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.
8,851 documents
This article explains how to pair the Gator oscillator, which tracks phases of convergence and divergence among Alligator moving averages, with the Accumulation/Distribution oscillator, which compares fast and slow averages of cumulative volume-weighted…
This article describes an Adaptive SuperTrend that changes its ATR multiplier when a divergence signal from the MPO4 pressure oscillator appears. During a healthy trend, the indicator uses its base multiplier; after bullish or bearish divergence, it reduces…
Alexey Masterov describes the Expert Advisor that placed third in the 2012 Automated Trading Championship. It trades GBPJPY with a reversal approach based on a fast and a slow moving average, calculated across the traded pair and other currency symbols using…
This collection of interviews presents varied views from participants in an automated trading championship. The traders discuss how they develop Expert Advisors, what they monitor in testing, and how they think about rule-based trading, strategy design,…
This beginner tutorial explains how to build a Heikin Ashi indicator in MQL5, calculate a moving average from its candle data, and use both indicators in an Expert Advisor. It outlines the Heikin Ashi formulas: average the period’s open, high, low, and close…
The article explains the Awesome Oscillator (AO), defined as the difference between 5-period and 34-period simple moving averages of median price. It presents the indicator as a momentum measure and describes three basic signal rules: whether AO is above or…
In this championship interview, Matúš German describes a multicurrency Expert Advisor built around trend following. It derives trading channels from the Average True Range indicator, enters when price breaks a channel, and holds positions until price crosses…
The article presents Bag-of-SFA-Symbols (BOSS) as a way to classify market regimes by converting price windows into symbolic words. Each window is z-normalized to reduce sensitivity to price level, transformed with a low-pass Fourier representation to retain…
This article presents a MetaTrader 5 expert advisor that uses fast and slow exponential moving average crossovers to start long or short trades. The example checks for signals on completed bars, opens an initial order with configurable volume and stop…
This installment of a candlestick trend-constraint indicator series discusses ways to identify possible trend changes, including moving averages, candlestick patterns, trendlines, and support and resistance. Its implementation adds a reversal signal based on…
In this championship interview, developer Vladimir Tsyrulnik describes an automated USD/JPY approach that interprets market state at selected points in a bar’s lifetime. Its directional forecast is based on an index derived from Bulls/Bears Power, with other…
This article outlines an intraday Expert Advisor built around pullbacks to an exponential moving average. Trend direction is inferred from price relative to the average, while an interaction is identified when a candle crosses the line and closes back on the…
The article presents a modular design for an Expert Advisor that combines custom and built-in trading signals through the MQL5 Standard Library and Wizard. Signal modules can be developed independently, assigned weights, and given different roles: primary…
The article explains how to construct a Kagi chart in an MQL5 Expert Advisor. Unlike time-based candlesticks, Kagi lines extend with price movement and reverse only after crossing a chosen threshold. The implementation supports either a fixed price-step…
This article explains Wolfe Waves as wedge-like price patterns used to identify a possible entry direction, a projected price target, and an estimated time to reach that target. In the buy example, successive swing points define two lines: a later…
The article explains Thomas DeMark’s rules for identifying price extremes and drawing trend lines with less discretionary interpretation. A TD high is a candle whose high exceeds the highs of a chosen number of candles on both sides; a TD low uses the…
The article outlines an MQL5 system for classifying market behavior as trending, ranging, or volatile. It motivates regime awareness by explaining that strategies built for one condition may struggle when the market changes. The proposed foundation combines…
This article describes an Expert Advisor that combines Bill Williams fractals with 14-period and 200-period exponential moving averages to mark potential breakout entries. For a bullish signal, price must cross above a recent fractal low while trading above…
The article presents an indicator that selects two swing points using DeMark-inspired rules, then draws rising or falling trend lines. Candidate peaks and troughs are identified by comparing each bar with its neighbors and applying additional close-price…
This article presents a method for estimating long-range dependence in NQ one-minute futures returns and using it to characterize market regimes. It combines three estimators: rescaled range, aggregated variance, and absolute moments. Each estimator fits a…
The article discusses ways to build Parabolic SAR signals into wizard-assembled Expert Advisors, focusing on volatility divergence, higher-timeframe context, and RSI confirmation. A proposed continuation pattern treats a SAR flip accompanied by shrinking bar…
This article presents an MQL5 indicator that applies normalized Shannon entropy to price changes classified as up, down, or flat. A rolling window estimates how evenly those states occur, with low entropy interpreted as more structured movement and high…
The article adapts the mathematical Butterfly Curve into a technical oscillator and outlines an automated strategy built around it. Its oscillator uses the curve’s x-component, advances its parameter with bar progression, and allows the step size to control…
This article explains how to use Parabolic SAR values as candidate Stop Loss levels in an EA’s trailing-stop logic. The indicator is created with configurable timeframe and parameters; its value, typically read from a completed bar, is passed to a trailing…