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 presents an automated grid scalping approach that adds buy or sell orders at set price intervals and increases position size after losses in an effort to recover prior losses. The MQL5 implementation is described as using configurable grid…
The article outlines an MQL5 Expert Advisor that scans multiple currency pairs for potential trend reversals using the Commodity Channel Index and Awesome Oscillator. It describes using one timeframe for signals and a higher timeframe for trend confirmation,…
This article explains how to add a chart panel to an MQL5 Expert Advisor so selected settings can be changed while it is running. Its example EA trades in the direction of a JMA indicator on completed bars, with configurable indicator period, stop loss, take…
The article describes a method for estimating the changing value of individual currencies from a set of forex pairs. It first normalizes each pair by its average close over a sample, then combines direct and inverted cross rates to derive currency series.…
The article presents an Expert Advisor signal that turns RSI, Stochastic, and price context into seven directional scores. Each score is bounded around a neutral midpoint, then isotonic regression maps its ranking to an empirical probability. An optional…
The article describes a Forex portfolio approach that combines Markowitz allocation with a Value at Risk constraint. Markowitz optimization is used to seek allocations with low risk for a target return, while the VaR limit is intended to keep estimated…
The article explains Decision Transformer as an offline reinforcement learning method that frames action selection as autoregressive sequence modeling. Its trajectory representation interleaves return-to-go, state, and prior action tokens; at inference, a…
The document presents an MQL5 tool for testing a chosen price level against historical bars. It classifies touches using a configurable pip tolerance and assigns direction by the bar close. A breakout requires a close beyond the level by a separate margin,…
This article explains two ways to move market data between MetaTrader 5 and Python. One uses a TCP socket server in Python and an MQL5 client: the terminal sends recent closing prices, Python fits a linear regression against time, and the client receives the…
The article describes adding correlation analysis to a multi-symbol news-trading Expert Advisor. Its motivation is risk control: trading several pairs that move together can multiply exposure, while a leading instrument may offer clues about a follower. It…
The article explores using “fan” templates to turn recent candlestick closing prices into inputs for perceptrons and neural networks. Each input is a rounded point distance between the close of the oldest candle in a window and closes at selected positions…
The article explains why an Expert Advisor can perform differently across brokerage firms: quote feeds and filtering vary, as do slippage and requote frequency. It proposes comparing brokers with trade-level statistics rather than relying only on a short…
The article presents a MetaTrader 5 indicator for manually testing trading ideas in a simulated market. It lets users place and adjust buy or sell orders, set stop loss and take profit levels, review trade statistics, use chart objects, and switch…
This MQL5 article extends an Envelopes-based zone recovery system with trailing stops and management of multiple independent trade baskets. RSI and Envelopes provide the signal inputs, while a basket manager tracks separate recovery cycles using distinct…
The article outlines a MetaTrader 4 Expert Advisor that trades a pair of forex symbols as a hedge. It explains using MarketInfo to access prices and trading properties for symbols beyond the active chart, and it recommends choosing pairs whose prices tend to…
The article explains how to calculate synthetic USD and EUR indices from weighted baskets of exchange rates. It gives the currency weights and geometric-mean formulas for both indices, including the base constants that calibrate them. It then outlines a…
Momentum Pinball uses a daily LBR/RSI reading to set the likely direction for the next session, then uses the first hourly bar to define an entry and initial stop. A reading below 30 signals a potential buy day; a reading above 70 signals a potential sell…
The article presents a reusable structure for automated strategy logic by separating four actions: initiating long positions, initiating short positions, supporting existing longs, and supporting existing shorts. A moving-average example illustrates why…
The article introduces Fibonacci retracement as a charting method for marking potential support or resistance after a price move. It describes common retracement levels and the usual drawing direction: low to high after an uptrend and high to low after a…
The article describes an MQL5 system for identifying bullish and bearish Bat harmonic patterns from five swing points, labeled X, A, B, C, and D. It defines the pattern through their sequence and Fibonacci relationships: B retraces about half of XA, C…
The article explains momentum as a measure of price-change speed and trend strength, then shows two common calculations: subtracting a prior close from the current close, or dividing the current close by a prior close and multiplying by 100. It focuses on…
The article investigates whether Visa’s monthly Spending Momentum Index series can help classify future EUR/USD direction. It combines headline, discretionary, and non-discretionary spending measures with monthly price data, examines plots and correlations,…
The document describes how to connect a MetaTrader 5 Expert Advisor to a Discord channel through a webhook. It covers enabling platform web requests, configuring a Discord webhook, preparing JSON messages, escaping special characters, converting text to…
This article presents a method for reducing sampling noise in correlation matrices used by multi-symbol trading systems. It explains that estimating many pairwise relationships from a limited return window can produce unstable eigenvalues and weights. The…