A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 3,012
This article describes a bridge for exporting MetaTrader 5 ticks to .NET applications. It defines a tick data structure and WCF service contracts for subscribing to updates, retrieving active symbols, and receiving tick and symbol-change callbacks. The…
The article describes revisions to a MetaTrader indicator intended to make its signals and exits clearer before conversion into an Expert Advisor. It reviews chart behavior and indicator buffers, corrects the placement of an RSI-based sell-zone marker, and…
This article proposes deriving triple-barrier profit-taking and stop-loss levels from a fitted discrete Ornstein–Uhlenbeck process rather than selecting the best pair from a historical grid search. It explains how the autoregressive coefficient describes…
The article turns Larry Williams’ Smash Day reversal pattern into objective rules for an automated trading system. A buy setup occurs when a bar closes below a configurable number of prior lows; a sell setup uses a close above prior highs. Outside bars are…
The article describes an MT4 indicator that scans a user-selected list of currency pairs for crossovers between two buffers from an external indicator. It reads the symbol list from a file, retrieves recent buffer values, and flags upward or downward…
The article explains statistical causality in time series and presents transfer entropy as a way to measure whether past information from one series improves understanding of another series’ future. It contrasts this approach with Granger causality, which…
The article describes an MQL5 architecture for applying different trailing stop rules to individual open positions. A shared interface lets each rule calculate a proposed stop price, while a central engine handles registration, evaluation, and modification…
This article ports causal trend-scanning features to MQL5 and replaces repeated window summation with three running statistics per horizon. Once each horizon is initialized, its sums update in constant work per bar, reducing the computation described from…
This article presents a workaround for backtesting MetaTrader 4 Expert Advisors on time frames the Strategy Tester does not offer directly. It uses the period converter to build custom bars from available minute data, exports those bars to CSV, then imports…
This article surveys the ALGLIB numerical analysis library as adapted for MQL5, describing its scope and major updates from version 3.5 to 3.19. The material highlights methods relevant to quantitative work, including interpolation and fitting, optimization,…
This article explains how to filter financial time series in the frequency domain: preprocess a finite series, apply a fast Fourier transform, modify frequency components with a filter response, then invert the transform and undo preprocessing. It describes…
This programming tutorial explains how to convert a statically declared MetaTrader 5 indicator into one whose plot settings are configured at runtime. It uses an inside-bar candle display as its example. The static version declares the plot type and colors…
The article demonstrates a MetaTrader 5 workflow for using neural network modules (NNMs) in an automated EURUSD trading system. It describes a module containing several subnetworks trained on different segments of a time series, with a signal line derived…
The article pairs MACD, a price-trend and momentum indicator, with OBV, a cumulative volume measure, and describes ten rule-based signal patterns. Examples include confirming a MACD signal-line crossover with rising or falling OBV, and filtering MACD…
This article explains why regressions between unrelated non-stationary time series can appear convincing. It generates two independent random walks, regresses one on the other, and shows that fit statistics and coefficient significance can falsely suggest a…
The article describes HimNet, a neural forecasting architecture that adapts its recurrent graph-processing weights to temporal and spatial context. Trainable embeddings represent time patterns and individual tickers or venues, then query compact…
The article explains how to turn option quotes into a strike-by-expiry implied volatility surface and display it as a rotatable 3D mesh in MetaTrader 5. It describes reading contracts from native option symbols or a CSV chain, arranging quotes on a grid, and…
This article describes an MQL5 indicator that builds a session-based volume profile from tick data. It collects ticks within configured session boundaries, maps prices into discrete bins, accumulates each tick's weight, identifies the Point of Control (POC),…
This article introduces a method for testing discrete, bitwise-coded trading signals in a long-only setting, using Nvidia shares and combining the Relative Strength Index (RSI) with the DeMarker oscillator. It explains RSI as a measure of recent price…
The article explains spindle charts, a volume-by-price visualization that combines open, close, high, and low prices with a volume-weighted moving average (VWMA) and a volume ratio (VR). VWMA weights prices by volume over a selected period, while VR compares…
This article explores entry patterns from combined currency basket indicators. It proposes watching moving-average crossings on both currencies in a pair: a potential directional signal is stronger when one currency index crosses upward while the other…
This article continues a programming series on using built-in indicators inside MetaTrader 5 Expert Advisors. It covers volume indicators, including Accumulation/Distribution, Money Flow Index, On Balance Volume, and volume, along with Bill Williams…
The article describes a brute force method for searching price patterns and generating trading robots from the selected parameters. It represents a signal as a multivariable polynomial expansion whose inputs are candle price changes across several bars.…
This article introduces MQL5 code libraries as reusable components for Expert Advisors and other MetaTrader programs, distinguishing compiled EX5 function libraries from DLLs and include files. Its practical example is a position management library: the…