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 adapts a machine-learning trading workflow for assets where long and short opportunities may be unevenly distributed. It labels only trades in a chosen direction, using a randomly selected holding period and a markup threshold to distinguish…
The article applies supervised learning as an additional filter for three Ichimoku and ADX-Wilder signal patterns that had previously performed poorly in forward-walk tests. Its model uses a spectral-mixture-inspired feature layer to represent oscillatory…
This installment prepares a library for building composite graphical objects on MetaTrader charts. Its design gives an extended base object a list of dependent objects and adds properties to record each object’s base ID and name. Dependent coordinates can be…
The article describes a reusable voice-notification system for MetaTrader 5, extending the terminal’s built-in sound alerts to trading signals, order changes, position outcomes, and trading-status events. A library class selects a message and language,…
The article tests whether Federal Reserve economic data can improve forecasts of EURUSD. It compares ordinary daily market quotes with three FRED series: the broad dollar index, US bond interest rates, and expected inflation. After expressing the data as…
The article explains the Sharpe ratio as average return above a risk-free rate divided by return standard deviation. It outlines how to compute periodic returns and dispersion, and how to annualize ratios from shorter timeframes using the square root of the…
The article compares three Commodity Channel Index calculations: the conventional version using mean absolute deviation, a version normalized by standard deviation, and a robust variant using the Theil–Sen median of pairwise half-sums with median absolute…
The article investigates whether price slope and its arctangent angle can improve machine learning forecasts. It notes that time-based slopes depend on how gaps such as weekends are represented, while its alternative ratio of price changes can become…
The article continues an introduction to representing domains and relationships with category theory concepts in MQL5. It discusses identity and composition, uses everyday examples to illustrate mappings, and presents template-based classes for domains and…
This programming tutorial introduces queue behavior through MQL5 examples, connecting data organization with the processing needs of indicators and Expert Advisors. A FIFO queue appends incoming values and removes the oldest item when it is read. The article…
This installment describes a reusable MQL5 class for a chart-based trade management panel and its integration into an Expert Advisor. It organizes the interface into controls for quick market orders, pending orders, and bulk position or order actions. Inputs…
The article explains why choosing an Expert Advisor configuration solely because it tops an optimization leaderboard can produce fragile results. A narrow peak may depend on a particular historical sample, while a broader region of nearby parameter settings…
The article presents an Expert Advisor implementation of the original Turtle trend-following rules. System 1 enters on 20-day breakouts and skips a same-direction signal after a winning prior breakout; System 2 takes every 55-day breakout. Each system exits…
The article describes creating a custom candlestick signal class that integrates with the MQL5 Wizard and can be used to generate an Expert Advisor. The class extends the framework’s signal base, exposes configurable weights and detection thresholds, and…
The article surveys loss functions available in MQL5 and explains how their properties affect neural-network training. It contrasts magnitude-based measures such as mean squared error and mean absolute error with classification losses such as categorical and…
This guide presents a staged process for choosing indicators and Expert Advisors in a trading software marketplace. It recommends first selecting the correct platform and product category, then narrowing results with keywords and marketplace tabs. Buyers are…
The article revises the design of a multi-currency Expert Advisor that runs multiple strategies. Its initial architecture lets each strategy place market orders directly, which can leave some strategies unable to trade when position sizes fall below broker…
This tutorial introduces programming building blocks in MQL5 through examples of declaring, initializing, indexing, and reading arrays; writing reusable custom functions; using preprocessor directives; and responding to platform events. It explains that…
The article outlines an automated continuation strategy based on hidden RSI divergence. A bullish setup pairs a higher price low with a lower RSI low; a bearish setup pairs a lower price high with a higher RSI high. The proposed MQL5 system detects confirmed…
The document introduces generative adversarial networks as a way to create synthetic financial observations when real samples are scarce, imbalanced, noisy, or sensitive. It explains the generator and discriminator roles and their alternating training…
This article describes a MetaTrader 5 tool that scans recent bars for pin bars, dojis, engulfing patterns, and marubozu candles. It outlines rule-based detection using candle bodies, shadows, ranges, and direction, with configurable lookback and shape…
The article proposes converting market features into binary sequences for technical analysis. Price direction, position relative to a moving average, movement strength, trading volume, and observations across timeframes are examples of inputs that can be…
The article follows a novice MQL4 programmer who tries to turn short-term price swings into a mechanical reversal strategy. The example enters after price moves a chosen distance and then retreats, using fixed stop-loss and take-profit levels. It illustrates…
The article explains market making as providing two-sided quotes that support liquidity, while noting that market makers face inventory risk when price moves against accumulated positions. It contrasts this role with automated market makers used by…