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 shows how to automate sequential backtest windows in an MQL4 Expert Advisor. A time-check function gates trading to selected periods, with inputs for the start date, optimization length, test length, shift between windows, and window number. The…
This study tests whether activity-based and information-driven bars improve strategy efficacy over time bars using EURUSD quote ticks from 2022–2023. Because spot FX quotes lack consolidated traded volume, the authors show that several nominal volume and…
The article describes a custom trailing stop that combines reservoir sampling with a linear regression filter. The reservoir keeps a fixed-size, probabilistically representative sample of incoming prices, limiting memory use while providing a base price for…
This article describes a proposed S&P 500 Expert Advisor that combines a linear regression forecast with trend-following technical filters. It uses historical prices from a selected group of large index constituents as inputs to an ordinary least squares…
In this interview, Automated Trading Championship participant Berron Parker describes developing Expert Advisors and the lessons he drew from trading them. He recounts growing and then losing a small account after failing to monitor the EA, attributing the…
The article explains how Gaussian, Gaussian mixture, and variational Gaussian hidden Markov models can describe financial time series as observations generated by unobserved market states. It covers model assumptions, emission distributions, covariance…
This article outlines a workflow for using Rattle, a graphical interface to R statistical tools, to explore classification models for predicting whether currency prices will rise or fall. It distinguishes classification targets from price forecasting: the…
This article explains how an MQL5 detector can collect structured data from complex chart objects for use in rule-based trading systems. It covers Fibonacci retracements, fans, arcs, and time zones, along with equidistant channels and Andrews pitchforks. The…
The article explores ways to turn moving averages into visual trading signals. It begins with price crossing an average as a possible trend change, then uses the average as dynamic support or resistance: a bar that tests the line but closes back on its…
This article turns an Adaptive SuperTrend indicator into a self-contained MQL5 expert advisor. The indicator combines SuperTrend with divergence from either MPO4 or RSI; when opposing divergence appears, an optional adjustment shrinks the ATR multiplier to…
This guide demonstrates how to inspect, test, and modify MetaTrader 5’s BullishBearish MeetingLines Stoch Expert Advisor. The default program looks for Three Black Crows and Three White Soldiers patterns, then confirms them with Stochastic readings. The…
This article describes adding a Donchian Channel breakout strategy to a candlestick trend-constraint Expert Advisor. The channel’s upper and lower bands represent the highest high and lowest low over a specified lookback, with a middle line at their average.…
In this interview, Mariusz Zarnowski discusses his development as an automated forex trader and his 2012 Automated Trading Championship system. He describes moving from single-currency Expert Advisors to multi-currency systems, with different moving-average…
The document describes a trend indicator that combines a modified On-Balance Volume series with Supertrend levels and a volatility-based adjustment. OBV supplies the input used to make the trend calculation more responsive, while a volatility factor changes…
The article explains the Deep Momentum Network (DMN) approach to multi-asset trend following. Rather than predict returns and determine portfolio weights separately, the model outputs each asset’s next-period position, bounded between long and short…
This short description covers an alert-enabled Kijun-sen indicator from the Ichimoku system. It defines the line as the midpoint between the highest high and lowest low over a user-selected period. A candle crossing the line may suggest a change in trend;…
The Relative Volatility Index (RVI) estimates whether volatility is associated with rising or falling prices. It calculates price standard deviation over a chosen period, assigns that volatility to an upward or downward component based on the close-to-close…
BB MACD is described as a MACD variation displayed in a separate chart window with two lines and colored dots. A change from magenta dots to green is presented as a buy signal, while green changing to magenta is presented as a sell signal. The distance…
This EA combines Andrews Pitchfork with two moving averages and is described as trading in the direction of the pitchfork trend. The pitchfork is intended to act as a filter alongside the moving averages. The EA also lists trailing stops, take-profit and…
The core screen selects Chinese stocks with turnover between 3% and 12%, a positive product of daily price change and very-large-order net flow, and a weekly price cross above the 30-week moving average. This combines a turnover range, a directional flow…
The document outlines an Ichimoku system that combines a Tenkan-sen/Kijun-sen crossover with a price move through the Kumo cloud. Long entries require an upward crossover and a close above the cloud within four periods; short entries use the reverse…
This indicator colors candlesticks according to whether price action aligns with a trend signal based on price breaking through the Ichimoku Kijun Sen line. Candles considered with the trend receive a bright fill, while candles moving against the trend…
This stock selection method combines daily amplitude above 1, a positive weekly MACD histogram, and a prior-day closing price above the 250-day moving average. Its proposed refinement adds a market capitalization threshold above 2 billion and suggests…
The document describes an oscillator based on Mel Widner’s Rainbow Average, which it compares with the Guppy multiple moving average. Its main stated purpose is to indicate market trend. It also says the oscillator’s levels adjust with market conditions and…