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
The article shows how to replace scattered conditional logic in an Expert Advisor with a finite state machine. A context object delegates each tick to one active state, while separate states handle idle signal scanning, order submission, open-position…
The article outlines a Python and MetaTrader 5 workflow for searching historical forex bars for recurring sequences of price directions. It converts close-to-close changes into up or down labels, tests sequences of varied lengths, and records whether the…
The article explains how to build an EquiVolume display in MQL5, encoding each bar’s high-to-low price range vertically and its trading volume horizontally. It selects real volume when available and otherwise uses tick volume, finds the largest volume in a…
This article presents a state-based template for ZigZag indicators that switch direction when price crosses a slowing level. For the example, the level trails the current segment's extreme by a fixed point distance: a rise from a temporary low or fall from a…
This article introduces graphical panels as interfaces for trading actions and account information in MetaTrader 5. It surveys built-in Panels and Dialogs controls, including labels, buttons, editable fields, check boxes, and dialogs, then walks through a…
This article describes a file-based filter that reads a Forex Factory calendar CSV into structured event records and checks whether the current broker server time falls within a configured news window for a symbol. Its components parse dates, times,…
This article explains a classic hedge cycle that alternates buy and sell positions after each stop loss. Each new position doubles the previous lot size, aiming for a fixed net gain when price eventually reaches one of two take profit levels. The author also…
This article explains a range error that can occur when a replay system uses an indicator on a custom symbol chart with too few bars. The mouse indicator previously needed several buffer positions; changing to a higher timeframe could leave fewer chart bars…
The article translates the Turtle Soup and Turtle Soup Plus One setups into MQL5 rules and discusses testing them in MetaTrader 5. Both strategies look for a reversal after price moves beyond a 20-day range extreme. For a long setup, the basic version…
The article presents a reusable MQL5 monitoring class intended to make an Expert Advisor’s internal activity easier to inspect. The motivation is that logs from multiple EAs share the terminal’s Experts tab, making events difficult to isolate. The proposed…
This installment of a MetaTrader 5 replay-system series addresses timing errors in one-minute bar creation and improves how replay ticks reach Market Watch. It moves timestamp construction to the tick-file loading stage, then uses the stored timestamp when…
The article compares account-level netting and hedging in MetaTrader 5. Under netting, deals on a symbol aggregate into one position: same-direction trades increase volume, while opposite trades reduce, close, or reverse it. Under hedging, trades create…
This article explains a proof-of-concept visual form editor for MQL programs that use a markup system for standard-library interface components. It separates the application into an Inspector for changing element properties and a Designer that displays the…
This interview profiles a four-person team managing a shared forex signal account. The traders describe combining individual technical analyses, checking them against economic news and the expected daily range, then having two members select the pair and…
The article describes an MQL5 Expert Advisor that combines Q-learning, cross-pair correlation adjustments, and market features drawn from three timeframes. It represents market observations as an indexed state and scores a set of actions that includes…
The article examines whether swap payments can contribute to returns and describes locking positions across accounts with different swap schedules. It argues that holding offsetting positions can reduce exposure to price direction while the combined swaps…
The article presents a modular way to organize an automated trading system in MQL, a language the author says lacks a built-in object-oriented model for this purpose. It separates the system into signal modules that interpret quotes and indicators, entry and…
The article proposes a simple chart exercise for practicing short-term market-direction forecasts. At the start of a candle, the program displays up and down arrows; the user removes one to record a prediction. When the candle closes, the program compares…
The article explains Intelligent Water Drops (IWD), a population-based optimization method inspired by how water flow changes a riverbed. Candidate solutions act as drops that move through a search space. In the original method, drops favor paths with less…
The article applies category theory concepts to an MQL5 money-management example. It treats monoids as rule-based selectors for choices such as timeframe, lookback period, applied price, and indicator. Their selected values, together with a normalized…
The article introduces EA Tree, a graphical tool that creates MQL5 Expert Advisors by connecting typed boxes for indicators, functions, values, conditions, trade actions, and money management. It explains how outputs connect to compatible inputs and how…
This article describes a workflow that connects an MQL5 Expert Advisor to a Python service for basic analysis of recent daily market data. The EA sends a CSV payload containing historical highs, lows, opens, closes, and volumes over ten days. A Flask…
The article explains simulated annealing as a stochastic method for searching complex optimization spaces, using the physical analogy of slowly cooling heated metal. It describes starting from an initial candidate, generating neighboring candidates,…
This programming tutorial uses a byte-swapping example to explain why a fixed-width union can produce incorrect results when values have different sizes. Defining separate unions for each value type works, but duplicates the same structure and makes changes…