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 proposed daily stock screen selects shares with MACD above its zero line, ranks candidates by market attention, and keeps companies whose revenue in 2021 was more than 1.1 times revenue in 2018. It describes MACD as a short-term trend measure, stock…
This platform guide describes two ways to organize data preparation and simulated trading. In one workflow, a separate task cleans and stores factors, then a trading task consumes its output. In the other, one task first prepares and saves the data and then…
These release notes describe updates to Hummingbot trading infrastructure, including four new perpetual futures connectors and changes to Gateway’s decentralized exchange integration. The connector additions support order and position workflows across…
The document describes a library that lets an MT5 strategy run in the tester’s mathematical mode. Its workflow first runs an Expert Advisor to save tick data, then uses that data in a later test. The article shows example logs for both stages and says the…
This strategy selects stocks that open above the previous close and have a five-day closing-price average above the ten-day average. Among qualifying stocks, it ranks by price-to-earnings ratio in ascending order and chooses the first ten; purchases are…
This document outlines a Chinese A-share screen that looks for stocks with MACD above zero, ranks candidates by individual stock popularity, and limits the 9:25 a.m. price increase to less than 6%. It presents the approach as a way to combine a positive…
This strategy uses a research agent to rank leveraged ETFs from recent prices and trends, then has bull and bear agents assess the same research. A judge and trading agent selects a side for each index, allocates the account among chosen funds, and revisits…
This tutorial explains how to bring market data from external providers or existing CSV files into QTPyLib for strategy backtesting. It outlines supported download routes for daily and intraday bars from Yahoo Finance, Google, and Interactive Brokers, with…
This student submission translates a Chinese stock trading pattern into explicit screening and trading rules. The setup looks for a declining session after a limit-up day, with current volume twice the prior day’s volume. The stock is then watched, with…
The document explains how to restrict a Chinese stock machine-learning dataset to shares that closed at their daily price limit, or to shares that hit the limit on the previous trading day. It describes filtering factor data by limit-status value and using a…
This guide explains how to monitor a StockRanker model’s validation performance during training. It recommends preparing a validation dataset, either from a separate data module or by reusing the training data, and connecting it to the model’s validation…
This document outlines a two-stock pairs strategy based on a presumed long-term cointegrating relationship. It fits a linear relationship between the stocks’ prices, calculates the residual, and standardizes that residual over a rolling history. When the…
This trading system uses the ColorLinearRegSlope_V2 indicator. It opens a position at bar close when the indicator band changes color. Exits are handled either by a pending order or by another change in the band’s color. The document describes a historical…
This Chinese-language post describes a stock screen using three conditions: daily high-low amplitude above one percent of the previous close, weekly MACD above zero with its prior value above its signal line, and the 20-day moving average above the 120-day…
This document describes a MetaTrader expert advisor derived from an earlier Forex Fraus version. It uses the Envelopes indicator and was designed for EUR/USD on the one-minute chart, with possible use on other instruments. The EA can apply adjustable…
This page serves as a source-code index for a developing multicurrency Expert Advisor series. The series explores combining multiple trading strategies inside one program so they can operate on the same account. Its planned design moves market order handling…
A VeighNa community discussion investigates a CTA backtest in which the recorded position appears to exceed the strategy's actual holdings. The trader reports opening seven contracts, then seeing several stop orders close quantities that add up to more than…
This introductory guide groups technical indicators into trend, momentum, volatility, and volume categories for cryptocurrency trading. It explains that trend tools such as simple and exponential moving averages smooth prices, while MACD compares moving…
This data-preparation example builds a historical dataset for research on the CSI 300 and its constituent stocks. It retrieves the index membership history over a selected date range, converts provider-specific exchange symbols to the format used by the…
This Chinese equities screen combines four filters: price amplitude above 1, exclusion of special-treatment stocks, selection before 10:00, and positive price-to-earnings ratio. Its stated “five-step limit-up” condition is represented in the example code by…
This document explains a variant of the Moving Average Convergence Divergence indicator in which its fast and slow averages are calculated with a recursive Jurik-style moving-average procedure. Their difference forms the MACD line, and a conventional moving…
This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…
This document examines Chinese A-share stocks that lose an ST designation after financial or other problems are resolved. It frames the removal as a potentially positive corporate event and discusses prediction based on periodic financial reports and…
The document outlines a short-horizon SPY strategy based on changes in synthetic lending or borrowing intensity. It averages borrow-intensity readings across a broad set of stocks and ETFs, compares the daily aggregate with the prior day, and uses the sign…