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 post describes an equity screening rule that ranks stocks by relative volume and selects those whose closing prices lie between the Bollinger Band middle line and upper band. The stated example limits the selection period to 2021. The accompanying…
This library is designed to queue repeated MT5 Expert Advisor tests across combinations of symbols, timeframes, and date ranges. It supports both individual runs and optimization, including forward testing. The stated research uses include comparing a…
This note explains a long-short pairs strategy that uses a copula to model the dependence between two stocks. After selecting a pair, for example with a cointegration test, the method fits the copula and each stock’s empirical distribution on a formation…
This document describes a chart indicator that plots upward or downward arrows when conditions involving one or two selected technical indicators are met. The available inputs include moving averages, MACD, OsMA, stochastic, RSI, CCI, RVI, ADX, triple…
This Chinese-language forum exchange distinguishes between optimizing a strategy separately for each instrument and optimizing it as a combined portfolio. One reply suggests looping over instrument symbols, initializing the backtest within each iteration,…
This example runs two existing futures strategies independently, using separate instruments, date ranges, trading costs, contract sizes, and capital settings. It then adds their result data frames, removes missing rows, and passes the combined data to a…
The document outlines a Chinese equity screen using three conditions: daily high-to-low range above 1% of the opening price, a 2019 dividend yield above 25%, and 2021 revenue more than 1.1 times 2018 revenue. It presents the range as a way to select more…
The guide explains how NautilusTrader’s Python package works with its Rust core through PyO3. Python handles application configuration, user components, analysis, and integrations, while Rust owns core runtime state, engines, routing, accounting, and…
This document describes a basic automated trading strategy built around the intersection of two moving averages. When the averages cross, the expert advisor opens a position in the corresponding upward or downward direction. A reverse intersection closes the…
This research summary describes a method for forecasting year-over-year inventory growth across six products in China’s ferrous commodity chain. It treats inventory as an indicator of relative supply and demand, while noting that true inventory is difficult…
This guide describes an analysis tool for calculating and plotting expressions over market time series, with syntax influenced by the public Alpha101 formula collection. It lists arithmetic and conditional operators alongside functions for lagging…
This Expert Advisor uses closing-bar arrows from the SilverTrend_Signal indicator to open positions. It scales an existing position when the most recent deal’s profit points exceed a threshold set in the EA inputs. A trade comment records the scale count…
This FAQ collects practical guidance for operating strategies on the FMZ platform. It explains where runtime logs are stored, notes that the standard order query returns pending orders, and suggests using an exchange’s underlying API when filled-order…
This example implements a daily futures strategy around triple-smoothed exponential moving averages. It calculates TRIX and a rolling signal line, then enters long when TRIX crosses above the signal or short when it crosses below. The position is set to a…
This brief troubleshooting note explains one cause of an empty-data error in a futures backtest. It says that the exchange’s contract symbol convention matters: for Dalian Commodity Exchange contracts, the letter portion should be lowercase, and using…
This report proposes classifying equity sectors by how their excess returns relate to economic conditions. It questions existing Chinese cyclical and noncyclical sector indexes, then measures lead-lag correlations between China Securities Index industry…
Pyfolio is presented as a Python library for analyzing the performance and risk of financial portfolios, with compatibility for the Zipline backtesting library. Its central reporting tool is a tear sheet: a collection of plots intended to give a broad view…
The document describes a liquidity premium factor built from buy-side limit order book data. For a chosen trade amount, the method simulates execution against displayed orders, adding interpolated virtual orders as needed, and compares the resulting market…
This roadmap describes Hummingbot’s plans for expanding open-source crypto trading tools, with liquidity mining as the central initiative. It outlines campaigns that would reward users for providing liquidity, exchange coverage expansion, and dashboards…
The proposed screen looks for main-board stocks with RSI below 65, a daily gain greater than 1%, and a recent sequence of seven declining sessions. It aims to find stocks that have experienced persistent weakness but are rebounding on the screening day. The…
This stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open. It also limits candidates to companies with market capitalization no greater than 100 billion and positive earnings, combining a…
This post describes two chart indicators for comparing typical price ranges across hours and months. Each groups observed high-minus-low ranges by hour or calendar month, computes an average for each group, and plots those averages as bars alongside an…
This terminal guide explains how to launch, stop, review, and rerun a strategy backtest. It describes the evolving strategy report, logs, and trade chart, including how fills, positions, working orders, and log timestamps are displayed. Saved runs can be…
The essay examines how randomness can make a trader’s successful record look like evidence of skill, using the analogy of a chance-generated literary achievement. It argues that market prices can fluctuate for reasons unrelated to near-term business value,…