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
This guide explains how to evaluate and subscribe to trade-copying signals through MetaTrader 4 or 5. It describes using ratings, sorting, filters, and server-based matching to find providers whose instruments and execution conditions fit a subscriber’s…
The article explains how to create an indicator-based binary options strategy that communicates with a dedicated utility to simulate trades in MetaTrader 4’s Strategy Tester. Its example uses a fast and slow moving average crossover, with configurable…
The article offers a geometric interpretation of machine learning prediction error. It argues that a model maps supplied features into a representation that may not align with the space of the true target, so predictions can differ from reality even beyond…
The article introduces a quantitative trading idea that measures bullish and bearish price waves with the ZigZag indicator. It compares the latest movement with average wave lengths over a historical window, then uses that comparison to generate buy or sell…
This programming guide explains how to retrieve economic calendar metadata and historical or latest event values through MQL5. It outlines the relationships among country, event, and value records, and describes fields for actual, forecast, previous, and…
The article surveys ways to identify recurring structure in Forex prices, including spectral methods, periodograms, autocorrelation, moving averages, and dot mapping. It explains how moving averages can reveal cycles and trends, but may miss one-sided waves…
The document explains online learning as a way to update predictive models as new market observations arrive. It contrasts this approach with batch training and discusses adaptability to changing patterns, lower memory demands for incremental methods, and…
In this championship interview, Matúš German describes a multicurrency Expert Advisor built around trend following. It derives trading channels from the Average True Range indicator, enters when price breaks a channel, and holds positions until price crosses…
The article explains why MetaTrader 4 can return Error 146 when multiple experts attempt trade operations through the terminal’s shared trade context. It recommends checking whether trading is allowed immediately before sending an order, since an earlier…
The document explains how an MQL5 Expert Advisor can use MetaTrader 5’s economic calendar to avoid trading around scheduled releases. It describes filtering events by importance, mapping a symbol’s currencies or market to relevant country codes, and applying…
This article shows how to calculate built-in MQL4 indicator values and present their interpretations as text on a price chart. Its example compares the Stochastic Oscillator’s main and signal lines to label a possible buy or sell condition, then extends the…
The article applies a beta variational autoencoder to binary event features built from the Stochastic Oscillator and Fractal Adaptive Moving Average (FrAMA). It focuses on three patterns that had underperformed in earlier tests, encoding indicator conditions…
The article develops an approach for detecting swing highs and lows using a chosen price-variation threshold. It contrasts this with fractals, fixed-range methods, and moving-average-based searches, arguing that those alternatives can produce insignificant…
The article proposes representing support and resistance as zones bounded by average reaction levels and more extreme price rejections. The stated motivation is that fixed lines can be unreliable in choppy or transitional markets, where price may react…
GoertzelBrain combines Goertzel frequency analysis with an ensemble of online-trained neural networks to turn detected cycle structure into a directional confirmation signal. It extracts cycle period, amplitude, spectral confidence and their changes,…
The document formalizes a weekend-gap setup using Friday’s close and Monday’s open as the gap boundaries. For a gap down, it seeks a bullish candle close back above the lower boundary and targets the Friday close; for a gap up, it seeks a bearish close below…
The document describes an MQL5 chart indicator for comparing price movements across the current instrument and five user-selected symbols. It displays raw prices as lines, bars, or candlesticks and lets users choose where the series should be aligned: at a…
This article presents a MetaTrader 5 expert advisor that uses fast and slow exponential moving average crossovers to start long or short trades. The example checks for signals on completed bars, opens an initial order with configurable volume and stop…
This introductory article explains how a risk-management class for MetaTrader 5 could track daily, weekly, total, and per-trade losses, as well as profits. It describes setting thresholds, checking account conditions during operation, and stopping or closing…
This installment of a candlestick trend-constraint indicator series discusses ways to identify possible trend changes, including moving averages, candlestick patterns, trendlines, and support and resistance. Its implementation adds a reversal signal based on…
In this championship interview, developer Vladimir Tsyrulnik describes an automated USD/JPY approach that interprets market state at selected points in a bar’s lifetime. Its directional forecast is based on an index derived from Bulls/Bears Power, with other…
This article outlines an intraday Expert Advisor built around pullbacks to an exponential moving average. Trend direction is inferred from price relative to the average, while an interaction is identified when a candle crosses the line and closes back on the…
The article explores whether forecasting changes in RSI can provide a useful proxy for forecasting direction in Deriv’s Boom 1000 synthetic market. Using 100,000 one-minute observations, it compares a direct price-direction target with a target based on…
The document outlines classical CAPM and proposes a forex indicator that replaces market beta with a risk premium scaled by a currency pair’s historical volatility. It annualizes volatility using a square-root-of-252 factor, combines the resulting premium…