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
In this interview, Automated Trading Championship participant Ge Senlin describes the design and testing of his multicurrency Expert Advisor. The EA adds volume to losing positions and waits to close positions at a profit, while also monitoring account-level…
This article describes expanding an on-chart expert advisor for manual strategy testing in MetaTrader 5. It adds controls for changing position size during a test, submitting buy and sell stop or limit orders at user-adjusted prices, and managing individual…
This article describes adding a fixed fractional money management scheme to an existing MQL5 trading system that uses fixed lot sizes. Position size is scaled in proportion to account equity and trade risk per contract, so the amount risked is intended to…
The article presents a multi-symbol trend-following system built around fast and slow EMA crossovers, with the slow average providing trend direction. An ADX threshold filters out range-bound conditions. Position size is set from account equity and a fixed…
The article builds a gold volatility monitor by comparing near-the-money implied volatility from GLD options with recently realized volatility, aligned to a 30-day horizon. It describes implied volatility as the movement embedded in option prices and…
In this interview, an Automated Trading Championship participant describes a Forex Expert Advisor based on breakouts of levels from the Folding Rule, a simplified wave-analysis method. The robot combines those levels with an ABC formation and money…
The document outlines a Python workflow for studying forex trends using historical data from MetaTrader 5. It identifies local highs and lows with a centered rolling window, alternates successive extremes to form uptrends and downtrends, and records each…
In this 2011 interview, Automated Trading Championship participant Andrei Moraru reflects on how his trading approach changed over several years. He says he came to favor simpler systems, pay closer attention to position size, and avoid using indicators as…
The article presents a tool for comparing available trading signals using five criteria: account leverage, weekly account growth, maximum drawdown, return on investment, and signal age. Each criterion contributes a score to a combined rating. The proposed…
This MQL5 prototype separates trade sizing from signal generation and uses trade outcomes expressed as R-multiples: realized profit or loss divided by initial monetary risk. From those outcomes, it calculates distribution and downside statistics, estimates a…
The article explains how to combine several strategies and symbols in one MetaTrader 5 Expert Advisor (EA) to assess their performance together. It organizes each strategy’s symbol-specific settings and indicator handles in arrays, then processes them in…
The article describes an MQL5 money management class that combines a one-level Haar wavelet filter with an LSTM network to scale position size in volatile, trend-oriented markets. The wavelet step transforms recent log returns into approximation and detail…
This article presents an automated grid scalping approach that adds buy or sell orders at set price intervals and increases position size after losses in an effort to recover prior losses. The MQL5 implementation is described as using configurable grid…
This article adds margin affordability checks to an Expert Advisor that already sizes positions from a risk percentage and an ATR-based stop. It distinguishes the planned loss if a stop is reached from the margin committed when a trade opens. Tight stops can…
The article explains how an Expert Advisor can pass trade instructions from signal generation to position management and order execution. For single-position swing trading, it uses one integer to encode buy, sell, or no action; when openings and closings are…
The article offers a risk-focused framework for evaluating copy-trading signals using four views: time spent in the market, drawdown, deposit load, and maximum favorable and adverse excursion distributions. Activity indicates how continuously the account is…
This article explains a reusable MQL5 engine for scaling out of positions at configurable profit targets. Each ladder rung specifies an R-multiple trigger, a percentage of the original entry volume to close, and an optional instruction to move the stop to…
This tutorial explains how to make an on-chart MQL5 trade panel respond to user input. It uses the chart event handler to detect clicks, removes and restores the interface through helper functions, and connects controls such as order-type selectors and…
This article presents a MetaTrader template that runs separate virtual experts for different symbol and timeframe combinations, with each configuration stored in text files. A supervising EA reads those files, creates or removes virtual charts and experts as…
This article extends a base risk manager into a subclass for algorithmic trading systems. It describes an interface that lets an Expert Advisor check whether new trades are permitted, and adds controls for order slippage and spread when opening positions.…
This article develops the foundational structure of an MQL5 risk management class. It organizes risk settings into enumerations and a shared loss and profit structure, with options for fixed monetary limits or percentages applied to account measures such as…
The article describes an MQL5 Expert Advisor designed to enforce account and trading limits rather than generate entry signals. Its proposed controls include daily, weekly, and monthly profit or loss thresholds, position size and exposure limits,…
The article translates Larry Williams’ volatility breakout idea into an automated trading system. At the start of each day, the system measures the previous session’s high-low range, then places potential entry levels above and below today’s open using…
The article turns Larry Williams’ Hidden Smash Day pattern into explicit Expert Advisor rules. A setup is identified on a completed bar, then requires the next bar to close beyond the setup bar’s high for a long or below its low for a short. The EA reads…