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 installment of the DoEasy library series describes organizing historical bars into a collection indexed by both trading symbol and timeframe. The collection is intended to give an MQL5 program access to the requested number of bars for every configured…
This article translates Larry Williams’s short-term and intermediate-term market structure concepts into an MQL5 Expert Advisor. A short-term swing low is a low surrounded by higher lows, while a swing high is surrounded by lower highs; intermediate swings…
This beginner guide explains the Variable Index Dynamic Average (VIDYA), a lagging trend indicator that adjusts its smoothing using the absolute value of the Chande Momentum Oscillator. It describes the calculation in terms of an EMA smoothing factor and…
The article frames stop-outs as a problem of price moving against a correct directional view before eventually reversing. It argues that simply widening stops creates inconsistent risk, while waiting for confirmation may only delay a stop-out. Its baseline…
In this interview, Boris Odintsov discusses winning the 2010 Automated Trading Championship with an Expert Advisor and returning to the 2011 contest using a revised version. He credits careful modeling and reliable coding, while acknowledging luck and the…
The article describes an MQL5 system that monitors every open account position and checks whether it has stop-loss and take-profit levels, risk aligned with a set percentage of equity, and a configured risk-to-reward ratio. A timer-driven cycle scans…
The article outlines an MQL5 Expert Advisor for the PIRANHA strategy, a volatility-based approach that treats closes beyond Bollinger Bands as potential reversal signals. It describes selling when a bar closes above the upper band and buying when it closes…
The article shows how to connect a MetaTrader 5 Expert Advisor to the ICQ instant messaging service using an MQL5 wrapper around a Windows DLL. It describes connecting and reconnecting, sending and receiving text messages, and storing connection state in a…
The article describes an MQL5 dashboard that ranks currency pairs by price movement across hourly, four-hour, and daily timeframes. Its proposed purpose is to help distinguish whether a pair is moving because its base currency is strengthening or its quote…
The article explains how an Expert Advisor can use a Markov transition matrix to classify market behavior and choose between trend-following and mean-reversion approaches. It defines two states from whether a candle closes above or below a moving average,…
The article describes the Dingo Optimization Algorithm, a population-based method for searching an optimization space. Each candidate solution is represented as a member of a population, and its position is updated using modeled group attacks, individual…
This article develops an Expert Advisor that uses a Trend Constraint indicator and describes a separate script for drawing risk and reward areas around moving-average crossovers. The script checks fast and slow simple moving averages, identifies bullish and…
The article explains how to add a persistent CSV journal to a MetaTrader 5 Expert Advisor that combines automated signals with actions taken through a chart interface. Its central design is a reusable journal class built around the CFileTxt library. The…
The article explains how to convert foreign-exchange option quotes from the market’s delta-based format into strikes and a volatility smile. It describes the at-the-money volatility, risk reversal, and butterfly quotes used to define smile pillars, with…
The article presents a trend-following approach that combines RSI readings with the Acceleration/Deceleration (AC) indicator. RSI is divided into bands that assign a signed index to the depth and direction of a move, while changes across up to five AC bars…
This installment describes extending a market replay system to simulate both Bid-based and Last-based tick paths from one-minute bars. It organizes shared price marks and tick counts in a common structure, then separates the mode-specific simulation logic…
The document turns a Market Entropy Indicator into an MQL5 Expert Advisor with explicit rules for classifying price behavior and generating trades. It calculates entropy over fast, slow, and base periods, alongside momentum, divergence, and compression or…
This article explains why CSV exports from different brokers can produce misleading combined analyses even when they load without errors. It identifies common divergences: pip precision, commission treatment, symbol aliases, server time zones, and account…
The document outlines an automated gold trading system that pairs EMA crossover entries with a martingale recovery sequence. After a loss, the EA increases position size according to a chosen formula for a limited number of steps; a win resets the sequence.…
This article motivates Advantage Actor-Critic by contrasting value-based Q-learning with policy-gradient methods. Q-learning estimates action values and can support stepwise decisions, but its training can be biased and requires exploration choices. Policy…
This article introduces CatBoost, a gradient-boosted decision tree library that can process categorical features, and describes its ordered encoding and symmetric tree structure. It compares CatBoost with LightGBM and XGBoost, noting tradeoffs in…
The article explains MacroHFT, a reinforcement-learning framework for high-frequency cryptocurrency trading. Its original design classifies fixed-length market blocks by trend and volatility, then trains specialized agents for the resulting market regimes. A…
This article describes early reliability improvements to an MQL5 market replay system. It introduces a configuration file that lists bar files for historical context and tick files for replay, with checks intended to distinguish the expected file formats and…
The article introduces seasonal decomposition as a way to separate a time series into trend, seasonal, and residual components. It outlines additive and multiplicative forms: trend is estimated with a moving average centered to align with the original…