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.
1,414 documents
This article outlines a multi-instrument Expert Advisor that assigns separate risk budgets to Asian, London, and New York sessions. It proposes trading selected instruments during each session and sizing positions from the remaining session risk and stop…
The article describes an MQL5 expert advisor that manages trades across 30 forex and metal symbols from one chart. Traders can select which pairs to trade, add broker-specific symbol prefixes or suffixes, and restrict activity to a chosen trading session.…
The article introduces Brent and West Texas Intermediate (WTI), describing differences in crude quality, production geography, and access to transport. It then presents a classic spread-trading premise: deviations of the Brent–WTI price spread from a…
This article explains why CSV exports from different brokers can produce misleading combined analyses even when they load without errors. It identifies common divergences: pip precision, commission treatment, symbol aliases, server time zones, and account…
The document outlines an automated gold trading system that pairs EMA crossover entries with a martingale recovery sequence. After a loss, the EA increases position size according to a chosen formula for a limited number of steps; a win resets the sequence.…
This article evaluates whether oil and gold prices improve forecasts of USDZAR compared with the pair’s own OHLC data. It describes exporting price histories, reversing their order into chronological sequence, aligning observations by timestamp, and…
The article extends encoded candlestick frequency analysis from single bars to ordered pairs. It describes a process that classifies candles into symbols, scans consecutive overlapping pairs, counts each unique sequence, and ranks sequences by frequency…
This article turns individual candles into symbols and counts their occurrences in samples of GBPUSD and gold across hourly, 15-minute, and 5-minute charts. It describes a workflow that encodes historical bars, groups Marubozu variants together, assigns…
The article describes an MQL5 script for preparing MetaTrader 5 historical quotes for use in external analysis software. Its worked example targets two versions of NeuroShell DayTrader Professional, which expect different CSV headers and date-time layouts.…
The article introduces simple exponential smoothing and related Holt and Brown models as methods for short-term extrapolation of time series. It explains the central assumption that past and present behavior can inform near-term forecasts, while emphasizing…
This article explains how Exponential GARCH models address a limitation of standard GARCH estimation: positivity constraints on conditional variance can force parameters to boundaries and restrict the fit. EGARCH models the logarithm of variance, keeping…
The article explains how to build a MetaTrader indicator and reusable data interface for analyzing Commitments of Traders reports from Commission-provided CSV files. It distinguishes Legacy, Supplemental Commodity Index, and Disaggregated reports, describing…
This article describes a workflow for recognizing potential liquidity zones with a Graph Neural Network. It represents detected swing highs and lows as graph nodes, uses price, tick volume, and swing type as node features, and links neighboring swings.…
This article outlines an MQL5 expert advisor that monitors 30 forex and metal symbols from one chart. Its entry rule requires Parabolic SAR to indicate the same direction on five timeframes, from M15 through D1. It uses the M15 signal to close profitable…
The article describes an end-to-end workflow that adapts Google’s pretrained TimesFM 2.5 model for financial time series and displays forecasts in MetaTrader 5. It combines OHLCV exports across forex, index, and commodity instruments with time, session,…
This example strategy trades relative price relationships among soybean oil, rapeseed oil, and palm oil futures. It calculates a normalized spread index from the three daily closing prices, then compares five-period and fifteen-period moving averages. A…
The document explores a statistical arbitrage strategy that estimates NOKJPY from USD, GBP, EUR, and Brent crude priced in yen. An Elastic Net regression is used to address multicollinearity in the predictors. The difference between actual and fitted NOKJPY…
This forum exchange addresses an identifier error when setting up silver options in VeighNa. A user reports that using “ag” as the option portfolio name causes a KeyError during backtesting or simulated trading, despite having downloaded option data and…
This indicator description presents a modified Commodity Channel Index intended to filter price noise and help identify trends. It differs from conventional CCI by using standard deviation in its calculations instead of mean absolute deviation. It also…
This document describes an expert-advisor system that bases trades on the JMASlope indicator. It evaluates signals when a bar closes and lets the user select between two entry methods: a move through the oscillator’s zero line, or a change in the…
This brief VeighNa community exchange concerns downloading custom Wind indices through the platform’s data-management interface. A user asks whether self-defined index series, including weighted commodity indices, can be fetched and what code and exchange…
This article introduces cross-commodity futures arbitrage as trading the relative price of two related contracts, typically entering opposing positions when their spread or ratio moves away from an expected range and closing as it reverts. It groups…
This report examines futures open interest and broker position data as clues to capital flows and possible price behavior, using rebar futures as its main example. It argues that volume or open interest alone may be weak predictors, while the…
This tutorial describes a short-term order book imbalance strategy for a gold perpetual contract. It uses CME gold futures best bid and ask quotes as a proxy for the exchange contract, then triggers fill-or-kill orders toward the thinner side when the bid…