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
Ruslan Ziyatdinov describes a trend-following robot built around the built-in ATR indicator. It probes for market direction by entering in small lots over set intervals within a defined profit channel, aiming to limit losses while waiting for a trend to…
The article discusses technical forecasting as a combination of data preprocessing and chart presentation. It proposes polynomial regression to extrapolate a price series, then uses a central regression curve and standard deviation bands to display a…
The article presents a structured method for detecting standard and inverse Head and Shoulders formations in an MQL5 chart indicator. It identifies swing highs and lows, then checks candidate formations using the relative positions of the shoulders and head,…
This article combines guidance on organizing MQL5 trading software as a project with an example Expert Advisor. The EA places limit orders at Bollinger Band boundaries only in the direction indicated by fast and slow exponential moving averages. It filters…
The article describes an MQL5 trading model that represents three qubits as a joint eight-state system. It outlines complex state amplitudes, probability measurement, rotation gates driven by market features, controlled phase gates based on feature…
The article describes an MQL5 dashboard for examining which market sessions contribute to closed-trade performance. It reads deal history over a configurable lookback period, assigns each closing deal to Sydney, Tokyo, London, or New York using UTC…
The article introduces Gaussian process regression as a Bayesian, kernel-based approach that predicts a distribution over possible function values rather than only a point estimate. It explains how a prior encodes assumptions about function shape, how the…
The article explains how an exponentially weighted covariance matrix can help a multi-symbol trading system react faster to changing correlations than a fixed rolling window. Each update blends the prior covariance estimate with the latest return…
The article proposes an optimization score that rewards both account growth and a smooth balance curve. It fits a least-squares linear regression to cumulative trade results, measures trend profit from the fitted line’s slope, and compares that return with…
The article presents a general-purpose tool for preliminary analysis of numeric sequences, including price series. It reports descriptive statistics such as mean, variance, skewness, and kurtosis, alongside normality tests, outlier limits, histograms,…
The document examines how inconsistent profit-taking changes a trading system’s win rate and reward-to-risk ratio (RRR), and argues that expectancy is the useful measure when outcomes vary. It describes Monte Carlo simulations of systems with different…
The article introduces recurrent neural networks as a way to process price sequences while carrying information forward between time steps. It explains why a fixed input window can miss events outside the selected span, then presents an LSTM block with…
The article describes an MQL5 indicator that identifies supply and demand zones from higher-timeframe base-and-impulse patterns, then changes a zone’s role after a strong breakout. Zone boundaries come from the base candle, while an impulse candle must…
The article develops a mathematical model for the average number of price steps before a boundary is crossed in symmetric and asymmetric corridors. It begins with a product rule for the two corridor halves, then generalizes the model to directional step…
In this interview, Automated Trading Championship participant Atsushi Yamanaka discusses a semi-automated approach to forex trading. He reviews long-term charts to classify conditions as bullish, bearish, or ranging, then lets expert advisors seek scalping…
The article describes an MQL5 control system that limits trading to configured session windows and blocks exposure around scheduled economic news. Its design has three parts: a permission engine that evaluates session and news rules, an Expert Advisor that…
The article explains natural transformations through two functors that map normalized changes in ATR and Bollinger Bands to price-range changes. Indicator changes are discretized into 21 bins from −100% to 100%, while price-range changes are stored as…
This article introduces three deterministic optimization methods available through ALGLIB in MetaTrader 5: BLEIC, L-BFGS, and NS. It explains objective functions, adjustable parameters, and box, equality, and inequality constraints, then focuses on practical…
This article’s first installment explains how to bring parts of the Kronos candlestick foundation model into native MQL5. It covers offline export of PyTorch parameters to binary float files, candle preprocessing, and the tokenizer encoder, which compresses…
This article describes a non-trading MQL5 module that labels market behavior as compression, transition, or expansion, while assessing trend separately. The states are descriptive: compression reflects narrow, overlapping ranges; transition indicates…
This article explains how to build an activity-based chart in MetaTrader 5, where each candle aggregates a configured number of incoming ticks rather than a fixed time interval. An Expert Advisor creates or activates a custom symbol, copies key price…
The article describes custom Python implementations of DeMarker and price Envelopes, then turns combinations of their signals into features for a recurrent neural network using a white-noise kernel. DeMarker is calculated from smoothed increases in highs and…
The article explains linear discriminant analysis (LDA) as a way to project labeled data into a lower-dimensional space that emphasizes class separation. It contrasts LDA with PCA, which prioritizes overall variance, and QDA, which estimates separate class…
This article proposes a rejection checklist for evaluating automated trading systems before adding them to a portfolio. Its criteria cover operational independence, errors and restrictions, spread and commission sensitivity, broker dependence, scalping and…