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 describes a prototype for forwarding trading activity from a MetaTrader 5 account to MetaTrader 4 clients. It proposes monitoring trade events on the source terminal, selecting deals as the main event record, and distributing those events…
The article explains how Average True Range measures price volatility without indicating market direction. It derives true range from the current high-low span and gaps relative to the previous close, then averages true range over a chosen period. A EURUSD…
The article develops binary classifiers to estimate whether a currency pair will rise or fall. It explains how logit and probit models map a linear combination of lagged price changes to a probability, and describes forming and standardizing a feature set…
The article introduces Kohonen self-organizing layers as a way to group input vectors into regions of similar patterns. It explains winner-take-all selection, in which the neuron with the closest weight vector responds, and adjusts that winner toward the…
The article describes an MQL5 Wizard signal class that combines an Unscented Kalman Filter (UKF) with a Capsule Network. The UKF estimates a hidden, potentially nonlinear price state from noisy observations, aiming to avoid some lag associated with…
The article demonstrates parameter-efficient LoRA fine-tuning of a pre-trained GPT-2 model on financial data, following an earlier installment on full-parameter fine-tuning. It explains how to configure LoRA with the PEFT library, including adapter rank,…
This article extends a Wyckoff trading system by adding a structural exit target to an Expert Advisor. It outlines accumulation and distribution sequences: a spring or upthrust, a high-volume sign of strength or weakness, and a low-volume retest at the last…
This article presents an adaptive Expert Advisor that runs several strategies in virtual trading and directs real trades according to the strategy with the strongest recent performance. The example uses moving-average systems with different periods, and the…
The article describes converting a currency Expert Advisor that uses the RAVI and ASCTrend1 indicators into a version that calculates their values through functions. Its example separates buy and sell parameters, supports buy-only, sell-only, or two-sided…
The article explains random forests as ensembles of decision trees trained on resampled data and randomized feature subsets. For classification, it combines tree outputs by majority vote; for regression, it averages predictions. It also describes extending a…
The article builds a Kolmogorov-Arnold Network (KAN) that represents each connection as a learnable univariate curve. It uses cubic B-splines as basis functions, with curve coefficients fitted through ridge-regularized least squares. The network predicts the…
This article extends a MetaTrader pending-request framework so it can place pending orders after specified activation conditions are met. A request stores its conditions and order settings; a timer checks requests and sends the order when every condition is…
The article outlines a proposed foreign-exchange triangular arbitrage system that combines three currency pairs with neural-network forecasts. It describes the basic conversion cycle and the idea of comparing implied exchange rates, then presents a workflow…
The article describes a modular MQL5 component for drawing Sydney, Tokyo, London, and New York trading sessions on price charts. It treats each session as an OHLC period and renders session ranges as candlestick-like shapes, with optional wicks, labels, and…
This article teaches the Money Flow Index (MFI) and offers several basic ways to turn it into systematic signals. MFI combines typical price and volume to estimate buying and selling pressure, with a calculation based on positive and negative money flow over…
This educational article explains the Money Flow Index (MFI), a volume-based oscillator that combines price and volume to estimate buying and selling pressure. It outlines the manual calculation: derive typical price, multiply by volume for raw money flow,…
This article outlines a neural-network approach to forecasting financial prices, emphasizing data preparation and input representation. It recommends training on quote changes or log returns rather than raw price levels to reduce dependence on price scale…
The document describes an MQL5 indicator that tracks swing highs and lows on higher and lower timeframes, classifies market structure, and flags price moves that extend beyond recent lower-timeframe boundaries. Its premise is that unusually large…
The article describes a MetaTrader 5 Expert Advisor designed to trade a selectable set of currency and metal symbols from one chart. Its entry signal combines Bollinger Bands calculated on Keltner Channel values: the Keltner Channel uses an exponential…
The article develops an ordinal-pattern transition network as a way to characterize price shape without relying on price levels or move sizes. It converts each rolling window into a symbol representing the rank order of its values, then treats symbols as…
The article develops a strategy around Doji patterns detected in metabars, which combine consecutive ordinary bars over a variable width. Because a Doji is treated as a possible reversal rather than a standalone entry signal, the method first checks for a…
The article concludes a series testing signal rules that combine the Stochastic Oscillator with the Fractal Adaptive Moving Average (FrAMA). It describes setups for low-volatility compression breakouts, stochastic W/M formations intended to re-enter trends,…
The article introduces Kohonen maps, also called self-organizing maps, as an unsupervised method for mapping higher-dimensional observations onto a lower-dimensional grid while preserving neighborhood relationships. It explains competitive learning: each…
This article describes a self-adapting trading algorithm that analyzes price in variable-sized blocks and opens positions in linked series. Its central addition is a rule for starting another series while an earlier one remains open: the prior series’…