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 interview describes an automated EURUSD strategy built around pending orders placed near current price. The Expert Advisor uses a ZigZag-based breakout approach on a 15-minute chart, with no other indicators. Its creator says it performs best in clear…
The article outlines a reproducible pipeline that uses MetaTrader 5 as a test-result generator and Python for comparison and reporting. It defines a structured CSV schema carrying the test phase, instrument, timeframe, indicator and parameters, performance…
The article explains the True Strength Index (TSI), a momentum oscillator developed by William Blau, and outlines how to calculate it as a custom MQL5 indicator. It smooths price changes and absolute price changes with two successive exponential moving…
This article completes an MQL5 Gaussian process library by describing interfaces for covariance kernels, likelihoods, and inference. It details RBF, linear, and periodic kernels, including their hyperparameters and covariance derivatives, then applies the…
This article explores automating the selection of optimized strategy instances for a multi-currency Expert Advisor. It first prepares optimization data, removes loss-making results, and ranks candidates with a weighted score built from scaled performance…
The article describes an MQL5 Expert Advisor that acts on two trend lines a trader draws and names on a chart. The user selects a timeframe, position size, and trading mode. The EA extends the lines to the right, compares recent closed-candle prices with the…
This introductory article explains MQL5 program types, event-driven functions, data types, compilation, and debugging through examples of an expert advisor and a custom indicator. Its trading example places buy-stop and sell-stop orders just outside the…
The article explains the one-parameter Box-Cox transformation as a way to make a data series’ distribution more compatible with statistical methods that assume normality. The parameter controls a power transformation, with the logarithm as a special case.…
This article describes connecting MetaTrader 5’s standard signal classes to the CStrategy trading engine so that strategies can reuse existing indicator-based patterns. It surveys the library’s class structure, including signal modules, indicators, price…
This article introduces support vector machines as supervised models for classification and explains how their decision boundary is chosen. It describes hyperplanes, support vectors, and the maximum-margin objective, then distinguishes a linear model’s…
The article explains how to identify and trade bullish and bearish Five-Drive harmonic formations in MQL5. The pattern is defined by six alternating swing points, with its legs checked against stated Fibonacci retracement and extension relationships. The…
This article evaluates whether oil and gold prices improve forecasts of USDZAR compared with the pair’s own OHLC data. It describes exporting price histories, reversing their order into chronological sequence, aligning observations by timestamp, and…
The article explains the Labouchere cancellation staking method, a progression in which losses are added to a number sequence and the next stake is based on its remaining endpoints. Wins cancel sequence entries, so a run of wins can recover earlier losses.…
The article proposes detecting scale-varying symmetric patterns in price data through sliding-window correlation. For each starting point, it compares the first half of a window with the reversed, sign-inverted second half across a configured range of even…
This article presents an MQL5 design for an automated news trader. It stores scheduled releases in a CSV file, loads them into an object-oriented Expert Advisor, and checks a momentum indicator around each release time. Within the configured window, momentum…
The article describes a pipeline that turns price changes into binary sequences, groups the bits, maps them to BIP39 words, and feeds word indices to a transformer encoder. The stated aim is to predict subsequent market sequences and inspect word patterns…
The article presents an MQL4 indicator that gathers signals from several chosen indicators across four timeframes and displays them in a chart subwindow. The table also reports how many recent bars on each timeframe have continued to show the current signal.…
The article argues that short-term price movements can be erratic and that technical analysis built around brief periods may give a misleading picture. It frames price as an aggregate response to economic conditions and market participants’ views, which may…
This article tests an overbought and oversold reversal pattern for baskets of currency pairs using a combined Williams %R indicator. It smooths the indicator with a longer period and examines daily, four-hour, and hourly charts. A signal is defined when the…
This article describes an MQL5 tool that displays the currently active forex session as a themed world map behind a chart. It pairs map images for light and dark themes with session timing logic, chart markers, and configurable notifications. The…
The article describes a MetaTrader expert advisor that adds an on-chart control panel for a Quarters Theory price-level tool. Buttons toggle large quarter levels, small quarter levels, overshoot and undershoot areas, and trend commentary, with colors…
The article applies supervised learning as an additional filter for three Ichimoku and ADX-Wilder signal patterns that had previously performed poorly in forward-walk tests. Its model uses a spectral-mixture-inspired feature layer to represent oscillatory…
The article tests whether Federal Reserve economic data can improve forecasts of EURUSD. It compares ordinary daily market quotes with three FRED series: the broad dollar index, US bond interest rates, and expected inflation. After expressing the data as…
The article compares three Commodity Channel Index calculations: the conventional version using mean absolute deviation, a version normalized by standard deviation, and a robust variant using the Theil–Sen median of pairwise half-sums with median absolute…