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 presents a quantitative framework for judging a trading system through win rate, reward-to-risk ratio, and the fraction of capital risked per trade. It derives the basic expectancy condition and tabulates the minimum win rate associated with…
This article presents an MQL5 framework for rating pullbacks within an EMA-defined trend. It measures retracement depth against the recent swing high and low, assigns quality categories from shallow to structurally broken, and adds two context measures:…
In this interview, Automated Trading Championship participant Berron Parker describes developing Expert Advisors and the lessons he drew from trading them. He recounts growing and then losing a small account after failing to monitor the EA, attributing the…
This guide explains how to assemble an Expert Advisor in MetaTrader 5’s MQL5 Wizard without writing the strategy code manually. It walks through choosing the traded instrument and timeframe, selecting indicator-based signals, configuring their parameters,…
The article argues that signal quality should be judged by the stability of returns and risk, not by a smooth balance curve or subscriber count alone. It warns that changing position sizes can disguise weak trade performance, and recommends examining results…
This article continues development of a chart-based position indicator for a market replay and simulation system. It adds a display of the open position’s volume alongside existing views of position change, profit or loss, tick movement, and percentage…
In this interview, Automated Trading Championship participant Valery Mazurenko describes building a multi-currency expert advisor from simple entry rules, then using optimization to select logical combinations of those rules. The system combined seven or…
This article turns Larry Williams’ short-term swing concept into a configurable MQL5 Expert Advisor. A swing low is defined by a bar whose low is flanked by higher lows, while a swing high has lower highs on either side. Candidates involving outside bars are…
The article describes an Expert Advisor that extends a one-time analytical script by refreshing market information periodically. It reports previous-day open, close, high, low, and volume, current-day volume, and calculated support and resistance levels.…
This article presents a program structure for tracking many open and pending orders in an MQL4 expert. A dedicated routine runs on each tick before strategy logic, collects order attributes into globally available arrays, and supports comparisons between…
The article explains how to make an expert advisor's risk definition configurable: percentage of balance or equity, a fixed cash amount, or a fixed lot size. It distinguishes monetary risk from volume, describes how drawdown scaling can apply across modes,…
This article turns an Adaptive SuperTrend indicator into a self-contained MQL5 expert advisor. The indicator combines SuperTrend with divergence from either MPO4 or RSI; when opposing divergence appears, an optional adjustment shrinks the ATR multiplier to…
The article explains a forex zone recovery approach and walks through building an MQL5 expert advisor to illustrate it. A first position is opened from an RSI signal; if price moves against it to a preset level, the system opens a larger opposing position.…
The article develops a pipeline for identifying market regimes from lagged moving-average features and applying the results in an MQL5 trading system. It uses independent component analysis (ICA) to reduce feature noise, time-series cross-validation to…
This article upgrades a moving-average crossover Expert Advisor from fixed lots to position sizing based on a chosen share of account balance and the distance to an ATR-based stop. It estimates the loss per lot from stop distance, tick size, and tick value,…
This article presents a diagnostic tool for identifying broker-specific symbol conditions that can cause an Expert Advisor's orders or position management to fail. It audits accepted filling policies, execution mode, trade permissions, stop and freeze…
The article describes a breakout method that estimates short-term volatility from two price swings across recently completed bars. At each new bar, it takes the larger absolute swing distance, then projects buy and sell trigger levels as configurable…
This document describes an Expert Advisor that extends a standard moving-average example by using separate moving-average settings for four actions: opening and closing buy positions, and opening and closing sell positions. Each signal can have its own…
This listing describes an automated trading program that enters trades when it detects a pinbar pattern and offers trailing stops and take-profit settings. It says the system can be used on major forex pairs and NASDAQ stocks, across time frames, either for…
This post outlines a beginner workflow for developing a rule-based stock selection strategy on a quantitative research platform. It describes combining five selection rules, mainly aimed at finding stocks that have fallen and begun to stabilize, with some…
This document describes a MetaTrader 5 expert advisor that lets a trader set stop-loss and take-profit distances in pips, specify trade count and position size, and choose an instrument before placing orders. The stated purpose is to make order entry faster…
This MetaTrader 5 expert advisor trades signals from the XBullsBearsEyes_Vol indicator. It enters when a bar closes after breaking an overbought or oversold level. The two signal levels are assigned separate magic numbers and position sizes, with the…
This stock-screening idea combines a 14-period relative strength index below 65, membership in the beverage and alcohol imports and exports industry, and turnover between 2% and 9%. The article describes RSI as a short-term price condition and turnover as a…
This EA combines Andrews Pitchfork with two moving averages and is described as trading in the direction of the pitchfork trend. The pitchfork is intended to act as a filter alongside the moving averages. The EA also lists trailing stops, take-profit and…