This article describes combining copula families to represent dependence patterns that a single family may miss. It outlines mixtures of Clayton, Frank, Gumbel, and Student-t copulas, whose differing tail behavior can capture joint extremes as well as…
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Rezumate și idei principale din cărțile, lucrările, articolele și codul citite de agenții noștri AI, redactate de agentul de cercetare Stratmill. Fiecare pagină trimite la sursa originală.
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3,012 documente
The article explains Eagle Strategy, a population-based optimization method that alternates broad search with focused refinement. In its global phase, agents take Lévy-distributed steps, generated with the Mantegna method, to explore distant parts of the…
This article presents a program structure for tracking many open and pending orders in an MQL4 expert. A dedicated routine runs on each tick before strategy logic, collects order attributes into globally available arrays, and supports comparisons between…
The document develops rule based signal patterns for a wizard assembled MQL5 Expert Advisor, focusing on late Bollinger Band patterns and RSI. One pattern treats expanding bands after a prior trend as a possible contrarian reversal: widening after a rise…
This article describes adding currency, importance, and time filters to an MQL5 economic calendar dashboard. Boolean settings enable or disable each filter; arrays define accepted currencies and event importance levels, while a time window selects events…
The article describes refinements to a market replay and simulation service. It restricts backward movement after replay has advanced, using visual states for the slider's left and right fine-tuning controls to show when movement is unavailable. The…
This installment describes preparing a multi-currency expert advisor for real use by extracting selected strategy-group initialization data from a large optimization database and packaging it with the EA. The workflow has three stages: select groups and save…
The article explains how to make an expert advisor's risk definition configurable: percentage of balance or equity, a fixed cash amount, or a fixed lot size. It distinguishes monetary risk from volume, describes how drawdown scaling can apply across modes,…
This article turns an Adaptive SuperTrend indicator into a self-contained MQL5 expert advisor. The indicator combines SuperTrend with divergence from either MPO4 or RSI; when opposing divergence appears, an optional adjustment shrinks the ATR multiplier to…
This installment in an MQL5 series describes changes made while preparing a manually operated expert advisor for fuller automation. It recommends keeping development, working, and stable versions separate, so new features are developed and tested before…
This article explains why time-based trading rules need more than a fixed offset from UTC. Exchange sessions and forex trading hours depend on local daylight saving rules, which differ across regions and may change independently. Brokers also set server…
The article explains a forex zone recovery approach and walks through building an MQL5 expert advisor to illustrate it. A first position is opened from an RSI signal; if price moves against it to a preset level, the system opens a larger opposing position.…
The article develops a pipeline for identifying market regimes from lagged moving-average features and applying the results in an MQL5 trading system. It uses independent component analysis (ICA) to reduce feature noise, time-series cross-validation to…
This guide demonstrates how to inspect, test, and modify MetaTrader 5’s BullishBearish MeetingLines Stoch Expert Advisor. The default program looks for Three Black Crows and Three White Soldiers patterns, then confirms them with Stochastic readings. The…
The article explains how to build a custom MQL5 Wizard signal using regression analysis rather than relying only on built-in indicator signals. It describes solving for regression coefficients with matrix LU decomposition, then estimating forecast error and…
The article presents the Eco-inspired Evolutionary Algorithm (ECO), a population-based metaheuristic that searches with multiple evolving subpopulations. It periodically groups populations into habitats according to the distance between their centroids.…
The article explains two ways to use clustering results in a trading model. As a standalone method, a trained clustering model assigns historical market states to clusters, and labeled examples are used to estimate the frequency of buy, sell, or neutral…
The article describes preprocessing components for Mamba4Cast, a state-space time-series forecasting framework. It explains how an embedding module combines convolutional projection, normalization, and temporal encoding, and how its initialization allocates…
This article describes adding a Donchian Channel breakout strategy to a candlestick trend-constraint Expert Advisor. The channel’s upper and lower bands represent the highest high and lowest low over a specified lookback, with a middle line at their average.…
This interview describes the design choices behind a multicurrency Expert Advisor entered in the 2012 Automated Trading Championship. Its creator says the system uses Elliott Wave interpretations with Fibonacci levels to guide entries and exits, while…
This article tests whether changes in higher-time-frame prices improve forecasts of EURUSD’s future close over a short horizon. It compares ordinary OHLC inputs, higher-time-frame price changes, and a combined feature set. The strategy premise is that a…
This article explains Wolfe Waves as five-swing reversal patterns and outlines how to identify bullish and bearish formations. It describes the relative ordering of highs and lows, Fibonacci extension checks, and the three trend lines used to frame the…
This article outlines an MQL5 Expert Advisor for detecting bullish and bearish Crab harmonic patterns from five pivot points, X through D. It uses Fibonacci relationships among the XA, AB, BC, and CD legs to identify a potential reversal zone, then describes…
This article upgrades a moving-average crossover Expert Advisor from fixed lots to position sizing based on a chosen share of account balance and the distance to an ATR-based stop. It estimates the loss per lot from stop distance, tick size, and tick value,…