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.
16,761 documents
This document explains how to display Expert Advisor optimization results while a MetaTrader 5 Strategy Tester run is in progress. It describes using tester event handlers and frame functions to send per-pass information from test agents to the terminal. In…
This trading system uses crossings between the positive and negative directional indicator lines of a smoothed ADX indicator. It generates a trade signal when the red and green lines cross at a bar close. The description identifies XAUUSD on a four-hour…
This document describes an Expert Advisor that uses the ADXCrossing indicator to make trade decisions when a colored dot appears. It identifies the required compiled indicator and notes that the example tests used the system’s default inputs. The setup…
This article describes a rule-based screen for Chinese A-shares. A stock qualifies when its daily high-low range exceeds one percent of its low, it has recorded at least one limit-up session during the prior 25 trading days, current volume exceeds 10,000…
This Chinese-language article describes a workflow for turning intraday trading data into daily stock-selection factors and using those factors in analysis and strategy development. Its example is a large-order-driven price-rise factor, alongside other…
This documentation explains the built-in tools available to LumiBot agents for market research, account inspection, trading, memory, and notifications. It separates research agents from agents allowed to place or change orders: disabling trading removes…
The proposed screen selects stocks in the metaverse industry that had a limit-up event within the prior 25 days and whose 2021 revenue exceeded 2018 revenue by a stated ratio threshold. It is intended to run before 10 a.m. and identify stocks tradable that…
The strategy takes a directional position based on the first five-minute bar after the DAX market opens: it buys after an upward bar and sells short after a downward bar. The description specifies a mini DAX contract, a one-point spread, a five-minute…
The document describes an online workflow for backtesting a grid trading strategy through FMZ. Users set the simulation dates, currency, balances, and grid parameters, including price bounds, grid spacing, and order size. The workflow creates the backtest…
This brief description presents an automated trading approach based on regression channels. It names linear, quadratic, and cubic regression channels as possible channel types, then describes a protective rule: when the previous daily candle exceeds a…
The post proposes a short-term stock screen using three conditions: daily amplitude above 1, a negative MACD value from two days earlier, and at least two limit-up moves during the prior 500 days. It combines a technical indicator with recent price behavior,…
This brief note describes a higher-timeframe variant of the ColorZerolagJCCX indicator for MetaTrader 5. It highlights an input parameter that lets the user choose the indicator’s chart period, with a four-hour period shown as the default. The note also…
This A-share screening idea combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, while excluding stocks associated with Beijing. The document gives example logic in indicator-formula and Python styles. Its…
This Chinese stock-selection proposal combines a relative trading-activity measure with a 15-minute MACD signal. It ranks stocks by a measure formed from the previous day’s turnover rate and the ratio of today’s auction volume to the prior day’s volume. It…
This Expert Advisor adapts the Puria method by replacing fast and slow moving-average crossover entries with a requirement that both averages move in the same direction. It confirms signals using a MACD crossover of its zero level and a measure of…
This document describes a long-only trend-following setup for the DAX40 on a 30-minute chart. It checks whether the close is above a short exponential moving average, then enters at a specified late-lunch time in the Europe/Berlin time zone. The position is…
This Chinese-language research note analyzes recent trading value as a liquidity factor for stock selection. It describes changing the evaluation horizon to five-day returns, excluding stocks at their daily upper price limit to reflect execution difficulty…
This example shows how to configure a multi-venue backtest with distinct account and execution settings. It builds a probabilistic fill model with limit-fill and slippage probabilities, a static latency model with separate delays for order insertion,…
This brief strategy description uses the most recently formed candlestick to define entry levels. It places an order when price breaks above the previous candle’s high or below its low, allowing trades in either direction. After the position gains an amount…
This experiment runner configures repeated, rolling train-and-test evaluations for LSTM and Temporal Fusion Transformer models on a multi-asset Quandl dataset. It offers variants with different input sequence lengths and optional changepoint feature…
This Expert Advisor opens a new buy position on each new bar when DeMarker is below a lower threshold, and a sell position when it is above an upper threshold. By default, it can add positions while others remain open, without checking whether the new entry…
This report introduction frames research into how factor and stock weights affect style exposure in multi-factor equity portfolios. It focuses on reducing unintended market-cap, industry, and other style biases, which the authors associate with past setbacks…
This strategy uses language metrics from company filings to form a monthly long-short equity portfolio. It selects a stock universe using liquidity and market-cap filters, retrieves filing metrics, and ranks eligible companies separately on lexical density…
This example describes a high-dividend stock selection model for the Chinese equity market. It first excludes special-treatment stocks, suspended stocks, and Beijing Stock Exchange listings. Within the remaining universe, it selects the 300 largest companies…