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.
4,613 documents
The article turns the Oops gap reversal pattern into an MQL5 Expert Advisor. A bullish setup begins when a bar opens below the prior bar’s low by at least a configured gap threshold; a bearish setup mirrors this above the prior high. The EA stores the gap…
The article presents a Python and MetaTrader 5 workflow for applying Value at Risk (VaR) and conditional VaR to Forex positions and multi-currency portfolios. It outlines parametric, historical, and Monte Carlo calculations, then describes minimizing…
This interview describes a forex Expert Advisor built around virtual grid orders and position averaging. The trader opens in the direction opposite the latest price movement, adds to losing positions at progressively smaller price intervals, and expects a…
This article outlines an MQL5 account performance indicator that displays live account figures alongside historical trade statistics. Its proposed dashboard tracks balance, equity, margin, open positions, daily and total profit or loss, win and loss counts,…
The article compares fixed-horizon labels with methods designed to represent trading decisions more directly. Triple-barrier labeling sets profit-taking and stop-loss thresholds around an event, plus a time limit; the label depends on which threshold is…
This article continues the construction of an MQL5 order-handling class for a chart-operated trading tool and a future market replay simulator. Its main lesson is that closing a position must account for the account model. In a hedging account, an…
In this interview, Automated Trading Championship winner Olexandr Topchylo discusses automated trading, investor accounts, and lessons from competition. He describes using neural-network-based Expert Advisors, but cautions that neural networks are complex…
In this interview, Boris Odintsov describes an Expert Advisor built around short-term market movements, statistical analysis, and limit orders that adjust dynamically with price. He says the entry logic assesses short-term direction using a moving average…
This article describes an adapter that connects a bet-sizing system to a trade-pyramiding engine in MQL5. It combines probability-based sizing, a concurrent-signal budget, and dynamic forecast-based bet sizing with an engine that adds progressively smaller…
This article outlines an MQL5 expert advisor for trading breakouts from the range formed before the London session. It measures the pre-session high and low, validates the range against minimum and maximum size thresholds, and places buy-stop and sell-stop…
This article presents a modular Expert Advisor framework with configurable trade size, take-profit, stop-loss, trailing stop, slippage, and entry-condition switches. It explains how an EA can initialize parameters, check for a signal when no order is open,…
Andrea Zani describes AZXY, an Expert Advisor built for the 2011 Automated Trading Championship. It uses the previous day’s minimum and maximum prices, together with patterns compared against prior-year patterns, to choose a buy or sell direction. The system…
The article describes a MetaTrader 5 system that generates buy, sell, and reversal signals when completed bars cross levels of a modified five-level Price Channel. Four level-crossing groups act as independent strategies, with magic numbers used to track…
The article explains how MetaEditor’s MQL5 Wizard assembles an Expert Advisor from reusable modules without requiring the user to write the initial program. The workflow selects a trading-signal module, a trailing-stop method, and a money and risk management…
The article describes a MetaTrader 5 expert advisor designed to manage trades across multiple currency pairs and two metals from one chart. Its entry logic combines a seven-period ADX directional movement signal with Parabolic SAR confirmation. The ADX rules…
The article explains number walls, a matrix method for examining sequences and deriving recurrence relations. Repeated application of a cross rule fills the matrix; rows of zeros indicate that a sequence can be represented by a finite relation among earlier…
This article proposes a custom MQL5 money-management class that combines a KD-tree over historical log-return and ATR coordinates with an Echo State Network (ESN) processing recent return sequences. The KD-tree is intended to identify whether current…
This article describes replacing per-chart input edits with a shared JSON configuration file that an MQL5 Expert Advisor can reload while running. It defines a typed configuration structure for trade volume, stop and target distances, a spread limit, a magic…
The document presents an MQL5 architecture that centralizes broker-facing trade operations in an execution gateway, separating strategy decisions from order handling. Its components normalize requested volume to symbol minimum, maximum, and step constraints;…
The article presents an architecture for managing trade stops in expert advisors that run across MetaTrader 4 and MetaTrader 5. It recommends keeping the main order manager focused on entering and exiting primary trades, while separate stop objects handle…
This article explains an MQL5 trade filter that uses online logistic regression to estimate whether a base signal will win. It constructs scaled features from RSI, EMA distance, relative ATR, candle shape, MACD, and volume, then scores an EMA crossover…
In this interview, Automated Trading Championship participant Alexandr Artapov discusses the design and operation of a multicurrency Expert Advisor. He describes applying a common indicator-based strategy across selected currency pairs, grouping symbols into…
The article distinguishes the gambling use of martingale, which increases stakes after losses, from the mathematical martingale process, whose next value has a conditional expectation equal to its current value. It explains why doubling down can appear…
This article extends an MQL5 Kagi chart engine into an Expert Advisor that trades changes in Kagi direction. A Yin-to-Yang transition generates a potential long signal, while Yang-to-Yin generates a potential short signal. Users can enable or disable…