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
The article examines how uneven bullish and bearish labels can bias financial classification models toward the more common class. It illustrates the issue with daily candle direction counts across several instruments and a USDJPY Random Forest example.…
The article develops ten rule-based patterns combining the DeMarker oscillator with Envelope bands. Examples include fading a move that crosses a band and returns inside when DeMarker is extreme, following consecutive closes outside a band when momentum…
The article outlines a computer vision workflow for classifying EURUSD price direction from OHLC time series. It retrieves hourly data from MetaTrader 5, forms rolling windows, scales each window, and labels it according to whether the closing price is…
The article turns the Oops gap reversal pattern into an MQL5 Expert Advisor. A bullish setup begins when a bar opens below the prior bar’s low by at least a configured gap threshold; a bearish setup mirrors this above the prior high. The EA stores the gap…
This article explains how correlation between price and time can quantify the direction and strength of a market move. It introduces Pearson correlation on raw values, Spearman correlation on ranks, Kendall’s rank measure, and Fechner’s sign-based measure. A…
This article describes an automated process for periodically optimizing a MetaTrader 4 Expert Advisor and updating its live parameters. A separate tester terminal runs an optimization over recent historical data, writes a report, and the main terminal…
This article extends a brute-force method for finding trading patterns in currency data. It expands a polynomial signal’s inputs from close-open changes to several combinations of each bar’s open, high, low, and close, allowing coefficient combinations to…
The article presents a Python and MetaTrader 5 workflow for applying Value at Risk (VaR) and conditional VaR to Forex positions and multi-currency portfolios. It outlines parametric, historical, and Monte Carlo calculations, then describes minimizing…
This article describes a machine learning workflow for representing single-candle market data with UMAP, a nonlinear dimensionality reduction method. It builds ten features from price changes over a chosen horizon and from the candle’s open, high, low, and…
The document describes an Expert Advisor that converts three types of price zones into rule-based trades: displacement candles, market-structure transitions, and liquidity sweeps. Displacement zones use candle range relative to ATR, body size, overlap, and…
The document introduces deep double descent, a pattern in which test error can initially fall, rise near a model’s ability to fit the training data, and then fall again as training continues. It contrasts this with the usual overfitting picture and examines…
The document turns a rolling Fibonacci retracement level into supervised-learning targets. For classification, it compares a later price with the current price and a level calculated from a recent high-low range, assigning bullish, bearish, or no-hit labels.…
The document explains univariate time-series forecasting with ARIMA, whose autoregressive, differencing, and moving-average terms are set by the orders p, d, and q. It describes choosing these terms with PACF and autocorrelation plots and checking…
This article describes a data-driven way to choose RSI entry zones for a forex strategy. It groups RSI readings into ten bands, labels whether price rises or falls over a future horizon, and aggregates those outcomes by band to estimate likely direction. The…
This interview describes a forex Expert Advisor built around virtual grid orders and position averaging. The trader opens in the direction opposite the latest price movement, adds to losing positions at progressively smaller price intervals, and expects a…
This article describes an Expert Advisor that plots and monitors price levels derived from Quarters Theory, a framework that divides price ranges into major whole numbers, large and small quarters, and overshoot or undershoot zones. The EA checks each tick…
The article builds an MQL5 workflow for comparing trade returns from two date windows using the Mann–Whitney U test and box plots. It explains why means and t-tests can be misleading when trade returns are skewed or contain extreme losses. The rank-based…
The article outlines an architecture for automating optimization of one trading strategy across several symbol and timeframe combinations. It organizes work as a hierarchy: a project contains stages, stages contain jobs, jobs contain optimization tasks, and…
The article describes an MQL5 strategy that fits a least-squares regression line over a configurable bar window and places parallel bands at a chosen standard-deviation distance. It activates a channel only when the absolute regression slope clears a…
In this interview, Automated Trading Championship winner Olexandr Topchylo discusses automated trading, investor accounts, and lessons from competition. He describes using neural-network-based Expert Advisors, but cautions that neural networks are complex…
The article investigates whether a multi-currency Expert Advisor produces comparable backtest results on quote histories from different brokers. The EA’s entry logic uses tick volume to determine when a signal occurs, while the candle’s open and close…
Achmad Hidayat describes Super-G, an automated Forex system built for the 2012 trading championship. It combines MACD, Stochastic Oscillator, Parabolic SAR, and Momentum signals to open positions across multiple currency pairs, with a trailing stop intended…
The article explains how to add compact charts for several trading symbols inside one MetaTrader 5 chart, as part of a news trading Expert Advisor. It presents a reusable class for creating and managing chart tiles, resolving broker-specific symbol names,…
In this interview, Boris Odintsov describes an Expert Advisor built around short-term market movements, statistical analysis, and limit orders that adjust dynamically with price. He says the entry logic assesses short-term direction using a moving average…