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 develops concrete indicator buffer classes from an abstract buffer base. It describes organizing drawing data into indexed arrays, protecting shared state, and adding support for multiple colors, empty values,…
The article presents an MQL5 interpretation of FinAgent, a tool-augmented framework that combines market analysis, reflection, memory, auxiliary tools, and decision support. For time-series analysis, the implementation uses a transformer model; classical…
This article adds margin affordability checks to an Expert Advisor that already sizes positions from a risk percentage and an ATR-based stop. It distinguishes the planned loss if a stop is reached from the margin committed when a trade opens. Tight stops can…
This tutorial describes a custom chart panel that lets users view and change an indicator’s settings directly on the chart. It lays out the panel as rows of cells, with each cell defined by its object type, text, row, and share of the panel width. The…
The article explains how an Expert Advisor can pass trade instructions from signal generation to position management and order execution. For single-position swing trading, it uses one integer to encode buy, sell, or no action; when openings and closings are…
The article presents the Bonobo Optimizer as a population-based method for numerical optimization. Candidate solutions are bonobos, and the current best candidate is the alpha. The search combines three offspring-generation approaches: movement toward the…
The article describes adding correlation analysis to a multi-symbol news-trading Expert Advisor. Its motivation is risk control: trading several pairs that move together can multiply exposure, while a leading instrument may offer clues about a follower. It…
The article extends a Volume at Price display with a rolling trace of traded volume by price and minute. It motivates the feature with short-lived moves beyond accumulation areas, such as stop-triggering spikes that quickly return. A minute-by-minute trace…
The article explains why an Expert Advisor can lose critical management context after a terminal or VPS restart. Virtual stop-loss and take-profit levels, breakeven status, and trailing-stop progress may exist only in runtime memory, even while the…
The article surveys adaptive neural network optimizers, explaining how AdaGrad, RMSProp, Adadelta, and Adam adjust parameter updates using accumulated gradient information. It describes AdaGrad’s shrinking learning rate, RMSProp’s exponentially weighted…
This article introduces design choices in population optimization, focusing on binary genetic algorithms. It compares real-valued and binary encodings of optimization parameters, describing the flexibility of real numbers and the bitwise operations enabled…
The article explores using “fan” templates to turn recent candlestick closing prices into inputs for perceptrons and neural networks. Each input is a rounded point distance between the close of the oldest candle in a window and closes at selected positions…
The article describes an object-oriented MQL5 module for identifying bullish and bearish order-block zones. Its rules look for an opposite-color base candle followed by a larger displacement candle that closes beyond the base candle’s high or low. It also…
The article treats many technical indicators as digital filters acting on sampled price data. It introduces frequency and period, explains low-pass, high-pass, band-pass, and band-stop filters, and describes practical response characteristics such as…
The article describes a workflow that connects Python research with MetaTrader 5 data and trading tools. It covers setting up an isolated Python environment, installing data analysis and machine learning libraries, connecting to the terminal, and retrieving…
The article offers a risk-focused framework for evaluating copy-trading signals using four views: time spent in the market, drawdown, deposit load, and maximum favorable and adverse excursion distributions. Activity indicates how continuously the account is…
The article explains why an Expert Advisor can perform differently across brokerage firms: quote feeds and filtering vary, as do slippage and requote frequency. It proposes comparing brokers with trade-level statistics rather than relying only on a short…
The article presents a MetaTrader 5 indicator for manually testing trading ideas in a simulated market. It lets users place and adjust buy or sell orders, set stop loss and take profit levels, review trade statistics, use chart objects, and switch…
This article explains a reusable MQL5 engine for scaling out of positions at configurable profit targets. Each ladder rung specifies an R-multiple trigger, a percentage of the original entry volume to close, and an optional instruction to move the stop to…
This MQL5 article extends an Envelopes-based zone recovery system with trailing stops and management of multiple independent trade baskets. RSI and Envelopes provide the signal inputs, while a basket manager tracks separate recovery cycles using distinct…
This article presents MetaEditor as a development environment for the full MQL5 workflow, using a Bollinger Bands signal indicator as its example. The proposed indicator supports reversal and breakout modes, plots entries and stop and take-profit levels,…
The article outlines a MetaTrader 4 Expert Advisor that trades a pair of forex symbols as a hedge. It explains using MarketInfo to access prices and trading properties for symbols beyond the active chart, and it recommends choosing pairs whose prices tend to…
The article explains how to calculate synthetic USD and EUR indices from weighted baskets of exchange rates. It gives the currency weights and geometric-mean formulas for both indices, including the base constants that calibrate them. It then outlines a…
The article describes Hidden Smash Day patterns, a reversal setup built around disagreement between a bar’s close versus the prior bar and the location of that close within its own range. A potential buy bar closes above the previous close but finishes in…