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 document introduces Ichimoku as a multi-line system for viewing trend, momentum, and potential support and resistance. It explains the roles of the Tenkan-sen, Kijun-sen, leading spans, lagging span, and cloud, then describes how an Expert Advisor can…
This tutorial describes an MQL5 expert advisor that marks potential liquidity sweeps on a chart. A bullish setup requires a candle to trade below the prior candle’s low and then close higher; a bearish setup trades above the prior high and closes lower. In…
This article presents a structure-based trading system that judges pullbacks by their depth relative to both the prior impulse and current volatility. It describes detecting and validating swing points, classifying market structure, mapping liquidity zones,…
The article demonstrates how to use spreadsheet software to import historical price data, calculate a simple moving average, and model a trading rule based on candle bodies crossing that average. A position opens when a candle’s open and close fall on…
In this interview, automated trader Andrey Barinov discusses his approach to algorithmic trading and the Expert Advisor he entered in the 2012 Automated Trading Championship. The described system trades EUR/USD, USD/JPY, and EUR/JPY, defining trend by the…
This article translates Larry Williams’s short-term and intermediate-term market structure concepts into an MQL5 Expert Advisor. A short-term swing low is a low surrounded by higher lows, while a swing high is surrounded by lower highs; intermediate swings…
This beginner guide explains the Variable Index Dynamic Average (VIDYA), a lagging trend indicator that adjusts its smoothing using the absolute value of the Chande Momentum Oscillator. It describes the calculation in terms of an EMA smoothing factor and…
The article explains how an Expert Advisor can use a Markov transition matrix to classify market behavior and choose between trend-following and mean-reversion approaches. It defines two states from whether a candle closes above or below a moving average,…
This article develops an Expert Advisor that uses a Trend Constraint indicator and describes a separate script for drawing risk and reward areas around moving-average crossovers. The script checks fast and slow simple moving averages, identifies bullish and…
The article presents a trend-following approach that combines RSI readings with the Acceleration/Deceleration (AC) indicator. RSI is divided into bands that assign a signed index to the depth and direction of a move, while changes across up to five AC bars…
The article surveys several price-movement models for Forex, beginning with random trade direction as a baseline. It discusses how spread can undermine frequent position changes, then considers fixed holding periods and stop orders. It also describes…
This interview describes an automated EURUSD strategy built around pending orders placed near current price. The Expert Advisor uses a ZigZag-based breakout approach on a 15-minute chart, with no other indicators. Its creator says it performs best in clear…
This article introduces Bull's Power, an oscillator attributed to Alexander Elder and calculated as the period high minus an exponential moving average. It interprets positive readings as evidence of bullish pressure and a decline toward zero as weakening…
The article describes a MetaTrader expert advisor that adds an on-chart control panel for a Quarters Theory price-level tool. Buttons toggle large quarter levels, small quarter levels, overshoot and undershoot areas, and trend commentary, with colors…
The article adapts a machine-learning trading workflow for assets where long and short opportunities may be unevenly distributed. It labels only trades in a chosen direction, using a randomly selected holding period and a markup threshold to distinguish…
The article compares three Commodity Channel Index calculations: the conventional version using mean absolute deviation, a version normalized by standard deviation, and a robust variant using the Theil–Sen median of pairwise half-sums with median absolute…
The article presents an Expert Advisor implementation of the original Turtle trend-following rules. System 1 enters on 20-day breakouts and skips a same-direction signal after a winning prior breakout; System 2 takes every 55-day breakout. Each system exits…
This guide presents a staged process for choosing indicators and Expert Advisors in a trading software marketplace. It recommends first selecting the correct platform and product category, then narrowing results with keywords and marketplace tabs. Buyers are…
The article outlines an automated continuation strategy based on hidden RSI divergence. A bullish setup pairs a higher price low with a lower RSI low; a bearish setup pairs a lower price high with a higher RSI high. The proposed MQL5 system detects confirmed…
The article explains nonlinear transformations for financial time series and develops indicators based on order statistics. It contrasts logarithmic transformations, which turn arithmetic operations into geometric ones, with methods that sort observations to…
The article turns point and figure chart patterns into automated trend trades. It outlines entries around prior column highs and lows or breaks of support and resistance, with stop placement at chart pivots or trend lines. Position size is calculated from…
The article explains how Parabolic SAR trend and reversal cues can be paired with Relative Vigor Index momentum readings to define algorithmic entry patterns. It outlines SAR flips confirmed by RVI zero-line crosses, continuation signals based on price…
This article describes a price action Expert Advisor that identifies swing highs and lows, labels successive swings as higher highs, lower highs, higher lows, or lower lows, and uses those sequences to infer trend direction. A bullish Change of Character…
The document introduces William Blau’s approach to building technical indicators from price data. It describes a four-stage process: calculate an initial indicator, smooth it with successive exponential moving averages (EMAs), normalize the smoothed series…