Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
4,613 documents
This strategy note selects Chinese convertible bonds using low price, low conversion premium, and low remaining issue balance. It ranks eligible bonds by the sum of price and conversion premium, favors the lowest scores, and describes equal-weight holdings…
The article compares eight forex expert advisers built around Martingale or grid trading. It describes their entry filters, position sizing, grid spacing, and exit methods. Examples include trend or oscillator filters for initial trades, ATR-based spacing,…
This brief description introduces an Expert Advisor that uses a moving average and standard deviation as trading indicators. It exposes a cap on the number of simultaneously open positions in one direction, giving the trader a way to limit directional…
This trading-tool description argues that viewing positions and risk as percentages can help traders manage emotions and apply a consistent plan. It illustrates how traders following the same plan may make different decisions, such as holding losing…
This introductory guide outlines a retail trader’s path into quantitative trading. It describes using market data and mathematical models to generate decisions, learning market concepts and a programming language, building models from historical data, and…
This example outlines a China A-share stock selection and portfolio backtest workflow. It screens for eligible, non-suspended stocks, calculates 30-day and 90-day returns, and ranks those returns cross-sectionally. The illustrated filter favors stocks in the…
This document describes a read-only dashboard for monitoring an account against configurable proprietary trading firm risk limits. It displays balance, equity, floating profit and loss, the day's profit and loss, the share of the daily loss limit used, the…
Dollar cost averaging (DCA) invests a fixed amount at regular intervals regardless of the current price. Because each contribution is the same size, it buys more units when prices are lower and fewer when they are higher. The article presents this schedule…
This GBPUSD expert advisor description outlines a system that opens four positions with separate take-profit levels. Stop-loss and take-profit distances are scaled using ATR coefficients. Once a position reaches its target, the remaining positions are moved…
This document describes configurable settings for a MetaTrader 5 position risk monitor panel. Users can adjust where the panel appears on a chart, how often it refreshes, and how many open positions it displays. It also lists risk percentage thresholds used…
This document describes a MetaTrader 4 order-management system in which an Expert Advisor monitors trades and chart scripts create or adjust entry, stop-loss, and take-profit lines by drag and drop. Because the lines are monitored on the trader’s computer…
This document explains a chart indicator that displays the net direction and lot size of open positions for the chart’s symbol. It is aimed especially at hedge accounts, where a trader may hold long and short positions in the same instrument at different…
This brief description covers an assistant expert adviser that first moves open positions to breakeven and then enables trailing stops. Its three settings control the trailing distance in pips, the trailing step, and a magic number used to identify positions…
This essay argues that systematic traders should separate the quality of a signal from the trader’s execution of it. A trader following a defined process should execute each signal consistently rather than deciding whether to take a trade based on recent…
This short description covers an Expert Advisor designed to close open positions according to a selected scope: all positions, only positions currently in profit, or only positions currently at a loss. The note credits the original idea to James Malwitz and…
This stock screen combines membership in the metaverse theme with an upward-moving 30-day average and a MACD crossover intended to identify the beginning of a strong advance. The stated signal requires MACD’s faster line to cross above its signal line while…
This QuantConnect example describes a monthly currency carry strategy. It ranks a universe of currency futures by associated central bank or interbank rates, goes long the three highest-rate currencies, and shorts the three lowest-rate currencies. Unused…
This short VeighNa forum exchange discusses running multiple strategies on the same instrument when one strategy places orders with position locking enabled. The question asks whether other strategies sharing the same PositionHolding object also need to use…
This automated strategy combines MACD crossovers with a 200-period moving average filter and support or resistance conditions. A buy setup requires the MACD main line to cross above its signal line below zero, price to be above the moving average, and price…
This framework outlines pre-trade checks for a robot sending a market buy order. It obtains the current ask and bid, computes optional stop-loss and take-profit levels, and adjusts those levels when they fall inside the broker’s minimum stop distance. It…
This document describes an educational MetaTrader 5 panel for manually entering trades on hedging accounts. A trader chooses BUY or SELL; the panel sizes positions by a configured percentage risk and submits a broker-side stop loss with an optional…
The document describes a short-term Chinese A-share screening rule. It selects stocks with a daily high-to-low range above 1%, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. It also excludes…
This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow,…
This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…