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 plan the second and third stages of an automated optimization pipeline for a multi-currency Expert Advisor. The pipeline stores optimization tasks for sequential execution in the Strategy Tester. In the second stage, parameter…
The article presents an MQL5 dashboard that evaluates closed trading history using expectancy and a Trade Quality Score. Its motivation is that win rate alone can mislead: it ignores the relative size of wins and losses, and an identical rate carries…
The article explains number walls, a matrix method for examining sequences and deriving recurrence relations. Repeated application of a cross rule fills the matrix; rows of zeros indicate that a sequence can be represented by a finite relation among earlier…
The article explains least-squares support-vector machines for time-series regression and describes how lagged observations form predictor vectors for forecasting. LS-SVM replaces a constrained nonlinear optimization with a linear system whose kernel matrix…
The article introduces chronological validation for machine-learning models in trading and explains why ordinary shuffled cross-validation can leak future information into training. It outlines a workflow using historical EUR/USD data: create differenced…
The article describes a proposed analysis of consecutive Forex price movements for Fibonacci relationships in both price size and elapsed time. Its method filters small fluctuations into directional moves, compares adjacent moves with Fibonacci ratios or…
The article explores whether US and Japanese 10-year government bond data can help forecast USDJPY. It compares three predictor sets: currency OHLCV alone, bond OHLCV, and a combined set. The target is a future USDJPY close, and the workflow includes joining…
This article explains how to create non-standard charts in MetaTrader 4 by generating and updating offline history files with MQL4. Its examples cover an offline chart on a custom period, Renko bricks formed from incoming quotes, and a synthetic USD index…
The document explains a basic MQL5 Expert Advisor that uses Parabolic SAR to choose trade direction. It compares the prior completed candle’s close with the indicator: a close above SAR prompts a buy, and a close below prompts a sell. The EA checks that no…
The article tests random-entry forex strategies that exit with a trailing stop, then interprets how performance differs across EURUSD, GBPUSD, and USDJPY. It scales stop distances to recent daily candle ranges and averages results over many random entry…
The article describes rules for constructing a non-redrawing micro-trend indicator from bar highs and lows. Rising or falling sequences define directional swings; inside bars are excluded, while outside bars are handled according to direction. Reversals mark…
This installment describes changes needed to adapt a MetaTrader 5 market replay system, originally built around Brazilian exchange data, to Forex. It contrasts exchange feeds that provide last-trade prices and volume with Forex data that may lack both and…
The article explains how to automate support and resistance lines from the two nearest upper and lower fractals, comparing implementations in MQL4 and MQL5. It describes finding fractal bars, retrieving their prices and times, refining daily-chart extremes…
This article describes an MQL5 Expert Advisor for detecting, charting, and trading bullish and bearish Cypher harmonic patterns. It defines five alternating swing points, X through D, and validates their geometry with Fibonacci relationships: B retraces part…
This article explains how to build an MQL5 dashboard that displays Relative Strength Index readings for multiple Market Watch symbols and timeframes. It outlines a layout with a main control, timeframe buttons, symbol buttons, and a footer, then describes…
The article outlines a workflow for developing a deep-learning trading bot around MetaTrader 5. It describes connecting Python to the terminal, downloading tick data, converting ticks into price data, and using those records to train a neural network. It…
This article explains how to connect an existing MQL5 expert advisor interface to data and trading functions. It describes filtering the server’s symbols, selecting forex markets for Market Watch, creating Stochastic indicator handles for a chosen timeframe,…
The article presents TimeGPT, a compact transformer-style model implemented for MetaTrader 5 to forecast price changes over 24 bars. It describes storing calculations in matrices, normalizing historical price changes, and mapping them into a 256-value token…
This article describes an MQL5 system for finding bullish and bearish Gartley formations from five successive pivot points, X through D. It defines the pattern with Fibonacci relationships: B retraces about 0.618 of XA, C retraces 0.382 to 0.886 of AB, and D…
The article develops an MQL5 class modeled on Python’s Pandas DataFrame to collect, inspect, transform, and export data for machine learning. It stores tabular data in a matrix and tracks column names separately. Because the implementation holds numeric…
The article describes extending the DoEasy library so a custom indicator can display a standard indicator calculated for a different symbol and timeframe. Its example uses the Accelerator Oscillator, with buffer properties recording indicator identity,…
The article outlines a multi-currency Expert Advisor that trades with Buy Stop and Sell Stop orders. Its configurable controls define when a session starts, when new pending orders stop being placed, and when trading ends; at the end of the session, the…
The article explains how to build a MetaTrader 5 dashboard that compares relationships among selected instruments. It computes simple returns from recent closing prices, calculates pairwise Pearson correlation coefficients, then presents the values in a…
The article explains the Relative Strength Index, its smoothed gain and loss calculation, and common interpretations such as overbought and oversold levels, divergence, failure swings, and trend range shifts. It then presents a mean-reversion setup using an…