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.
4,613 documents
The system described opens trades in the direction of a rising or falling trend, with a configurable distance between subsequent trades. That distance also serves as the stop loss and take profit for a trade. If a buy closes at its stop loss, the system…
This expert advisor combines a moving average with MACD to open trades and add to losing positions. A sample buy setup requires MACD to be below zero, its main line to exceed its signal line, and price to be above the moving average. Two configurable filters…
LotLine is a chart utility that displays a horizontal price line and calculates the trade volume, expressed in lots, needed to move a position to the price represented by that line. The user can drag the line to a different chart level, and the displayed…
This code models order and trade state for a scalping system. When flat with no open orders, it places buy and sell limit orders around the current price, with their distance based on a volatility-like measure R and a configurable multiplier. After one order…
The document describes an Expert Advisor that manages open positions as a group. It closes all positions when their combined profit exceeds a user-set threshold, measured either as a percentage of the account deposit or in deposit-currency units. This offers…
This document introduces GARCH(1,1) as a way to forecast conditional variance and presents it as an alternative to relying only on backward-looking Average True Range for volatility-sensitive risk controls. It highlights volatility clustering, where large…
This document describes an educational MetaTrader 5 expert advisor that trades breakouts of a range formed from the highest high and lowest low over a configured number of completed bars. At a specified server time, it checks whether the range width falls…
This document provides a MetaTrader-style function for adjusting stop losses on open buy and sell orders. It can filter which orders it manages by symbol and magic number. For a buy, the logic first allows a stop to be placed at a configured initial level…
This document describes a MetaTrader indicator that calculates a breakeven price from open positions and plots the result as a horizontal chart line. It also displays the number of trades, total lots, and the distance to breakeven in points and profit or…
The document gives a rough method for estimating the capital capacity of a cryptocurrency market-making strategy. Capacity is defined as the point where adding funds reduces returns or where capital utilization can no longer stay fully effective. In a…
This chart-based calculator converts a chosen account-risk percentage and stop price into a position size. The user sets a risk base such as balance, equity, or free margin, then places or moves Entry and Stop lines. The tool calculates the potential loss in…
This document describes a MetaTrader 5 Expert Advisor for scalping gold against the US dollar on a five-minute chart during London and New York sessions. Its controls include a daily loss stop and a maximum spread filter. Users can set trade risk as a…
The article proposes modifying a range-trading grid to generate trading volume, aimed at market makers or traders seeking lower fees. It describes using maker orders to add positions as price falls, then closing profitable positions after a larger rebound…
This screen looks for mainland Chinese main-board stocks with turnover between 3% and 12% and a daily gain above 1%. It also describes a market-cap ceiling of 10 billion yuan and a positive profitability or growth condition. The rationale is to combine…
MACD Power is described as an expert advisor using two MACD indicators to trade forex pairs and Nasdaq stocks. The document names four-hour and daily charts as its main timeframes and says it can also be used on hourly charts. It notes that the EA acts on…
The document describes an Expert Advisor that builds a price channel from two moving averages: one calculated on high prices and one on low prices. It places Buy Stop and Sell Stop pending orders near the channel boundaries, aiming to enter when price breaks…
The document explains the Kelly criterion as a way to choose leverage and distribute capital across trading strategies to maximize long-run compound growth. Under assumptions of stable return means and standard deviations, normally distributed returns,…
The document describes a foreign-exchange expert advisor that uses MACD to choose trade direction, then adds positions as price moves by a configurable point interval. Each subsequent position is larger than the previous one, with the size multiplier…
The document describes an Expert Advisor that uses Stochastic Oscillator signals to trade EUR/USD with a martingale approach. It names the strategy’s idea author and code author, and notes that the settings require optimization for each symbol and timeframe.…
The code describes a grid market-making approach that repeatedly places buy and sell limit orders around a forecast mid-price. The forecast is simply the current best bid and ask midpoint, with no alpha adjustment in this implementation. A relative…
The document describes an Expert Advisor that runs three independent trading systems, each based on a different indicator: BrainTrend_V2, AbsolutelyNoLagLWMA, or X2MACandle. A system can open long or short positions when a bar closes and its indicator…
This post proposes a stock screen combining daily amplitude above one percent, codes beginning with 60, and an institutional buying signal. Its examples express amplitude as the day’s high-low range divided by the previous close. The institutional condition…
The document describes an Expert Advisor that trades from the Vertical Horizontal Filter (VHF), an indicator attributed to Adam White. It presents three ways to interpret VHF: its level can indicate trend stability, its direction can distinguish growing…
The document describes a lot-size calculator that limits trade risk to a chosen fraction of available account funds. It measures the risk distance from the entry price to an emergency stop in pips and uses pip value, expressed in the account’s main currency,…