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 describes an MQL5 expert advisor that marks potential liquidity sweeps on a chart. A bullish setup requires a candle to trade below the prior candle’s low and then close higher; a bearish setup trades above the prior high and closes lower. In…
This article outlines a Python workflow for exploring whether economic indicators can help forecast currency movements. It describes retrieving indicators such as GDP growth, inflation, interest rates, trade measures, debt, and employment from the World…
This article presents an Expert Advisor that uses readings of the Acceleration/Deceleration oscillator at several lookback offsets as inputs to a single-layer weighted sum. The sign of that score determines whether the system opens a long or short position.…
The article develops a model of selling revenue and profit as functions of price, demand, and costs. It assumes a linear relationship between total sales and selling price derived from a hyperbolic price-demand relationship, then uses that model to define a…
This article presents a structure-based trading system that judges pullbacks by their depth relative to both the prior impulse and current volatility. It describes detecting and validating swing points, classifying market structure, mapping liquidity zones,…
The article describes Break of Structure (BoS) as a price close beyond a prior swing high or low, used to identify continuation of a trend or a possible directional change. It distinguishes BoS from Market Structure Shift and Change of Character, then…
The article explains how the ZUP indicator platform searches for chart patterns using market extrema identified by ZigZag variants. Its graphical interface lets users enable or disable built-in patterns, adjust five-point pattern parameters, create custom…
This installment develops an MQL5 Expert Advisor that trades around economic-calendar events. It adds filters for calendar importance, event frequency, sector, type, and currency, along with configurable pre-entry timing, fixed stop-loss and take-profit…
In this interview, automated trader Andrey Barinov discusses his approach to algorithmic trading and the Expert Advisor he entered in the 2012 Automated Trading Championship. The described system trades EUR/USD, USD/JPY, and EUR/JPY, defining trend by the…
This beginner guide explains the Variable Index Dynamic Average (VIDYA), a lagging trend indicator that adjusts its smoothing using the absolute value of the Chande Momentum Oscillator. It describes the calculation in terms of an EMA smoothing factor and…
The article frames stop-outs as a problem of price moving against a correct directional view before eventually reversing. It argues that simply widening stops creates inconsistent risk, while waiting for confirmation may only delay a stop-out. Its baseline…
In this interview, Boris Odintsov discusses winning the 2010 Automated Trading Championship with an Expert Advisor and returning to the 2011 contest using a revised version. He credits careful modeling and reliable coding, while acknowledging luck and the…
The article outlines an MQL5 Expert Advisor for the PIRANHA strategy, a volatility-based approach that treats closes beyond Bollinger Bands as potential reversal signals. It describes selling when a bar closes above the upper band and buying when it closes…
The article shows how to connect a MetaTrader 5 Expert Advisor to the ICQ instant messaging service using an MQL5 wrapper around a Windows DLL. It describes connecting and reconnecting, sending and receiving text messages, and storing connection state in a…
The article describes an MQL5 dashboard that ranks currency pairs by price movement across hourly, four-hour, and daily timeframes. Its proposed purpose is to help distinguish whether a pair is moving because its base currency is strengthening or its quote…
The article explains how an Expert Advisor can use a Markov transition matrix to classify market behavior and choose between trend-following and mean-reversion approaches. It defines two states from whether a candle closes above or below a moving average,…
The article explains how to convert foreign-exchange option quotes from the market’s delta-based format into strikes and a volatility smile. It describes the at-the-money volatility, risk reversal, and butterfly quotes used to define smile pillars, with…
This installment describes extending a market replay system to simulate both Bid-based and Last-based tick paths from one-minute bars. It organizes shared price marks and tick counts in a common structure, then separates the mode-specific simulation logic…
This article explains why CSV exports from different brokers can produce misleading combined analyses even when they load without errors. It identifies common divergences: pip precision, commission treatment, symbol aliases, server time zones, and account…
This article introduces CatBoost, a gradient-boosted decision tree library that can process categorical features, and describes its ordered encoding and symmetric tree structure. It compares CatBoost with LightGBM and XGBoost, noting tradeoffs in…
This article describes early reliability improvements to an MQL5 market replay system. It introduces a configuration file that lists bar files for historical context and tick files for replay, with checks intended to distinguish the expected file formats and…
This installment of a market replay series refactors tick-to-bar construction so the same one-minute bar-building logic can serve both data loading and replay playback. The shared routine reports when a new bar begins and updates price and volume fields,…
The article introduces Gaussian processes as a statistical forecasting framework that predicts a distribution, including a mean and uncertainty, rather than only a point estimate. It focuses on the radial basis function kernel, which measures similarity…
The article surveys several price-movement models for Forex, beginning with random trade direction as a baseline. It discusses how spread can undermine frequent position changes, then considers fixed holding periods and stop orders. It also describes…