สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
เอกสาร 3,012 รายการ
The article explains how to keep an MQL5 expert advisor responsive while it fetches data over HTTP. Since WebRequest blocks the EA’s single execution thread, incoming events such as ticks must wait while the request runs. The proposed workaround splits…
In this interview, Automated Trading Championship winner Roman Zamozhniy discusses his experience with automated trading, strategy development, and contest preparation. He describes trading as additional income and says he estimated its cash-flow potential…
This article explains the Cuckoo Optimization Algorithm, a population-based heuristic for continuous nonlinear optimization. Candidate solutions are represented as eggs in nests and scored with a fitness function. Each iteration generates new candidates…
This article describes a prototype for forwarding trading activity from a MetaTrader 5 account to MetaTrader 4 clients. It proposes monitoring trade events on the source terminal, selecting deals as the main event record, and distributing those events…
The article introduces algorithmic trading system design through a beginner-oriented MQL5 example. It describes how automation can apply predefined rules consistently, then walks through basic programming concepts and the roles of scripts, custom indicators,…
The article explains how quantile regression can represent the distribution of future rewards in distributed Q-learning. Earlier distributional approaches divide reward values into fixed ranges, which can waste model capacity on ranges with no observed…
The article explains how Average True Range measures price volatility without indicating market direction. It derives true range from the current high-low span and gaps relative to the previous close, then averages true range over a chosen period. A EURUSD…
The article describes an end-to-end workflow for training a model to screen EMA crossover trades and deploying it in an MQL5 Expert Advisor. It fetches XAUUSD hourly history, derives nine price and indicator features, simulates crossover trades, and labels…
The article develops binary classifiers to estimate whether a currency pair will rise or fall. It explains how logit and probit models map a linear combination of lagged price changes to a probability, and describes forming and standardizing a feature set…
The article introduces Kohonen self-organizing layers as a way to group input vectors into regions of similar patterns. It explains winner-take-all selection, in which the neuron with the closest weight vector responds, and adjusts that winner toward the…
The article describes an MQL5 Wizard signal class that combines an Unscented Kalman Filter (UKF) with a Capsule Network. The UKF estimates a hidden, potentially nonlinear price state from noisy observations, aiming to avoid some lag associated with…
This installment explains how a market replay service supplies elapsed-time information to a chart indicator when low liquidity interrupts the usual calculation events. The service encodes time-related values in custom rate data and updates replay ticks and…
This article presents a way to decide whether trading costs are unusually high for an instrument. Instead of comparing every symbol with one fixed spread limit, it tracks each symbol’s recent spread distribution and evaluates the current spread by…
The article demonstrates parameter-efficient LoRA fine-tuning of a pre-trained GPT-2 model on financial data, following an earlier installment on full-parameter fine-tuning. It explains how to configure LoRA with the PEFT library, including adapter rank,…
This article extends a Wyckoff trading system by adding a structural exit target to an Expert Advisor. It outlines accumulation and distribution sequences: a spring or upthrust, a high-volume sign of strength or weakness, and a low-volume retest at the last…
This article develops a supervised random-walk approach for generating plausible price paths inside recorded market bars for a replay simulator. A simple free random walk can look stochastic, but it may fail to visit a bar’s specified high, low, or close.…
The article presents Anarchic Society Optimization (ASO), a population-based optimization method inspired by decentralized social behavior. Each candidate solution retains its current, previous, and personal-best positions while the population tracks a…
This article explains a single-timeframe MetaTrader indicator that tracks buy-side and sell-side liquidity around swing highs and lows. It frames sweeps as moves through likely order clusters followed by a reclaim, then translates that idea into rules for…
The article describes design work on an Expert Advisor that manages orders, positions, and stop levels through chart objects. A central problem is that trade-server replies can be delayed, so the interface may alternately show an order as present or absent.…
This installment discusses reliability and speed in a real-time trading Expert Advisor that manages orders and positions through chart objects. Delayed server responses can leave the interface showing inconsistent order state, creating uncertainty about…
The article introduces the eigen-coordinates method as a way to test how well candidate functions describe observed data. It constructs a basis from a function’s differential structure, expresses the data as a linear expansion in that basis, and estimates…
The article explains how the Mantis time-series classification model turns financial data into a fixed sequence of tokens for transformer analysis. It describes convolutional feature extraction, division into patches, and pooling to summarize each patch. The…
This article develops a multivariate statistical-arbitrage workflow intended to reduce dependence on fast order execution. It begins with liquid stocks from a related industry, screens candidates for recent correlation with a reference asset and with one…
This article presents an adaptive Expert Advisor that runs several strategies in virtual trading and directs real trades according to the strategy with the strongest recent performance. The example uses moving-average systems with different periods, and the…