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
The article explains Newton interpolation through divided differences and basis terms, then describes a scalable procedure for deriving polynomial coefficients from sampled points and evaluating the polynomial at a new input. It illustrates the method with…
This programming tutorial shows how to use MQL5 #define macros to imitate foreach-style loops. It builds macros for iterating over Market Watch symbols, chart objects, orders, positions, and historical deals, with examples of reading properties such as…
This article describes extending an MQL5 economic-calendar dashboard to place trades around scheduled news releases. Users choose whether to trade before or after an event, set time offsets and trade size, and filter calendar entries by currency, importance,…
The article presents a method for detecting Doji candlesticks that span variable numbers of chart bars. Fixed timeframe boundaries can split continuous price movements in ways that hide a pattern; the proposed indicator instead combines consecutive bars into…
The article explains how to build an MT4 indicator that downloads a weekly economic calendar, reads its CSV entries, and marks each event on a price chart with a vertical line and headline. It describes using an external download utility, converting calendar…
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 document explains XML-RPC as a way for MQL5 programs to call remote procedures over HTTP using XML-encoded values. It introduces the protocol’s basic and compound data types, request and response structures, and success and fault responses. It then…
The document explains a scalar Kalman filter for smoothing price series and contrasts its changing weight with the fixed weights of simple and exponential moving averages. It models price as a random-walk latent state observed with noise, then updates the…
This article presents a data preparation workflow for deep neural network experiments on financial time series. It starts with terminal OHLCV quotes, organizes them by time, and derives price series and technical predictors, including adaptive trend filters,…
The article describes a chart analyzer that uses ZigZag swing points as anchors for trend lines and support or resistance levels. ZigZag filters smaller fluctuations according to its settings, leaving selected highs and lows that can be connected to show…
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,…
The article surveys several ways to calculate pivot points and their support and resistance levels, including classic, Woodie, Camarilla, and DeMark variants. It explains that these levels use prior-period prices, commonly the high, low, and close, and shows…
The article explains temporal-difference (TD) learning as an incremental reinforcement-learning method that updates a state’s value using the immediate reward and the estimated value of the next state. It contrasts this state-value approach with SARSA’s…
The article proposes turning lunar and solar timing into features for a currency forecasting model. It describes calculating phase angles from fixed cycle lengths and currency-specific reference dates, encoding phases with sine and cosine harmonics, and…
This installment of a candlestick trend constraint series explains how MQL5 indicator drawing styles can make signals and trends easier to interpret. It recaps a model that filters lower-timeframe signals according to the direction of the daily candle, with…
This article describes using the Generalized Hurst Exponent (GHE) to study time-series scaling and classify series as persistent, random-like, or mean reverting. Unlike the standard Hurst formulation, GHE varies the moment order q to examine different…
This article adapts the Diversity Is All You Need approach to training trading agents. Its first phase learns a set of skills without an external task reward: a skill-conditioned agent acts from the observed market and account state, while a discriminator…
This implementation article examines memory use in composite MetaTrader indicators that call auxiliary indicators across several timeframes or instruments. Its example combines Ichimoku and price-channel signals across five timeframes. Since each auxiliary…
This study tests a moving average crossover rule on a combined Williams Percent Range indicator representing currency baskets. Using a 20-period WPR and a 10-period moving average, it treats an upward crossover as a buy signal and a downward crossover as a…
The article describes preparing an MQL5 news filter for Strategy Tester use by storing economic calendar events in a static CSV resource. Static data addresses the tester’s lack of access to live calendar updates and limited historical event retention, while…
The document outlines an experimental EURUSD workflow that trains a CNN–LSTM model on scaled closing prices and exports it to ONNX for use in MetaTrader 5. It describes a historical-data split for training and evaluation, dropout and early stopping during…
The article explains how to extend a two-timeframe Expert Advisor with a third, shorter timeframe. The higher timeframe supplies the broader trend context, an intermediate timeframe contributes entry conditions, and the smallest timeframe is used to detect…
The article presents a process for turning recurring chart behavior into rules for an automated trading system. It argues that traders should first define a target outcome, such as a sufficiently large directional price move, then identify historical…
The article defines imbalances, market structure shifts, and liquidity grabs, then proposes using higher timeframes to establish market direction before selecting a setup. It describes a structure shift as a forceful break of a recent swing level that…