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 an MT4 indicator that scans a user-selected list of currency pairs for crossovers between two buffers from an external indicator. It reads the symbol list from a file, retrieves recent buffer values, and flags upward or downward…
This article presents a workaround for backtesting MetaTrader 4 Expert Advisors on time frames the Strategy Tester does not offer directly. It uses the period converter to build custom bars from available minute data, exports those bars to CSV, then imports…
The article demonstrates a MetaTrader 5 workflow for using neural network modules (NNMs) in an automated EURUSD trading system. It describes a module containing several subnetworks trained on different segments of a time series, with a signal line derived…
The article pairs MACD, a price-trend and momentum indicator, with OBV, a cumulative volume measure, and describes ten rule-based signal patterns. Examples include confirming a MACD signal-line crossover with rising or falling OBV, and filtering MACD…
This article describes an MQL5 indicator that builds a session-based volume profile from tick data. It collects ticks within configured session boundaries, maps prices into discrete bins, accumulates each tick's weight, identifies the Point of Control (POC),…
This article explores entry patterns from combined currency basket indicators. It proposes watching moving-average crossings on both currencies in a pair: a potential directional signal is stronger when one currency index crosses upward while the other…
This article continues a programming series on using built-in indicators inside MetaTrader 5 Expert Advisors. It covers volume indicators, including Accumulation/Distribution, Money Flow Index, On Balance Volume, and volume, along with Bill Williams…
The article describes a brute force method for searching price patterns and generating trading robots from the selected parameters. It represents a signal as a multivariable polynomial expansion whose inputs are candle price changes across several bars.…
The article presents practical uses of Kohonen self-organizing maps in algorithmic trading. For selecting expert-advisor settings, it recommends looking for broad plateaus of acceptable objective values rather than isolated backtest maxima, treating plateau…
The article applies self-organizing Kohonen maps to two tasks: identifying robust expert-advisor settings from optimization results and forecasting time series. For parameter selection, it argues that traders should seek broad regions, or plateaus, of…
This article describes an Expert Advisor that multiplies the volume of deals copied by MetaTrader’s Signals service. It explains how the copier detects completed deals through trade-transaction events, then opens a corresponding position or increases an…
The article explains how N-BEATS forecasts time series and uses constrained model blocks to represent components such as trend and seasonality. Each block maps an input sequence through a lower-dimensional representation and produces both a forecast and a…
This guide presents a checklist for evaluating a trading robot with a platform’s strategy tester before buying or using it live. It recommends testing random execution delays, different broker conditions, other symbols and time frames, unfavorable historical…
The article presents an architecture for passing market data from an MQL5 Expert Advisor to a language model through a Python server. The EA acts as a data collector and receives a structured response, while the server calculates technical indicators,…
The article turns a tCISD reversal concept into a rules-based MQL5 trading process. It anchors quarterly cycles to New York time, accounting for daylight saving, then compares quarter highs and lows in a traded instrument and a correlated symbol. A…
The article proposes a trading signal that compares normalized price slope with an indicator slope over a lookback window, then treats their difference as structural divergence. It combines this measure with a three-horizon attention proxy intended to weight…
This article explores pairing the Awesome Oscillator (AO), a momentum and trend indicator, with Envelopes, percentage bands around a moving average that can mark stretched prices. It outlines reversal ideas such as a false break beyond a band followed by a…
This article applies the category-theory idea of a natural transformation to time-series forecasting with differently structured datasets. One dataset contains a moving-average value; another contains the constituent lagged prices. The author treats the…
This tutorial shows how to build a basic neural-network trading Expert Advisor by connecting MetaTrader 5 with NeuroPro, a multilayer network tool. It exports EURUSD hourly closing prices to CSV, converts the data to DBF for NeuroPro, trains and tests a…
The article describes a two-wave continuation setup: a main move followed by a correction, with an anticipated resumption in the main trend's direction. It identifies swing points using confirmed fractals and provisional extrema, then applies structural…
The article describes a short-term recommendation system that combines Singular Spectrum Analysis (SSA) forecasts with Bayesian classification. It builds three SSA-based indicators for trend, MACD-like direction and stochastic behavior, then groups their…
The article presents a forex prediction system inspired by quantum computing, moving from a Python prototype using Qiskit to a classical approximation implemented in MQL5. In the prototype, market features are encoded with rotation gates, entangling gates…
This article explains how a Hidden Markov Model represents a time series through unobserved states, state transition probabilities, initial state probabilities, and state specific observation distributions. It describes forward and backward likelihood…
In this interview, Automated Trading Championship winner Roman Zamozhniy discusses his experience with automated trading, strategy development, and contest preparation. He describes trading as additional income and says he estimated its cash-flow potential…