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 investigates whether price slope and its arctangent angle can improve machine learning forecasts. It notes that time-based slopes depend on how gaps such as weekends are represented, while its alternative ratio of price changes can become…
The article continues an introduction to representing domains and relationships with category theory concepts in MQL5. It discusses identity and composition, uses everyday examples to illustrate mappings, and presents template-based classes for domains and…
The article presents an Expert Advisor implementation of the original Turtle trend-following rules. System 1 enters on 20-day breakouts and skips a same-direction signal after a winning prior breakout; System 2 takes every 55-day breakout. Each system exits…
This guide presents a staged process for choosing indicators and Expert Advisors in a trading software marketplace. It recommends first selecting the correct platform and product category, then narrowing results with keywords and marketplace tabs. Buyers are…
The article revises the design of a multi-currency Expert Advisor that runs multiple strategies. Its initial architecture lets each strategy place market orders directly, which can leave some strategies unable to trade when position sizes fall below broker…
The article outlines an automated continuation strategy based on hidden RSI divergence. A bullish setup pairs a higher price low with a lower RSI low; a bearish setup pairs a lower price high with a higher RSI high. The proposed MQL5 system detects confirmed…
The article follows a novice MQL4 programmer who tries to turn short-term price swings into a mechanical reversal strategy. The example enters after price moves a chosen distance and then retreats, using fixed stop-loss and take-profit levels. It illustrates…
The article explains market making as providing two-sided quotes that support liquidity, while noting that market makers face inventory risk when price moves against accumulated positions. It contrasts this role with automated market makers used by…
The article describes an MQL5 Expert Advisor that automates selected Wyckoff accumulation and distribution sequences. It uses a finite state machine to enforce event order: identify a range after a directional move, detect a spring or upthrust, confirm with…
The article presents nonlinear time-series tools for examining financial-market structure. It explains estimating fractal dimension with a box-counting procedure: cover a price series at several scales, count the required boxes, and fit a line to the…
The article builds on earlier neural-network trading experiments and describes testing small feedforward networks inside MetaTrader 5. It compares three input approaches, including candle-size information, price-shape measurements, and moving-average slope…
The article explains how bid and ask prices affect market-order entries and exits, then presents a MetaTrader 5 indicator approach for measuring historical spreads from tick data. It compares observed average spreads with broker-declared levels and…
The article shows how an MQL5 expert advisor can incorporate overnight swap estimates into trade management. It describes reading long and short swap rates and the broker’s swap mode, converting supported modes into an estimated daily amount per lot in…
The article extends encoded candlestick frequency analysis from single bars to ordered pairs. It describes a process that classifies candles into symbols, scans consecutive overlapping pairs, counts each unique sequence, and ranks sequences by frequency…
The article presents intrinsic time as an event-based alternative to fixed calendar sampling: a clock tick is recorded when price reverses from its latest extreme by a chosen threshold. It explains how each completed move is divided into a directional-change…
The article describes feature engineering for longer-range market forecasts by predicting the direction of a moving average rather than price directly, while also modeling when price and the average diverge. It compares logistic regression models using…
The article frames price movement through market and limit orders, spreads, stop levels, and the distinction between trending and range-bound behavior. It then builds expected-payoff equations from the probabilities and outcomes of stop-based exits and…
The article presents a multilayer perceptron as a transformation from market data to trading signals, separating the network's forward calculation from the algorithm that adjusts its weights. It discusses limitations of supervised, unsupervised, and…
This article builds and evaluates a supervised neural-network Expert Advisor that attempts to anticipate Bill Williams fractal turning points before the confirming candle appears. It describes choosing market inputs from historical OHLC movements, volume,…
The article proposes a workaround for testing a multi-symbol hedge Expert Advisor in a platform tester that cannot open orders on another symbol. Its method separates the process into data collection, simulated trading, and performance visualization. An EA…
This article turns individual candles into symbols and counts their occurrences in samples of GBPUSD and gold across hourly, 15-minute, and 5-minute charts. It describes a workflow that encodes historical bars, groups Marubozu variants together, assigns…
The article presents DiNapoli’s use of horizontal Fibonacci retracement levels as support and resistance within market swings. It focuses on the 38.2%, 50%, and 61.8% retracements for identifying correction nodes, with extensions such as 100%, 161.8%, and…
The article diagnoses a gap between a language model’s ability to classify future price direction and its ability to make profitable trades. It describes balancing upward and downward examples, building a feature set from common technical indicators, and…
The article explains how Parabolic SAR trend and reversal cues can be paired with Relative Vigor Index momentum readings to define algorithmic entry patterns. It outlines SAR flips confirmed by RVI zero-line crosses, continuation signals based on price…