Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.
3,012 dokumentų
The article concludes a series implementing HimNet, a neural framework for spatiotemporal forecasting, and focuses on its temporal encoder. The architecture uses parallel processing for different dependency types and forms temporal embeddings at two scales.…
The article explains how to extend a two-timeframe Expert Advisor with a third, shorter timeframe. The higher timeframe supplies the broader trend context, an intermediate timeframe contributes entry conditions, and the smallest timeframe is used to detect…
The article describes an MQL5 indicator that creates a custom symbol whose bars encode several market dimensions. Its conceptual bar combines price information, volume measures, temporal features, and volatility measures. The indicator calculates these from…
The article presents a process for turning recurring chart behavior into rules for an automated trading system. It argues that traders should first define a target outcome, such as a sufficiently large directional price move, then identify historical…
The article defines imbalances, market structure shifts, and liquidity grabs, then proposes using higher timeframes to establish market direction before selecting a setup. It describes a structure shift as a forceful break of a recent swing level that…
The article presents a modified Spiral Dynamics Optimization method for continuous optimization in multiple dimensions. It describes limitations of pairing coordinates to form spirals, especially for odd-dimensional problems and functions whose coordinates…
The article describes an MQL5 forecasting model for the FTSE 100 that uses the index and ten large constituent stocks as inputs. It standardizes the historical input series with means and standard deviations, then fits multiple linear regression to predict…
This article presents an MQL5 chart interface that places indicator insights in a compact scrolling lane, with options to expand individual indicators into separate lanes. Its educational discussion covers RSI, CCI, Stochastic, and MACD, outlining their…
The article explains Chimera, a two-dimensional state space model that represents dependencies across both time and variables in multivariate series. It describes temporal and feature-axis state updates, cross-dimensional information flow, discretization…
This article presents an MQL5 forex strategy that combines a higher-timeframe directional view with lower-timeframe technical confirmation. The fundamental framing treats long-run currency movements and possible policy constraints as context for market…
This article explains how attention mechanisms help neural networks weigh relationships among sequence elements. It traces the idea from encoder-decoder attention for machine translation, where hidden states are scored for relevance to the current decoding…
This article describes a custom trailing stop intended for noisy, fast-moving markets. Its first component applies a Hampel filter to a recent price window: the median and median absolute deviation define a range, and prices outside that range are treated as…
This article proposes a trade-management framework based on Candle Range Theory (CRT) levels. It combines partial profit taking at structural reference points with a trailing stop for the remaining position. The system identifies a higher-timeframe range…
This study examines whether dividend announcements produced abnormal stock returns in India during 2022, as a test of semi-strong market efficiency. It groups NIFTY 50 firms by whether their final dividend increased, decreased, or stayed unchanged. For an…
The article presents LSEAttention, a Transformer modification intended to reduce attention collapse and numerical instability in multivariate time-series forecasting. It uses the Log-Sum-Exp reformulation to stabilize Softmax calculations against overflow…
The article shows how to create a MATLAB graphical interface that receives live quote updates from MetaTrader 4 through Dynamic Data Exchange. It outlines the client-server roles, the advisory-link method used by MT4, and a GUI for selecting a currency pair,…
This article explains how to extend a MetaTrader 5 news-trading Expert Advisor so manual trade controls can act on several selected symbols from a single chart. A reusable trading-buttons class combines chart controls, symbol checkboxes, order functions, and…
The article describes a trading model that combines a ResNeXt-based market encoder with multiple task-specific outputs. One output acts as an agent to generate trade parameters, while another estimates the probability of future price direction. Sharing the…
The article treats overbought and oversold conditions as uncertain transition zones between opposing local trends, where trend strength may fade before direction changes. It argues that such zones are difficult to identify reliably because price amplitude…
The article outlines a MetaTrader 5 interface intended to speed up common manual trading actions. It organizes controls for market and pending orders, supports mouse actions and hotkeys, and provides settings for buy and sell orders. Pending-order entry…
The article describes an Expert Advisor for plotting balance and equity by trading symbol and ORDER_MAGIC, allowing a user to inspect individual strategies on a hedging account. It reconstructs account history in time segments, adds commissions, swap, and…
The article teaches how to build an MQL5 indicator that draws pattern structures with chart objects rather than relying on indicator buffers and plots. Its example locates alternating swing highs and lows to form XABCD points, connects and labels those…
The article proposes a workflow for ranking stock baskets considered for statistical arbitrage. It separates criteria into eliminatory filters, ranking criteria, and strategic choices. Liquidity and transaction costs can disqualify a basket; cointegration…
The article examines a simple strategy that trades reversals near the edges of an overnight range, focusing on currency pairs that may be relatively quiet during Pacific and Asian hours. It estimates the range from the highs and lows of the two bars before…