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 describes a retail Expert Advisor that trades relationships among three currency pairs using a grid of pending orders. It frames the method as an alternative to capturing fleeting triangular arbitrage: instead of waiting for a perfect pricing…
This article presents a modular approach to detecting geometric structures in price data, focusing on triangles and rectangles. It motivates automation as a way to replace manually drawn chart objects with repeatable rules, using swing highs and lows as…
The article describes “liquid charts,” which rebuild bars on a chosen trading timeframe from smaller-period price data. By shifting the bar boundaries, the method produces alternate views of price action that can reveal different candle shapes and patterns.…
The document presents an inverse fair value gap strategy for an MQL5 expert advisor. A fair value gap is defined as a three-candle imbalance; the inverse setup looks for price to revisit the latest gap and pass through it rather than react as expected. That…
The document explains how to build an MQL5 heatmap that summarizes average bar returns by weekday and hour. It defines each bar’s percentage return from consecutive closes, excludes weekend bars, and aggregates observations into a five-by-twenty-four grid.…
The article evaluates whether MACD values help predict EURUSD price direction or future levels, and explores using machine learning to address the indicator’s lag. It describes collecting one-minute quotes and MACD main and signal values, creating future…
The document explains two statistical arbitrage approaches for trading related currency pairs: correlation and cointegration. In the correlation method, traders select historically related pairs, monitor changes in their correlation, and enter opposing…
This article describes an MQL5 Expert Advisor that monitors horizontal support and resistance lines drawn manually on a chart. The trader remains responsible for identifying and placing levels; the EA synchronizes selected lines, tracks their prices on each…
The article derives cycle-level payoff calculations for grid and martingale systems, then discusses simple implementations intended to compare those calculations with trading results. A grid places orders at intervals around a reference price and uses size…
This article explains how to make a previously static MQL5 trading panel respond to user actions and changing prices. It describes updating bid, ask, and spread labels on each tick, converting prices to strings with symbol-specific decimal precision, and…
The article surveys common evaluation and funded-account rules at several proprietary trading firms and suggests using them as benchmarks for retail or algorithmic trading. It discusses absolute, daily, and trailing drawdown limits; staged profit targets;…
The article presents an MQL5 framework for allowing signals or orders only during chosen time windows. It combines fixed clock hours, market-session boundaries, and an optional economic-calendar filter in a shared time-filter context, with configurable…
This article outlines a proposed trading system that divides work between Python and MetaTrader 5. Python handles market data preparation, features, model training, and signal generation; MetaTrader 5 supplies live data and executes orders. Separate threads…
The article develops a post-impact news trading concept to complement a strategy that places pending orders before a release. It focuses on studying price behavior after Non-Farm Payroll announcements, using historical minute charts and a MetaTrader strategy…
The article presents a reproducible workflow for checking MetaTrader 5 M5 history before backtesting. A Python exporter connects to broker terminals one at a time, checks terminal identity, resolves broker-specific symbol names, and caches the retrieved…
The article describes an indicator and trading system that automatically draws support and resistance lines from local price highs and lows detected with the ZigZag indicator. It selects candidate turning points, then filters lines using segment proportions…
This article compares MetaTrader 4 genetic optimization with direct exhaustive search for a MACD-based Expert Advisor whose inputs include stop loss, take profit, trailing stop, and signal filters. It reports three EURUSD hourly tests over a two-year period,…
This document explains how an MQL5 Expert Advisor can read account and instrument properties needed for money management. Account queries provide balance, equity, used and free margin, floating profit or loss, deposit currency, leverage, Stop Out threshold…
This article outlines an MQL5 expert advisor that uses a neural network to generate buy or sell signals from moving averages, RSI, and ATR. The network has input, hidden, and output layers, uses sigmoid activation, and is trained through backpropagation. The…
The article presents Exploratory Data for Offline Reinforcement Learning (ExORL), a framework that focuses on how training data is collected rather than proposing a new policy algorithm or network architecture. It outlines three stages: gather unlabeled…
The article describes using archived economic calendar data to build signals for a wizard assembled Expert Advisor. Its example focuses on relative inflation readings for the currencies in GBPUSD, with the aim of using economic releases as a fundamental…
This article develops an MQL5 library collection for working with signals available through the MQL5.com Signals service. The collection is intended to hold signal objects so users can search and sort them by attributes, filter free and paid offerings, and…
The article explains how to build a local Model Context Protocol server that lets compatible AI clients request data from, and send trading operations to, a MetaTrader 5 terminal. It describes a four-part structure: mappings between readable labels and…
The author argues that complex processes may contain detectable structure and recounts an earlier attempt to forecast lottery outcomes as motivation for searching for patterns in markets. For Forex, the article recommends observing several short-term charts…