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 introduces chaos theory concepts such as nonlinear dynamics, sensitivity to initial conditions, and limited predictability, while distinguishing mathematical chaos theory from Bill Williams’ looser use of the term. It then presents an indicator…
The article describes a multi-symbol Expert Advisor that adjusts risk and trade parameters according to volatility. It uses ATR to inform stop placement and classify volatility into high, moderate, and low risk tiers, with position size derived from account…
The article explains an alternative chart construction method in which each bar contains a fixed number of price ticks rather than representing a fixed time interval. It distinguishes this approach from Richard Arms’s volume-weighted equivolume charts: the…
This article turns Bill Williams fractals into visual breakout references. It distinguishes a simple penetration, where a close crosses the latest up or down fractal level, from a complex penetration, where the close crosses a line joining the two most…
The article presents a repeatable way to compare trailing-stop and market-exit algorithms in a trading platform. A trader marks historical buy and sell patterns on a chart, placing entries near reversals and exits after the subsequent move has had room to…
This interview with Automated Trading Championship participant Igor Korepin discusses his contest robot, its performance, and its suitability for live trading. Korepin says the EA’s strong early position owed substantially to luck and describes it as an…
The article explains how MetaTrader 5 custom symbols can represent market data in alternative chart formats. It describes constructing equal-volume bars from tick or real volume, equal-range bars from price movement, tick charts, shifted quotes with altered…
The article describes a framework for screening candidate trading strategies by estimating their historical returns. It builds market and indicator data in MetaTrader 5, assigns directional signals to moving average, RSI, and stochastic rules, and compares…
The article introduces convolutional neural networks and explains how convolution filters, stride, padding, activation functions, pooling, dense layers, and dropout contribute to feature extraction and prediction. It emphasizes one-dimensional convolutions…
The article presents a simple MQL4 workflow for examining relationships among three variables by exporting a grid of values to a semicolon-delimited CSV file and viewing it as a 3D surface chart in Excel. Two arrays hold the values of the independent…
The article describes elastic net regression as a way to regularize linear predictive models used in trading. Its penalty blends the lasso’s absolute-coefficient penalty, which can suppress predictors, with ridge regression’s squared-coefficient penalty,…
The article explains the Awesome Oscillator (AO) as a momentum indicator formed from the difference between short and longer simple moving averages of median price. Its histogram’s position relative to zero indicates directional momentum, while bar colors…
The article shows how a conventional LightGBM model can be adapted to forex time-series forecasting by encoding temporal information as features. It discusses lagged OHLC values, rolling statistics, date and calendar attributes, differencing, and…
The article explains Point and Figure chart construction, in which rising and falling price movements form columns of X and O symbols while elapsed time is omitted. A box size sets the price increment represented by each symbol, and a reversal amount sets…
The document turns a discretionary Smart Money Concepts idea into a rule-based Expert Advisor. It defines candidate liquidity areas as recent highs or lows, looks for a rejection candle with a comparatively large wick, then checks for a break through a…
The document describes the MetaTrader 5 Strategy Tester’s historical price simulation, focusing on how it generates ticks from minute data. It contrasts this approach with earlier MetaTrader testing modes, which could use simplified intrabar paths or…
The article explains Kagi charts, which omit regular time spacing and draw directional segments when price advances or reverses by a configured threshold. Line weight changes when price breaks a nearby prior high or low, distinguishing Yang and Yin states.…
The article evaluates whether moving-average crossovers are easier to forecast than short-horizon price direction. Using EURUSD 15-minute data, it labels future outcomes based on the relative position of short and longer simple moving averages, then compares…
The article builds an hourly EURUSD breakout strategy around a channel formed from an earlier high and low. It waits for a breakout and subsequent price confirmation, then uses a fast and slow exponential moving average to filter entries. Average True Range…
The article describes a socket-based pipeline for sending tick data from MetaTrader 5 to Python without relying on the Windows-only MetaTrader Python package. A terminal service collects symbol, time, bid, and ask data from open charts and sends it to a…
The article defines a way to scale strategy positions in a multi-strategy Expert Advisor using a normalized balance. First, test a fixed lot size over a chosen period, measure maximum equity drawdown, and set the fitted balance so that drawdown corresponds…
The article proposes a crossover signal that uses moving averages of the same period applied separately to open and close prices. When the open-based average exceeds the close-based average, the method treats that relationship as bearish; the reverse is…
This article sets out a workflow for moving quantitative trading research from an OLTP database such as SQLite to an OLAP-friendly store built from Parquet files and queried with DuckDB. It demonstrates exporting an entire SQLite database or selected tables,…
This article develops an educational Expert Advisor for trading a synthetic basket of multiple currency pairs. It standardizes synchronized closed-bar prices, applies singular value decomposition to a covariance matrix, and selects the direction associated…