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 article proposes embedding risk controls throughout a liquidity-zone trading system rather than treating them as an afterthought. Its framework filters zones using impulse, base structure, higher-timeframe context, zone height, and volatility relative…
The article models currency pairs as directed graph edges and currencies as vertices, assigning exchange-rate weights that account for bid or ask prices. A closed path may present triangular arbitrage when its combined conversion rate exceeds transaction…
The article explains a risk in MetaTrader 5 netting accounts: when a pending order adds to an existing position, the platform updates the position’s average entry price and may also replace its stop-loss and take-profit levels with those attached to the…
The article presents a discretionary trend-following framework and an MQL5 Expert Advisor intended to keep trades aligned with the prevailing trend. Its analysis starts on monthly charts, marks reaction levels around prior highs and lows, then checks weekly…
This article describes adding a forex calculator to an MQL5 trade management panel. It outlines calculations for position size from balance, risk percentage, stop distance, and pip value; monetary risk; pip value conversions; margin requirements; profit and…
This article presents a method for comparing several trading systems through virtual trades, then allocating live trading to systems whose recent results meet a rating threshold. Each system receives a score based on its profit over a rolling window of…
In this interview, a participant in the Automated Trading Championship describes how he approaches building currency trading robots. He favors programming strategies because discretionary trading makes it difficult for him to stick to a plan, and says that…
This article describes completing an MQL5 risk-management class, with emphasis on adjusting per-trade risk as account balance moves through configured thresholds. It gives an example in which risk is reduced at progressively deeper drawdown levels, and…
This article presents a MetaTrader 5 class that substitutes limit orders for a position’s built-in take profit. The proposed approach can support staged or partial exits by assigning limit orders volumes smaller than the position. It integrates by routing an…
The article shows how to extend the MQL5 Wizard with a custom trailing module derived from the Standard Library’s CExpertTrailing class. It explains the module’s initialization and validation hooks, indicator setup where needed, and the long- and…
This article describes an automated divergence strategy using RSI, a 200-period EMA, and the Stochastic Oscillator. The EMA filters direction: the strategy seeks buys above it and sells below it. RSI and corresponding price swings identify hidden bullish or…
This article describes a deliberately speculative Expert Advisor designed to multiply a deposit with some probability while accepting a high chance of losing it. The proposed method enters randomly in either direction, holds for a chosen period, then exits…
This article uses Monte Carlo resampling to examine how an Expert Advisor’s historical trade outcomes might vary in future sequences. Its main method is a bootstrap: sample historical relative trade returns with replacement, generate many sequences, and…
The article explains how a single backtest equity curve can hide the range of outcomes produced by different orderings of the same trades. It distinguishes Monte Carlo simulation, which shuffles closed-trade profit and loss values to generate alternative…
The article explains a position management design for adding to winning trades while controlling combined downside. It identifies two common risks: keeping add-on sizes uniform, which can multiply exposure, and managing each position with a separate stop,…
This installment describes stabilizing a chart-based trading panel’s mouse-event handling and designing the message it sends to an Expert Advisor. The code adjusts panel coordinates when the chart is resized, manages dragging and editing, and uses a shared…
The article argues that written trading rules can fail under live pressure when traders override trade-count limits, profit targets, or loss boundaries. It frames discipline as a system design problem and introduces MQL5 governance code intended to monitor…
Alexander Topchylo describes managing Forex accounts after winning the Automated Trading Championship and explains his preference for giving investors access to a detailed, public trading history. He discusses moving toward stocks and futures and argues that…
This article describes an MQL5 expert advisor built around the Nick Rypock Trailing Reverse channel. The channel uses an Average True Range calculation and a configurable multiplier to define volatility-adaptive support levels. A transition to rising support…
This article outlines an MQL5 expert advisor that monitors 30 forex and metal symbols from one chart. Its entry rule requires Parabolic SAR to indicate the same direction on five timeframes, from M15 through D1. It uses the M15 signal to close profitable…
The article describes an MQL5 Expert Advisor that places pending Forex orders through an interactive chart interface. Traders choose Buy Stop, Sell Stop, Buy Limit, or Sell Limit, enter a lot size, and adjust entry, stop-loss, and take-profit levels by…
In this interview, Automated Trading Championship participant Matúš German explains the design of his EA, which combines a moving average for trend direction with Williams Percent Range for entries and exits. Its position sizing method tracks hypothetical…
This article describes adding a time-control layer to a MetaTrader 5 Expert Advisor. The proposed control defines a permitted operating interval for each day of the week, so the EA can restrict when it may open positions or submit orders. The schedule is…
This article explains how a MetaTrader indicator can rebuild and display the history of a position on a netting account, including entries, partial exits, and reversals. Since opposite-side deals reduce, close, or reverse a single symbol position, the…