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 introduces object-oriented programming as a way to organize automated trading systems in MQL5. It explains how classes and abstract data types can support code reuse, flexibility, reliability, and maintenance, and discusses UML as one option for…
The article describes implementing k-means clustering in MQL5, using OpenCL to parallelize computations. It motivates a native implementation for cases where Python integration limits access to terminal data, indicators, or event handling, or when clustering…
The article presents a simple way to test whether a MetaTrader Expert Advisor depends on trades that may fail in live execution. It notes that the MT4 Strategy Tester builds ticks from one-minute bars and does not model broker requotes, which can make…
The article explains how to connect a MetaTrader-based trading robot to the QUIK terminal, which Russian brokers use to send orders. The external program writes transaction records to a structured request file; QUIK processes them and records outcomes in a…
The article outlines an early data-preparation stage for a machine-learning trading project using EURUSD hourly data retrieved through MetaTrader 5. It describes constructing price and volume features such as moving averages, returns, rolling dispersion,…
The article introduces graphs as a way to represent the steps and connections in an MQL5 trading system. It distinguishes graph structure, which records vertices and arrows between them, from category theory’s emphasis on mappings and transformations. A…
The article explains the Fractal-Based Algorithm (FBA), a metaheuristic for continuous optimization that allocates more search effort to areas containing high-quality candidate solutions. It partitions the search space into subspaces, ranks those areas by…
The article introduces probability spaces, events, probability measures, conditional probability, and independence, then develops finite-outcome probability through counting. Examples explain permutations, ordered selections, combinations, and the…
The document presents an Elder-Ray system combining an exponential moving average (EMA) with Bulls Power and Bears Power. In the single-timeframe version, an upward EMA trend and a negative but rising Bears Power reading set up a buy; a pending buy stop is…
The document explains how to create an MQL5 indicator that overlays Renko bricks on a standard MetaTrader 5 candlestick chart. It uses candle closes and a starting close as the base price, then adds a brick whenever price moves by the chosen fixed interval.…
The article proposes a stress test for population-based optimization algorithms: initialize every agent at the test function’s global minimum, then ask the population to find the global maximum. This removes the diversity normally supplied by random starting…
The article describes a hybrid neural network for classifying the direction of a stock’s daily candle. A one-dimensional convolutional network processes sequences of open, high, and low prices to extract features; a recurrent layer then models their temporal…
The article applies category theory concepts, especially multi-domains and relative domains, to forecasting changes in price bar ranges. A multi-domain allows repeated observations, so it can represent lagged price data even when multiple observations share…
The article presents an MQL5 indicator that maps higher-timeframe candles onto a lower-timeframe chart. It displays each selected candle’s range, body, and wicks, and can add pattern arrows and entry, stop-loss, and take-profit lines. Its central…
The article describes a pipeline for combining MetaTrader economic-calendar data with price bars to train and deploy a LightGBM model for news-aware forex trading. It collects event names, sectors, importance, actual, forecast, and previous values, filters…
This programming guide presents reusable templates for incorporating common oscillators into automated trading systems. For each indicator, the intended pattern covers configurable inputs, handle initialization and cleanup, retrieval of values from a chosen…
The article develops a general method for turning a single-timeframe Expert Advisor into a two-timeframe system. A higher timeframe supplies the broad trend direction, while a lower timeframe identifies potential entries. The higher-timeframe trend acts as a…
This implementation guide explains an Anchored VWAP indicator that accumulates price and volume from a user-selected point. It distinguishes fixed anchors for event or swing analysis from session-reset calculations with daily, weekly, or monthly boundaries.…
The document introduces Ichimoku as a multi-line system for viewing trend, momentum, and potential support and resistance. It explains the roles of the Tenkan-sen, Kijun-sen, leading spans, lagging span, and cloud, then describes how an Expert Advisor can…
The article implements the Asymmetric Power ARCH model in an MQL5 volatility library. APARCH estimates the power applied to shocks jointly with other model coefficients, rather than fixing the power at the squared-return or absolute-return convention. Its…
This article extends an MQL5 library for creating and accessing indicator buffers across timeframes. A buffer can be assigned a data period different from the chart period; the library maps its values onto the chart bars whose times fall within the…
The article describes an MQL5 Expert Advisor that identifies bullish and bearish Butterfly harmonic patterns from five swing points, X, A, B, C, and D. It defines the target geometry using Fibonacci relationships: B near a 78.6% retracement of XA, BC within…
The article introduces the Kalman filter as a way to smooth noisy price observations and estimate an underlying market movement. It explains the filter’s two stages: predicting a state from a process model, then updating that estimate using the latest…
The article describes a modular MQL5 dashboard for managing positions across several instruments from one chart. Its design separates symbol handling, trade operations, the graphical panel, and the Expert Advisor entry point. A symbol manager parses a…