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
This interview profiles a novice Automated Trading Championship participant and summarizes his GBPUSD Expert Advisor. The robot uses MACD to generate buy or sell signals, then applies manually estimated probabilities of subsequent price movement to decide…
This article describes an Expert Advisor that turns selected MetaTrader chart objects into trade instructions. Traders configure trend lines, horizontal and vertical lines, channels, and Fibonacci retracements through standard object properties. Prefixes…
The article presents a manual-trading risk manager for MetaTrader that monitors daily, weekly, and monthly loss limits, with an optional daily profit target. When a limit is reached, the tool closes open positions and displays a warning; because it is…
This article explains how to assemble a MetaTrader 5 Expert Advisor from reusable functions and configurable inputs. Its constructor approach centralizes trade execution checks, indicator setup, signal handling, and position or pending order management. A…
This article modifies a Bollinger Band trading system by using logistic regression to estimate trade confidence and vary position size. The underlying rules sell when price moves above the upper band and buy when it falls below the lower band, with…
This article combines measurements from an earlier microstructure series into six session labels: Normal, Stressed, Noisy, Informed, Trending, and Mean-Reverting. A priority-ordered rule set applies empirical thresholds to volatility, noise, order flow,…
The article extends optimal-f position sizing by constraining risk per trade according to account survival, a minimum acceptable geometric average return, maximum drawdown, and discrete volume increments. It models each trade’s outcome as a return linked to…
This article describes a reusable position sizing engine that separates risk policy from the conversion of risk into lots. It presents four policies: fixed fractional risk based on balance, a fixed cash amount, volatility scaling in which ATR informs stop…
This article outlines an MQL5 trading framework that filters raw swing highs and lows before treating them as meaningful market structure. Candidate swings are validated when they show a momentum-based break of structure, a strong displacement move, a…
The article compares fixed-lot sizing with two balance-linked approaches: position size proportional to account balance, and size proportional to its square root. It uses a single EURUSD Expert Advisor, left at default strategy settings, to illustrate how…
The article introduces Proximal Policy Optimization (PPO) as an actor-critic reinforcement learning method designed to limit how sharply a policy changes during training. It gathers state, action, reward, and action-probability data under the current policy,…
This article describes a retail Expert Advisor that trades relationships among three currency pairs using a grid of pending orders. It frames the method as an alternative to capturing fleeting triangular arbitrage: instead of waiting for a perfect pricing…
The article derives cycle-level payoff calculations for grid and martingale systems, then discusses simple implementations intended to compare those calculations with trading results. A grid places orders at intervals around a reference price and uses size…
The article surveys common evaluation and funded-account rules at several proprietary trading firms and suggests using them as benchmarks for retail or algorithmic trading. It discusses absolute, daily, and trailing drawdown limits; staged profit targets;…
This article outlines a proposed trading system that divides work between Python and MetaTrader 5. Python handles market data preparation, features, model training, and signal generation; MetaTrader 5 supplies live data and executes orders. Separate threads…
This document explains how an MQL5 Expert Advisor can read account and instrument properties needed for money management. Account queries provide balance, equity, used and free margin, floating profit or loss, deposit currency, leverage, Stop Out threshold…
The article presents a method for screening closed-position histories for risks that headline win rates, profit factors, and equity curves can hide. It reconstructs positions from CSV rows or account deal history, then scores four features: larger trades…
This article examines the core class behind an interactive Chart Trade panel for MetaTrader 5. The panel is built as a floating chart embedded in an indicator, with editable regions, mouse-position checks, and a template that stores layout and display…
The article outlines an MQL5 expert advisor that trades pin-bar patterns and can add positions when price moves against the initial trade. It describes identifying pin bars relative to a support or resistance reference derived from the prior H4 candle’s…
This article describes integrating a risk management system into an Expert Advisor built around an Order Blocks indicator. It first explains indicator optimizations intended to reduce calculation work, including limiting candle scans, checking block…
This article describes a class-based approach to money management for Expert Advisors designed to work across MQL4 and MQL5. A shared base class calculates and returns trade volume, while derived classes implement different sizing rules. The article details…
This article presents a lightweight unit-testing framework for MQL5 utility functions, designed to run as a standard script and report results in the terminal. Preprocessor assertion macros record expected and actual values along with the source file and…
The article explains a classic grid approach for both long and short trades, then describes automating it as an MQL5 Expert Advisor and reviewing it in the strategy tester. Starting with a small position, the system adds another trade each time price moves…
This article turns double top and double bottom chart patterns into a deterministic trading system. It identifies confirmed swing pivots, pairs peaks or troughs using a tolerance scaled to pattern height, and defines the neckline using the intervening pivot.…