Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.
Dokumentu skaits: 3,012
The article outlines a historical testing framework inspired by Larry Williams to examine whether candle outcomes depend on recent price behavior. It proposes eight tests: the overall bullish-close rate, bullish outcomes after runs of bearish or bullish…
The article describes an MQL5 Expert Advisor designed to enforce account and trading limits rather than generate entry signals. Its proposed controls include daily, weekly, and monthly profit or loss thresholds, position size and exposure limits,…
The article presents a historical study of daily stock gaps, asking whether price tends to continue in the gap direction or reverse afterward. It describes an MQL5 workflow that gathers symbols by market group, saves symbol lists, retrieves each instrument’s…
The article introduces functors as mappings between categories that preserve objects, relationships, composition, and identity. It applies this framing to daily tide observations from Monterey, California, and NASDAQ volatility data, proposing that one…
The article reviews Ichimoku Kinko Hyo’s components and trading interpretations, then gives a chart-based method for setting parameters for both standard Ichimoku and an alternative cloud indicator. Tenkan-sen and Kijun-sen are calculated from midpoint…
The article translates Larry Williams’ volatility breakout idea into an automated trading system. At the start of each day, the system measures the previous session’s high-low range, then places potential entry levels above and below today’s open using…
The article explains how fuzzy logic can soften rigid trading rules by assigning indicator values degrees of membership in linguistic groups such as buy, neutral, and sell. It contrasts this approach with crisp logic and sketches the stages of fuzzy…
The article presents a MetaTrader 5 trading system based on PatchTST, a transformer-style model that divides time series into patches to represent local patterns while modeling relationships across a longer history. Its described input uses normalized price…
This article describes MQL5 components for generating detailed trading reports to support an automated walk-forward optimizer. Since an Expert Advisor cannot directly access the strategy tester's full optimization data, the approach downloads and processes…
The article explains the Market Facilitation Index (MFI) as a measure of price movement relative to volume, emphasizing changes between adjacent bars rather than absolute indicator levels. It classifies bars by whether MFI and volume rise or fall together:…
The article turns Larry Williams’ Hidden Smash Day pattern into explicit Expert Advisor rules. A setup is identified on a completed bar, then requires the next bar to close beyond the setup bar’s high for a long or below its low for a short. The EA reads…
This installment explains a substantial refactor of an MQL5 Expert Advisor to support user-selected chart templates, subwindows, and floating windows while retaining existing trading functionality. It describes tracking template changes during initialization…
The article describes an MQL5 trading model that combines neural-network training with Markov market-state labels, a 256-dimensional state-space model, and mechanisms named resonance, interference, and decoherence. It describes inputs spanning prices,…
The article explains how to build an MQL5 Expert Advisor signal module around a custom indicator model by subclassing the standard signal base class and implementing its settings, indicator initialization, and long and short condition methods. It uses MACD…
This article presents a practical framework for deciding when to move MQL5 calculations from the CPU to a GPU through OpenCL. It identifies batch workloads with many similar, independent operations—such as parameter optimization, hypothesis testing, pattern…
The article walks through implementing a custom Heiken Ashi indicator in MQL5 and calling it from Expert Advisors. It describes the smoothed candle calculations: the open uses the prior Heiken Ashi open and close, the close averages the current period's…
The article explains how to extend an MQL5 drawing palette with cursor-focused chart inspection tools. Its crosshair manager coordinates canvas layers for reticle ticks, full-chart horizontal and vertical lines, and price and time labels at the axes. A…
The article presents an unsupervised Isolation Forest monitor for execution quality, built natively in MQL5 and attached to trade transaction events. Each confirmed fill is represented by features for slippage, request-to-fill latency, spread at execution,…
This installment describes a modular framework for managing supply and demand zones as stateful objects. Its decision pipeline evaluates automatically detected candidates, monitors accepted zones as they age and interact with price, then resolves pending…
The article explains RSI as a bounded momentum oscillator, outlines its calculation from average upward and downward price changes, and describes how its readings may behave in uptrends, downtrends, and sideways markets. It gives a worked calculation using a…
The article describes an MQL5 dashboard that estimates the relative strength of major currencies from percentage changes across the pairs in which each currency appears. It computes changes over lookback windows on M15, H1, and H4, reverses the sign when the…
The article introduces the Commodity Channel Index as a momentum oscillator that compares typical price with its moving average relative to mean deviation. It walks through the calculation and a worked example, then proposes two families of rules: use…
The article explains how to use MetaTrader 5’s native SQLite support to store and analyze trading and optimization data. It demonstrates creating tables, inserting records, preparing and reading queries, binding results to structures, managing transactions,…
The article explains how to create an MQL5 oscillator by calculating price momentum as the difference between a close and the close a chosen number of bars earlier, then smoothing that series with a Hull Moving Average. The HMA is constructed from fast and…