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
The article outlines an Expert Advisor that detects local swing highs and lows from recent bars, then uses alternating swing states to trigger buy or sell orders. Inputs set minimum swing confirmation and distance, whether trade levels use candle wicks or…
This article describes an MQL5 Expert Advisor that gathers several technical indicator readings into a chart-based dashboard. It groups tools into trend, momentum, and volatility categories, using moving averages and ADX for trend context, oscillators and…
The article explains how to construct a Three Line Break chart from closing prices without using equal time intervals to determine each new line. A line extends the current direction when price exceeds the prior extreme; a reversal requires price to cross a…
This article presents an MQL5 indicator for comparing a raw moving average crossover with signals based on preprocessed prices. It explains simple, exponential, and linear regression moving averages, then introduces Singular Spectrum Analysis to separate…
The article proposes Taichi, an indicator derived from Ichimoku Kinko Hyo, to summarize price behavior and distinguish trend from flat conditions. Taichi averages Ichimoku components as a faster trend line, while TaichiFor averages the cloud components as a…
In this interview, Antonio Morillas discusses developing an Expert Advisor for the 2011 Automated Trading Championship. He describes a long-term trend strategy based on a moving-average slope, with buy, sell, or wait signals and a broad trailing stop. When…
The article extends a liquidity-zone strategy by requiring setups to align with a trend filter based on an exponential moving average. Demand zones qualify for buy-limit orders when they form above the EMA, while supply zones qualify for sell-limit orders…
The article presents an Expert Advisor design that combines a Hidden Markov Model with regime-specific Gated Recurrent Units. The HMM estimates whether conditions are ranging, trending, or unusually volatile from trend-strength and relative-volatility…
The article explains the Relative Vigor Index (RVI), an oscillator that compares closing and opening prices relative to the bar’s high-low range, then smooths its values. It describes RVI’s two plotted lines and presents it as more suited to trending than…
The article explores horizontal, vertical, and turning angles as ways to describe price trends. It proposes an optical analogy: a trend behaves like a light ray, while smaller-timeframe trends resemble components of a broader move. The author suggests…
The article proposes a custom trailing stop for momentum trading that combines a price boundary with a sequential momentum filter. A rolling convex hull is used to locate structural price extremes, while a compact gated recurrent unit (GRU) evaluates recent…
The article surveys ways to measure trend strength and direction while addressing weaknesses in classical criteria. It modifies the Abbe approach with medians and absolute deviations to reduce sensitivity to outliers in short series, and combines dispersion…
Li Fang describes the Expert Advisor he entered in the Automated Trading Championship 2011. It uses Fibonacci levels derived from local highs and lows to generate signals: a return to a level prompts a sell, while a break through a level prompts a buy. The…
This article introduces ZUP, a configurable MetaTrader indicator that combines multiple ZigZag algorithms with automatically anchored charting tools, including Fibonacci levels and Pesavento patterns. Its general process is to identify market highs and lows…
The document describes a trade-management method that aims to limit losses while allowing favorable moves to continue. It proposes taking partial profit once a trade has gained an amount equal to its initial stop distance, while leaving the stop unchanged.…
The document explains Weinstein’s four-stage market cycle: Base, Advancing, Top, and Declining. It uses the direction of a long moving average, price’s position relative to that average, and the pattern of highs and lows to classify market conditions. The…
The article explains PD arrays as premium and discount areas within a price swing, and imbalances as ranges formed during fast moves where price may later react. It also defines market structure shifts, fractal analysis across timeframes, and optimal trade…
The article describes a rule-based MetaTrader 5 indicator for marking external trend structure and the first internal shift within it. It identifies swing highs and lows using separate lookback sizes: a larger one filters for major external turns, while a…
This technical strategy combines 5-period and 14-period stochastic oscillators with a 200-period moving average. A long setup requires both oscillators to reach oversold territory, rebound, and revisit that area while price is above the moving average. The…
This article presents a single rule set intended to adapt a moving-average strategy to both trending and range-bound conditions. Its baseline buys when price closes above a 100-period moving average and sells below it, with fixed stop-loss and take-profit…
The document explains how Heikin Ashi candles smooth traditional OHLC data to make trends easier to inspect. The close is the average of the current bar’s open, high, low, and close; the open is derived from the prior Heikin Ashi open and close. High and low…
The article describes a unidirectional gold trading workflow that combines K-Means clustering with CatBoost classifiers. Rolling standard deviations of closing prices form both the main model’s features and separate meta-features used to identify market…
The article explains how to optimize a trading system separately for rising and falling markets, then combine those parameter sets in one expert advisor. It illustrates the approach with an hourly trend strategy using the Center of Gravity OSMA indicator and…
The article describes an Expert Advisor position-management method with two stages. First, after price moves favorably by a configured trailing distance, the stop loss advances and the take-profit level may also move. Once the stop reaches the opening price…