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 introduces a channel indicator that redraws using a specified number of bars ahead. Its only parameter described is a look-up distance of 24 bars, which controls how far the indicator looks forward. This makes the indicator’s plotted channel…
The discussion describes a rolling-window backtest in which parameters are optimized on a sequence of historical months and then applied to the next month. As the test advances, the training window shifts forward by one month, so each new period is evaluated…
This document explains how a backtest matching engine assigns fill prices across depth books, top-of-book data, and bar-based triggers. Market orders can walk available levels; limit orders use crossed prices when taking liquidity and their limit when…
This document describes an Expert Advisor that acts on signals from a technical indicator called Stalin. A trade signal is generated when a colored arrow appears at the close of a bar, so the system’s entries depend on the indicator’s plotted direction cues.…
These release notes describe Hummingbot 1.19.0, focusing on a developing modular strategy framework and early dashboard tools for managing bots and backtests. The framework separates market data candles, controllers that choose actions, and executors that…
This guide explains how OctoBot scripts obtain historical market data for backtesting. It describes requesting candle history by symbol and timeframe, with optional controls for the starting timestamp, exchange, and market type. The default exchange is…
The Double Seven method is presented as a long-only daily strategy for ETF or futures index markets. It first requires the close to be above its 200-day moving average. An entry occurs when the day’s low reaches or falls below the lowest close over the…
This indicator guide explains how to identify potential reversal patterns by finding price pivots, connecting them into a zigzag, and checking whether successive peaks or troughs fall within a configurable tolerance. The described defaults use a five-bar…
This Chinese stock-screening note combines three conditions: daily trading range above one percent of the previous close, weekly MACD above zero, and a prior-day 9:15 matching price at the lower price limit. It presents the screen as a way to find stocks…
This document describes an automated trading system driven by a Spearman rank correlation histogram indicator, with signals evaluated at bar close. It presents three ways to trade the indicator: enter and exit on zero-line breaks; enter in overbought or…
This beginner tutorial explains a complete daily equity strategy using one named Chinese stock as its example. It selects the instrument, retrieves 20 days of closing prices, calculates 5-day and 20-day simple moving averages, and buys when the shorter…
The post proposes screening A-share stocks using three signals: today’s increase in holdings above five percent, large-order net volume above 0.05 for at least three consecutive days, and shortening green bars on a 15-minute MACD chart. It interprets these…
The article surveys possible uses of artificial intelligence in crypto trading and decentralized finance. It discusses robo-advisory, automated bots, strategy development and backtesting, risk assessment, arbitrage monitoring, sentiment analysis, predictive…
This short indicator note describes an Awesome Oscillator implementation for ProRealTime, where the indicator is not included by default. It defines the oscillator as the difference between five-period and 34-period simple averages of median price. It also…
This student submission translates a Chinese “dragon returning” trading approach into a factor-based stock strategy. It first identifies strong sectors with sector momentum, then selects leading stocks within them using stock momentum and price-volume…
The document describes a script intended to compare MetaTrader 4 and MetaTrader 5 performance on a computer or hosted server. It combines procedural and object-oriented tests covering calculations, arrays, sorting, strings, graphical objects, canvas…
The document summarizes a study of dividend-focused Smart Beta strategies in Chinese equities. It argues that dividend factors show a consistent ranking pattern across the CSI 300, CSI 500, and broader market universe, with higher-dividend portfolios…
The document proposes a short-term stock screen using four conditions: an amplitude threshold, a specified share price of 18.5 yuan, current volume of at least 10,000 lots, and a higher open. It describes the intended candidates as active stocks with notable…
The example shows how to use Pyfolio to create a returns tear sheet for a single stock. It retrieves daily returns for Facebook through a Pyfolio utility, then passes that return series to a tear-sheet function with a live-start date. The stated output is a…
This essay applies ideas from philosophy of science to judging trading strategies. It contrasts testable claims, which make predictions that evidence could disprove, with claims that cannot be meaningfully tested. For strategies whose edge is inferred from…
This Expert Advisor description outlines a simple entry approach based on consecutive directional candlesticks rather than technical indicators. A trade signal occurs when a configurable number of candles are all rising or all falling; the input parameter…
This post presents a stock screen combining daily price amplitude, a positive weekly MACD signal, and a minimum total market capitalization. Its rationale is to look for volatile stocks with an upward weekly signal while retaining companies above a size…
The document describes an Expert Advisor intended to test two ways of changing position size after a trade closes. In its martingale mode, a stop loss leads to a larger position in the opposite direction, while a take profit resets size and continues in the…
This post describes a China A-share screening idea that combines a daily turnover-rate band, a beverage and alcohol industry filter, and a rising-bottom condition intended to favor stocks with improving price structure. The listed screening logic is…