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.
4,613 documents
This MetaTrader expert advisor applies a simple perceptron to three forex symbols: EURUSD, GBPJPY, and AUDNZD. At a synchronized new bar, it evaluates selected values from the Acceleration/Deceleration oscillator and combines them with four parameter-derived…
This expert advisor demonstrates using Wilder’s Parabolic Stop and Reverse as a trailing stop for existing positions. On each new bar, it updates the stop level toward the position’s favorable price extreme. The acceleration factor rises in fixed increments…
The article discusses a leveraged Martingale approach to trading LTC/USDT perpetual contracts. It proposes changing the traditional doubling rule to a smaller add-on multiplier so the strategy can withstand more adverse price movement, then withdrawing…
This product description explains an MT5 chart indicator for estimating pip value and position risk. For the current symbol, it displays the pip value of one standard lot in the account’s currency and accommodates different quote precisions and several asset…
The document explains a position-sizing function that estimates lot volume from a chosen percentage of account balance and the distance to a stop loss. Its stated calculation first converts the risk percentage into an account-currency risk amount, then…
The document describes a MetaTrader 4 testing workflow for expert advisors that trade multiple symbols and evaluate results by total pips rather than account currency. It says this helps compare symbols with different pip values and avoids relying on swap…
This document describes a read-only MetaTrader 5 diagnostic for sizing a hypothetical trade to a cash-risk budget. It estimates the loss on one lot between an entry and stop with the terminal’s profit calculator, subtracts a user-entered reserve for costs,…
The strategy ranks CSI 300 constituents by their return over the first three trading days of each month, measured from the first day's open to the third day's close. If the month has at least four trading days, it buys the ten strongest eligible stocks at…
The document describes an Expert Advisor organized as separate long and short systems, each with its own entry and exit switches, settings, and trade identifier. It uses signals from the ColorSchaffJJRSXTrendCycle indicator and allows long and short…
This stock-selection screen combines trading activity, company size, market value, and profitability. Its final criteria require turnover of up to 12%, circulating market value between 10 and 100 billion yuan, circulating share count no greater than 5.5…
The discussion explains how a VeighNa CTA strategy can retrieve live long and short position records, inspect their average price, volume, and unrealized profit or loss, and use that information to trigger stop orders. It identifies the position lookup key…
This Expert Advisor variation chooses each initial trade direction randomly, opening either a buy or a sell from a random-number draw. It starts with a configured base lot size, while stop loss and take profit can be disabled. The position-sizing rule…
The document explains an automatic take-profit and stop-loss feature that attaches predefined exit levels to each newly opened position. The trader can set thresholds using a fixed pip distance, a percentage of account balance, or technical price levels.…
This brief strategy note outlines an equity selection approach using a random forest regression model. It adds features such as beta and technical indicators, including MACD and Williams %R, and predicts a return-style target calculated from the difference…
The document describes a multi-asset cryptocurrency strategy that allocates capital across selected USDT pairs and places staged buy orders as prices fall through preset levels. Each level uses a specified share of the amount assigned to that asset.…
This description covers a calculator intended specifically for forex currency pairs. It supports direct quotes, indirect quotes, and cross rates, and estimates the monetary value of one point for a currency pair. It also calculates the maximum stop loss for…
This weekly report assesses the Chinese equity market after a rebound in early June 2022. Its timing framework compares 20-day and 120-day moving averages for a broad market index and combines their distance with a market breadth or “profit effect” measure.…
This document describes an event-driven long strategy that combines corporate repurchase announcements with upcoming earnings dates. It screens US-listed stocks, excludes the smallest market-cap quartile, and looks for buyback announcements of at least 5% of…
This document describes a parameter sweep for a grid trading backtest. It combines every configured symbol with candidate relative half-spread and grid-count values, then runs the resulting backtests in parallel over a selected date range. The grid interval…
This document describes an automated price action strategy that compares highs and lows across multiple chart timeframes, then looks for lower-timeframe candle closes that break relevant structure. It illustrates the approach with comparisons among hourly,…
This stock-selection proposal screens Chinese equities using three conditions: RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and turnover between 2% and 9%. It presents the screen as a way to combine a technical…
This BigQuant example builds a binary classifier from rolling windows of daily open, high, low, close, and volume changes. Its network applies a convolutional layer to each 50-step, five-feature input, passes the result through an LSTM and dense layers with…
These notes summarize the Turtle trading approach as a systematic trend-following method built around breakouts, disciplined execution, and survival through losing periods. The described rules include entering when prices exceed a prior-period high or low,…
This expert-advisor description combines a historical candle-range comparison with a loss-responsive position size. It examines bullish and bearish bars over a configurable number of past days; if the summed size of bullish bars exceeds that of bearish bars,…