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 explains DADA, a deep learning framework for detecting unusual patterns in time series, and begins an MQL5 interpretation of its architecture. DADA masks portions of input sequences and trains an encoder to reconstruct them. Its adaptive…
This study tests whether activity-based and information-driven bars improve strategy efficacy over time bars using EURUSD quote ticks from 2022–2023. Because spot FX quotes lack consolidated traded volume, the authors show that several nominal volume and…
This article introduces local deployment of open-source large language models as a foundation for later integration with algorithmic trading systems. It explains the proposed benefits of keeping data under local control, reducing network latency, and…
The article describes a custom trailing stop that combines reservoir sampling with a linear regression filter. The reservoir keeps a fixed-size, probabilistically representative sample of incoming prices, limiting memory use while providing a base price for…
This article describes a proposed S&P 500 Expert Advisor that combines a linear regression forecast with trend-following technical filters. It uses historical prices from a selected group of large index constituents as inputs to an ordinary least squares…
This article explains precedence-based approaches for parsing mathematical expressions in MQL, focusing on Pratt and shunting-yard parsers. It describes how operator precedence tables distinguish prefix symbols from infix operators, then outlines the Pratt…
This article presents a quantitative framework for judging a trading system through win rate, reward-to-risk ratio, and the fraction of capital risked per trade. It derives the basic expectancy condition and tabulates the minimum win rate associated with…
This introductory guide explains what MQL5 offers and how its main program types fit different tasks in MetaTrader 5. Scripts run a task on demand, indicators calculate values from price data, and Expert Advisors can remain active to automate trading or…
This article presents an MQL5 framework for rating pullbacks within an EMA-defined trend. It measures retracement depth against the recent swing high and low, assigns quality categories from shallow to structurally broken, and adds two context measures:…
This tutorial demonstrates a data-ingestion workflow for requesting recent candlesticks from an external exchange API using MQL5’s WebRequest function. It explains how the request method, endpoint path, and query parameters specify the market symbol, candle…
In this interview, Automated Trading Championship participant Berron Parker describes developing Expert Advisors and the lessons he drew from trading them. He recounts growing and then losing a small account after failing to monitor the EA, attributing the…
This guide explains how to assemble an Expert Advisor in MetaTrader 5’s MQL5 Wizard without writing the strategy code manually. It walks through choosing the traded instrument and timeframe, selecting indicator-based signals, configuring their parameters,…
This article describes an object-oriented foundation for managing indicator buffers in the DoEasy MQL5 library. Rather than defining separate data structures for each drawing style, it proposes a shared abstract buffer class for properties common to all…
The article argues that signal quality should be judged by the stability of returns and risk, not by a smooth balance curve or subscriber count alone. It warns that changing position sizes can disguise weak trade performance, and recommends examining results…
This installment in a market-simulation series introduces SQL primary and foreign keys through a beginner-oriented explanation of databases. It contrasts a simple key-value arrangement, such as an indexed array saved to a file, with relational organization,…
The study compares Close-to-Close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang variance estimates as one-session-ahead persistence forecasts. It evaluates those forecasts against a next-session EURUSD realized-variance proxy built from the…
This article continues development of a chart-based position indicator for a market replay and simulation system. It adds a display of the open position’s volume alongside existing views of position change, profit or loss, tick movement, and percentage…
This installment develops a Python tester modeled on MetaTrader 5. It outlines tester configuration, validates required settings and values, and loads historical data for specified symbols and dates. The central replay loop processes ticks across those…
The article explains how Gaussian, Gaussian mixture, and variational Gaussian hidden Markov models can describe financial time series as observations generated by unobserved market states. It covers model assumptions, emission distributions, covariance…
This article describes a MetaTrader 5 player for reviewing historical trades visually. It converts tester reports or parsed MetaTrader 4 championship records into a format the player can replay, and explains controls for choosing the time span, symbols,…
This article describes an expert advisor that emulates single-option positions by mapping option-like levels to orders in the underlying asset and continually rebalancing the position. It introduces a base class for option constructions, stores component…
The article describes a way to surface signals from chart indicators that draw arrow objects but do not provide their own alerts or comments. An auxiliary MQL4 indicator scans chart objects, checks their arrow codes and timestamps, and filters for marks…
In this interview, Automated Trading Championship participant Valery Mazurenko describes building a multi-currency expert advisor from simple entry rules, then using optimization to select logical combinations of those rules. The system combined seven or…
The article introduces category-theory products as a way to pair values from two indicator domains while retaining each value, then illustrates the idea in an MQL5 expert-advisor signal class. DeMarker and Williams Percent Range readings are mapped into long…