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 document explains a Smart Money Concepts setup in which a failed bullish orderblock may later act as a bearish mitigation zone. The described sequence begins with a rally into resistance, signs of rejection, a lower second peak, and a break below a…
The document introduces a multi-task learning design that uses ResNeXt to extract features from financial data and feed several prediction tasks. It explains grouped convolutions, residual connections, bottleneck blocks, and cardinality, then describes a…
The article explores calculating technical indicators from a currency basket index instead of averaging indicator readings from each pair. It tests a combined Williams Percent Range calculation on a geometric-mean index of seven USD pairs and compares it…
This article describes the first part of an MQL5 script intended to reduce routine work when reviewing past trades. It explains why traders should examine historical decisions as market conditions change, and outlines inputs for selecting either a single…
The article explains Newton interpolation through divided differences and basis terms, then describes a scalable procedure for deriving polynomial coefficients from sampled points and evaluating the polynomial at a new input. It illustrates the method with…
The article adapts Craig Reynolds’ Boids flocking model as a population-based optimization method. Agents move according to separation, alignment, and cohesion, with each rule controlled by distance and weight parameters. The described implementation also…
This article explains an automated process for repeated historical optimization and forward testing. Each cycle optimizes an Expert Advisor over a chosen historical window, selects parameters using a fixed filtering and sorting method, then evaluates those…
This article describes an MQL5 position sizer that estimates a strategy’s win probability and average win-to-loss ratio from its closed deal history, then applies the Kelly criterion to calculate a capital fraction. The proposed class filters deals by symbol…
This programming tutorial shows how to use MQL5 #define macros to imitate foreach-style loops. It builds macros for iterating over Market Watch symbols, chart objects, orders, positions, and historical deals, with examples of reading properties such as…
This article presents an MQL5 framework for consolidating Strategy Tester optimization results in CSV files, including custom measures that native tester statistics do not provide. It describes calculating Sortino ratio from losing deals, average holding…
This article describes extending an MQL5 economic-calendar dashboard to place trades around scheduled news releases. Users choose whether to trade before or after an event, set time offsets and trade size, and filter calendar entries by currency, importance,…
The article presents a method for detecting Doji candlesticks that span variable numbers of chart bars. Fixed timeframe boundaries can split continuous price movements in ways that hide a pattern; the proposed indicator instead combines consecutive bars into…
The article describes Prioritized Experience Replay (PER) for off-policy reinforcement learning, focusing on its use with Soft Actor-Critic. Instead of sampling past transitions uniformly, PER assigns priorities from temporal-difference errors so experiences…
The article explains how to build an MT4 indicator that downloads a weekly economic calendar, reads its CSV entries, and marks each event on a price chart with a vertical line and headline. It describes using an external download utility, converting calendar…
This article outlines a multi-instrument Expert Advisor that assigns separate risk budgets to Asian, London, and New York sessions. It proposes trading selected instruments during each session and sizing positions from the remaining session risk and stop…
The document explains XML-RPC as a way for MQL5 programs to call remote procedures over HTTP using XML-encoded values. It introduces the protocol’s basic and compound data types, request and response structures, and success and fault responses. It then…
The document adapts ideas from a graph transformer generative model, originally developed for architectural layouts, to trading-agent representation learning. Its encoder combines transformer attention, which can represent broad relationships, with graph…
The document describes a particle swarm optimization (PSO) method for searching Expert Advisor parameter sets in MetaTrader 5. Each particle has a position, velocity, and personal best; particles are grouped so they can also use a group best. Their positions…
The document explains a scalar Kalman filter for smoothing price series and contrasts its changing weight with the fixed weights of simple and exponential moving averages. It models price as a random-walk latent state observed with noise, then updates the…
The article shows how to wrap MQL5's built-in SQLite functions in a class designed to resemble Python's sqlite3 module. It covers opening an on-disk or in-memory database, executing SQL, distinguishing read queries from data-changing statements, fetching…
This article presents a data preparation workflow for deep neural network experiments on financial time series. It starts with terminal OHLCV quotes, organizes them by time, and derives price series and technical predictors, including adaptive trend filters,…
The article describes a chart analyzer that uses ZigZag swing points as anchors for trend lines and support or resistance levels. ZigZag filters smaller fluctuations according to its settings, leaving selected highs and lows that can be connected to show…
The article explains function and procedure overloading in MQL5 through examples of several functions named Sum. The compiler distinguishes overloads by their parameter signatures, such as differing types or parameter counts, and chooses a matching function…
The article examines a forex reversal strategy that opens a sequence of opposing trades after price moves against the initial position. It describes an Expert Advisor with controls for trade direction, entry timing, indicator filters, manual first entries,…