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
This article proposes treating consecutive price changes as angles and using sequences of those angles as features for market prediction. It frames the idea as a more systematic alternative to manually drawing Gann angles, with the goal of capturing…
This article describes adding breakeven and trailing-stop automation to an MQL5 Expert Advisor managing OCO-style protection. Breakeven is triggered when a position's profit reaches a configured threshold, then the stop is moved to the opening price. After…
The article proposes Taichi, an indicator derived from Ichimoku Kinko Hyo, to summarize price behavior and distinguish trend from flat conditions. Taichi averages Ichimoku components as a faster trend line, while TaichiFor averages the cloud components as a…
In this interview about an automated trading competition, Enbo Lu discusses his experience building expert advisors and the trade-offs in his approach. He describes a short-timeframe countertrend system that uses RSI to open an initial position, takes…
This installment explains how to make a market replay and simulation service more reliable when loading forex data. A configuration that loads one-minute bars before tick trades can cause the system to delete the bars when it switches price display modes,…
In this interview, Antonio Morillas discusses developing an Expert Advisor for the 2011 Automated Trading Championship. He describes a long-term trend strategy based on a moving-average slope, with buy, sell, or wait signals and a broad trailing stop. When…
This article extends standard ARCH and GARCH approaches to account for the sign of market shocks. Symmetric GARCH treats positive and negative returns of equal size alike, while the leverage effect describes how negative returns can be followed by sharper…
The article extends a liquidity-zone strategy by requiring setups to align with a trend filter based on an exponential moving average. Demand zones qualify for buy-limit orders when they form above the EMA, while supply zones qualify for sell-limit orders…
This article describes a graphical workflow for assembling MetaTrader 5 Expert Advisors from connected trading blocks, then generating MQL5 code. Its worked example encodes a moving average rule: buy when the shorter average is above the longer one and sell…
The article develops a floating grid that places buy-stop orders above the current price and sell-stop orders below it, then updates the pending orders as price moves. Each position has its own take profit, while orders far from the market are removed and…
The article presents an Expert Advisor design that combines a Hidden Markov Model with regime-specific Gated Recurrent Units. The HMM estimates whether conditions are ranging, trending, or unusually volatile from trend-strength and relative-volatility…
This article discusses improving a Wizard-generated, multi-signal MQL5 Expert Advisor by controlling when its signals can trigger trades. It argues that default signal modules may be technically sound yet perform poorly when allowed to vote continuously…
The article explains how to make semi-automated trading indicators more accessible by communicating signals through audio and structured text as well as chart visuals. It uses a fast and slow moving average crossover as a simple example: a crossing generates…
The article introduces the conventional restricted Boltzmann machine (RBM) as a network that learns hidden representations through positive and negative passes, with weights adjusted by contrastive divergence. It sketches an MQL5 implementation using Gibbs…
This beginner-oriented project describes an MQL5 Expert Advisor that chooses a daily direction from the previous day’s candle: bearish suggests selling and bullish suggests buying. It also uses the close of the first hourly candle as a signal check. The…
The article explores horizontal, vertical, and turning angles as ways to describe price trends. It proposes an optical analogy: a trend behaves like a light ray, while smaller-timeframe trends resemble components of a broader move. The author suggests…
This article describes an MQL5 system for detecting bullish and bearish Shark harmonic patterns and trading potential reversals near their final pivot. It identifies swing points X, A, B, C, and D, then checks retracement and extension ratios against…
The article explains how to use a MetaTrader indicator to compare seasonal price behavior for individual instruments and weighted spreads. It defines a spread as the difference between two instruments’ opening prices, with configurable multipliers, and…
Li Fang describes the Expert Advisor he entered in the Automated Trading Championship 2011. It uses Fibonacci levels derived from local highs and lows to generate signals: a return to a level prompts a sell, while a break through a level prompts a buy. The…
The document explains Weinstein’s four-stage market cycle: Base, Advancing, Top, and Declining. It uses the direction of a long moving average, price’s position relative to that average, and the pattern of highs and lows to classify market conditions. The…
This article introduces econometric analysis of price-derived time series, emphasizing heavy tails, volatility clustering, and the leverage effect. It proposes modeling log returns rather than raw prices and explains how a GARCH model represents changing…
This article extends an MQL5 economic calendar dashboard by describing how to refresh its displayed events as calendar data changes. It stores event names in current and previous arrays, clears and refills the current list during retrieval, then copies it…
The article translates the 80-20 setup attributed to Linda Raschke and Laurence Connors into an MQL5 signal module, indicator, and Expert Advisor. The pattern uses the previous daily bar: its open and close must lie in opposite outer portions of its range,…
This article describes a self-optimizing Expert Advisor that uses a genetic algorithm to choose among predefined strategies, financial instruments, deposit allocation, and indicator parameters. Candidate settings are evaluated by simulating trades on…