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
This installment extends a MetaTrader trading library so pending requests can close positions fully, close them in parts, or close one position against another. Its central reliability issue is detecting whether a request has actually executed. Comparing a…
The article examines why Go-Explore’s two-stage process—exploring states and then training a policy from collected examples—becomes harder as a trading history grows. It reports that random action selection produced a profitable pass on a one-month training…
This article explains FEDformer, a Transformer architecture for long-horizon time-series forecasting that combines seasonal-trend decomposition with frequency-domain processing. Its Fourier version randomly selects a subset of frequency components, while its…
This article describes using the Mantis time-series architecture as a market representation module within a trading agent. It processes separate market-data channels and their first differences, extracts local features with convolutions, pools them into…
This article extends an online analytical processing framework to explore MetaTrader optimization results alongside trading reports and price data. It describes representing records in multidimensional cubes so users can filter, aggregate, sort, and compare…
This article explains how evolutionary methods, especially genetic algorithms, can optimize Expert Advisor parameters and predictor combinations. It outlines how candidate solutions are represented as chromosomes, scored with a fitness function, selected,…
The article describes an ML workflow in which Python trains a model while MQL5 prepares its inputs and runs inference through ONNX. It represents observations and features as matrices, then applies normalization and, optionally, principal component analysis…
Combination Scalping proposes filtering an existing trading system by analyzing its historical outcomes across different trade expiration times and profit targets. For each setting, the author records candle measurements from the three bars before entry:…
The article explains Andrews Pitchfork analysis using three successive price pivots to draw a median line and two parallel channel boundaries. It treats the median line’s slope as a guide to local trend, and describes watching for price reactions at the…
The article applies a secondary machine-learning classifier to RSI crossover signals. RSI remains responsible for trade direction, while a Random Forest estimates whether each signal is likely to succeed using 27 contextual features measured at the signal…
The article explains how to create a MetaTrader 5 indicator that builds a separate volume profile for each completed high-to-low or low-to-high swing. It confirms swing points from rolling price extremes and a subsequent bar, connects them with a ZigZag,…
The article introduces structural design patterns as ways to organize classes and objects into larger, reusable software structures, then demonstrates how selected patterns can be implemented in MQL5. It describes Adapter as a way to let incompatible…
The article describes Micro-AIS, a simplified artificial immune system optimization algorithm in which antibodies represent candidate solutions. It initializes a population across the search space, evaluates each candidate with a fitness function, creates…
The article explains Deep Q-Networks (DQN) as a reinforcement learning method that uses neural networks to estimate action values across market states. It outlines the agent, environment, state, action, and reward concepts, then describes a trading setup…
The article lists ten behavioral and position-management errors that can undermine a trader: reacting emotionally to the market open, taking profits too quickly, adding to losing trades, and prioritizing profitable positions when reducing exposure. It also…
This article demonstrates a basic communication setup linking Excel and MetaTrader 5 through Python and sockets. It first shows how xlwings can run a Python function from an Excel macro and read or write spreadsheet cells. It then builds a simple Python echo…
The Time Evolution Travel Algorithm (TETA) is a population-based optimizer that represents candidate solutions as separate “universes,” each with coordinates for the variables being optimized. It ranks candidates by a fitness function, retains personal and…
This installment in a series on building an MQL5 reinforcement-learning agent reorganizes HTTP request functions into classes. The starting code uses separate procedures for GET and POST requests and a dispatcher that selects a request method. The article…
This article introduces random variables as functions that map outcomes in a probability space to real numbers, then explains how their distributions describe uncertainty without predicting any single outcome. It presents the cumulative distribution function…
The article walks through a demonstration pipeline for forecasting financial prices: obtain EURUSD hourly data, scale closing prices, form rolling sequences, train a one-dimensional convolutional and LSTM network, export it to ONNX, and load the model in an…
This article completes a MetaTrader 5 script for creating chart records of historical trades. It explains how to select the deals associated with one position using its position identifier, collect entry and exit details from account history, and assemble…
This article extends an MQL5 footprint chart with an information box above each candle. The box summarizes bar-level net delta, total volume, and the buy and sell shares, with color intensity mapped to delta strength. The implementation caches these values…
The article explains the Cyclic Parthenogenesis Algorithm (CPA), a population-based optimization method inspired by aphid reproduction. It divides candidate solutions into colonies and uses two update mechanisms: modified copies of stronger solutions to…
This beginner tutorial shows how to build custom indicators in MQL5 without relying on built-in moving-average routines. Its first example calculates three moving averages from different price inputs and displays them as lines. The tutorial introduces…