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.
5,922 documents
The article describes a local communication system for multiple MetaTrader 5 Expert Advisors. A broker EA hosts a named pipe, receives typed messages from slave EAs, records sender state, aggregates risk, and displays sender activity on a dashboard. The…
This article describes an MQL5 tool for assessing how multiple Expert Advisors interact as a portfolio. It reads daily profit-and-loss series and trading-time metadata from CSV files, calculates pairwise Pearson correlations, and examines activity by hour…
This article describes a workflow for developing, optimizing, and deploying a multi-currency Expert Advisor built from simple trading strategies. It separates reusable library code from project-specific strategy code, then organizes parameters and…
The article proposes running two versions of an automated strategy at once: one trades its original signals, while the other trades in the opposite direction. Each version is optimized separately, including its stop-loss settings, and the author argues that…
This historical overview describes the development of MetaTrader’s trade-copying Signals service, with emphasis on subscriber protection and making providers’ records easier to assess. Signals are ranked using a quality score, and some are restricted or…
The article presents StockFormer, a hybrid framework that combines Transformer-based predictive coding with an Actor–Critic reinforcement-learning agent. Three branches learn representations for long-horizon trends, next-day returns, and changing…
This installment explains how a MetaTrader trading engine can coordinate multiple independent strategy instances within one Expert Advisor. Its CStrategyList manager distributes events such as ticks, timers, and book updates to each strategy, while handling…
This article outlines a Python and MQL5 workflow for allocating positions across a basket of five U.S. stocks. It retrieves one-minute price data, converts closes to percentage returns, and examines correlations, distributions, pairwise relationships, and…
This article explains how the ALGLIB port available to MQL5 developers can support numerical work needed for dynamic hedging and multi-asset strategies. It contrasts single-window correlation indicators and hand-built calculations with tools for matrix…
The article presents Ralph Vince’s optimal-f approach to money management. It explains how compounding makes the path of account equity depend on the fraction of capital risked, and why maximizing the stake does not necessarily maximize long-run growth. For…
This article proposes an account-level risk service for MetaTrader 5 accounts running multiple Expert Advisors. When each EA sizes trades and enforces loss limits independently, their combined positions can create concentrated currency exposure, correlated…
This installment of a statistical-arbitrage series explains why a live system based on cointegrated stock baskets needs persistent market data and a way to update its models. Cointegration relationships can weaken or emerge as fundamentals change, while…
This article presents a MetaTrader indicator for examining a trading signal’s historical deals across the symbols it traded. Its goals include comparing activity by symbol, estimating simultaneous exposure, distinguishing overlapping positions that hedge…
The article explores category-theory constructions as a way to organize correlations between currency pairs and a dollar index. It first sketches coequalizers as a possible way to combine trading-session drawdown observations into a conservative value for…
This installment outlines a transition from embedding a multi-currency Expert Advisor’s strategy configuration in an initialization string to storing individual strategy instances in a separate database. The broader optimization workflow produces optimized…
The article explains how an exponentially weighted covariance matrix can help a multi-symbol trading system react faster to changing correlations than a fixed rolling window. Each update blends the prior covariance estimate with the latest return…
This article introduces three deterministic optimization methods available through ALGLIB in MetaTrader 5: BLEIC, L-BFGS, and NS. It explains objective functions, adjustable parameters, and box, equality, and inequality constraints, then focuses on practical…
The article presents an MQL5 architecture for coordinating multiple symbol-specific trading agents through a central Portfolio Controller. The controller tracks shared exposure, publishes risk limits and halt state, and applies portfolio-level safeguards;…
This article describes a reusable MQL5 library for measuring portfolio-wide exposure and checking it before an EA opens a trade. It distinguishes account-wide monitoring from a magic-number filter, then outlines a snapshot of positions, pending orders,…
This MQL5 cookbook describes how to extend a multi-currency Expert Advisor so that, after a test, it writes deal history and balance series for each symbol to a CSV report. The report includes deal attributes such as symbol, type, direction, price, profit,…
The article describes a MetaTrader 5 workflow for combining many optimized strategy parameter sets in one expert advisor. It focuses on EURUSD hourly trading and uses perceptrons built from TEMA slope inputs, with optimized weights and a threshold parameter…
This article describes replacing a growing collection of optimization CSV exports with a portable SQLite registry. The proposed schema stores individual result rows, ingestion records, and deduplicated strategy configurations, while indexes support common…
This installment extends a portfolio-risk analysis by turning a covariance matrix into an inspectable object. It describes calculating logarithmic returns from closing prices, arranging assets as rows and observations as columns, and using MQL5’s covariance…
The document describes a particle swarm optimization (PSO) method for searching Expert Advisor parameter sets in MetaTrader 5. Each particle has a position, velocity, and personal best; particles are grouped so they can also use a group best. Their positions…