This overview describes statistical reports from the Automated Trading Championships in 2006 and 2007. Reports combined participant-level information, including open positions, trading histories and terminal logs, with aggregate analyses of equity and Expert…
Žinių biblioteka
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.
Ieškoti bibliotekoje
3,012 dokumentų
This article describes extending a MetaTrader trading library to manage pending requests for order operations. It makes the request manager a descendant of the main trading class, with timer processing divided between base trading behavior and…
The document introduces the MQL5 Wizard as a way to assemble an Expert Advisor without writing its full implementation manually. It describes three configurable building blocks: trading signals, money management, and trailing stops. A trader selects the…
This installment in a MetaTrader 5 development series begins integrating previously built chart-trading, position-view, order, and mouse-interaction components into a market replay and simulation system. It consolidates duplicated code in the trade-elements…
This article describes an adapter that connects a bet-sizing system to a trade-pyramiding engine in MQL5. It combines probability-based sizing, a concurrent-signal budget, and dynamic forecast-based bet sizing with an engine that adds progressively smaller…
The article walks through training a RandomForestRegressor in Python and deploying it in MetaTrader 5 through ONNX. It uses hourly EURUSD close prices, turns a rolling history of 100 observations into features, and labels each sequence with a later close…
This article proposes turning visually identified supply and demand zones into measurable rules by analyzing the momentum of an impulsive price move. It introduces an impulse ratio based on candle body direction and total range, alongside absolute candle…
This article introduces regular expressions as a way to find and replace text that matches a pattern. It explains character classes, repetition operators, grouping, alternatives, and anchors, with examples of how patterns match strings. It also notes that…
This article describes extending a multi-currency Expert Advisor optimization workflow so strategy instances can be grouped using their behavior in a forward period. It contrasts selecting the strongest optimization performers with selecting instances whose…
This article adapts the Decoder-Free Fully Transformer-based object detection method to a reinforcement learning agent for trading. Its motivation is to let an actor choose actions from historical market data directly, avoiding an intermediate forecast of…
This article develops a configurable RSI indicator in MQL5. It offers several calculation styles, including Cuttler, Ehlers, Harris, quick, basic, RSX, and gradual variants, alongside selectable price inputs and smoothing methods. Users can choose fixed or…
This article introduces HiSSD, a framework for learning transferable behavior in cooperative multi-agent reinforcement learning. It divides behavior into shared skills that generalize across tasks and task-specific skills that adapt actions to a particular…
This article describes an MQL5 application for visualizing combined trading results across multiple symbols. It modifies the standard MACD Sample expert advisor to test a list of instruments, records deal history after a test, and reads that data to draw a…
This article explains an intraday opening range breakout strategy for U.S. equities. It selects liquid stocks with elevated activity shortly after the open, on the premise that corporate news can prompt institutional repositioning and create directional…
The article shows how to organize indicator buffers inside objects and use classes to reduce repetitive setup in complex MQL5 indicators. Its first example creates multiple RSI plots and an average, storing each output array in an object and looping over the…
The article presents an MQL5 library of reusable graphical controls for expert advisors and other terminal programs. It describes controls for numeric input, checkboxes, radio groups, scrollbars, single- and multiple-selection lists, drop-downs, menus,…
This article outlines an MQL5 expert advisor for trading breakouts from the range formed before the London session. It measures the pre-session high and low, validates the range against minimum and maximum size thresholds, and places buy-stop and sell-stop…
The article explains self-organizing, or Kohonen, maps and applies them to a trading model that compresses several price features into a one-dimensional output. It distinguishes historical input data from the future value being estimated, then describes an…
The article explains why nominal categories, such as candle types or weekdays, need careful treatment when used by machine learning models that accept numeric inputs. Assigning integers can imply an order that the categories do not possess. It introduces…
This article investigates unexpected pauses in a MetaTrader replay simulator. The service had been reading a control button’s chart-object state, which could change after a custom chart event and falsely signal a pause. The author replaces that polling…
The article shows how to move sound alerts out of a MetaTrader 5 Expert Advisor and into a standalone service. Other programs, including indicators and scripts, can request sounds by writing a value to a terminal global variable. A library provides simple…
This article presents a modular Expert Advisor framework with configurable trade size, take-profit, stop-loss, trailing stop, slippage, and entry-condition switches. It explains how an EA can initialize parameters, check for a signal when no order is open,…
This article explains Reversible Instance Normalization (RevIN), a method for handling distribution shifts in time-series forecasting. For each input sequence, the method removes its mean and scales by its standard deviation so a model can focus on local…
This beginner-oriented guide outlines a learning path for developing automated trading programs in MQL5. It recommends combining the MQL5 community’s documentation, books, code examples, forums, and development services with MetaTrader 5’s editor and…