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 describes an architecture for managing supply and demand zones represented by chart rectangles. Each zone has a lifecycle and can be created, modified, invalidated, retained in a ghosted state, or reactivated. The earlier design relied on…
This article explains why a daily trading-volume cap can fail when an automated expert advisor (EA) mixes market orders with pending orders. The manager checks current and requested volume before allowing another order, but a pending order can remain…
The article surveys ways to measure trend strength and direction while addressing weaknesses in classical criteria. It modifies the Abbe approach with medians and absolute deviations to reduce sensitivity to outliers in short series, and combines dispersion…
This installment in a market replay and simulation series develops a position display that marks an open position’s result in price points. It folds a former helper class into the indicator so the logic can directly access the opening-price graphic, then…
The article explains how to use a MetaTrader indicator to compare seasonal price behavior for individual instruments and weighted spreads. It defines a spread as the difference between two instruments’ opening prices, with configurable multipliers, and…
The article presents a modular way to set partial-exit levels from a strategy's own trade history. For each open position, a tracker records maximum favorable excursion in R, where R is the entry-to-initial-stop distance. When a trade closes, the system…
Li Fang describes the Expert Advisor he entered in the Automated Trading Championship 2011. It uses Fibonacci levels derived from local highs and lows to generate signals: a return to a level prompts a sell, while a break through a level prompts a buy. The…
This article introduces ZUP, a configurable MetaTrader indicator that combines multiple ZigZag algorithms with automatically anchored charting tools, including Fibonacci levels and Pesavento patterns. Its general process is to identify market highs and lows…
The article explains ZigZag as a compact representation of alternating price peaks and troughs, then describes a method for detecting those turning points. A candidate peak is identified by comparing a sequence of bars with lower highs around its maximum;…
This tutorial demonstrates a basic feed-forward neural network using the FANN library through MQL. The example is deliberately independent of market data: it trains on triples of numbers and assigns a binary label according to whether the first and third…
The article discusses using ChatGPT as an assistant for MQL4 and MQL5 development, including generating, refactoring, commenting on, and debugging code, as well as translating mathematical models into implementations. It recommends treating the tool as a way…
This article details a practical token-generation stage for a LightGTS-style forecasting model. It first estimates each input series’ dominant frequency with a Fourier transform, then uses that estimate to set patch length and overlap while keeping the…
The article describes an indicator that divides an observed price range into levels and measures how many bars intersect each level. It normalizes those counts into relative presence values and displays them as a color gradient, with cooler colors marking…
The document describes a trade-management method that aims to limit losses while allowing favorable moves to continue. It proposes taking partial profit once a trade has gained an amount equal to its initial stop distance, while leaving the stop unchanged.…
The article presents Ralph Vince’s optimal-f approach to money management. It explains how compounding makes the path of account equity depend on the fraction of capital risked, and why maximizing the stake does not necessarily maximize long-run growth. For…
This installment in a market replay and simulation series addresses a usability problem: when stop-loss and take-profit lines are absent, a chart may not make it clear whether an open position is long or short. It describes modifying a position-view…
The document explains Weinstein’s four-stage market cycle: Base, Advancing, Top, and Declining. It uses the direction of a long moving average, price’s position relative to that average, and the pattern of highs and lows to classify market conditions. The…
This installment in a multicurrency signal-monitor project explains how to form composite signals from previously defined simple indicator signals. A composite signal combines two or more conditions with logical AND or OR: AND can require simultaneous…
This article reports a survey of mobile trading terminal users, covering satisfaction, usage patterns, views on mobile trading’s future role, and requested features. It says most respondents were satisfied with existing functionality, while a smaller group…
This article explains how to show a multi-indicator custom display in a chart subwindow when it is launched by an Expert Advisor. Directly attaching the existing custom indicator from an EA places it in the main chart, so the author proposes bundling a…
This installment describes extending a market replay system so it can model essential trading-server behavior, including positions and pending orders. The design uses a database to store and search trading records, with a deliberately simple single-table…
This article introduces econometric analysis of price-derived time series, emphasizing heavy tails, volatility clustering, and the leverage effect. It proposes modeling log returns rather than raw prices and explains how a GARCH model represents changing…
This article extends an MQL5 economic calendar dashboard by describing how to refresh its displayed events as calendar data changes. It stores event names in current and previous arrays, clears and refills the current list during retrieval, then copies it…
The article explains how code organization can support the readability, maintainability, and growth of a large MQL5 trading application. Using a multi-panel trading administrator dashboard as its example, it reviews the existing program, identifies…