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 explains Envelopes as upper and lower bands placed at a fixed percentage above and below a moving average. It outlines their calculation and describes using the bands differently by market regime: in an uptrend, a move above the upper band is a…
The article describes an MQL5 indicator that detects the price gap between Friday’s close and Monday’s open, tracks the gap, and signals when price has crossed back through the full gap area. It distinguishes upward-opening gaps that fill on a downward…
The article explains a classic grid approach for both long and short trades, then describes automating it as an MQL5 Expert Advisor and reviewing it in the strategy tester. Starting with a small position, the system adds another trade each time price moves…
This article outlines an MQL5 strategy that uses swing structure and wick reversals to generate trades. It identifies swing highs and lows over a configurable lookback, labels them relative to prior swings, and uses higher highs or lower lows to establish…
This article presents an implementation of ATFNet, a multivariate time-series forecasting approach that combines two forecasting paths. The T-Block models patterns in the time domain, while the F-Block analyzes periodic and global structure in the frequency…
This article explains how to use MetaTrader 5’s economic calendar API as a common data source for live news monitoring and historical strategy testing. It distinguishes event metadata from event values, describes functions for loading an interval of calendar…
This article describes an extension to a logging library that turns numeric MQL5 error codes into structured records containing a code, symbolic constant, and readable description. Separate language tables provide descriptions in eleven languages, while a…
This installment improves the chart display used to inspect and manage positions in an MQL5 replay and simulation system. It adds a background panel behind the position indicator, adjusts object coordinates and dimensions so that the line, close control,…
The article tests whether supervised learning can improve three previously weak signal patterns based on the Gator oscillator and the Accumulation/Distribution oscillator. Its proposed filter is a one-dimensional CNN that periodically applies dot-product…
This article extends a graphical controls library with a vertical scrollbar that appears when attached content exceeds its parent form’s height. It adapts an existing horizontal scrollbar and also discusses correcting premature redraws that caused clipped…
This article describes an MQL5 chart tool that scrolls information for several symbols, including bid and ask prices, spreads, and daily percentage changes. Its architecture stores symbol names and price state in arrays and a structure, then uses timed…
The article presents an MQL5 simulation engine for generating synthetic price paths under the Multifractal Model of Asset Returns. It combines three stages: a multiplicative cascade generates uneven trading time, fractional Brownian motion supplies a…
The article describes an MQL5 indicator for inspecting ten types of alternative bars as candlesticks in a separate chart window. It reuses the same bar-construction classes as a bar-building expert advisor so that indicator output can be compared directly…
The article explains Closed-Form Policy Improvement (CFPI), an offline reinforcement learning method designed to improve an agent’s policy while keeping its actions near those represented in historical data. It motivates a first-order approximation of the…
The article presents an MQL5 method for automatically drawing sloped support and resistance lines from price extrema. It uses an eight-period RSI to define search zones: overbought and oversold readings mark intervals in which the algorithm looks for high or…
The article explains how to construct point and figure charts from high and low prices using a chosen box size and reversal threshold. Price changes smaller than one box are ignored; rising and falling columns are represented by Xs and Os, and a new column…
The article explains Random Encoders for Efficient Exploration (RE3), a reinforcement learning method for encouraging agents to explore high-dimensional state spaces. It estimates state novelty from distances to nearby states in a low-dimensional…
This article tests whether five-year U.S. Treasury yield data can improve forecasts of the S&P 500, motivated by the idea that stocks and government bonds may reflect shifts in risk appetite. It compares models predicting a future S&P 500 close using index…
This article presents a mechanical breakout method based on the latest two upper and two lower fractals. Lines through each pair form a converging channel; their projected intersection is the triangle’s apex. The method estimates when the lines will meet…
The article explains multi-head attention as parallel self-attention operations with separate learned weights. Their outputs are concatenated and projected into a shared representation, allowing a model to represent different relationships among sequence…
This article turns double top and double bottom chart patterns into a deterministic trading system. It identifies confirmed swing pivots, pairs peaks or troughs using a tolerance scaled to pattern height, and defines the neckline using the intervening pivot.…
In this interview, Automated Trading Championship participant Ge Senlin describes the design and testing of his multicurrency Expert Advisor. The EA adds volume to losing positions and waits to close positions at a profit, while also monitoring account-level…
The article distinguishes price patterns by how they form. Rectangles and contracting or expanding triangles are defined by sequences of ZigZag reversal points; flags, pennants, and wedges are described as formations made by overlapping bars. It explains how…
The article presents a development workflow for using MATLAB 2018 computations in an MQL5 indicator. Its example applies a seasonal autoregressive integrated moving average model to price time series and combines prediction with Kalman filtering. MATLAB…