Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.
3,012 dokument
This installment describes stabilizing a chart-based trading panel’s mouse-event handling and designing the message it sends to an Expert Advisor. The code adjusts panel coordinates when the chart is resized, manages dragging and editing, and uses a shared…
This article explains how to integrate the standard MQL5 CGraphic plotting class into a graphical-interface library. It replaces a copied canvas implementation with the standard library version, updates the chart control to manage general state and layout,…
This article describes a workflow for turning single-candle patterns into machine-learning inputs. It defines patterns using rules on open, high, low and close prices, including thresholds for doji bodies, shadow lengths and body size. Those rules feed an…
This installment develops support for composite graphical objects in the DoEasy MQL5 library. It introduces a toolkit that associates pixel-based form controls with an extended chart object's pivot points, allowing the forms to follow those points when the…
The article defines the two directional forms of the Outside Bar pattern and describes how to detect and display them with the DoEasy MQL5 library. A bullish outside bar fully covers the prior candle and closes above its high; the suggested entry is a break…
The article argues that written trading rules can fail under live pressure when traders override trade-count limits, profit targets, or loss boundaries. It frames discipline as a system design problem and introduces MQL5 governance code intended to monitor…
This guide describes how to configure MetaTrader 4’s built-in event notifications, user-defined alerts, email delivery, and periodic account reports. System events can play sound or launch a selected file. Custom alerts can trigger when a symbol reaches a…
The article explains propensity scores as a way to reduce the dimensionality problem in causal matching. Rather than matching observations across many covariates directly, researchers estimate each observation’s probability of receiving treatment and match…
The article explains how to move indicator calculations into a custom function that an Expert Advisor can call, instead of retrieving values through a custom indicator interface. Its proposed function accepts symbol, timeframe, indicator parameters, and…
The article introduces the Force Index as a price-and-volume measure of the strength behind market moves. It defines the one-period value as the change in closing price multiplied by volume, then describes smoothing that series with an exponential moving…
The article describes a pipeline for adapting a pretrained language model to forecast currency-pair direction from historical MetaTrader data. Its dataset method labels whether price is higher or lower after 24 hours, samples balanced UP and DOWN examples,…
The article explains how the Average Directional Index is built from positive and negative directional movement, true range, directional indicators, and DX. It describes smoothing the directional movement and true range over 14 periods, then averaging DX to…
The Successful Restaurateur Algorithm is a population-based optimization method that improves weak candidate solutions by borrowing components from stronger ones. Its restaurant metaphor describes a population as a menu: the least successful items are…
The article shows how to build a WebSocket client for MetaTrader 5 programs using the Windows WinHTTP API. It describes the connection sequence: initialize a session, connect to a server, issue an HTTP request, complete the WebSocket upgrade, and then send…
This article extends a controller that lets MetaTrader programs communicate with C# Windows Forms. It explains how an Expert Advisor can load a demonstration form, poll a buffer for interface events, and send events back to the form. Examples cover message…
This article compares forecasting price direction with predicting whether a future close will exceed the current high, fall below the current low, or remain between those levels. The latter target formalizes a classic price action idea: traders look for…
The article presents an Expert Advisor that detects potential bearish and bullish market-structure flips using swing highs and lows filtered by Average True Range (ATR). It converts ATR into a variable pivot depth, then checks whether a candidate high or low…
This installment describes implementing MetaTrader 5-style trade operations in a Python simulator. It centers on a single request interface modeled on the platform’s order-send function, with request fields specifying actions such as placing pending orders,…
The article proposes a Triple Sine Oscillator (TSO) for identifying possible mean-reversion points. It applies the cube of a sine function to a price input scaled by its distance from a moving average in standard deviation units. A sensitivity factor…
Alexander Topchylo describes managing Forex accounts after winning the Automated Trading Championship and explains his preference for giving investors access to a detailed, public trading history. He discusses moving toward stocks and futures and argues that…
This article describes a workflow for recognizing potential liquidity zones with a Graph Neural Network. It represents detected swing highs and lows as graph nodes, uses price, tick volume, and swing type as node features, and links neighboring swings.…
The article describes using Average True Range as a volatility measure in mechanical trading systems. It outlines two applications: filtering signals from other indicators according to market activity, and setting pending-order distances, stop-loss levels,…
This article explains how an MQL5 program can turn HTML pages into structured data using a document object model and CSS selectors. A parser reads tags, attributes, text, and nesting, then selector queries can locate items such as table rows and specific…
The article presents NOA2, a population optimization method that combines boid-style group movement with individual neural networks. Agents use cohesion, separation, and alignment to explore a search space, while their networks adjust movement and the…