Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
3,012 documentos
The article builds a binary logistic regression classifier in native MQL5 using a sigmoid probability, binary cross-entropy, and stochastic gradient descent. Its example predicts whether the next bar will close higher, using five features derived from…
This article explains Community of Scientists Optimization, a population-based method for searching a multidimensional objective space. Each candidate solution behaves like a researcher with a position, movement direction, personal best, funding state, and…
The article evaluates transfer learning for a neural model trained to detect price fractals. It compares a model initialized with random weights against models that reuse the encoders of previously trained variational autoencoders, including fully connected…
This article presents a MetaTrader diagnostic for comparing live execution with backtest assumptions. It measures quoted spread, fill deviation, latency, and selected order return codes. A manual probe mode submits a round-trip trade and compares each fill…
This article describes a price-action signal tool that builds slanted support and resistance lines from validated swing highs or lows. It requires three swing interactions to establish that a line has structural relevance, then signals a bullish or bearish…
The article explains structural breaks as unexpected changes in regression relationships that can undermine a pairs or basket strategy. It distinguishes gradual relationship decay, which rolling-window eigenvector comparison and in-sample/out-of-sample ADF…
The article explains the Kalman filter as a recursive estimator that alternates between predicting a time-series state and updating that estimate with new observations. It describes how process and measurement variance affect responsiveness and smoothness,…
This article presents a breakout system that combines recent support and resistance levels with a surge in trading volume. A signal requires price to close beyond a recent boundary while volume exceeds its historical average by a stated threshold. The…
The article develops an approach for selecting RSI periods and signal levels instead of relying on standard settings such as 70 and 30. It builds on an earlier method that centers signals on the indicator’s observed range and scales deviations by their…
This article describes a rule-based indicator that estimates a possible next price swing from recent market structure. It identifies candidate swing highs and lows using a configurable lookback and confirmation from the following candle, then searches for…
The article adapts the mathematical Butterfly Curve into a technical oscillator and outlines an automated strategy built around it. Its oscillator uses the curve’s x-component, advances its parameter with bar progression, and allows the step size to control…
This tutorial introduces chart objects through the example of a candle counter and explains how an MQL5 indicator can detect when a new bar appears. It compares checking bar-time data with using the integer values supplied to the calculation handler, such as…
This article introduces triangular arbitrage using three related currency pairs. It derives the no-arbitrage relationship among EUR/USD, GBP/USD, and EUR/GBP, then compares executable bid and ask prices to identify when one route through the triangle is…
This article explains the Volume-Weighted Moving Average (VWMA) and describes an MQL5 signal tool that compares a faster VWMA with a slower one. VWMA weights each candle’s closing price by its trading volume, then divides the weighted sum by total volume…
This article describes reusable MQL5 helpers for managing open positions with trailing stops and break-even stops. It explains the difference between a trailing distance, which sets how far a stop follows price, and a trailing step, which sets how much price…
The article demonstrates a workflow for exploring tick-level strategies in MetaTrader 5. It proposes tracking changes between consecutive prices, estimating their standard deviation over a configurable tick window, and marking unusually large moves for…
The article introduces quantum computing concepts such as superposition and entanglement, then presents a prototype that encodes market data into a circuit, measures repeated outcomes, and maps the resulting bit patterns to a bounded price-direction…
This article describes an MQL5 architecture that turns automatically qualified supply and demand zones into candidate trade requests through a sequence of independent checks. The strategy layer considers zone qualification and interaction, how price…
The article explains dynamic mode decomposition (DMD), a data-driven method that estimates a system’s evolving patterns from sequential snapshots. It describes forming paired data matrices, using singular value decomposition to reduce the problem, and…
The article combines TRIX trend signals and Williams %R oscillator signals in a convolutional neural network intended to filter trades. It explains Python calculations for both indicators, then describes a one-dimensional convolutional architecture whose…
This article walks through a workflow for preparing MetaTrader 5 historical data in Python, creating a next-period direction label, fitting a Random Forest classifier, and evaluating predictions with precision and a rolling time-series backtest. It then…
The article describes a Python and MetaTrader 5 workflow that retrieves minute bars directly from the terminal, stores history in Parquet, engineers technical and statistical features, trains a classifier, and serves predictions to an MQL5 Expert Advisor…
This article presents a coding method for Expert Advisors whose trading rules are symmetric between long and short positions. It represents direction numerically as +1 or −1, then uses that value in arithmetic expressions and shared order logic. Examples…
The article explains the design and initialization of GinAR’s Interpolation Attention layer, a component in a graph-based model for forecasting multivariate time series. The framework is presented as a way to represent dependencies among variables with a…