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 describes a money management method that uses a Fenwick tree to organize recent volume data and compare volume across portions of a lookback window. It outlines four proposed sizing modes—linear, conservative, aggressive, and mean-reversion—and…
This article describes a self-adapting trading algorithm that analyzes price in variable-sized blocks and opens positions in linked series. Its central addition is a rule for starting another series while an earlier one remains open: the prior series’…
In this 2011 interview, Sergey Nikitin describes the Expert Advisor that was leading the Automated Trading Championship during its second week. It traded EURUSD and EURJPY, used daily charts to determine trend, and relied on trend-watching indicators.…
The document describes an MQL5 framework for managing related open positions as a single basket. Positions are grouped by an identifier in their comments, then scanned to calculate leg count, long and short volume, aggregate floating profit and loss, and…
Sergey Pankratyev describes the design of his Automated Trading Championship robot, which trades twelve currency pairs through a single complex EA. It uses technical analysis and market reaction data, with parameters adjusted from trade entry and exit…
The article describes martingale approaches that add to losing positions, either by increasing trade size or scaling into a position at improving prices. The aim is for a later favorable move or pullback to recover earlier losses. It suggests that strict…
The article explains how to prepare MetaTrader 4’s visual strategy tester for manual trading experiments. It describes installing the vHandsTrade expert advisor and its supporting files, compiling the advisor, and enabling chart shift so its controls have…
This article describes a MetaTrader panel for estimating how signal-provider trades would scale on a subscriber’s account. Users can set balance, account currency, leverage, and deposit load; the calculator then displays available signals ordered by copy…
The article proposes a nonlinear regression equation for forecasting prices from two prior observations. Its seven terms combine linear and squared price inputs, a difference representing momentum, a sine component intended to capture cycles, and a constant.…
The document describes an MQL5 Expert Advisor that uses automatically detected swing highs and lows to calculate Fibonacci retracement levels and projected extension targets. It focuses on a retracement entry, typically at 61.8%, and uses swing structure to…
This article introduces graphical panels as interfaces for trading actions and account information in MetaTrader 5. It surveys built-in Panels and Dialogs controls, including labels, buttons, editable fields, check boxes, and dialogs, then walks through a…
This article explains a classic hedge cycle that alternates buy and sell positions after each stop loss. Each new position doubles the previous lot size, aiming for a fixed net gain when price eventually reaches one of two take profit levels. The author also…
The article presents a modular way to organize an automated trading system in MQL, a language the author says lacks a built-in object-oriented model for this purpose. It separates the system into signal modules that interpret quotes and indicators, entry and…
The article applies category theory concepts to an MQL5 money-management example. It treats monoids as rule-based selectors for choices such as timeframe, lookback period, applied price, and indicator. Their selected values, together with a normalized…
The article introduces EA Tree, a graphical tool that creates MQL5 Expert Advisors by connecting typed boxes for indicators, functions, values, conditions, trade actions, and money management. It explains how outputs connect to compatible inputs and how…
This document explains the MetaTrader signal-copying workflow between a provider’s account and a subscriber’s terminal. A provider’s trades are read through an investor password, relayed by signal servers, then placed through the subscriber’s broker;…
The article describes an Expert Advisor that represents swings, Fair Value Gaps, Order Blocks, and liquidity pools as nodes in a directed graph. It assigns edge capacities using tick volume, prior price reaction, distance, and structure type, then applies a…
The article develops a MetaTrader Expert Advisor that combines Heikin Ashi candles with fractal swing points to identify breakouts. A bullish candle with no lower wick closing above a recent swing high triggers a long setup; a bearish candle with no upper…
This installment analyzes a simple grid strategy that adds positions at fixed price intervals, increasing each new order’s size by a multiplier. It explains how weighted average entry price determines breakeven and how the chosen direction, initial lot size,…
The article describes a cross-platform Expert Advisor for MetaTrader 4 and 5 that uses a trader-defined entry and stop-loss level to calculate position size from a fixed dollar or percentage risk budget. It also sets a take-profit level from a configurable…
The article describes a multi-symbol Expert Advisor that adjusts risk and trade parameters according to volatility. It uses ATR to inform stop placement and classify volatility into high, moderate, and low risk tiers, with position size derived from account…
The article describes a gold-focused Expert Advisor intended to enforce prop firm rules while trading a breakout strategy. It checks available headroom against daily and overall drawdown limits before entering a trade, caps per-trade risk and loss, uses ATR…
This installment describes practical changes to a MetaTrader Expert Advisor, including a compile-time option to remove the chart trading panel while retaining user inputs for order volume, profit target, stop loss, and day-trading mode. It also adds…
This article develops an intraday breakout system that uses the first confirmed Bill Williams fractal high and low after a session opens as entry boundaries. It explains the confirmation delay and uses five-minute bars to avoid treating very short-term…