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 explains how to migrate a strategy from Backtrader to LumiBot by checking one behavior at a time: data timing, indicators, sizing, orders, and execution. It maps common lifecycle and broker concepts, then illustrates a simple allocation rule…
The document presents a chart indicator that combines a MACD histogram, a volatility squeeze condition, and RSI-based coloring. It defines a squeeze using Bollinger Bands contained within Keltner Channels, then colors the MACD histogram according to whether…
This tool graphs cumulative simulated outcomes after consecutive runs of bullish or bearish candles, considering run lengths from one to twelve. For each qualifying pattern, it records a one-candle return in the direction of a hypothetical long position and…
The document explains how to define strategy parameters in a graphical interface and access them as global variables in JavaScript. It describes numeric, string, dropdown, Boolean, and encrypted string inputs, including how their defaults and values behave.…
The document describes a two-agent bot that sells a same-day-expiring bear call spread on SPY. A research agent checks prices every 15 minutes and selects a short call near 0.20 delta plus a call five points higher. A trading agent opens one spread per day,…
This tutorial adapts a GLFT-based grid market-making backtest to multiple futures assets. It normalizes order size to a common notional amount, sets inventory limits in units of that order size, estimates trade-arrival intensity and price volatility from…
The document introduces paper trading as a way to run strategies in live market conditions with a virtual portfolio before committing real funds. It describes using a cloud trading service to select strategies, choose a simulated portfolio, and monitor the…
This tutorial explains how to replace a simulated execution handler in an event-driven trading system with one that submits orders through Interactive Brokers using IbPy. The handler receives order events, builds contract and order objects, sends them to the…
The supplied summary describes research on alternative data and a hiring-count signal for Chinese equities. It says overseas use of alternative data is still developing, with most applications aimed at short-term opportunities, and identifies six…
The document describes an A-share stock screen combining daily price amplitude, turnover, and a convertible-bond name field. Its stated conditions require amplitude above 1%, a nonempty bond name, and turnover between 2% and 9%. It also gives…
This strategy applies a moving average of the difference between daily closes and opens as a Qstick signal on a China-listed equity index futures contract. It enters long when Qstick crosses above zero and price is above its simple moving average, and enters…
This report examines whether investors could exploit price gaps when a heavily suspended Chinese stock resumed trading. The proposed approach models how repeated limit-down sessions affect the net asset value of funds holding the stock, then adjusts the…
The indicator looks for possible exhaustion in price movement by identifying repeated long wicks near RSI-defined oversold or overbought zones. For a bullish signal, it checks three candles for lower wicks extending below their bodies, with wick depth…
This short homework response defines quantitative investing as using scientific methods to seek profitable predictions. It identifies systematic analysis and statistical reasoning as strengths, then cautions that simulated results can create a false sense of…
The document describes a rule-based method for detecting a double-bottom, or “W,” pattern with Bollinger Bands. It calculates a 20-period moving average and standard deviation, then sets the upper and lower bands two standard deviations from the average. The…
This document describes a MetaTrader expert advisor that trades from the MACDCandle indicator. It generates a signal when a bar closes and the indicator’s candle color changes, making the indicator transition the entry trigger. The advisor requires the…
This Python example outlines a deep reinforcement learning workflow for a stock portfolio using FinRL and Alpaca. It trains a PPO agent with ElegantRL on one-minute data for Dow Jones stocks, evaluates it on a short held-out date window, then retrains using…
This Chinese-language post describes a stock screen combining three conditions: a 14-period RSI below 65, floating market capitalization between 50 billion and 100 billion yuan, and a price pattern labeled an arc. The accompanying Python example calculates…
The document outlines an Expert Advisor that trades signals from the Extrem_N indicator. A signal occurs at a bar’s close when one colored line appears after the other color’s line disappears; the direction depends on which color replaces which. The system…
This guide explains how a simulated venue handles perpetual funding and account configuration during a backtest. Funding-rate updates supply the latest rate; when a funding boundary is known, the backtest clock creates a settlement at that time. Without an…
This introduction shows how to build a futures trading rule and assemble it into a larger systematic trading process. Its example EWMAC forecast subtracts a slow exponential moving average from a fast one, then normalizes the difference by a robust estimate…
This script implements a long-only buy-the-dip strategy for a single price series. It measures declines using one of several definitions: close versus prior close, close versus open, close versus high, or low versus high. When the selected measure crosses a…
The indicator creates an aggregated trade report from three inputs: a magic number, a start date, and an end date. Its report presents financial results in the account's deposit currency and also in points. Point totals do not account for position sizes, so…
This trading system uses the MACD_Xtr indicator to generate trades. It enters at the close of a bar when a red or green bar appears, and exits either through a pending order or when the bar color changes. The document describes a test on USDCHF at the…