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 tutorial explains the Bill Williams Fractals indicator and presents three signal approaches for MetaTrader 5. A fractal is identified from a five-bar pattern in which the middle bar marks a local high or low, confirmed after the surrounding bars close.…
The article uses a fair coin-toss random walk as a null model for thinking about technical trading. It explains that apparent trends, cycles, and reversal patterns can occur in random data, and argues that a trader should distinguish such visual patterns…
The article presents a multi-symbol trend-following system built around fast and slow EMA crossovers, with the slow average providing trend direction. An ADX threshold filters out range-bound conditions. Position size is set from account equity and a fixed…
The article groups the 28 major currency pairs into eight baskets according to a shared base or quote currency. It explains how buying a currency basket translates into opposite trade directions across pairs where that currency appears on different sides.…
The article shows how to extend RSI into a single indicator that supplies signals for both trend-following and range-oriented strategies. It develops the indicator in stages, adding buy and sell buffers, signal counters, more complete signal handling,…
This article outlines an Expert Advisor for trading breakouts from a recent consolidation range in MetaTrader 5. The range is defined by the highest and lowest prices over a chosen number of bars, optionally subject to criteria such as a minimum bar count…
The document outlines an ARIMA training method implemented as an MQL5 class. It reviews autoregressive, moving-average, and differencing components, then describes fitting coefficients by generating predictions over known observations and minimizing their…
In this interview, an Automated Trading Championship participant describes a Forex Expert Advisor based on breakouts of levels from the Folding Rule, a simplified wave-analysis method. The robot combines those levels with an ABC formation and money…
The article outlines a rules-based approach that combines order block zones with Fibonacci retracements. A bullish setup is defined by a bearish candle followed by an engulfing bullish candle and further bullish movement; a bearish setup reverses those…
The article explains Donchian Channels as rolling high and low boundaries whose breaks can signal trend entries. It describes variations that calculate the boundaries using highs, lows, opens, or closes, and notes that false breakouts make channel signals…
The document outlines a Python workflow for studying forex trends using historical data from MetaTrader 5. It identifies local highs and lows with a centered rolling window, alternates successive extremes to form uptrends and downtrends, and records each…
The document describes an Expert Advisor that uses Parabolic SAR (PSAR) to detect possible reversals. A buy setup requires a bullish current bar with PSAR below its close, while the two preceding bars have PSAR above their closes; the sell setup reverses…
The article defines the Pivot Mean (PM) as price divided by its cumulative moving average (CMA), making it a normalized measure of price’s distance from a running average. The Pivot Mean Oscillator (PMO) is the difference between moving averages of PM…
The article describes an implementation of HiSSD, a hierarchical skill-discovery framework, adapted for algorithmic trading. Its central design separates common skills that can apply across situations from task-specific skills derived from local…
This article presents rescaled range analysis as a way to estimate the Hurst exponent and characterize time-series behavior. It outlines the calculation: center observations around their mean, form cumulative deviations, measure their range, and scale that…
In this 2011 interview, Automated Trading Championship participant Andrei Moraru reflects on how his trading approach changed over several years. He says he came to favor simpler systems, pay closer attention to position size, and avoid using indicators as…
The article tests whether gold and palladium prices help forecast USDCAD. It explains the economic rationale for comparing the markets, then describes gathering price bars from MetaTrader, aligning observations by shared timestamps, and labeling a future…
The article demonstrates a computer-vision workflow for detecting chart patterns in screenshots from MetaTrader 5. It describes capturing overlapping chart images with a script, cleaning chart displays to reduce visual clutter, and applying a pretrained…
This article explains how multiple regression can combine technical indicator values to estimate subsequent price movement and turn the fitted equation into trading rules. It presents an EURUSD hourly example using indicator inputs, directional decisions…
This tutorial describes a workflow for exporting historical MetaTrader data, loading it into Jupyter, and preparing it for statistical analysis. It covers inspecting columns and delimiters, converting price data to numeric values, sorting observations,…
This tutorial describes an MQL5 Expert Advisor that identifies bullish and bearish Gartley harmonic patterns from price swings. It uses neighboring bars to mark swing highs and lows, then checks the XABCD structure against configurable Fibonacci retracement…
The article compares adaptive learning rate methods for multilayer perceptrons with a one-cycle schedule. It describes adaptive gradient, RMS, mean exponential, and delta approaches, which derive parameter-specific updates from training gradients while…
This programming tutorial shows how to extend a minimal MetaTrader 5 indicator that copies input prices into a plot buffer so it calculates an exponential moving average (EMA). It presents the recursive update: combine the current price with the previous…
The article explains how to combine several strategies and symbols in one MetaTrader 5 Expert Advisor (EA) to assess their performance together. It organizes each strategy’s symbol-specific settings and indicator handles in arrays, then processes them in…