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
This installment describes updates to a MetaTrader 5 signal monitor, including support for custom indicators and usability improvements. It adds fields for an indicator’s compiled-file path and comma-separated inputs, and enables those fields only when the…
This installment extends an MQL5 library for handling market tick data. It proposes maintaining a tick-object list for each symbol, with a configurable history depth that defaults to the current day, and combining symbol lists into a collection for…
This article explains how to display standard indicators from a higher timeframe on a lower-timeframe chart when their lines have a shift. A shift measured in source-chart bars must be converted into recipient-chart bars: for example, one higher-timeframe…
The article explains how to calculate synthetic USD and EUR indices from weighted baskets of exchange rates. It gives the currency weights and geometric-mean formulas for both indices, including the base constants that calibrate them. It then outlines a…
The article describes a MetaTrader workflow for running an Expert Advisor on several symbols at once and consolidating the outcomes for visual comparison. It configures multiple terminal instances with separate tester settings, synchronizes their account and…
This article presents a method for reducing sampling noise in correlation matrices used by multi-symbol trading systems. It explains that estimating many pairwise relationships from a limited return window can produce unstable eigenvalues and weights. The…
This article explains how to configure multi-timeframe and multi-symbol signals in Expert Advisors assembled with the MQL5 Wizard. Its main implementation point is that a signal’s symbol and timeframe are set during initialization, so separate signal…
This article explains how to structure one MQL5 Expert Advisor to trade multiple instruments from a single chart. Its example uses a Triple Exponential Moving Average (TEMA) trend signal, with independent symbol, trade permission, indicator period, stop…
This article presents a MetaTrader template that runs separate virtual experts for different symbol and timeframe combinations, with each configuration stored in text files. A supervising EA reads those files, creates or removes virtual charts and experts as…
This concluding article describes an implementation of a Spatial-Sequential Convolutional Neural Network for financial time-series forecasting in MQL5. Its central subject is the encoder, which separates long-term trend, seasonal, short-term, and spatial…
This introduction explains portfolio trading as a synthetic position formed from multiple instruments, with their directions and lot sizes managed together. It distinguishes this from simply running independent systems on several symbols. Portfolio…
This article describes MQL5 components for generating detailed trading reports to support an automated walk-forward optimizer. Since an Expert Advisor cannot directly access the strategy tester's full optimization data, the approach downloads and processes…
The article describes an MQL5 dashboard that estimates the relative strength of major currencies from percentage changes across the pairs in which each currency appears. It computes changes over lookback windows on M15, H1, and H4, reverses the sign when the…
The article describes an MQL5 chart dashboard that scans multiple timeframes and displays buy, sell, or neutral readings in a grid. It combines RSI, Stochastic, CCI, ADX, and Awesome Oscillator values, with a configurable threshold-based score: matching…
This article explains GSM++, a hybrid approach for representing graph-structured data through graph tokenization, local encoding, and global sequence encoding. It compares node or edge tokenization, which retains element-level detail at higher computational…
This article describes an encoder component for a Structured Component Neural Network, an approach that separates time series into long-term, seasonal, short-term, coupled, and residual parts. Its focus is extracting the coupled component: relationships…
The document explains how to construct a MetaTrader 5 custom symbol by averaging OHLC data from multiple instruments. An Expert Advisor collects and validates source symbols, aligns their candles by timestamp, calculates averaged open, high, low, close, and…
The article shows why individual asset volatility is insufficient for measuring multi-instrument portfolio risk: it describes each instrument’s variability but omits how returns move together. It introduces sample covariance and arranges pairwise covariances…
This article explains why a multi-currency Expert Advisor or indicator driven only by the current chart’s ticks can miss changes on other symbols, especially in quieter markets. It also discusses the difficulty of aligning bar histories across symbols,…
The article explains an object-oriented design for a MetaTrader 5 panel that can show data across multiple timeframes for one symbol or across multiple symbols on one timeframe. A central table class handles layout and redrawing, while separate row classes…
The document describes an MQL5 Expert Advisor that changes its trading approach according to a detected market regime. It uses trend-following logic for rising or falling trends, an RSI-based mean-reversion example in ranging conditions, and a Bollinger Band…
This article describes a MetaTrader 5 expert advisor that can trade multiple forex and metal pairs from one chart, with an option to run on a single pair. Its signal design combines ZigZag swing structure with the Awesome Oscillator (AO), allowing several…
The document describes an MQL5 framework for managing related open positions as a single basket. Positions are grouped by an identifier in their comments, then scanned to calculate leg count, long and short volume, aggregate floating profit and loss, and…
This tutorial builds a basic ticker tape panel in MetaTrader 5 using MQL5. It proposes reading the symbols to display from a file and implementing the panel as an indicator, which remains active as the chart changes. The indicator does not use plotted…