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 outlines a proposed trading system that combines a quantum-circuit state encoder, a deep Q-network, language-model analysis, and a self-adaptation mechanism. It motivates the design with familiar reinforcement-learning difficulties in markets:…
The article describes an MQL5 graphical interface for reviewing Expert Advisor optimization results. It presents a sortable table of top-performing passes, stores summary statistics alongside total and per-symbol balance data and drawdown series, then lets a…
The article proposes measuring whether candles opening at the same time of day repeatedly move in the same direction, and whether changes in that pattern coincide with shifts in trend. Its MQL4 script groups candles by opening hour and minute over a selected…
This article introduces spans, experiments, and compositions from category theory, then uses them as a framework for describing a trailing-stop experiment. It records the floating profit of a long position alongside moving-average and average-true-range…
This article presents a configurable MQL5 module for classifying price geometry inside the lower-timeframe bars that make up a higher-timeframe liquidity-zone base. It describes identifying swing highs and lows, then using their relative levels and slopes to…
This article describes how to make Expert Advisors generated by the MetaTrader 5 Wizard usable in MetaTrader 4. Its approach is to adapt missing MQL5 Standard Library trade classes and emulate the relevant MQL5 trading interface on top of the older…
This article explains how to add adaptive resizing and maximization to MQL5 dialog windows used to display multidimensional OLAP results. It extends horizontal and vertical layout containers so they recalculate their sizes, including nested containers, then…
The article describes an MQL5 script for preparing MetaTrader 5 historical quotes for use in external analysis software. Its worked example targets two versions of NeuroShell DayTrader Professional, which expect different CSV headers and date-time layouts.…
The article shows how a Python TCP socket server can exchange messages with clients while being launched from Excel through xlwings. Its key implementation point is that threads for individual client handlers do not remove the blocking behavior of the…
The article introduces simple exponential smoothing and related Holt and Brown models as methods for short-term extrapolation of time series. It explains the central assumption that past and present behavior can inform near-term forecasts, while emphasizing…
The article explains the Arithmetic Optimization Algorithm (AOA), a population-based metaheuristic that updates candidate solutions using division, multiplication, subtraction, and addition. It initializes candidates within bounded ranges, then uses…
The article introduces the discrete Hartley transform (DHT) as a real-valued method for moving a discrete signal between time and frequency representations. It applies DHT to price series, where individual harmonics can be removed, attenuated, selected by…
The article describes the Backtracking Search Algorithm, an evolutionary method for real-valued optimization that uses both a current population and a historical population. Its mutation step moves candidates according to the difference between current and…
This article introduces neural network optimization as the process of updating model weights to reduce prediction loss. It compares stochastic gradient descent, which updates from individual examples, batch gradient descent, which uses the full dataset, and…
The article explains OPPO, an offline reinforcement learning approach that learns a policy directly from comparisons between trajectories. It contrasts this with the common two-stage method of first fitting a scalar reward model and then training a policy…
This article explains how to test whether two variables are independent using Pearson’s chi-square test on a grouped contingency table. For continuous data, observations are binned, actual cell counts are compared with counts expected under independence, and…
This article proposes embedding risk controls throughout a liquidity-zone trading system rather than treating them as an afterthought. Its framework filters zones using impulse, base structure, higher-timeframe context, zone height, and volatility relative…
This article describes an Expert Advisor that classifies daily market conditions as flat, uptrend, or downtrend by comparing price changes with the Average True Range. It counts historical transitions among these states to estimate a 3-by-3 Markov transition…
This article introduces how floating-point values are represented in memory and why decimal numbers used in MQL5 calculations may not be stored exactly as written. It places the discussion in the context of the IEEE 754 standard and explains that…
This article outlines a social decision support system in which a MetaTrader 5 Expert Advisor sends trading signals to a web application, which stores them and publishes them on Twitter. The proposed workflow leaves a person to review algorithmic signals…
This article explains how to adapt an MQL5 Expert Advisor to an auto optimizer by exporting its trading history and parameters. A report writer appends deal data and summary statistics to a file in the terminal’s shared files area, including profit, trade…
This installment explains how to update a cointegrated stock portfolio’s weights while an Expert Advisor is running. It uses a database as the interface between Python analysis and MQL5 trading: a strategy table stores basket symbols, weights, and timeframe,…
The article presents Across Neighborhood Search (ANS), a population-based metaheuristic for numerical optimization. Agents explore around both a shared collection of strong solutions and their own best solutions, using Gaussian-distributed perturbations to…
The article describes using MQL5 order magic numbers as identifiers that let multiple Expert Advisors distinguish trades on the same instrument. Rather than assigning an arbitrary small integer, it proposes encoding structured information such as an EA…