss and take-profit levels as calculated chart prices instead of distances in pips or points. Its CStop design uses customizable methods when a configured stop value is…