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
This experience-based guide describes how to develop and publish a trading signal, with emphasis on choosing a strategy, evaluating its risks, and supporting subscribers. It recommends studying existing providers to understand their approaches and failure…
The article presents several nonstandard techniques for automated trading, including partial position closing based on the previous candle’s movement. A power function maps the size of that movement to the volume closed, with adjustable parameters…
This article explains how to build an MQL5 Expert Advisor that trades confirmed Supertrend state changes. It waits for a completed candle to close beyond the relevant band, closes an opposing position opened by the EA, and may enter in the new direction.…
This beginner-focused guide explains how an MQL5 program connects to built-in indicators, using an RSI-based Expert Advisor as its main example. It describes creating an indicator handle with settings such as symbol, timeframe, period, and applied price,…
The article describes an account-level control that counts confirmed entry deals across symbols, whether initiated manually or by an Expert Advisor. A configurable session start defines the trading day, and a daily maximum determines whether the account is…
This article describes an MQL5 position sizer that estimates a strategy’s win probability and average win-to-loss ratio from its closed deal history, then applies the Kelly criterion to calculate a capital fraction. The proposed class filters deals by symbol…
This article outlines a multi-instrument Expert Advisor that assigns separate risk budgets to Asian, London, and New York sessions. It proposes trading selected instruments during each session and sizing positions from the remaining session risk and stop…
The article examines a forex reversal strategy that opens a sequence of opposing trades after price moves against the initial position. It describes an Expert Advisor with controls for trade direction, entry timing, indicator filters, manual first entries,…
This article proposes a trade-management framework based on Candle Range Theory (CRT) levels. It combines partial profit taking at structural reference points with a trailing stop for the remaining position. The system identifies a higher-timeframe range…
The article outlines a MetaTrader 5 interface intended to speed up common manual trading actions. It organizes controls for market and pending orders, supports mouse actions and hotkeys, and provides settings for buy and sell orders. Pending-order entry…
The article turns Larry Williams’ Hidden Smash Day idea into explicit rules for an automated strategy. A bullish setup is an up-closing bar whose close lies in the bottom quarter of its own range; a bearish setup is the inverse, with the close in the top…
The article describes an MQL5 tool that tests whether trade sequence, position size, and market context help predict losses. It encodes each closed deal with eight features and trains a small feed-forward neural network using stochastic gradient descent. A…
The article demonstrates how to combine three MQL5 Standard Library classes in a trend-following Expert Advisor: CTrade for order execution, CiMA for fast and slow moving averages, and CiATR for volatility measurement. The example uses the moving averages to…
The article estimates stop-loss and take-profit levels from historical price excursions over a chosen holding horizon. It measures upward and downward deviations separately, converts their frequencies into cumulative probabilities of reaching or exceeding…
This article presents four bet-sizing methods for turning trading signals into positions: probability-based sizing, dynamic sizing from forecast-price divergence, budget-constrained sizing, and reserve sizing fitted to concurrent position imbalance. The…
The article presents a spreadsheet sandbox that simulates random trades and displays common MetaTrader performance measures, including profit factor, relative drawdown, return, and winning or losing streaks. Users can vary starting capital, stop and…
The article uses Monte Carlo simulations to examine how per-trade risk affects growth, drawdowns, and the ability to withstand losing streaks. It compares synthetic systems with different win rates and reward-to-risk ratios, all presented as having positive…
This tutorial extends an earlier risk-management tool by adding functions to estimate maximum volume from free margin, adjust lot size to a per-trade risk limit, and derive a stop-loss distance from a selected risk and lot. It also explains MQL5 chart…
This installment explains how a MetaTrader 5 position-view indicator can work with an Expert Advisor, Chart Trade, and a mouse interaction indicator. The EA manages when the position indicator is added or removed, while the indicator remains a separate…
The document explains an automated approach to the Quasimodo reversal pattern. It identifies a sequence of confirmed swing pivots: a shoulder, a pullback leg, a more extreme head, and a break through the leg that signals a possible reversal. The program…
The article applies a secondary machine-learning classifier to RSI crossover signals. RSI remains responsible for trade direction, while a Random Forest estimates whether each signal is likely to succeed using 27 contextual features measured at the signal…
The article lists ten behavioral and position-management errors that can undermine a trader: reacting emotionally to the market open, taking profits too quickly, adding to losing trades, and prioritizing profitable positions when reducing exposure. It also…
The article presents a multi-symbol Expert Advisor that estimates a separate volatility signature for each instrument and uses it to adjust stop-loss distance. It collects historical hourly bars and derives features such as candle ranges, wick sizes, return…
The article outlines a remote risk manager for MetaTrader 5 accounts, focusing on automated limits intended to constrain losses and reduce decisions made under pressure. It describes tracking drawdown on balance and equity, enforcing daily and weekly loss…