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 explains how to identify bullish and bearish outside bars from two completed candles and translate those patterns into an automated Forex strategy. For a bullish signal, the outside bar must exceed the prior candle’s high and low, close above its…
This article explains how to configure multi-timeframe and multi-symbol signals in Expert Advisors assembled with the MQL5 Wizard. Its main implementation point is that a signal’s symbol and timeframe are set during initialization, so separate signal…
This tutorial explains how to turn a candlestick trend indicator and a manually applied risk/reward tool into a standalone MetaTrader 5 Expert Advisor. It outlines the EA lifecycle, including initialization, tick processing, trade events, tester callbacks,…
The article describes a chart-based tool for quickly examining how indicator parameters affect historical trade signals and cumulative results. It adds an equity or points balance curve to an earlier visual signal tester and introduces draggable triangle…
This article develops ten candidate signal patterns that combine TRIX, a triple-smoothed momentum oscillator, with Williams Percent Range (WPR), which locates price within its recent high-low range. The examples use zero-line crossings, oscillator extremes,…
This installment describes changes to a multi-currency MetaTrader 5 expert advisor so it can recognize broker-specific prefixes or suffixes on forex and metal symbols, and limit trading to selected sessions. It outlines a fixed universe of 30 forex and metal…
This article explains how to build two MQL5 indicators from incoming quote data: a tick chart that plots bid and ask prices, and tick candles that aggregate a chosen number of ticks per candle. The indicators store received prices in text files so data can…
This article describes an MQL5 cache for symbol contract metadata and weekly trading sessions. A cache class loads stable properties such as point size, lot limits, contract size, currencies, and trade mode during initialization, then serves reads from…
The article reviews Ichimoku Kinko Hyo’s components and trading interpretations, then gives a chart-based method for setting parameters for both standard Ichimoku and an alternative cloud indicator. Tenkan-sen and Kijun-sen are calculated from midpoint…
The article explains how fuzzy logic can soften rigid trading rules by assigning indicator values degrees of membership in linguistic groups such as buy, neutral, and sell. It contrasts this approach with crisp logic and sketches the stages of fuzzy…
The article presents a MetaTrader 5 trading system based on PatchTST, a transformer-style model that divides time series into patches to represent local patterns while modeling relationships across a longer history. Its described input uses normalized price…
The article explains the Market Facilitation Index (MFI) as a measure of price movement relative to volume, emphasizing changes between adjacent bars rather than absolute indicator levels. It classifies bars by whether MFI and volume rise or fall together:…
The article explains how to build an MQL5 Expert Advisor signal module around a custom indicator model by subclassing the standard signal base class and implementing its settings, indicator initialization, and long and short condition methods. It uses MACD…
The article walks through implementing a custom Heiken Ashi indicator in MQL5 and calling it from Expert Advisors. It describes the smoothed candle calculations: the open uses the prior Heiken Ashi open and close, the close averages the current period's…
The article describes an MQL5 dashboard that estimates the relative strength of major currencies from percentage changes across the pairs in which each currency appears. It computes changes over lookback windows on M15, H1, and H4, reverses the sign when the…
The article explains how to create an MQL5 oscillator by calculating price momentum as the difference between a close and the close a chosen number of bars earlier, then smoothing that series with a Hull Moving Average. The HMA is constructed from fast and…
The article questions whether common indicators can be trusted without examining how they transform market prices and whether their outputs are statistically stable. It frames quotes as observations from a nonstationary stochastic process, reviews concepts…
This article presents a MetaTrader 5 tool for manually labeling Elliott waves and running automatic analysis on a selected chart region. Users can place labels by dragging them from a panel or clicking near bars; the program attaches labels to nearby swing…
The article describes an MQL5 chart dashboard that scans multiple timeframes and displays buy, sell, or neutral readings in a grid. It combines RSI, Stochastic, CCI, ADX, and Awesome Oscillator values, with a configurable threshold-based score: matching…
The article compares two versions of a one-minute foreign-exchange strategy that use the same trend and MACD entry rules but place stops differently. The shared entries combine 50- and 200-period moving averages with MACD conditions. One version sets a stop…
The article explains AutoBots, an encoder-decoder transformer originally designed to predict multiple agents’ future trajectories, and adapts its ideas to forecasting currency price movements. The encoder alternates attention across time and across elements…
This article explores ten signal patterns that combine a moving average, used as a trend indicator, with the Stochastic Oscillator, used for momentum. It frames the patterns as a supervised learning task: neural networks are trained in Python on labelled…
The article explains DeepAR, a recurrent neural network approach that learns jointly across related time series and produces probabilistic forecasts. It describes how the model uses past observations autoregressively, can incorporate categorical and…
This article introduces statistical arbitrage through correlation, cointegration, and the Pearson coefficient, then demonstrates a screening workflow using historical prices. Its Python example compares instrument pairs, retains those above a correlation…