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 build an MQL5 Expert Advisor that trades confirmed Supertrend state changes. It waits for a completed candle to close beyond the relevant band, closes an opposing position opened by the EA, and may enter in the new direction.…
This article continues a practical implementation of the Chimera framework, a two-dimensional state space model that learns dependencies across both time and input features. It describes an MQL5/OpenCL neural network layer: input projections are formed…
This article develops an MQL5 Expert Advisor that uses the current daily candle to constrain trade direction and a lower-timeframe RSI to time entries. A bullish daily candle permits long setups when RSI is oversold; a bearish candle permits short setups…
This article presents an MQL5 framework for consolidating Strategy Tester optimization results in CSV files, including custom measures that native tester statistics do not provide. It describes calculating Sortino ratio from losing deals, average holding…
The article describes a chart analyzer that uses ZigZag swing points as anchors for trend lines and support or resistance levels. ZigZag filters smaller fluctuations according to its settings, leaving selected highs and lows that can be connected to show…
This installment of a candlestick trend constraint series explains how MQL5 indicator drawing styles can make signals and trends easier to interpret. It recaps a model that filters lower-timeframe signals according to the direction of the daily candle, with…
The article explains how to extend a two-timeframe Expert Advisor with a third, shorter timeframe. The higher timeframe supplies the broader trend context, an intermediate timeframe contributes entry conditions, and the smallest timeframe is used to detect…
This article presents an MQL5 forex strategy that combines a higher-timeframe directional view with lower-timeframe technical confirmation. The fundamental framing treats long-run currency movements and possible policy constraints as context for market…
The article describes a trading model that combines a ResNeXt-based market encoder with multiple task-specific outputs. One output acts as an agent to generate trade parameters, while another estimates the probability of future price direction. Sharing the…
The article demonstrates how to combine three MQL5 Standard Library classes in a trend-following Expert Advisor: CTrade for order execution, CiMA for fast and slow moving averages, and CiATR for volatility measurement. The example uses the moving averages to…
The article explains structural break tests as features for identifying changes in market behavior. It covers the Chu–Stinchcombe–White test for departures from a no-trend baseline, Chow-type Dickey–Fuller testing for a single unknown break, and SADF and…
The article outlines a discretionary-to-automated approach that uses monthly, weekly, and daily charts to set directional bias and identify potential long-term trades. Traders mark prior highs and lows, equal highs and lows, and other reaction areas such as…
The article explains the Alligator indicator as three smoothed moving averages, called the Jaws, Teeth, and Lips, whose spacing and order are used to interpret market phases. Lines close together suggest consolidation; separation can mark a developing trend;…
The article presents NRTR, a dynamic channel indicator that signals when closing prices cross a trailing level set from recent highs or lows. Its lookback period grows as a trend develops and resets after a reversal, so earlier prices are excluded from the…
This article describes a cross-market trend-following method that combines each market’s own momentum with momentum from markets that tend to lead it. It first scales price changes by estimated volatility, then forms moving-average crossover oscillators at…
The article explains Andrews Pitchfork analysis using three successive price pivots to draw a median line and two parallel channel boundaries. It treats the median line’s slope as a guide to local trend, and describes watching for price reactions at the…
The article lists ten behavioral and position-management errors that can undermine a trader: reacting emotionally to the market open, taking profits too quickly, adding to losing trades, and prioritizing profitable positions when reducing exposure. It also…
The article explains a Moving Mini-Max indicator inspired by a simplified analogy to quantum tunneling. It transforms a price window into normalized values using transition probabilities across nearby prices. One version emphasizes local minima and another…
The article explains how fuzzy membership functions can represent degrees of upward trend, flat conditions, and downward trend. It builds an indicator by comparing a short-period exponential moving average of typical price with the upper and lower boundaries…
This tutorial describes an MQL5 Expert Advisor that derives ascending lines from recent swing lows and descending lines from swing highs, then trades price interactions with those lines. It distinguishes bounce entries from breakout entries: a bullish or…
This interview presents one programmer-trader’s experience building Expert Advisors for forex and competing in an automated trading championship. He favors relatively simple systems, argues that strategy-specific money and risk management require careful…
The document presents an Elder-Ray system combining an exponential moving average (EMA) with Bulls Power and Bears Power. In the single-timeframe version, an upward EMA trend and a negative but rising Bears Power reading set up a buy; a pending buy stop is…
The document explains how to create an MQL5 indicator that overlays Renko bricks on a standard MetaTrader 5 candlestick chart. It uses candle closes and a starting close as the base price, then adds a brick whenever price moves by the chosen fixed interval.…
The article develops a general method for turning a single-timeframe Expert Advisor into a two-timeframe system. A higher timeframe supplies the broad trend direction, while a lower timeframe identifies potential entries. The higher-timeframe trend acts as a…