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 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 explores category-theory constructions as a way to organize correlations between currency pairs and a dollar index. It first sketches coequalizers as a possible way to combine trading-session drawdown observations into a conservative value for…
The article presents a MetaTrader indicator that estimates support and resistance by counting how many historical bars cross each price level. It searches the resulting price-by-count series for local minima within a configurable radius. A candidate level is…
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…
This tutorial walks through testing and optimizing a moving average expert advisor in the MetaTrader 4 Strategy Tester. The example opens positions when price crosses one moving average and closes them after a reverse cross of a second, with separate…
The article explores adding Python-trained deep learning models to three existing Expert Advisors based on causal network analysis, stochastic model optimal control, and Nash game theory. It describes using historical EURUSD prices to train a convolutional…
The article describes an Expert Advisor position-management method with two stages. First, after price moves favorably by a configured trailing distance, the stop loss advances and the take-profit level may also move. Once the stop reaches the opening price…
The article presents a computer-vision workflow for classifying market chart screenshots with a convolutional neural network. It defines buy and sell image categories around directional price moves and daily extremes, then describes collecting hourly…
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…
The article proposes identifying possible trend reversals through “yellow” clusters formed from volume and price volatility, their rates of change, and a visualization of market data. It describes normalizing inputs to a 3–9 scale, combining volatility and…
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…
The article presents a workflow for using a Latent Gaussian Mixture Model to identify hidden structure in technical-indicator data. It introduces mixture components and latent assignments, then describes fitting the model with expectation-maximization, which…
The article classifies trading risks into those driven by price behavior and those arising from the trading system or operating environment. It treats prices as non-stationary and broadly random, while identifying trends, consolidations, and responses to…
The article presents a reusable structure for Expert Advisors built around separate buy and sell algorithms, each with its own parameters. Its example detects a change in the direction of a smoothed digital moving filter using three closed bars: a…
The article frames price movement as a mixture of an analyzable component and an unpredictable component. Since exact forecasting is impossible, it proposes estimating statistical properties of average price changes over a fixed interval, potentially using…
This article describes an MQL5 expert advisor built around a smart money style order block strategy. It identifies potential zones in consolidation ranges, looks for an impulsive move and a fair value gap, and requires both a break of structure and a…
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…
This article combines guidance on organizing MQL5 trading software as a project with an example Expert Advisor. The EA places limit orders at Bollinger Band boundaries only in the direction indicated by fast and slow exponential moving averages. It filters…
The article describes an MQL5 dashboard for examining which market sessions contribute to closed-trade performance. It reads deal history over a configurable lookback period, assigns each closing deal to Sydney, Tokyo, London, or New York using UTC…
The article proposes an optimization score that rewards both account growth and a smooth balance curve. It fits a least-squares linear regression to cumulative trade results, measures trend profit from the fitted line’s slope, and compares that return with…
The document examines how inconsistent profit-taking changes a trading system’s win rate and reward-to-risk ratio (RRR), and argues that expectancy is the useful measure when outcomes vary. It describes Monte Carlo simulations of systems with different…
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 presents a discretionary trade-entry framework that combines subjective support, resistance, and midpoint reference levels with three two-candle patterns. The patterns describe wick rejection, a tweezer-like pair with similar candle bodies, and…