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 explains why directional indicator crossovers can generate repeated losing entries in range-bound markets, then presents a two-layer filter for ADX trades. The first layer replaces a fixed ADXR regime threshold with a gate optimized on validation…
The article argues that turning indicator readings into simple buy, sell, or no-trade signals can hide useful information about signal strength and context. It proposes analyzing continuous indicator values alongside subsequent price behavior, using scripts…
The article presents a reusable MQL5 breakeven manager intended to avoid stop-outs caused by spread widening after a stop is moved to the entry price. It measures the live spread when modifying the stop, converts pip values using symbol digits, and…
The article proposes generating alternative classification targets directly from OHLC observations instead of relying only on future closing price. It calculates pairwise price midpoints, labels whether each candidate value rises over a chosen forecast…
The article proposes a financial forecasting architecture inspired by the Hodgkin–Huxley neuron model. It maps market inputs such as prices, volume, indicators, and time features into a hybrid neural system, combining conventional neural layers with…
This article introduces Real-ORL, a framework for studying offline reinforcement learning with trajectories collected from real interactions. Rather than proposing a new learning algorithm, the cited work evaluates existing offline RL methods alongside…
This article describes adding a real-time analytics panel to an MQL5 trading administrator interface. A reusable class built on the Standard Library's dialog and label controls displays account balance, equity, margin, open trade count, profit and loss, bid…
This tutorial outlines how to connect an MQL5 Expert Advisor to a Telegram bot so the terminal can send trading notifications. It describes creating a bot, retrieving its API token, obtaining a chat identifier from an update, and allowing Telegram's API…
In this championship interview, Andrey Voitenko describes an Expert Advisor that trades breaks from a horizontal price channel. It calculates channel boundaries from highs and lows over five minute bars, then places pending orders at the boundaries after…
The article explains how Renko charts represent price movement with fixed-size bricks while omitting regular time spacing. It outlines construction from a selected timeframe and box size, typically using closing prices: a new brick appears after price…
The article explains ridge regression as a way to estimate linear model coefficients when predictors are correlated. It frames regularization as a bias–variance tradeoff: accepting some bias can reduce variance and overfitting. It also contrasts ridge with…
The article applies Gaussian Naïve Bayes to classify whether a bar closes above or below its open, using Bulls Power, Bears Power, RSI, tick volume, and Money Flow Index as features. It explains preparing a labeled matrix, splitting observations into…
The article proposes a way to test whether price repeatedly reacts at retracement ratios between or beyond standard Fibonacci levels. It describes collecting historical OHLCV data, treating each bar’s high-low range as a candidate swing, filtering out ranges…
The article proposes running two versions of an automated strategy at once: one trades its original signals, while the other trades in the opposite direction. Each version is optimized separately, including its stop-loss settings, and the author argues that…
The article presents Owl, a multi-indicator approach centered on trading in the direction of a broader trend. It distinguishes global trends from shorter corrective moves by comparing their scale and duration, and describes using swing highs and lows to…
The article describes Attraos, a neural forecasting framework that draws on chaos theory. It frames market series as observations of a more complex dynamical system and uses phase-space reconstruction, with embedding dimension and time delay, to represent…
This article explains how to apply agglomerative hierarchical classification (AHC) and dendrograms to historical price bar ranges. It treats each range as an observation, groups similar observations into clusters, and uses their hierarchical relationships to…
This tutorial demonstrates connecting an MQL trading program to an external JSON data service, saving and parsing API responses, and using forecast data as a filter for a moving-average crossover. The example combines a directional moving-average signal with…
This article compares a conventional Bollinger Band breakout strategy with a double-band variant on EURUSD daily data. The conventional rule sells after price moves above the upper band and buys after a move below the lower band, expecting a return toward…
This article explains how to pair the Gator oscillator, which tracks phases of convergence and divergence among Alligator moving averages, with the Accumulation/Distribution oscillator, which compares fast and slow averages of cumulative volume-weighted…
The article describes an Expert Advisor that combines swing-based break-of-structure signals with RSI thresholds. It searches for swing highs and lows using surrounding bars, stores the latest detected levels, and checks whether price crosses them. RSI with…
The article presents a basic approach for reading RSS data in MQL4 and extracting news fields such as event titles and associated currencies. It treats RSS as structured XML, downloads the resource through Windows Internet functions, converts the response…
This example describes a Forex Expert Advisor that combines a model predictive control decision routine with technical indicators and account-level risk adjustments. The routine estimates drift and volatility, adapts its forecast horizon, and searches…
Alexey Masterov describes the Expert Advisor that placed third in the 2012 Automated Trading Championship. It trades GBPJPY with a reversal approach based on a fast and a slow moving average, calculated across the traded pair and other currency symbols using…