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.
4,574 documents
This article presents a framework for evaluating whether price accepts or rejects a previous trading session’s high or low. It combines those boundaries with the Candle Pressure Index (CPI), a measure based on a candle’s close within its high-low range and…
The article describes a Monte Carlo layer for a multifractal model of asset returns. It takes fitted parameters, including the Hurst exponent, a distribution choice, and sample volatility, then runs many independent simulated paths over a chosen forecast…
This article explains an Expert Advisor that visualizes the Asia, Tokyo, London, and New York trading sessions on a MetaTrader 5 chart. It uses broker-server time to draw session ranges and display each session’s open, high, low, and close. On-chart controls…
Explore, Discover and Learn (EDL) is an unsupervised skill-learning method for hierarchical reinforcement learning. It addresses limited state coverage in approaches that train skills from a prior distribution. EDL first gathers a broad sample of environment…
This experiment adds features from a fixed three-qubit circuit to a bidirectional LSTM that predicts the next EURUSD hourly candle’s direction. Recent-window mean return, volatility, and range determine rotation angles; linked qubits produce an eight-outcome…
This article describes an experimental machine-learning system for forecasting movement across eight currency pairs on a 15-minute timeframe. It combines four groups of inputs: 3D-bar features derived from price, time, volume, and volatility; a quantum…
The article presents Temporal Query Network (TQNet), a neural architecture for forecasting multiple related time series. Its attention layer forms queries from trainable vectors that are shifted periodically through time, while keys and values come from the…
This tutorial explains how to implement local stop losses in an MQL5 Expert Advisor. Instead of sending a stop price to the broker, the EA stores it on the trading terminal, checks quotes on each tick, and closes a position with a market order when the…
This article describes a MetaTrader 5 scalping system that combines order-flow imbalance with technical filters. The EA compares buying and selling volume over a recent window, then checks trend strength, price relative to moving averages, RSI, and Bollinger…
The document explains a reusable MQL5 engine for calculating session VWAP and volume-weighted deviation bands. It uses each bar’s typical price, weights it by tick volume, and accumulates values from midnight in broker server time. A two-pass calculation…
The document describes an approach to refreshing Expert Advisor parameters while a market is running. An indicator reproduces the EA’s trading rules, tracks virtual trades, and tests multiple parameter sets in parallel. The EA reads each tester indicator’s…
The article describes an indicator that maps prime-number density around converted market price levels to colored chart zones. It explains scaling fractional quotes into integers, choosing a search radius, precomputing primes with the Sieve of Eratosthenes,…
The article compares three MetaTrader 5 tester modes using a range breakout Expert Advisor on EURUSD H1 over the first half of 2016. The strategy tracks whether ticks after a range break occur more often above or below the broken level, enters in that…
The article recounts the development of MetaTrader’s trade-copying Signals service, emphasizing product choices intended to make copy trading accessible while limiting subscriber risks. Signals were ordered using a quality rating, some subscriptions could be…
The article describes a trading decision architecture in which three language-model analysts review the same market briefing from different roles: bullish, bearish, and risk-focused. A fourth model acts as an arbiter. Its stated rules force a hold when the…
This article proposes opening a daily hedge across GBP/JPY and EUR/JPY, using EUR/JPY as the base position and GBP/JPY as the offsetting position. A TD Sequential signal supplies the directional bias, and the author suggests requiring strong positive…
This article describes an adaptive trend-following system that begins by estimating an instrument’s power spectral density. It favors parametric spectral analysis, particularly the maximum entropy method, to guide the design of digital filters for market…
The article develops a method for estimating whether signals from a moving average crossover are likely to be profitable. It builds on a more responsive crossover using separate moving averages on opening and closing prices, then compares prediction of the…
This installment lays the software foundation for an MQL5 Expert Advisor based on Envelopes trend-bounce scalping. The described signal concept buys when price reaches the lower Envelopes band during an uptrend and sells at the upper band during a downtrend,…
This article introduces Transformer architecture and focuses on the Temporal Fusion Transformer (TFT) for multi-horizon time-series forecasting. It describes attention, parallel training, positional information, and differences among encoder, decoder, and…
This article adapts an online analytical processing library for quote data as well as trading records. It separates shared cube components from trade-specific selectors and records, then adds tools for grouping observations by month or weekday, calculating…
The article presents an MQL5 indicator intended to automate the drawing and classification of support and resistance. Its method scans a configurable number of candles for extreme turning points, then looks for additional tests near those prices, using a…
The article argues that a model’s forecasts may be difficult to compare directly with observed prices because predictions and targets can occupy differently transformed coordinate spaces. It explains this idea through a geometric interpretation of linear…
The article describes adding divergence signals to a trend-constrained trading expert advisor. Regular bullish divergence pairs lower price lows with higher indicator lows, while regular bearish divergence pairs higher price highs with lower indicator highs.…