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 explains how to test whether two variables are independent using Pearson’s chi-square test on a grouped contingency table. For continuous data, observations are binned, actual cell counts are compared with counts expected under independence, and…
This article proposes embedding risk controls throughout a liquidity-zone trading system rather than treating them as an afterthought. Its framework filters zones using impulse, base structure, higher-timeframe context, zone height, and volatility relative…
This article outlines a social decision support system in which a MetaTrader 5 Expert Advisor sends trading signals to a web application, which stores them and publishes them on Twitter. The proposed workflow leaves a person to review algorithmic signals…
This article proposes evaluating social trading signals by inspecting the trades that generated their reported returns, rather than relying only on headline growth, subscriber count, and drawdown. It defines entry quality using maximum adverse excursion…
This article describes additions to an MQL5/MQL4 symbol-selection utility that help traders inspect intraday charts. It explains filters that hide symbols when the current day's direction differs from the previous day's, and chart overlays for session…
The document explains cluster indicators as a way to estimate the relative movement of several currencies from a network of currency-pair quotes. Pair changes are apportioned between the currencies involved, producing relative currency lines whose sum is…
The article describes an automated short-term trading approach built around Parabolic SAR and a 60-period Simple Moving Average. SAR dots above or below price are used to indicate bearish or bullish conditions, while the SMA slope acts as a broader trend…
This article describes a Python workflow for running one Expert Advisor-style strategy function in both live MetaTrader 5 trading and historical simulation. A VirtualMetaTrader5 object mirrors key methods, constants, and properties of the MetaTrader 5 Python…
The document introduces ARIMA as a time-series forecasting approach combining autoregressive terms, differencing, and moving-average terms based on past forecast errors. It describes fitting model coefficients to historical observations with a likelihood…
The article develops a BuySellVolume indicator that estimates tick activity from the price change between consecutive ticks divided by elapsed time. Positive price changes contribute to a buyer buffer and negative changes to a seller buffer. It explains how…
This article adapts closed-loop control theory to a moving average channel strategy. The baseline buys when price breaks above a channel formed from moving averages of highs and lows, and sells on a break below. A controller first observes 90 days of market…
The article models currency pairs as directed graph edges and currencies as vertices, assigning exchange-rate weights that account for bid or ask prices. A closed path may present triangular arbitrage when its combined conversion rate exceeds transaction…
The article introduces autoencoders as unsupervised neural networks that compress input features into a latent representation and reconstruct them. It describes using this approach to reduce noise in forex data and create alternative candlestick series for…
The article explains the Accelerator Oscillator (AC) as a measure of changes in momentum derived from the Awesome Oscillator (AO). It distinguishes the AC’s emphasis on acceleration from the AO’s broader momentum view, and describes interpreting the zero…
In this interview, trader and psychiatrist Alexander Elder recounts how early profitable trades gave him a misleading sense that trading was easy. He describes learning to work with uncertainty, limit the markets and stocks he follows, and use explicit rules…
The article introduces the first-order grey model as a way to process short, noisy financial time series. Cumulative summation turns prices into an increasing series, and a Theil–Sen estimate of its changes is used to derive a moving-average-like value.…
The article introduces multi-horizon forecasting and compares three approaches: training a separate model for each forecast step, iteratively feeding predictions from a single model back into itself, and predicting several horizons together with a…
This article describes adding a forex calculator to an MQL5 trade management panel. It outlines calculations for position size from balance, risk percentage, stop distance, and pip value; monetary risk; pip value conversions; margin requirements; profit and…
This article presents a method for comparing several trading systems through virtual trades, then allocating live trading to systems whose recent results meet a rating threshold. Each system receives a score based on its profit over a rolling window of…
In this interview, a participant in the Automated Trading Championship describes how he approaches building currency trading robots. He favors programming strategies because discretionary trading makes it difficult for him to stick to a plan, and says that…
This article describes how the ZUP indicator identifies Pesavento-style patterns from the ratios between successive ZigZag swings. It calculates a retracement, compares it with a selected set of Fibonacci ratios, and displays a recognized level when the…
The article explains one-cancels-the-other orders as a pair of pending orders linked so that triggering either should remove the other. It describes an object-oriented MQL5 design that stores the two order tickets and assigns each pair an identifier. A…
This article evaluates a trading robot that combines a discrete Fourier transform with a leaky integrate-and-fire spiking neural network. The Fourier component identifies the strongest frequency in a rolling window and maps its phase to a directional score;…
The article offers a practitioner’s approach to developing trading systems, selecting commercial signals and Expert Advisors, and interpreting indicators. Its central development advice is to start with simple prototypes, test across multiple currency pairs,…