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
In this interview, an experienced Expert Advisor developer discusses why he builds systems that trade several currency pairs, and how their components can be organized. He contrasts a central controller that limits trading on poorly performing pairs with…
The article classifies trading risks into those driven by price behavior and those arising from the trading system or operating environment. It treats prices as non-stationary and broadly random, while identifying trends, consolidations, and responses to…
The article presents a reusable structure for Expert Advisors built around separate buy and sell algorithms, each with its own parameters. Its example detects a change in the direction of a smoothed digital moving filter using three closed bars: a…
Ruslan Ziyatdinov describes a trend-following robot built around the built-in ATR indicator. It probes for market direction by entering in small lots over set intervals within a defined profit channel, aiming to limit losses while waiting for a trend to…
The article discusses technical forecasting as a combination of data preprocessing and chart presentation. It proposes polynomial regression to extrapolate a price series, then uses a central regression curve and standard deviation bands to display a…
In this interview, Automated Trading Championship participant Atsushi Yamanaka discusses a semi-automated approach to forex trading. He reviews long-term charts to classify conditions as bullish, bearish, or ranging, then lets expert advisors seek scalping…
This article describes a non-trading MQL5 module that labels market behavior as compression, transition, or expansion, while assessing trend separately. The states are descriptive: compression reflects narrow, overlapping ranges; transition indicates…
In this interview, Automated Trading Championship 2012 participant Sergey Abramov discusses the design and behavior of his trading robot. He says its entry timing was selected by optimizing results from prior periods, with one main entry time during exchange…
The article presents a workflow for using CatBoost to filter trades from a moving average crossover trend-following strategy. The model is trained to classify trade outcomes as wins or losses, using market features recorded for each trade. The proposed role…
This article adds Golden Cross and Death Cross logic to a multi-strategy MetaTrader 5 Expert Advisor. The signals are based on a faster moving average crossing above or below a slower one, with the commonly cited long-period pairing used as an example. The…
The article develops ten individually testable signal patterns combining Ichimoku levels with ADX-Wilder. Ichimoku supplies candidate support, resistance, and trend context through its lines and cloud; ADX measures trend strength, with its directional…
The article shows how to build an Expert Advisor around a trend filter and channel-boundary entries. It uses daily MACD movement over consecutive bars to determine direction, then looks for hourly price rebounds from Envelopes. Stop loss, take profit,…
The article develops an MQL5 indicator that combines trend, momentum, and volatility into a rolling market score. Trend is measured by the linear-regression slope of prices in a window, momentum by the price change across that window, and volatility by…
The article explains the Donchian Channel as a trend-following indicator built from the highest high and lowest low over a chosen lookback period, with a midpoint halfway between them. It describes watching for price to break above the upper boundary or…
This article shows how to adapt an MQL5 automation class to several indicator-driven trading models. Its first example uses a 9-period exponential moving average: the EA checks for a new bar, reads current and earlier indicator values, and triggers a buy or…
The article presents a method for adding smaller trades as a larger initial position moves into profit. The main trade acts as an anchor: after it reaches a specified gain, a smaller auxiliary trade is opened in the same direction with a stop that can lose…
The article describes a MetaTrader method for investigating whether trend direction signals perform better at particular hours. Its example Expert Advisor combines a short-term higher-timeframe moving-average direction check with a daily MACD direction…
This article proposes a price-movement model that estimates upward and downward step probabilities from historical price changes. It derives a normalized price speed from an average price change over a chosen interval, then uses that quantity to estimate…
This article develops an Expert Advisor strategy around daily pivot levels. The indicator plots a central pivot and multiple support and resistance levels. The basic signal uses the day’s opening price relative to the central pivot and confirms entry when…
This article frames raw prices and moving-average series as categories connected by three averaging functors with different periods. It calls the differences between pairs of moving averages natural transformations, tracks two such difference series, and…
The article surveys methods for smoothing price series and identifying whether observed movement departs from randomness. It discusses moving-average variants intended to reduce lag, then describes Abbe variance comparisons, signs of first differences,…
This document presents a signal method that combines smoothed Heikin-Ashi candles with three exponential moving averages. The EMA20 calculated on highs and lows forms a short-term channel, while the EMA50 on closing prices supplies a broader trend filter. A…
The document teaches beginners how to structure an MQL5 Expert Advisor around a simple trend-following rule. The example looks for an upward or downward moving average and a closing price on the corresponding side, then uses ADX strength and direction as a…
This article translates Jesse Livermore’s Market Key into an MQL5 trading system. It identifies a narrow consolidation range, freezes its high and low as pivotal levels, then requires a breakout close beyond a volatility-based clearance threshold and volume…