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 study tests whether activity-based and information-driven bars improve strategy efficacy over time bars using EURUSD quote ticks from 2022–2023. Because spot FX quotes lack consolidated traded volume, the authors show that several nominal volume and…
In this interview, Automated Trading Championship participant Berron Parker describes developing Expert Advisors and the lessons he drew from trading them. He recounts growing and then losing a small account after failing to monitor the EA, attributing the…
This guide explains how to assemble an Expert Advisor in MetaTrader 5’s MQL5 Wizard without writing the strategy code manually. It walks through choosing the traded instrument and timeframe, selecting indicator-based signals, configuring their parameters,…
The article argues that signal quality should be judged by the stability of returns and risk, not by a smooth balance curve or subscriber count alone. It warns that changing position sizes can disguise weak trade performance, and recommends examining results…
The study compares Close-to-Close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang variance estimates as one-session-ahead persistence forecasts. It evaluates those forecasts against a next-session EURUSD realized-variance proxy built from the…
This installment develops a Python tester modeled on MetaTrader 5. It outlines tester configuration, validates required settings and values, and loads historical data for specified symbols and dates. The central replay loop processes ticks across those…
In this interview, Automated Trading Championship participant Valery Mazurenko describes building a multi-currency expert advisor from simple entry rules, then using optimization to select logical combinations of those rules. The system combined seven or…
The article introduces category-theory products as a way to pair values from two indicator domains while retaining each value, then illustrates the idea in an MQL5 expert-advisor signal class. DeMarker and Williams Percent Range readings are mapped into long…
The article describes an MQL5 expert advisor that flags potential mean-reversion setups using a 50-period exponential moving average and the Relative Strength Index. It signals a possible buy when price is below the EMA and RSI is at or below 30, and a…
The article explores whether a model trained on one instrument can transfer useful market-pattern knowledge to others. It introduces transfer learning, then builds a baseline random forest from OHLC data and tests it across forex pairs and metals. The…
The article presents a MetaTrader panel for estimating fair currency rates from direct and cross quotes, then flagging deviations and possible triangular arbitrage cycles. It describes constructing a currency matrix, inverting bid and ask quotes correctly,…
This article adds a historical optimization layer to an MQL5 indicator for Malaysian Engulfing patterns and retest confirmation. It records setup properties, identifies qualifying bullish and bearish retests using price interaction and a wick-ratio filter,…
The article examines whether including all available history improves a time-series model, arguing that older financial observations may lose relevance as markets change. Its effective-memory procedure holds out a fixed later test period and repeatedly…
The article presents an MQL5 chart overlay that turns recent volume into bubbles sized according to activity relative to a lookback baseline. It explains tick volume and exchange-reported real volume, then outlines calculating mean volume, variance, and…
The article describes a compact neural architecture search method for multilayer perceptrons, varying two settings: the number of hidden layers and the width shared by those layers. It constructs candidate networks across a two-dimensional grid, evaluates…
This article outlines a workflow for using Rattle, a graphical interface to R statistical tools, to explore classification models for predicting whether currency prices will rise or fall. It distinguishes classification targets from price forecasting: the…
The article explains how to model High/Low binary options in MetaTrader 5, record simulated wins and losses, and compare strategy settings through optimization and forward testing. It describes handling a stake and payout, tracking the opening time until…
The article describes an end-to-end workflow that adapts Google’s pretrained TimesFM 2.5 model for financial time series and displays forecasts in MetaTrader 5. It combines OHLCV exports across forex, index, and commodity instruments with time, session,…
This article describes adding currency, importance, and time filters to an MQL5 economic calendar dashboard. Boolean settings enable or disable each filter; arrays define accepted currencies and event importance levels, while a time window selects events…
The article explains how to make an expert advisor's risk definition configurable: percentage of balance or equity, a fixed cash amount, or a fixed lot size. It distinguishes monetary risk from volume, describes how drawdown scaling can apply across modes,…
This article explains why time-based trading rules need more than a fixed offset from UTC. Exchange sessions and forex trading hours depend on local daylight saving rules, which differ across regions and may change independently. Brokers also set server…
The article explains a forex zone recovery approach and walks through building an MQL5 expert advisor to illustrate it. A first position is opened from an RSI signal; if price moves against it to a preset level, the system opens a larger opposing position.…
This guide demonstrates how to inspect, test, and modify MetaTrader 5’s BullishBearish MeetingLines Stoch Expert Advisor. The default program looks for Three Black Crows and Three White Soldiers patterns, then confirms them with Stochastic readings. The…
This interview describes the design choices behind a multicurrency Expert Advisor entered in the 2012 Automated Trading Championship. Its creator says the system uses Elliott Wave interpretations with Fibonacci levels to guide entries and exits, while…