Yapay zekâ ajanlarımızın okuduğu kitap, makale, araştırma yazısı ve kodların Stratmill araştırma ajanı tarafından hazırlanan özetleri ve temel fikirleri. Her sayfada orijinal kaynağa bağlantı bulunur.
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The article explains how to extend a Python socket server so MetaTrader 5 can exchange information with an Excel interface. It focuses on the VBA side: Excel cells hold status and symbol information, shapes act as buttons linked to macros, and VBA procedures…
This article describes expanding an on-chart expert advisor for manual strategy testing in MetaTrader 5. It adds controls for changing position size during a test, submitting buy and sell stop or limit orders at user-adjusted prices, and managing individual…
The document explains how Heikin-Ashi candles smooth ordinary price bars and make trends easier to read. It gives the synthetic open, high, low, and close calculations, then describes visual cues: candle color indicates direction, candles with small bodies…
This article explains CryStAl, a population-based metaheuristic for optimizing a bounded, multidimensional search problem. It initializes a population of candidate solutions, then repeatedly updates each candidate using one of four randomized strategies…
This article describes adding a fixed fractional money management scheme to an existing MQL5 trading system that uses fixed lot sizes. Position size is scaled in proportion to account equity and trade risk per contract, so the amount risked is intended to…
This tutorial explains the Bill Williams Fractals indicator and presents three signal approaches for MetaTrader 5. A fractal is identified from a five-bar pattern in which the middle bar marks a local high or low, confirmed after the surrounding bars close.…
The article uses a fair coin-toss random walk as a null model for thinking about technical trading. It explains that apparent trends, cycles, and reversal patterns can occur in random data, and argues that a trader should distinguish such visual patterns…
This article explains DA-CG-LSTM, a neural architecture intended to forecast multivariate time series such as prices, volume, indicators, and news-related features. It outlines two attention stages: input attention weights features and time positions before…
The article explains the Gopalakrishnan Range Index (GRI), also called the Range of Chaos Index, as a way to quantify recent price activity from the range of closing prices over a chosen lookback. It describes taking the maximum close minus the minimum…
This installment describes a trading-library design for responding to invalid order parameters and preserving multiple trading events. Rather than always rejecting an order, the handler classifies errors and can disable trading, stop the current operation,…
The article explains parameter optimization as part of iterative strategy development and warns that selecting settings solely for peak historical profit can overfit past data. It recommends looking for broad regions where performance remains relatively…
The article presents a multi-symbol trend-following system built around fast and slow EMA crossovers, with the slow average providing trend direction. An ADX threshold filters out range-bound conditions. Position size is set from account equity and a fixed…
The article explains a reinforcement-learning approach in which action values are updated after an episode ends, using accumulated returns rather than updating after every individual step. An episode groups a configurable number of trading cycles, and…
The article describes an Expert Advisor that detects potential support and resistance zones from repeated swing lows or highs. A configurable higher timeframe and bar window define the search. The EA forms a candidate zone using the swing candle’s extreme…
The article presents a workflow for using an MQL5 custom indicator in Python backtests without reimplementing its calculations. An MQL5 script creates an indicator handle with iCustom(), waits for history processing with BarsCalculated(), copies selected…
The article describes adding tick-level storage to the DoEasy MQL5 library. It treats each tick as a data object based on MqlTick, with additional symbol and spread properties, and proposes maintaining a bounded list of tick objects for each symbol. The…
The document introduces HypDiff, a graph-generation approach that uses hyperbolic geometry to represent hierarchical structure and address problems encountered when applying ordinary diffusion models to discrete, sparse graphs. It outlines a two-stage…
The document explains how to build an MQL5 indicator that groups historical returns by calendar day, weekday, or hour. It describes a separate-window histogram of average returns, an optional forecast line and points for upcoming bars, and text statistics…
The article shows how MetaEditor templates can insert standard code into newly created MQL4 programs. Its simple example adds a compiler directive so scripts display external input parameters when launched. It then broadens the idea to Expert Advisors,…
This article explains why an MQL5 trading application needs to serialize requests to an AI service and parse JSON responses. It outlines a parser design centered on a value class that represents primitive types, arrays, and nested objects, with methods for…
The document introduces SAGDFN, a graph neural network framework for forecasting multivariate time series when relationships among assets change over time. It describes learning connections from data and using Significant Neighbors Sampling to focus on a…
The article describes a modified Whale Optimization Algorithm, a population-based method inspired by humpback whale hunting behavior. Candidate solutions move in relation to the current best solution through exploration and exploitation steps, including…
The article groups the 28 major currency pairs into eight baskets according to a shared base or quote currency. It explains how buying a currency basket translates into opposite trade directions across pairs where that currency appears on different sides.…
The article builds a gold volatility monitor by comparing near-the-money implied volatility from GLD options with recently realized volatility, aligned to a 30-day horizon. It describes implied volatility as the movement embedded in option prices and…