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.
79,386 documents
This document describes DeMarker_HTF, an indicator that calculates DeMark’s Oscillator using a timeframe selected in its inputs. This lets a trader view oscillator values from a fixed chart period while working on another chart timeframe. The listed settings…
The article characterizes high-frequency trading as automated, rapid intraday trading based on fine-grained market data, with rapid order entry and cancellation and high capital turnover. It surveys four approaches: providing liquidity through market making,…
The Vortex Difference oscillator displays the gap between the Vortex indicator's positive and negative components as a histogram. Its single input is the calculation period. The description explains that it computes the two components from absolute distances…
The article describes a Chinese stock selection screen combining turnover between 3% and 12%, appearance on the prior day's Dragon-Tiger list, and a concentration measure. It frames turnover and the listing as signals of liquidity and market attention, while…
This support exchange concerns a strategy that completes a backtest but errors during simulated trading, apparently when position information is unavailable. A reply says this kind of error commonly occurs when the code cannot retrieve the current holdings…
This description outlines a forex expert advisor built around a single 20-period moving average. It is presented for major currency pairs and multiple chart time frames, and the text says its decisions use the open price of the current candle. The listed…
This short forum thread concerns adding Longbridge broker connectivity to VeighNa, a quantitative trading framework. Participants note that the framework already has interfaces for Interactive Brokers and Futu, while expressing interest in Longbridge access…
This Chinese equity screening note selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and MACD above its zero line. It presents the pattern as a way to identify shares with possible short-term downside while retaining…
This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…
This MQL5 utility evaluates how sensitive a trading strategy’s historical results are to assumed execution costs. It reads closing-deal records containing dates, profits, and optionally volumes, then recalculates net profit and profit factor at the chosen…
This Chinese equity screening note combines three filters: daily amplitude above a stated threshold, a 2019 dividend ratio above 25%, and exclusion of STAR Market stocks. It argues that larger price ranges identify more volatile shares, while high dividends…
This description outlines a MetaTrader 5 trade copier with a master account and one or more slave accounts. The master writes position information to a shared binary file, which slave instances poll to replicate changes. The copier is intended to synchronize…
This Chinese A-share screening proposal selects stocks using three stated conditions: amplitude greater than one, a dividend payout ratio above 25% in 2019, and at least one limit-up move during the preceding month. The accompanying discussion interprets the…
Quickie is a five-minute long-only strategy designed to enter and exit trades quickly while limiting losses with a preset stop. Its entry rule combines an ADX threshold, a rising nine-period TEMA below the Bollinger middle band, and a close below the…
This document describes an Expert Advisor that uses changes in the ROC2_VG indicator’s cloud color to generate trade signals at bar close. It also offers an inversion setting that lets the system trade against the indicator’s implied trend. The strategy…
This indicator adapts a single-state Kalman filter using Kaufman’s Efficiency Ratio (ER). Each bar’s ER scales process noise between configured bounds: high efficiency increases the Kalman gain so the estimate follows directional price action more closely,…
This Chinese equity screening proposal combines a positive MACD reading, an upward moving-average condition, and a newly formed bullish KDJ crossover. The post interprets these conditions as signs of positive direction and momentum. It supplies indicator…
This post describes a Chinese equity selection rule combining daily price amplitude, an upward-moving-average condition, and the prior day’s turnover relative to the current day’s volume. Its rationale is to identify stocks with favorable short-term price…
These release notes describe a Hummingbot update that adds connectivity to several decentralized and centralized crypto markets, including spot and perpetual futures venues. The highlighted strategy, cross-exchange mining, places maker orders on one exchange…
The document describes a MetaTrader indicator that plots configurable round-number price levels and surrounding zones above and below the current price. It frames these zones as possible psychological support or resistance areas and can alert users when the…
Blockchain bridges connect networks that use different technical standards, allowing assets and data to move between them. The article describes a common lock-and-mint pattern: a user deposits an asset into a bridge contract on the source chain, the bridge…
The article introduces a customizable stock-selection strategy built around five rules, primarily seeking stocks that have fallen sharply and then stabilized, with some rules intended to identify possible rallies. It contrasts rule-based coding, where…
The document describes a multi-timeframe fractal indicator that displays fractal points from a higher timeframe on a lower-timeframe chart. This lets a trader see higher-timeframe turning points while viewing more granular price action. An optional line…
The post describes a Chinese equity screening rule using three conditions: the stock’s daily high-low range exceeds a threshold, it did not hit the upper price limit on the previous day, and the best bid quantity is greater than the best ask quantity. The…