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 explores representing price behavior as geometric features for a perceptron rather than feeding it raw prices or oscillator values. The proposed inputs use two simple moving averages, with periods of one and twenty-four, and describe their…
This installment extends an MQL5 news-trading expert advisor with selectable event filters and stop-order entry settings. Traders can choose custom groups of event IDs or filter calendar events by importance, frequency, sector, type, and currency. Database…
This article develops an Expert Advisor strategy around daily pivot levels. The indicator plots a central pivot and multiple support and resistance levels. The basic signal uses the day’s opening price relative to the central pivot and confirms entry when…
The article explains how to extend an MQL5 Expert Advisor to detect moving average crossovers, place trades under preset conditions, and send trade information to a Telegram chat. It outlines using a shorter and a longer moving average, checking for upward…
The article describes a way to examine calendar effects in financial returns using boxplots. It converts EURUSD closing prices into percentage changes, groups returns by month, weekday, and hour, and compares their distributions across a historical sample.…
The article adapts a conditional generative adversarial network to forecast financial time series within an MQL5 expert advisor. It describes a generator and discriminator, both based on a multilayer perceptron: the generator uses prior close-price changes…
The article describes a MetaTrader 5 workflow for combining many optimized strategy parameter sets in one expert advisor. It focuses on EURUSD hourly trading and uses perceptrons built from TEMA slope inputs, with optimized weights and a threshold parameter…
This document describes a setup for optimizing selected Expert Advisor parameters on a recurring schedule. One MetaTrader 5 instance runs the live EA and an optimizer EA; a second instance runs the Strategy Tester. The optimizer prepares configuration and…
The document explains how to create MetaTrader 5 custom symbols, configure their contract properties, and populate them with bar or tick history. Imported data can come from an existing symbol or a third party, provided it follows the platform’s required…
The article explains symbolic regression as a way to model relationships between input data and a target without choosing a fixed equation form in advance. It represents candidate models as expression trees built from randomly selected coefficients,…
The article describes a market-neutral forex pair-trading approach that buys one instrument and sells another when their spread moves unusually far from its typical level, then exits as the spread contracts. It discusses using correlation to select related…
The article explains how the MetaTrader 4 strategy tester reconstructs price movement and why tick-based simulation matters. It contrasts testing from completed bars, where future information may leak into calculations, with feeding modeled price changes…
The document explains how to represent time in machine-learning features for forex. It argues that raw integer timestamps and hour values misrepresent cyclical adjacency, then describes encoding periodic variables with sine and cosine pairs. Adding Fourier…
The document teaches beginners how to structure an MQL5 Expert Advisor around a simple trend-following rule. The example looks for an upward or downward moving average and a closing price on the corresponding side, then uses ADX strength and direction as a…
This article describes an MQL5 Expert Advisor that detects bullish and bearish Three Drives formations from six alternating swing pivots. It checks retracements and extensions against Fibonacci ratios, allowing a configurable tolerance, then plots the…
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…
This article explains an MQL5 indicator that plots Fibonacci-scaled volatility bands around a smoothed price line. It uses a smoothed ATR as the volatility measure, so the distance between the center and each band grows or shrinks with changing market…
This article uses a range breakout system to demonstrate a disciplined process for researching trading ideas. It argues that broad concepts must become precise rules, including how the range is measured, what qualifies as a breakout, and how entries, exits,…
This article translates Jesse Livermore’s Market Key into an MQL5 trading system. It identifies a narrow consolidation range, freezes its high and low as pivotal levels, then requires a breakout close beyond a volatility-based clearance threshold and volume…
This article describes an MQL5 expert advisor that identifies supply and demand zones from narrow consolidation ranges, then validates them with an impulsive move. It looks for price to return to a zone and can apply trend confirmation before entering. The…
The article explores whether recent price behavior and weekday effects can help filter trading signals. It first describes a simulation that records the next bar's result after one, two, or three down closes, avoiding actual orders so that spread and swap…
The article presents a way to inspect recurring intraday patterns in forex markets by averaging bar characteristics at matching times across historical data. It describes exporting price bars, calculating each bar’s range or open-to-close movement, and…
This article develops an MQL5 Expert Advisor that uses the current daily candle to constrain trade direction and a lower-timeframe RSI to time entries. A bullish daily candle permits long setups when RSI is oversold; a bearish candle permits short setups…
The article explores calculating technical indicators from a currency basket index instead of averaging indicator readings from each pair. It tests a combined Williams Percent Range calculation on a geometric-mean index of seven USD pairs and compares it…