Something Interesting - page 56

 

Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy

Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy

The Darvas Box Breakout Strategy, created by Nicolas Darvas, is a technical trading approach that spots potential buy signals when a stock’s price rises above a set "box" range, suggesting strong upward momentum. In this article, we will apply this strategy concept as an example to explore three advanced machine learning techniques. These include using a machine learning model to generate signals rather than to filter trades, employing continuous signals rather than discrete ones, and using models trained on different timeframes to confirm trades. These methods offer fresh perspectives on how machine learning can enhance algorithmic trading beyond traditional practices.
Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy
Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy
  • www.mql5.com
The Darvas Box Breakout Strategy, created by Nicolas Darvas, is a technical trading approach that spots potential buy signals when a stock’s price rises above a set "box" range, suggesting strong upward momentum. In this article, we will apply this strategy concept as an example to explore three advanced machine learning techniques. These include using a machine learning model to generate signals rather than to filter trades, employing continuous signals rather than discrete ones, and using models trained on different timeframes to confirm trades.
 
Sergey Golubev #:

This sharing is best posted in the Humour topic )))))

I'll explain why. Indicator 10 candles back looks where the price has moved and depending on it puts there a mark up or down, well, and accordingly in the basement also drawn the necessary bars.

Then the indicator records the time when there were "signals" in the file, and then in the tester the Expert Advisor reads these "signals" from the file and opens positions on them.

I'm sure it was written just for laughs.

 

Ind_2 Line+1 - indicator for MetaTrader 5

Ind_2 Line+1 - indicator for MetaTrader 5

The indicator has three lines: 

  • Green is an averaging line of the first instrument index;
  • Blue is an averaging line of the second instrument index;
  • Line of the width of the instruments runaway: sky blue is in divergence, red is in convergence.
Ind_2 Line+1
Ind_2 Line+1
  • 2012.12.19
  • www.mql5.com
The indicator of the arbitrage situation for spread consisting from two instruments
 

Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG

Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG

Smart Money Concepts (SMC) provide a structured way to understand market behavior through Order Blocks (OB), Break of Structure (BOS), and Fair Value Gaps (FVG). By combining these into a single EA, traders can simplify their workflow, automate decision-making, and focus on the most powerful price-action signals. Whether using auto mode for seamless execution or selecting individual concepts, this approach reduces guesswork and makes trading more efficient, consistent, and adaptive to changing market conditions.
Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG
Elevate Your Trading With Smart Money Concepts (SMC): OB, BOS, and FVG
  • 2025.09.10
  • www.mql5.com
Elevate your trading with Smart Money Concepts (SMC) by combining Order Blocks (OB), Break of Structure (BOS), and Fair Value Gaps (FVG) into one powerful EA. Choose automatic strategy execution or focus on any individual SMC concept for flexible and precise trading.
 

Very interesting indicator - 

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Kalman filter - with candles or bars - indicator for MetaTrader 5

Kalman filter - with candles or bars - indicator for MetaTrader 5

Kalman filter - with candles or bars - indicator for MetaTrader 5

This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter - a version for mt4). Kept the name and made it multi time frame.Multi time frames are having, apart from all the standard multi time frames that can be used in metatrader 5, 3 additional "time frames" :

  • first higher time frame (first time frame higher than the current chart time frame)
  • second higher time frame (second time frame higher than the current chart time frame)
  • third higher time frame (third time frame higher than the current chart time frame)

Also, this version is adding colored bars or candles to the display in order to make it easier to assess the trend. The display is adjusted automatically.

Kalman filter - with candles or bars
Kalman filter - with candles or bars
  • 2019.02.17
  • www.mql5.com
Kalman filter - with candles or bars, multi time frame version
 

Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching

Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching

Over the last phases of development, we successfully combined Order Blocks (OB), Fair Value Gaps (FVG), and Break of Structure (BOS) into one unified Smart Money Concepts engine—a powerful framework capable of reading institutional price action with precision. Building on that foundation, we also designed a custom market sentiment indicator that interprets trend strength, volatility posture, and momentum alignment to classify the market into bullish, bearish, or neutral states. These two advancements now give us the perfect opportunity to merge structural price action with real-time sentiment into a single adaptive trading system.
Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching
Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching
  • 2025.12.10
  • www.mql5.com
This topic explores how to build an Adaptive Smart Money Architecture (ASMA)—an intelligent Expert Advisor that merges Smart Money Concepts (Order Blocks, Break of Structure, Fair Value Gaps) with real-time market sentiment to automatically choose the best trading strategy depending on current market conditions.