คลังความรู้

The article questions whether common indicators can be trusted without examining how they transform market prices and whether their outputs are statistically stable. It frames quotes as observations from a nonstationary stochastic process, reviews concepts…

This article presents a MetaTrader 5 tool for manually labeling Elliott waves and running automatic analysis on a selected chart region. Users can place labels by dragging them from a panel or clicking near bars; the program attaches labels to nearby swing…

The article describes an MQL5 chart dashboard that scans multiple timeframes and displays buy, sell, or neutral readings in a grid. It combines RSI, Stochastic, CCI, ADX, and Awesome Oscillator values, with a configurable threshold-based score: matching…

The article explains how MQL4/5 terminal global variables can provide shared state for programs running within one terminal. It proposes object-oriented wrappers for creating, reading, updating, and deleting variables, along with a list class for managing…

The article explains the Dandelion Optimizer, a population-based metaheuristic that treats candidate solutions as seeds moving through a search space. It describes three successive phases: broad exploration through randomized rising moves, population-level…

The article presents financial forecasting as a search for structure in noisy market data and contrasts the efficient market view with the possibility of short-term predictability. It proposes using neural networks to identify useful inputs and learn…

The article compares two versions of a one-minute foreign-exchange strategy that use the same trend and MACD entry rules but place stops differently. The shared entries combine 50- and 200-period moving averages with MACD conditions. One version sets a stop…

The article explains AutoBots, an encoder-decoder transformer originally designed to predict multiple agents’ future trajectories, and adapts its ideas to forecasting currency price movements. The encoder alternates attention across time and across elements…

This article presents an Expert Advisor designed to compare signals from 30 indicators and oscillators alongside price history. It encodes each indicator’s output as a matrix value: buy, sell, or no signal, with rows for indicators and columns for time…

This article describes an MQL5 Expert Advisor that starts a position using MACD trend direction and RSI conditions, then adds trades as price reaches favorable profit thresholds. It presents layering, or cascading, as a way to scale exposure during sustained…

This article explains the Augmented Dickey-Fuller test as a way to assess whether a series has a unit root, with stationarity as the alternative. It describes the regression behind the test, the role of the coefficient on the lagged series, and how the…

This article explores ten signal patterns that combine a moving average, used as a trend indicator, with the Stochastic Oscillator, used for momentum. It frames the patterns as a supervised learning task: neural networks are trained in Python on labelled…

The article describes a stock trend prediction model that combines short-term market features with longer-term temporal structure. A convolutional neural network extracts local relationships among market variables, while piecewise linear regression segments…

This article examines how to combine technical strategies using weighted votes and genetic optimization. In an earlier experiment, the optimizer selected two strategies whose returns were highly correlated, undermining the intended diversification. The…

The article explains DeepAR, a recurrent neural network approach that learns jointly across related time series and produces probabilistic forecasts. It describes how the model uses past observations autoregressively, can incorporate categorical and…

This article introduces statistical arbitrage through correlation, cointegration, and the Pearson coefficient, then demonstrates a screening workflow using historical prices. Its Python example compares instrument pairs, retains those above a correlation…

This article separates two questions about an entry filter: whether enforcing it improves the resulting portfolio metrics, and whether its accepted trades are unusually favorable within the base strategy’s fixed set of trades. For the second question, the…

The article reframes automated strategy development as building and managing a collection of expert advisors (EAs), rather than relying on a single supposedly universal system. It argues for organizing the work from idea through implementation, testing,…

This article outlines the software structure of an automated optimizer for MetaTrader strategies, focusing on its graphical interface and project organization. The application is split between a DLL and a separate executable, with an MVVM design that…

This installment refactors a market replay service so tick-file state and helper operations are more carefully hidden within the tick-handling class. It describes the class’s role in reading tick data, converting bars to simulated ticks, and building minute…

This article explains GSM++, a hybrid approach for representing graph-structured data through graph tokenization, local encoding, and global sequence encoding. It compares node or edge tokenization, which retains element-level detail at higher computational…

This article describes an encoder component for a Structured Component Neural Network, an approach that separates time series into long-term, seasonal, short-term, coupled, and residual parts. Its focus is extracting the coupled component: relationships…

This article develops a reinforcement learning extension to an Expert Advisor that uses ADX and CCI patterns. It contrasts a more continuous feature representation, where indicator conditions are encoded separately, with a compact representation that…

This article’s final part assembles the MASA framework from a market observer, a reinforcement learning agent, and a controller agent. The observer forecasts market sequences, the RL agent proposes portfolio actions, and the controller adjusts those actions…