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 explains how to build a trade journal that transfers MetaTrader order and position data to Google Sheets. The workflow uses a spreadsheet with defined trade fields, a Google Apps Script web endpoint to accept HTTP POST requests, and a MetaTrader…
The article walks through training a RandomForestRegressor in Python and deploying it in MetaTrader 5 through ONNX. It uses hourly EURUSD close prices, turns a rolling history of 100 observations into features, and labels each sequence with a later close…
This article outlines an MQL5 expert advisor for trading breakouts from the range formed before the London session. It measures the pre-session high and low, validates the range against minimum and maximum size thresholds, and places buy-stop and sell-stop…
The article explains self-organizing, or Kohonen, maps and applies them to a trading model that compresses several price features into a one-dimensional output. It distinguishes historical input data from the future value being estimated, then describes an…
This article presents a modular Expert Advisor framework with configurable trade size, take-profit, stop-loss, trailing stop, slippage, and entry-condition switches. It explains how an EA can initialize parameters, check for a signal when no order is open,…
This article explains Reversible Instance Normalization (RevIN), a method for handling distribution shifts in time-series forecasting. For each input sequence, the method removes its mean and scales by its standard deviation so a model can focus on local…
This beginner-oriented guide outlines a learning path for developing automated trading programs in MQL5. It recommends combining the MQL5 community’s documentation, books, code examples, forums, and development services with MetaTrader 5’s editor and…
The article explains Market Profile as a way to organize activity by price and time, helping traders interpret areas of balance, control, and possible supply or demand. It defines concepts including initial balance, range extension, value area, point of…
This article questions conventional interpretations of classic price–oscillator divergence, including the idea that larger divergence classes necessarily signal stronger reversals. It reviews common bullish and bearish patterns, discusses how MACD and its…
This article applies order theory to selecting steps in a trailing-stop process. It distinguishes partial orders, which allow some elements to remain incomparable, from linear orders, which require every element to be comparable. The author argues that…
This introductory article presents automated Expert Advisors as two components: an order system that manages trade operations and a trigger system that decides when to act. It recommends building and manually testing the order system first, including chart…
Andrea Zani describes AZXY, an Expert Advisor built for the 2011 Automated Trading Championship. It uses the previous day’s minimum and maximum prices, together with patterns compared against prior-year patterns, to choose a buy or sell direction. The system…
The article concludes an implementation of a Seasonal Convolutional Neural Network for financial time-series forecasting. The model separates long-term, seasonal, and short-term components through normalization and seasonal transformations, then combines…
The article describes extending a Python-based MetaTrader 5 strategy tester to handle data for multiple instruments and timeframes. It introduces a history manager that fetches bars or ticks for a set of symbols, stores historical data locally, and supports…
The article explains how to read patterns in currency baskets using a combined Williams Percent Range oscillator, rescaled from -100 to 100. It distinguishes dynamic entries taken before a candle closes from entries confirmed at the close. The author…
The article describes a daily contrarian strategy based on the previous session’s high and low. A break above the prior high triggers a short targeting the prior low; a break below the prior low triggers a long targeting the prior high. It presents this…
This programming tutorial develops an MQL5 indicator that displays Average True Range values for the chart symbol and up to five additional symbols. Users specify the symbols and horizontal reference levels as inputs. The indicator checks symbol…
The article presents a semi-automated pipeline for sending voice trading commands to a MetaTrader 5 terminal remotely. A Telegram bot receives voice notes, transcribes them with Google speech recognition, parses a command, and places it in a Python queue. A…
The article describes adding portfolio-level correlation checks to a multi-symbol Expert Advisor. The system calculates a Pearson correlation matrix from recent closing prices and evaluates each proposed trade against existing positions before execution. It…
The article frames trend-system design around three practical challenges: recognizing a trend after confirmation delay, setting a profit objective before entry, and deciding whether a pause signals trend failure or a temporary flat period. It then presents…
The article extends a Python trading simulator designed to reproduce parts of the MetaTrader 5 interface. It explains how to retrieve historical ticks and bars and describes wrapping many built-in functions for symbol data, orders, positions, account…
The article explains MACD as the difference between faster and slower exponential moving averages, paired with a smoothed signal line; the histogram represents their difference. It gives the conventional default periods and walks through the calculation…
The article describes an MQL5 detector for double tops and bottoms that separates higher-timeframe market context from trade timing. A swing engine classifies trend and supplies confirmed swing points on a configurable swing timeframe. The detector checks…
This article surveys short-term forex entry and exit tactics based on price breaks, trendline crossings, support and resistance, corrections, and gaps. It discusses staging entries around a breakout and adding to positions during a pullback, while noting…