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 Expert Advisor uses Bill Williams’ trading concepts. It buys when price breaks above a fractal located above the Alligator’s teeth line and sells when price breaks below a fractal located beneath that line. The signal type varies with the arrangement of…
This document describes a vertical bar-timer indicator that displays how much of a selected bar’s duration has elapsed. It supports a fixed timeframe whose data can be chosen through input parameters, so a chart can show progress through bars from a higher…
This description presents an MT5 expert advisor intended to automate entries and exits based on a Fibonacci retracement trading plan. The user supplies prices for the 50%, 61%, and 100% retracement levels on a five-minute chart, a second target on an hourly…
This expert-advisor design uses two Sinewave2 indicators on different timeframes. The slower indicator defines trend direction from the relationship between its main and signal lines; the faster indicator supplies entries when its lines cross or touch. A…
This brief description presents a semaphore-style signal indicator derived from the color-change algorithm of the ColorMETRO Stochastic indicator. Its stated function is to mark signal events when that underlying indicator changes color, providing a visual…
This Expert Advisor opens one EURUSD position each day at a chosen hour, trading against a recent price move. It defines that move as the price difference across a configurable number of hours, rather than using a broader trend model. The described setup…
This document describes an Expert Advisor that trades changes in the direction of the DecEMA moving average. It generates a signal when a bar closes and the indicator reverses direction, so the method uses confirmed bar data rather than reacting to an…
The document explains Last Look in decentralized foreign-exchange trading: a liquidity provider may review and reject an order even after it matches a displayed quote. It places the practice within the traditional quote process of inquiry, quote, execution,…
The document describes an Expert Advisor that trades signals from the XBullsBearsEyes_Vol_Direct indicator. It opens trades when a bar closes and the indicator histogram changes direction, shown by a color change in its star markers. The generated EA depends…
This document explains how to add sound alerts, email messages, and mobile push notifications to a SilverTrend semaphore indicator in MetaTrader. It introduces settings for the signal bar, whether sound is enabled, the maximum alert count, and whether email…
The Schaff Trend Cycle is described as a bounded oscillator intended to identify trend conditions and potential overbought or oversold readings. Its calculation starts with the difference between a faster and a slower exponential moving average, then applies…
This expert advisor follows the Ang_Zad_C indicator, entering when its indicator cloud changes color. It adds a configurable daily trading window: users set start and end times, and the system closes positions at the specified end time. If the start time…
The document explains that foreign exchange has no single universally correct rate. Central banks and market organizations publish reference rates for particular purposes, often at a specified local time and using a defined sampling or aggregation method.…
The document explains rate inputs for pricing a one-year EUR/GBP option and distinguishes OTC options on spot FX from listed options on FX futures. For spot FX, it describes the Garman–Kohlhagen form of Black–Scholes, in which domestic and foreign rates both…
For a GBP/USD trade, the document explains the usual convention: an order amount refers to units of the base currency, GBP in this pair. At the stated rate of 1.45, buying 100,000 GBP therefore requires 145,000 USD. A separate arrangement, called non-base…
The document asks why a ratio of discount factors for a generic currency and the euro can be equal under euro-collateralized and US-dollar-collateralized agreements. The answer interprets this relationship through forward foreign-exchange pricing: it amounts…
The question asks how to include exchange rates in a monthly investor sentiment index spanning the United States, the United Kingdom, China, Canada, Japan, and Australia. It considers using each country’s currency against the U.S. dollar, and asks what rate…
The document considers how to track overnight or near-overnight interest rates across major and emerging-market currencies. It points to overnight LIBOR and overnight indexed swap (OIS) rates as possible series to follow, with LIBOR described as easier to…
The document discusses how exchange-rate movements can change countries’ relative costs in international trade. In the example, currencies in several Asian economies depreciated during the 1997 crisis while Hong Kong’s currency remained linked to the US…
The document describes an attempt to reproduce a EUR–USD cross-currency basis curve under mark-to-market, or periodically resetting notional, conventions. The author reports having built the relevant EUR and USD overnight and term curves, then asks whether…
The document explains how to adapt QuantLib’s Heston option-pricing workflow to foreign exchange options. It treats the foreign interest rate like a dividend yield and the domestic rate as the risk-free curve, allowing FX options to be handled similarly to…
The document asks how performance attribution can separate an asset’s local-currency return from the foreign-exchange return when reporting in a base currency. It presents the continuous-compounding identity that expresses the base-currency return as the sum…
The document explains why OTC vanilla options are commonly discussed and negotiated using implied volatility rather than a currency premium. Volatility gives counterparties a shared quote for comparing offers even when their pricing systems or market inputs…
The discussion distinguishes market-quoted foreign exchange forwards from forwards inferred using interest rates. In ordinary cases, spot prices and forward points are quoted by the market, and the outright forward is derived from those quotes without…