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 describes ways to label historical data for machine-learning trend strategies. Its basic method smooths closing prices with a Savitzky–Golay filter, estimates trend direction from the smoothed series, and normalizes the gradient by rolling price…
The article proposes a quick visual workflow for evaluating trading ideas. A trader adds buy and sell signals to an indicator, then uses a balance indicator to display simulated entries, exits, balance, and equity on the same chart. The author illustrates…
The article explains how Fibonacci retracements measure how much of a prior price swing has been recovered, while extensions project levels beyond that swing. It describes calculating these levels from swing points and shows how the resulting ratios help…
The article explains double top and bottom patterns as repeated tests of a resistance or support area that fail to break through, potentially helping a reversal develop. It compares three entry approaches: trading a neckline break, entering after a return to…
The article outlines an MQL5 Expert Advisor for the Profitunity approach, combining Bill Williams’ Fractals, Alligator, Awesome Oscillator, and Accelerator Oscillator. It describes the indicators’ roles: fractals mark local extremes, the Alligator’s moving…
The article addresses the challenge of choosing a technical indicator’s lookback period: short periods can react to noise, while long periods may lag. It proposes feeding readings from many periods into a dimension reduction method, focusing on UMAP to…
The article explains the Opening Range Breakout approach and demonstrates how to automate it with an MQL5 expert advisor. The EA records the high and low of an initial session candle, then looks for a bullish candle close above the high or a bearish close…
The article introduces Go-Explore as a reinforcement learning approach for problems with sparse rewards and difficult exploration. Rather than immediately optimizing a policy, it first explores and archives visited states and the action paths used to reach…
The article explains how to adapt MQL5 Wizard-generated expert advisors to trade multiple currency pairs. It contrasts parallel entries across a predefined symbol portfolio with a sequential approach that uses cross-pair relationships to guide follow-on…
The article outlines an MQL5 expert advisor that trades pin-bar patterns and can add positions when price moves against the initial trade. It describes identifying pin bars relative to a support or resistance reference derived from the prior H4 candle’s…
This article outlines a machine learning pipeline that converts market data into RGB images for neural network analysis. Price, technical indicators, and oscillators are assigned to color channels, with candlestick shapes added to represent candle patterns.…
This article describes a class-based approach to money management for Expert Advisors designed to work across MQL4 and MQL5. A shared base class calculates and returns trade volume, while derived classes implement different sizing rules. The article details…
This beginner tutorial introduces MQL5 concepts used when building scripts and Expert Advisors. It explains predefined variables such as the current symbol, chart period, price precision, and minimum price increment, and shows how these values can inform…
This article sets out a reproducible study of whether forex weekend gaps return to the preceding Friday close. It defines gap size in pips, identifies a fill when price reaches that close, and measures elapsed time from Monday’s open to the first fill. The…
The article describes an MQL5 indicator that detects the price gap between Friday’s close and Monday’s open, tracks the gap, and signals when price has crossed back through the full gap area. It distinguishes upward-opening gaps that fill on a downward…
The article explains a classic grid approach for both long and short trades, then describes automating it as an MQL5 Expert Advisor and reviewing it in the strategy tester. Starting with a small position, the system adds another trade each time price moves…
This article outlines an MQL5 strategy that uses swing structure and wick reversals to generate trades. It identifies swing highs and lows over a configurable lookback, labels them relative to prior swings, and uses higher highs or lower lows to establish…
This article explains how to use MetaTrader 5’s economic calendar API as a common data source for live news monitoring and historical strategy testing. It distinguishes event metadata from event values, describes functions for loading an interval of calendar…
The article tests whether supervised learning can improve three previously weak signal patterns based on the Gator oscillator and the Accumulation/Distribution oscillator. Its proposed filter is a one-dimensional CNN that periodically applies dot-product…
The article presents an MQL5 method for automatically drawing sloped support and resistance lines from price extrema. It uses an eight-period RSI to define search zones: overbought and oversold readings mark intervals in which the algorithm looks for high or…
This article presents a mechanical breakout method based on the latest two upper and two lower fractals. Lines through each pair form a converging channel; their projected intersection is the triangle’s apex. The method estimates when the lines will meet…
In this interview, Automated Trading Championship participant Ge Senlin describes the design and testing of his multicurrency Expert Advisor. The EA adds volume to losing positions and waits to close positions at a profit, while also monitoring account-level…
The article presents a development workflow for using MATLAB 2018 computations in an MQL5 indicator. Its example applies a seasonal autoregressive integrated moving average model to price time series and combines prediction with Kalman filtering. MATLAB…
The document explains how Heikin-Ashi candles smooth ordinary price bars and make trends easier to read. It gives the synthetic open, high, low, and close calculations, then describes visual cues: candle color indicates direction, candles with small bodies…