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
The described expert advisor trades when a fast and a slow moving average cross, and waits for the crossing bar to close before acting. Users can choose among simple, exponential, smoothed, and linear weighted averages. They can also select the price input,…
The document outlines a systematic stock-selection model built from valuation, profitability, growth, operating-efficiency, and technical factors. It describes a scoring approach: choose candidate factors, test their predictive usefulness, remove redundant…
This primer explains three common crypto market data formats and the questions each can answer. A ticker summarizes current price, top bid and ask, recent volume, price change, and range, making it useful for broad scans and cross-market comparisons. An…
This document explains a script for exporting filtered economic calendar records to CSV and correcting historical event timestamps for changes in a trading server’s time zone. Users can filter by country, currency, or date range, and can optionally load…
This note describes a basic Expert Advisor that trades RSI threshold crossings on bar close. It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal therefore depends on…
This summary examines whether frequent constituent changes weaken returns for a portfolio tracking the CSI 300. It reports a Wilcoxon test finding short-term price effects around index adjustments: additions tended to rise and removals to fall, with the…
The document describes an automated trading system that uses signals from a Darvas Boxes indicator. A signal is generated at a bar close when a colored bar appears after a previous bar of the opposite color or with no color. This makes the system dependent…
This research digest summarizes two studies on equity signals. The first trains a deep neural network on five years of fundamental data to forecast future fundamentals. The summary reports that, relative to a simple forecast assuming current data persist,…
This introductory guide surveys algorithmic trading, from the history and terminology of financial markets to the roles of quants, traders, and market makers. It describes common benefits of automation, such as speed and scalability, alongside constraints…
This strategy seeks to outperform the CSI 1000 while controlling industry, style, and individual-stock exposures. It proposes combining value, growth, size, quality, volatility or liquidity, and alternative signals. Factors are cleaned for outliers,…
The document describes an indicator intended to plot cumulative profit and loss for configured spread or equity positions as an equity line in a chart subwindow. Users set each active pair’s volume, direction, and activation state, can provide a symbol…
This article describes a data-engineering workflow for turning SEC XBRL companyfacts data into an auditable long-form table. Because a tag can have observations across units, periods, filings, accessions, and frames, the author advises preserving each…
This example equity strategy selects stocks using valuation and trading activity. At each 30-trading-day interval, it buys at the open shares with positive price-to-book ratios below 1.5, price-to-earnings ratios below 15, and volume between 1.5 and 2.5…
The document presents asset allocation as a combination of choosing assets and timing the market, with portfolio risk and expected return as the objectives. It explains that a hidden Markov model infers unobservable market states from observable data, then…
The document explains what strategy trade exports contain and how to use them when reviewing a backtest. HTML and tabular files report order timing and prices, the traded asset, cash balances, raw portfolio value, and a cash-adjusted equity series intended…
This code implements a bivariate mixture of Clayton, Frank, and Gumbel copulas, framed as a dependency model for a mixed-copula pairs trading strategy. It transforms each input series to empirical marginal quantiles, then fits the mixture weights and…
This study describes a revised deep Q-network approach for timing individual Chinese stocks. The earlier version used daily OHLCV data and several common factors as its state. The revision instead takes a configurable window of recent closing prices and…
The document describes a one-minute EUR/USD strategy that combines SuperTrend, Parabolic SAR, MACD-derived momentum, and range-related filters. It enters after a sufficiently long Parabolic SAR run changes direction, with additional conditions intended to…
This document describes a forex expert advisor that uses signals from two moving averages and trails open positions. Users can configure each moving average’s period, horizontal shift, smoothing method, and applied price. The advisor operates on every tick…
This forum report describes a suspected data-alignment problem in a Chinese equity research workflow. The author adds an opening-price feature and a forward-shifted version to a strategy, then finds that the shifted values appear incorrect on particular…
This short Chinese-language forum response explains the meaning of delayed entry in a factor test. A delay of N days is described as shifting the start of stock positions by N days from the original entry point. The purpose is to examine what happens when a…
The document describes how OctoBot script strategies read market data, evaluate signals, decide whether to trade, and create or modify orders. It contrasts two ways to implement a strategy. A precomputed approach can process the full available history once…
This post describes a reproduction of a research report's “moderate risk” factor, framed around information contained in moments of unusually high trading volume. The author says intermediate factors are calculated and stored, while factor analysis is…
This guide explains how investors can explore themed cryptocurrency baskets and ready-made trading strategies on a cloud trading platform. Baskets group cryptocurrencies by a shared theme, such as market capitalization, so users can select a group without…