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 describes an Expert Advisor that compares the opening prices of the current bar (bar zero) and bar two. It identifies the comparison as the strategy’s central rule, but does not state what trade direction or entry condition follows from the…
This document outlines a research tool for recording custom single-candle patterns and searching historical or current data for similar examples. A pattern is represented by open, high, low, and close values, with an optional label such as a bullish…
This document describes an Expert Advisor that uses the AltrTrend_Signal_v2_2 semaphore indicator to make trades. It opens decisions when a colored arrow appears and its direction agrees with the direction of the intended deal. The description also notes…
This document catalogs example strategies for a Python trading framework. The collection spans stock buy-and-hold, moving-average crossover, stock momentum rotation, a traditional stock-and-bond allocation, equal-weight Bitcoin and Ethereum, a short options…
This post outlines a long-term Bitcoin strategy based on the standard Ichimoku cloud. It scales position changes according to where price sits relative to the cloud when a crossover occurs: bullish crossovers lead to smaller, medium, or full purchases below,…
The screen first requires price amplitude above 1 and an RSI reading below 65, then ranks qualifying stocks by the day’s auction amount and keeps the top five. The amplitude condition looks for movement during the session, while RSI serves as a technical…
This document describes a function that turns Commodity Channel Index readings into directional signals for an expert advisor: one return value indicates a buy and another a sell. Its configurable inputs include the CCI averaging period, applied price,…
The document explains a limitation in a Chinese equities platform’s daily backtest matching: it assumes a stock at its limit-down price cannot be sold. That assumption can miss cases where buy orders remain queued at the limit price, as in the example of a…
This Chinese-language post proposes a stock screen combining turnover, a seven-day decline, and Bollinger Bands. The initial logic selects stocks with turnover between 3% and 12%, seven consecutive down days, and a close between the Bollinger middle and…
This document describes an MT5 conversion of an earlier MT4 utility for managing trade exits. The expert advisor can apply stop loss and take profit levels, lock in profits, and trail stops using methods whose details are not explained. It also supports…
This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…
The document discusses a backtesting problem in a traditional trading strategy: filtering the data to include only instruments with a positive value for a buy signal improves reported performance, but also changes the sample available to the sell condition.…
This note groups four risk-based portfolio approaches—global minimum variance, equal risk contribution, maximum diversification, and equal weight—within one optimization framework. The framework uses three adjustable parameters to represent the individual…
This Chinese stock-selection proposal looks for shares with daily amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and three consecutive declining closes. Its rationale combines activity and volatility filters with…
This article explains how to build an options strategy with VeighNa’s template-based OptionStrategy module and evaluate it with historical data. Its example sells one at-the-money call and one at-the-money put on the current month’s China Financial Futures…
This research summary describes a bull-bear indicator built from changes in equity-market volatility and turnover. It classifies conditions according to whether each measure is rising or falling. Rising volatility with falling turnover is presented as a…
This post presents a technical stock screen described as selecting 2021 stocks that meet an amplitude threshold and a “morning star” candlestick condition associated with Kute Intelligent. It explains the screen as a way to identify stocks with notable price…
This study summary examines an improvement to a one-sided volatility-difference timing model. It reports that bullish signal accuracy rises with trading amount, while bearish signal win rates show no similar relationship. The proposed change uses relative…
This document describes an expert advisor that combines fast and slow moving averages with RSI to generate buy and sell signals. It evaluates signals when a new bar appears, while managing open positions on each tick. The slow moving average period is set to…
This document describes a backtest reporting framework that computes metrics over a full record and, optionally, across daily, hourly, or monthly partitions. Metric classes can be instantiated with relevant supplied parameters, then receive the record and a…
This research summary compares five classifiers for predicting stock returns from historical equity factors: multinomial logistic regression, linear support vector machines, random forests, XGBoost, and deep neural networks. It distinguishes the linear…
The document reports a mismatch between a portfolio strategy’s expected rebalance schedule and its simulated trading activity. The author says the backtest rebalances every five days or after a take-profit trigger, while the simulation records trades on many…
This note diagnoses a backtest error in BigQuant position-condition functions. Both the opening and closing condition functions attempt to filter a DataFrame using a column named “fantanbili.” The author points out that the prediction output supplied by an…
This expert advisor follows signals from the MaChannel indicator. A signal is taken at a bar close when the indicator displays a large colored dot. The advisor depends on a separately compiled indicator file, while a trading library is described as…