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 document describes a basic expert advisor that trades crossings of a weighted oscillator’s overbought and oversold levels. It sells when the oscillator crosses downward through the overbought threshold and buys when it crosses upward through the…
This article describes infrastructure choices for crypto trading systems where market data and execution speed matter. It recommends persistent WebSocket connections for time-sensitive market data and order flow, while reserving REST interfaces for less…
The post proposes a stock selection screen based on three conditions: amplitude above one, a rising bottom pattern, and exclusion of the STAR Market. It provides indicative implementations in a Chinese stock screener formula language and Python. The Python…
This Chinese equity screening rule combines a circulating market value band, positive trailing twelve-month net profit, and a recent high-to-low price ratio above a threshold. The stated intent is to find companies with established scale and positive…
This Backtrader example shows how to include credit interest in a simple moving average crossover strategy. It computes fast and slow averages, uses their crossover as a signal, and lets the user choose long-short, long-only, or short-only trading. A fixed…
This brief strategy description explains an expert advisor that trades signals from the ForexLine indicator. A signal is generated when a moving average changes color, and the trade is considered at the close of the bar. The system depends on a compiled…
This document describes an optimized implementation of Kaufman’s Adaptive Moving Average (AMA) intended for use in Expert Advisors. The stated motivation is that the original indicator consumed substantial computing resources, making EA execution and…
The document explains how a structured snowball note can be valued by Monte Carlo simulation and partial differential equation methods. It describes decomposing the note’s possible payoff scenarios into exotic option components and combining their values. It…
The document summarizes a study applying convolutional neural networks (CNNs) to multi-factor stock selection in the Chinese A-share universe. It proposes arranging factor observations as two-dimensional inputs, treating convolution as factor combination,…
This brief platform support note addresses a missing or failing plot in a rolling training workflow. It recommends first checking whether the rolling training process produced results, then inspecting the returned results one at a time and displaying the…
The report describes a daily Chinese equity selection model built with a fully connected deep neural network. It derives 98 features from seven basic price and volume inputs using rolling averages, extrema, dispersion, ranks, weighted averages, correlations,…
The overview presents FinRL-Meta as a framework for data-driven reinforcement learning in finance. It separates the workflow into data, market-environment, and agent layers, with interfaces that allow components to be replaced or customized. It also…
This note proposes studying individual stocks during broad equity-market declines. It suggests identifying historical selloff days, then testing whether stocks that rise against the market and close at the upper price limit remain strong the next day, and…
This document describes a MetaTrader 5 Expert Advisor that trades when the ColorCoppock oscillator changes direction. It generates a signal at bar close when the indicator’s direction differs from the previous bar. The indicator’s compiled file must be…
This document describes a visual trend indicator built from 20, 50, and 100 period exponential moving averages. It marks a bullish bias when the 20 period average is above both longer averages, and a bearish bias when it is below both. The output is a…
This expert advisor combines two Kolier SuperTrend indicators operating on different timeframes. A slower indicator sets the permitted trend direction, while a faster one supplies the entry trigger when its line changes color. A trade signal is considered at…
This document describes an Expert Advisor that trades when the MA_Rounding_Candle indicator changes candle color, generating a signal when a bar closes. It identifies the required compiled indicator files and notes that a trading library supports brokers…
This Expert Advisor generates a trade signal when a bar closes and a new colored marker appears from the Force_DiverSign indicator. It therefore depends on the indicator’s semaphore-style signals rather than describing an independent entry calculation. The…
This strategy compares the previous two days’ highs and lows to set a breakout order for the current day. It places a pending order at the prior day’s high when that day’s high-low range is higher than the range of the day before, or at the prior day’s low…
This post describes a Chinese equity screen that combines daily amplitude above a threshold, a positive weekly MACD signal, current trading volume above a stated level, and an opening price above the prior close. It presents the conditions as a way to find…
This document presents two factor-based approaches to managed futures (CTA) investing. The first aims to time exposure to CTA strategies across changing market and macroeconomic conditions, using indicators from both technical and fundamental perspectives.…
This indicator proposal applies Average True Range twice to closing prices to create a smoothed line called DATR. It calculates a second line, DATR2, using twice the selected period to represent a broader trend. The default period is 15 bars, and the author…
This note outlines a short-term Chinese equity screen for stocks in the metaverse sector. It requires the 9:25 price gain to be below 6% and MACD to be above its zero line. The document presents the rule as a way to find potential near-term opportunities and…
The document describes a Chinese equity screen with three conditions: daily amplitude above 1%, the session low between 4% and 5% below the prior close, and a composite activity measure between 0.5 and 2. That measure multiplies the prior day’s turnover by…