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 models currency pairs as directed graph edges and currencies as vertices, assigning exchange-rate weights that account for bid or ask prices. A closed path may present triangular arbitrage when its combined conversion rate exceeds transaction…
The article introduces autoencoders as unsupervised neural networks that compress input features into a latent representation and reconstruct them. It describes using this approach to reduce noise in forex data and create alternative candlestick series for…
The article explains the Accelerator Oscillator (AC) as a measure of changes in momentum derived from the Awesome Oscillator (AO). It distinguishes the AC’s emphasis on acceleration from the AO’s broader momentum view, and describes interpreting the zero…
The article presents an MQL5 workflow for preprocessing training data and selecting quantization tables for CatBoost predictors. A script loads a sample, tests candidate tables by measuring reconstruction error for each predictor, and records the best…
This article describes a maintenance workflow that turns profiling and test reports into a decision about whether an MQL5 project is ready to accept a code change. It preserves the roles established in earlier installments: a profiler measures named code…
The article explains a risk in MetaTrader 5 netting accounts: when a pending order adds to an existing position, the platform updates the position’s average entry price and may also replace its stop-loss and take-profit levels with those attached to the…
This article introduces receiver operating characteristic curves as a way to evaluate binary classifiers across decision thresholds. It defines the confusion-matrix outcomes and uses them to explain the true positive rate and false positive rate. Plotting…
This article presents an MQL5 Expert Advisor for trading retests of breaker blocks. Its framework first identifies a narrow consolidation range, detects a price breakout, and checks whether the move away is sufficiently impulsive. Swing points can be used to…
This article explains how an MQL5 Expert Advisor can return a custom quality value to the strategy tester through its OnTester function. To demonstrate the process, it builds a deliberately random-entry system with minimum-lot trades, a time window, and a…
This article describes a customizable MQL5 signal class that combines the Stochastic Oscillator with the Fractal Adaptive Moving Average (FrAMA). FrAMA supplies a trend and market-structure context through its adaptive slope, while Stochastic readings help…
This installment describes changes to an MQL5 market replay and simulation system. Its main goal is to remove the control indicator from the platform's ordinary indicator list and make it part of the replay service. The author begins by removing a chart ID…
The article explains the Detrended Price Oscillator (DPO) as a way to emphasize shorter price cycles by comparing price with a shifted simple moving average. It outlines the calculation and describes coding a custom indicator in MQL5. The indicator is then…
The article introduces APIs and REST as ways for separate applications to exchange data, then outlines common API styles and REST conventions. It describes HTTP methods such as GET, POST, PUT, and DELETE, resource-based requests, and typical JSON or XML…
This article modifies simulated annealing by replacing uniformly distributed search steps with normally distributed steps centered on the current solution. The proposed Simulated Isotropic Annealing (SIA) method generates normal variates, limits their range,…
This article describes simulated annealing as a stochastic method for searching trading strategy parameters. Starting from a candidate parameter set, it generates new candidates and evaluates them with a chosen objective function. Better candidates become…
This article explains how to make trend indicators easier to read by assigning different colors to rising, falling, and unchanged values. Its main example uses a JJRSX oscillator: compare each bar’s value with the previous bar’s value, then place the current…
The article surveys fractal ideas for describing financial time series whose behavior includes heavy tails, volatility clustering, and patterns that vary across scales. It explains self-similarity and the Hurst exponent as indicators of persistence, mean…
In this interview, trader and psychiatrist Alexander Elder recounts how early profitable trades gave him a misleading sense that trading was easy. He describes learning to work with uncertainty, limit the markets and stocks he follows, and use explicit rules…
The article introduces the first-order grey model as a way to process short, noisy financial time series. Cumulative summation turns prices into an increasing series, and a Theil–Sen estimate of its changes is used to derive a moving-average-like value.…
The article explains Supertrend as a volatility-based trend indicator that combines Average True Range with a price midpoint and a trailing band. The band sits below price in a bullish state and above price in a bearish state; a close through it changes the…
This article introduces a position-view component for a MetaTrader 5 replay and simulation system. The broader system supports chart interaction and order placement, including cross-orders for symbols other than the displayed chart. Because the platform’s…
This installment examines a slowdown in a MetaTrader 5 market replay and simulation service and explains changes to its control module. It highlights how chart objects can be accessed and manipulated programmatically, including by code outside the indicator…
The article describes portfolio allocation in Python and MQL5 using historical daily prices from MetaTrader 5. Its Python example calculates asset returns, estimates average returns and covariance, then maximizes expected return minus a variance penalty…
The article describes a fund-management system that connects an MQL5 Expert Advisor to a broker API through a Python WebSocket client. Using Deriv as the example, the EA and Python exchange commands and responses through shared files. The intended workflow…