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
The article applies feedback control and linear system identification to a simple moving-average strategy. The benchmark buys when price is above the average and sells when it is below, with fixed strategy parameters and ATR-based trade levels. The…
The article explains how to adapt multi-symbol, multi-timeframe indicator classes to indicators that draw arrows only on selected bars. Their buffers contain empty values elsewhere, so copying every lower-timeframe value onto a higher-timeframe bar can erase…
This article uses a range breakout system to demonstrate a disciplined process for researching trading ideas. It argues that broad concepts must become precise rules, including how the range is measured, what qualifies as a breakout, and how entries, exits,…
The article explains Pointformer, a Transformer architecture for learning from unordered, irregular point clouds. Its hierarchy combines local attention within point neighborhoods, cross-attention between resolutions, and global attention across the scene.…
This article translates Jesse Livermore’s Market Key into an MQL5 trading system. It identifies a narrow consolidation range, freezes its high and low as pivotal levels, then requires a breakout close beyond a volatility-based clearance threshold and volume…
This article explains how statistical distribution tools can be applied to empirical samples, with examples framed as MQL5 classes. It describes generating random values from specified theoretical distributions, including normal deviates, and using simulated…
This article describes an MQL5 expert advisor that identifies supply and demand zones from narrow consolidation ranges, then validates them with an impulsive move. It looks for price to return to a zone and can apply trend confirmation before entering. The…
The article presents a Sentiment Tilt Meter that turns recent candle behavior into a smoothed score from negative to positive, combining configurable timeframes into one view. Its candle-level inputs include body size relative to range, close location within…
The article explores whether recent price behavior and weekday effects can help filter trading signals. It first describes a simulation that records the next bar's result after one, two, or three down closes, avoiding actual orders so that spread and swap…
This article explains how to build an MQL5 Expert Advisor that trades confirmed Supertrend state changes. It waits for a completed candle to close beyond the relevant band, closes an opposing position opened by the EA, and may enter in the new direction.…
This article continues a practical implementation of the Chimera framework, a two-dimensional state space model that learns dependencies across both time and input features. It describes an MQL5/OpenCL neural network layer: input projections are formed…
The article extends a MetaTrader 5 chart-based trading interface with two display features: the current asset name and accumulated profit or loss for the day. It recommends planning each interface change by identifying its purpose, display format, and user…
This installment in a market replay and simulation series examines reliability problems when an Expert Advisor (EA) manages position indicators on a MetaTrader chart. It explains how removing the EA or changing the tracked contract can leave misleading…
The article explains Linear Discriminant Analysis (LDA) as a supervised method for reducing feature dimensions while retaining information that separates labeled classes. It describes calculating within-class and between-class scatter matrices, solving an…
The article represents trading histories as sequences of outcomes and applies probability models to describe them. It first reduces trades to an equity curve, arguing that different trade arrangements can be equivalent when they produce the same curve. A…
The article surveys classification estimators in Scikit-learn and explains a workflow for exporting supported models to ONNX for inference in MQL5. It uses Fisher’s Iris dataset, whose samples have four measurements and three species classes, as a common…
The article presents a way to inspect recurring intraday patterns in forex markets by averaging bar characteristics at matching times across historical data. It describes exporting price bars, calculating each bar’s range or open-to-close movement, and…
This article outlines a proposed trading system that represents instruments and market variables as a network, applies causal discovery, and uses a Vector Autoregression model to forecast multiple related time series. It describes FCI as the causal discovery…
This installment extends a portfolio-risk analysis by turning a covariance matrix into an inspectable object. It describes calculating logarithmic returns from closing prices, arranging assets as rows and observations as columns, and using MQL5’s covariance…
This article shows how to display a simulated trading account’s balance and equity while an Expert Advisor runs in MetaTrader’s visual testing mode. The central problem is that a separate indicator cannot directly read the tested account state through…
This beginner-focused guide explains how an MQL5 program connects to built-in indicators, using an RSI-based Expert Advisor as its main example. It describes creating an indicator handle with settings such as symbol, timeframe, period, and applied price,…
This article develops an MQL5 Expert Advisor that uses the current daily candle to constrain trade direction and a lower-timeframe RSI to time entries. A bullish daily candle permits long setups when RSI is oversold; a bearish candle permits short setups…
This article proposes changes to Atomic Orbital Search (AOS), a population-based method for optimizing objective functions. In the original method, particles are grouped into layers whose average positions and energies influence movement. The modification…
The article describes an account-level control that counts confirmed entry deals across symbols, whether initiated manually or by an Expert Advisor. A configurable session start defines the trading day, and a daily maximum determines whether the account is…