The article presents ways to use Average True Range (ATR) in an MQL5 Expert Advisor. One signal looks for ATR and price to rise or fall across successive bars, treating aligned increases in range and direction as a volatility breakout. Another approach uses…
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3,012 dokumenti
African Buffalo Optimization (ABO) is a population-based metaheuristic that represents candidate solutions as buffalo in a herd. Agents exchange information through signals modeled on social behavior, with each update drawing on both the best solution found…
This article describes an MQL5 chart tool for planning, but not placing, trades. Traders select among market, limit, and stop orders for either direction, then adjust Entry, Stop-Loss, and Take-Profit lines directly on the chart. Initial spacing uses Average…
The article presents the Hilbert-Schmidt Independence Criterion (HSIC) as a non-parametric test for dependence between data features and a target. Using kernel matrices, HSIC can detect nonlinear as well as linear relationships and can handle scalar or…
This article extends a MetaTrader market replay tool with an on-chart slider for choosing an approximate starting position in historical tick data. It also moves the replay controls from an Expert Advisor into an indicator, allowing a separate EA to be used…
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 describes Deterministic Oscillatory Search, a population-based metaheuristic for optimizing multidimensional objective functions without random numbers. Particles begin at systematically distributed positions and track whether movement improves…
The article proposes cluster filters for smoothing non-stationary data as it arrives. Rather than applying one conventional filter to a complete historical series, the method runs several filters in parallel and selects among their outputs using a model of…
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…
This article describes a MetaTrader 4 application split across an Expert Advisor, a script, and an indicator. It assigns configuration to the Expert Advisor, continuously running analysis and trading work to a looping script, and controls and status messages…
The article explains the standard configuration tabs available to MetaTrader 5 indicators and how compiler properties can customize the first tab with an icon, description, version, copyright, and link. It argues that developers should learn what the…
The article describes Jardine's Gate, a sequential filter intended to decide whether an LSTM-generated cryptocurrency CFD signal should be traded. The six checks cover market structure through compression-based entropy, agreement among multiple LSTM experts,…
The article explains how OpenCL kernels can be optimized by accounting for GPU hardware. Using large matrix multiplication as its example, it introduces the OpenCL memory model, including global, constant, local, and private storage, and explains why local…
The article develops a mathematical approach to choosing order spacing and volumes in a grid strategy. It starts with one open position and a pending order, deriving the combined breakeven price and relating target profit, position size, volume increments,…
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 describes an MQL5 system that uses confirmed fractal pivots as price-structure anchors. It defines Break of Structure (BOS) as a closed-bar break beyond a previous swing high or low, and Change of Character (ChoCH) as an earlier warning that the…
The article introduces the Keltner Channel as a volatility indicator built from an exponential moving average and ATR-based upper and lower bands. It outlines two signal rules: a rebound strategy that enters when price closes back inside a band after…
This article explains how to organize an MQL5 indicator around Model, View, and Controller components, focusing on how the components exchange data and responsibilities. Its example is a Williams Percent Range indicator, chosen to demonstrate software…
This article presents an MQL5 application for examining Expert Advisor optimization results beyond the summary statistics available in the tester. Its proposed features include detailed statistics and conditional filtering for individual optimization passes,…
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 installment explains how to add custom indicators to a DoEasy library collection and retrieve their data. Unlike standard indicators, custom indicators can have an unknown number and type of inputs, so the caller must supply a prepared array of input…
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…