Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
Liczba dokumentów: 3,012
This article explains safeguards for an automated Expert Advisor (EA) interacting with an order-management class, with particular attention to differences between hedging and netting accounts. It proposes blocking additional pending orders when one is…
This article introduces a reusable framework for managing positions after an Expert Advisor opens them. It separates trade generation from ongoing position management and organizes the work among a coordinator, an object for each managed position, and a…
This article describes an MQL5 position-management layer for open trades during restricted economic-news windows. It stores each position's original stop-loss and take-profit values by ticket, removes those levels when the window begins, and restores them…
This practical MQL5 tutorial describes an Expert Advisor that uses chart objects to display trade information. Trend lines connect a position's entry with the current price, rectangles show the trade area toward stop loss or take profit, and text labels…
This article explains how to build frequency histograms of market data in MQL5 without indicator buffers, arrays, or structures. It uses graphical objects as both display elements and storage: object names encode sampled prices, while text properties hold…
This installment describes changes to a market replay and simulation system intended to support multiple assets and larger data collections. Its main change is a configurable data directory, specified once in a configuration file and then applied when…
The article explains fields in an Expert Advisor testing report, including modeled bars and ticks, modeling quality, gross and net profit, profit factor, expected payoff, and drawdown. It gives formulas for several metrics and explains how trade counts, win…
This article introduces Brain Storm Optimization (BSO), a population-based search method intended to locate several promising solutions in a multimodal optimization problem. Candidate solutions are grouped by similarity using K-means; the algorithm then…
The article describes a money management method that uses a Fenwick tree to organize recent volume data and compare volume across portions of a lookback window. It outlines four proposed sizing modes—linear, conservative, aggressive, and mean-reversion—and…
This article outlines a neural-network approach to forecasting financial prices, emphasizing data preparation and input representation. It recommends training on quote changes or log returns rather than raw price levels to reduce dependence on price scale…
The document explains how to build an interactive historical bar replay indicator for MetaTrader 5. It replaces native candles with custom-rendered candles, uses a draggable vertical anchor to choose the replay start, and hides later bars so the trader can…
This article compares feature importance methods for tree based trading models, with particular attention to correlated or duplicated predictors. Mean decrease impurity divides credit among interchangeable features, while mean decrease accuracy can…
The document describes an MQL5 indicator that tracks swing highs and lows on higher and lower timeframes, classifies market structure, and flags price moves that extend beyond recent lower-timeframe boundaries. Its premise is that unusually large…
This article explains how to make historical trading activity easier to review in MetaTrader 5 by displaying one closed position at a time on a chart. Since the terminal stores completed deals but does not maintain a separate list of closed positions, the…
This article models selected economic calendar releases as a graph, then treats the graph as a category whose vertices are objects and connections are morphisms. It proposes mapping this structure to a time ordered category of S&P 500 price-range volatility,…
The article explores a double moving average crossover approach that uses a higher timeframe to establish directional bias and a lower timeframe to time entries. It contrasts trend-following entries, which wait for a lower-timeframe crossover in the…
The article describes a MetaTrader 5 Expert Advisor designed to trade a selectable set of currency and metal symbols from one chart. Its entry signal combines Bollinger Bands calculated on Keltner Channel values: the Keltner Channel uses an exponential…
The article presents Parafrac V2, an oscillator that combines Parabolic SAR with Average True Range. It replaces the original Parafrac oscillator’s use of discrete fractal pivots with ATR as a continuous, smoothed measure of price range. The SAR-to-price…
The article explains the Structured Component Neural Network (SCNN), an architecture for forecasting multivariate time series by separating persistent trends, seasonal patterns, short-term changes, co-evolving behavior, and residual noise. It describes a…
This article describes an object-oriented MQL5 library for requesting charts from Google Charts and displaying them on a MetaTrader chart. It covers a broad set of visualization types, including line, bar, scatter, candlestick, radar, and map charts.…
This article develops an MQL5 library and example interface for managing pending orders. It describes functions for placing, modifying, deleting, filtering, and sorting orders, including operations scoped by symbol or other order categories. The library…
This article describes reward decomposition for reinforcement learning, with an implementation in a Soft Actor-Critic variant using the DICE method. Rather than learning one value function from a composite reward, the agent learns a value estimate for each…
This article explains how to represent market time series and indicators in three dimensions using MQL5 graphical objects. It outlines a workflow of building a mathematical model, projecting it onto a two-dimensional chart, and displaying the rendered…
The article develops an ordinal-pattern transition network as a way to characterize price shape without relying on price levels or move sizes. It converts each rolling window into a symbol representing the rank order of its values, then treats symbols as…