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 document outlines an Expert Advisor that uses the non-normalized FatlSatlOsma oscillator. It makes a trade decision when the oscillator changes direction, and is presented for use in MetaTrader 5 with the corresponding compiled indicator file. A…
The post proposes a Chinese equity screening rule that combines a price-range condition, positive institutional fund flow, and buying volume from large and extra-large orders during the opening auction. Stocks meeting the combined conditions are candidates…
The document explains the Darvas box concept as a trend-following method for defining a price range from pauses in new highs and lows. A box top is identified after price stops making highs for three consecutive days, with the lower boundary identified after…
This Chinese-language post outlines an A-share stock screen combining a turnover ratio between 3% and 12%, a newly formed KDJ golden cross, and market value above 200 million. It presents the rules as filters for trading activity, a possible upward momentum…
This guide outlines a notebook workflow for debugging and analyzing a Freqtrade strategy. It loads historical candles for a selected pair and timeframe, runs the strategy to inspect generated entry signals, and explains that signal counts do not equal…
This Chinese stock-selection idea ranks candidates using three signals: volume ratio, net large-order buying, and historical limit-up frequency. The description calls for the top ten stocks by volume ratio and net large-order inflow, alongside stocks that…
The document describes a simple hourly foreign-exchange system using a 14-period RSI. It opens one long position when RSI falls below 30 and closes that position once RSI reaches 60 or higher. It opens one short position when RSI rises above 70 and exits the…
The article describes a method for estimating consensus net profit from analyst forecasts and using that estimate to build equity selection signals. It weights forecasts by report recency and by each analyst’s prior adjusted forecast error, giving greater…
The proposed stock screen selects shares with RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a positive price-to-earnings ratio. It combines a technical condition and a valuation filter, with the down-day sequence…
This tutorial explains how to assemble an automated cryptocurrency strategy with a visual strategy designer. Its example combines an exponential moving average with the relative strength index: RSI identifies an oversold move, while the EMA provides a…
The article describes REDD-COPS, a dynamic allocation method designed to constrain rolling portfolio drawdown while pursuing long-term growth. It replaces a lifetime peak-to-trough reference with a rolling economic maximum, then adjusts exposure to risky…
This short forum exchange addresses how to adapt a BigQuant strategy to rebalance on a five-day schedule. The reply recommends defining the holding-period setting in the backtest module’s initialization function, then using the K-line processing function to…
The document outlines a short-term stock screen that combines a price-range condition, three moving-average crossover signals, and a candlestick reversal pattern. It also suggests considering financial measures and industry prospects when assessing…
The document outlines an expert advisor that uses a VolatilityPivot NRTR indicator to make trading decisions. Entries are based on colored cross-shaped labels appearing in the direction of the intended trades. It notes that a supporting trading library can…
This introductory article maps the work involved in taking a quantitative CTA idea into live futures trading. Its five stages are to define executable rules, prepare suitable historical data, translate the rules into code, validate the strategy, and handle…
This post outlines a short-term equity screen based on three conditions: daily high-low amplitude above 1%, afternoon large-order net inflow, and an opening price between the prior and current 10-day moving averages. It gives formula and Python examples for…
This stock selection method combines three filters: rank stocks among the top 100 by volume ratio, require the day’s decline to be between 4% and 5%, and look for at least two limit-up sessions over the prior 500 days alongside turnover above 20. The…
The document describes an MT4 script that analyzes historical price data to estimate how much an asset typically moves across a chosen number of trading days. The resulting averages can be displayed as a column chart to compare more active days with quieter…
This Chinese stock-selection note describes a daily screening rule based on price range, prior limit-up events, and company listing history. It selects shares with daily amplitude above 1%, at least two apparent limit-up events during the prior 500 days, and…
This forum post documents a PermissionException encountered when a copied visual stock-selection strategy runs a BigQuant query. The generated SQL joins daily stock bars with basic information, factor, and status tables, then applies universe and factor…
This document outlines Tonghuashun’s backtesting support and gives example strategies for Chinese stocks, convertible bonds, and funds. It describes supported data intervals, transaction costs, slippage, corporate-action adjustments, and order matching. The…
This MetaTrader 5 expert advisor generates trades when a bar closes with a newly appearing colored arrow from the ForecastOscilator semaphore indicator. It requires the compiled indicator file in the terminal's Indicators folder. The description also notes a…
The tutorial demonstrates how to optimize a four-moving-average strategy and inspect how its parameter choices affect backtest results. Two averages define the prevailing trend, while price crossing separate entry and exit averages triggers trades. The…
This research summary compares large language models with a financial word-list method for classifying news sentiment and assessing stock returns. It describes analysis of 965,375 US financial news articles matched with daily stock returns. Models classify…