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 article presents a constrained, restartable grid Expert Advisor informed by Aldo Taranto’s research on bidirectional grid processes. It contrasts the grid’s accumulating losses across traversed levels with the faster loss growth of martingale doubling,…
This article introduces Prophet’s trend, seasonality, changepoint, and holiday components, then applies the model to hourly EURUSD data from MetaTrader 5. It defines the target as each bar’s high-to-low range, converts timestamps and volatility into the…
This article builds a historical tester for four candlestick patterns: bullish and bearish pin bars and engulfing patterns. It first defines conditions for detecting each pattern on closed bars, then implements an MQL5 Expert Advisor that opens trades in the…
The article studies discrepancies between a quoted EURGBP rate and a synthetic rate derived from EURUSD and GBPUSD, treating deviations as possible trading signals. It reports statistics from two months of five-minute data, including negative skew, heavy…
The article argues that predictive machine-learning models depend on meaningful inputs and labels, and that associations in historical data do not by themselves demonstrate cause and effect. It introduces causal inference concepts alongside the history and…
The article describes an MQL5 Expert Advisor for trading breakouts from the Asian session range. It records the session high and low over configurable start and end times, then places pending buy-stop or sell-stop orders beyond the range according to a…
The article presents a binary classifier for predicting the direction of the next Renko bar on EURUSD. It converts five-minute price data into Renko bars using an ATR-based block size, then builds features from recent bar directions, directional streaks, and…
The article contrasts directional classification with regression for trading forecasts. A classifier predicts direction but not the size of a move, so hit rate alone can conceal the effect of gains and losses. The proposed regression targets measure future…
This article plans the structure and setup flow for a MetaTrader 5 application that helps discretionary traders scan signals across selected markets. Its initial setup has three stages: choose symbols from Market Watch, select timeframes, and define trading…
The article demonstrates a one-step-ahead EURUSD H1 forecasting workflow using EViews for econometric modeling and an MQL4 Expert Advisor to evaluate forecasts. It examines quote distributions and autocorrelation, applies unit-root testing, and uses a…
The article explains how the updated MQL5 Wizard builds Expert Advisors from reusable signal, trailing, and money management modules. Its main change is a hierarchical signal system: each signal can combine forecasts from up to 64 advisor signals, including…
The article starts with a manual hourly trading strategy built from ADX, the Relative Vigor Index, and the Accelerator Oscillator. It specifies directional entry conditions requiring agreement among all three indicators, then uses fixed position size,…
The article replaces a moving-average component in an earlier feedback-control trading design with a supervised statistical model of EUR/USD. It outlines a workflow that gathers daily OHLC data, labels future prices at a defined horizon, compares candidate…
The article explains Thomas DeMark’s rules for identifying price extremes and drawing trend lines with less discretionary interpretation. A TD high is a candle whose high exceeds the highs of a chosen number of candles on both sides; a TD low uses the…
The article proposes SEAL, an experimental process for adapting a trading language model from trade outcomes. It stores predictions and results as training examples, assigns each example a weight based on factors such as directional correctness, model…
The article outlines a modular trading robot that uses Python for analysis and MQL5 for execution. A central MarketMaker component coordinates modules for volume analysis, arbitrage, economic conditions, and risk control. The proposed architecture runs…
The article describes a reinforcement learning setup for trading that adds a Director to the usual Actor–Critic pair. The Actor selects actions, the Critic estimates their reward quality, and the Director classifies whether actions fit the learned strategy.…
The article outlines a foreign-exchange arbitrage prototype that uses Python with MetaTrader 5. It retrieves tick data for multiple currency pairs, removes duplicate timestamps, calculates synthetic prices from combinations of quoted pairs, and compares…
This tutorial introduces the MetaTrader 5 Economic Calendar and explains how its event data can be accessed from MQL5 programs. Calendar entries include country and currency associations, event descriptions, importance, scheduled times, and reported values…
The article explains how neural networks can support trading systems, focusing on signal generation and indicator calculation. It distinguishes forecasting a future closing price from producing a decision signal during a trading session, and argues that the…
This article describes a multilayer perceptron that forecasts a conditional Gaussian distribution for price increments rather than producing only a point estimate. It motivates the approach by noting that mean squared error corresponds to a Gaussian…
This article describes a MetaTrader 4 workflow for collecting profitable Expert Advisor optimization runs across multiple backtests into HTML tables that can be analyzed in spreadsheet software. It proposes recording separate results for long and short…
The article explains how to calculate four common moving averages from price history in MQL5: simple, exponential, smoothed, and linearly weighted. It outlines each method’s weighting behavior and provides indicator implementation examples, starting with a…
This article develops a pending-order strategy based on unusually high tick volume during a candle. It compares current volume with the average from a chosen number of closed candles, then scales the threshold according to a base deviation and an additional…