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.
2,013 documents
The article outlines a risk manager for a multi-strategy trading system, using two account safeguards: a daily loss limit that pauses trading until the next day, and a total loss limit that stops trading altogether. It defines reference values such as the…
The article revises the design of a multi-currency Expert Advisor that runs multiple strategies. Its initial architecture lets each strategy place market orders directly, which can leave some strategies unable to trade when position sizes fall below broker…
This introduction explains category theory through domains, elements, and morphisms, then sketches how those ideas might help describe relationships among trading strategies, instruments, and market conditions. It presents MQL5 classes for representing…
The article presents a framework for a MetaTrader 5 Expert Advisor that processes multiple currency symbols while maintaining separate settings for each. It compares three ways to schedule checks: timer events, ticks on the chart symbol, and chart events…
The article extends a multi-currency Expert Advisor risk manager with adaptive position-volume controls and configurable daily and overall loss limits. It discusses calculating thresholds from fixed money amounts, a base balance, or high-water marks for…
This article explains how to add adaptive resizing and maximization to MQL5 dialog windows used to display multidimensional OLAP results. It extends horizontal and vertical layout containers so they recalculate their sizes, including nested containers, then…
This article describes a customizable MQL5 signal class that combines the Stochastic Oscillator with the Fractal Adaptive Moving Average (FrAMA). FrAMA supplies a trend and market-structure context through its adaptive slope, while Stochastic readings help…
The article surveys fractal ideas for describing financial time series whose behavior includes heavy tails, volatility clustering, and patterns that vary across scales. It explains self-similarity and the Hurst exponent as indicators of persistence, mean…
This article extends an MQL5 library so standard indicators with multiple output lines can be calculated and displayed on a chart for a different symbol or timeframe. Its central design change is to identify each buffer by indicator type, instance…
The article explains how to organize economic calendar information in a SQLite database from MQL5. It introduces the platform’s native database functions and a reusable database class for opening databases, creating tables, issuing queries, and working with…
This article presents an execution filter for a multi-symbol trading system. It tracks each symbol’s spread, compares spread with an absolute limit and an ATR-based threshold, and ranks eligible markets by cost efficiency. Symbols with unfavorable spreads…
The article explains ST-Expert, a neural forecasting framework intended to handle changing relationships among financial assets. It frames market data as a sequence of regimes, each with its own correlation structure, and proposes combining learned…
This article surveys multi-timeframe (MTF) indicators that bring calculations or market information from higher chart periods onto a working chart. It classifies tools that display raw information, plot indicator values across periods, convert periods into…
Alexander Topchylo describes managing Forex accounts after winning the Automated Trading Championship and explains his preference for giving investors access to a detailed, public trading history. He discusses moving toward stocks and futures and argues that…
This article extends a basic real-time ticker panel by adding asset images, richer quote labels, and click-to-open chart behavior. It describes encapsulating bitmap display in a class so image handling can later be changed independently, and expanding text…
This installment develops a Python tester modeled on MetaTrader 5. It outlines tester configuration, validates required settings and values, and loads historical data for specified symbols and dates. The central replay loop processes ticks across those…
This article describes a MetaTrader 5 player for reviewing historical trades visually. It converts tester reports or parsed MetaTrader 4 championship records into a format the player can replay, and explains controls for choosing the time span, symbols,…
In this interview, Automated Trading Championship participant Valery Mazurenko describes building a multi-currency expert advisor from simple entry rules, then using optimization to select logical combinations of those rules. The system combined seven or…
This article extends an MQL5 table library built around the Model-View-Controller pattern with a vertical row header, complementing the existing column header. It applies the updated interface to an indicator that displays a symmetric correlation matrix for…
This installment describes preparing a multi-currency expert advisor for real use by extracting selected strategy-group initialization data from a large optimization database and packaging it with the EA. The workflow has three stages: select groups and save…
The document describes an indicator that displays the direction of recent candles from multiple timeframes in one place. It classifies a candle by comparing its close with its open: a close above the open is upward, a close below is downward, and equal…
This account traces Bridgewater’s All Weather approach from Ray Dalio’s early effort to understand how markets respond to economic surprises. Its central framework separates asset returns into cash, broad market exposure (beta), and manager skill (alpha),…
This short BigQuant support exchange explains how to obtain historical fund data for use in a backtest. It recommends reading the fund bar data source with a start date and end date, with the backtest's current date supplying the endpoint. The example…
This document explains a data model for reference indexes such as equity benchmarks and volatility indexes. An index instrument stores identifiers, its native symbol, quote currency, price and size precision, valid increments, timestamps, and optional…