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.
4,510 documents
The article describes turning a multi-timeframe sentiment indicator into an Expert Advisor. Its framework classifies conditions as bullish, bearish, risk-on, risk-off, or neutral using higher-timeframe direction and lower-timeframe price structure, moving…
This article shows how to build a custom news feed for MetaTrader 5 by retrieving headlines and source metadata from a web news API. It explains how source requests can be filtered by category, language, or country, and how article requests select a source…
The article describes a proposed MetaTrader 5 strategy that combines a deep learning model’s next-close predictions with sentiment scores derived from news headlines and descriptions. In the backtest, a position is taken only when the direction implied by…
The article introduces FinAgent, a proposed market analysis agent that combines text and visual information with historical memory, reflection, and trading tools. Its five-part design covers market analysis, retrieval from memory, short- and long-horizon…
The article outlines a trading bot that connects an MT5 Expert Advisor to a Python server over a socket. The EA sends a symbol and Twitter API credentials, requests sentiment data at regular intervals, and receives a sentiment value. The described trading…
This document introduces the CFTC’s Commitments of Traders and Traders in Financial Futures reports as sources of aggregated futures positioning. It describes commercial hedgers, non-commercial speculators, and smaller traders, and explains how TFF breaks…
This document describes an MQL5 chart script that summarizes the previous trading day’s open, close, high, low, and volume, alongside current-day volume. It draws horizontal lines at the prior-day high and low and places the values and brief market…
The article presents a Sentiment Tilt Meter that turns recent candle behavior into a smoothed score from negative to positive, combining configurable timeframes into one view. Its candle-level inputs include body size relative to range, close location within…
This article extends an MQL5 footprint chart with an information box above each candle. The box summarizes bar-level net delta, total volume, and the buy and sell shares, with color intensity mapped to delta strength. The implementation caches these values…
This article outlines a social decision support system in which a MetaTrader 5 Expert Advisor sends trading signals to a web application, which stores them and publishes them on Twitter. The proposed workflow leaves a person to review algorithmic signals…
The article explains how to build a MetaTrader indicator and reusable data interface for analyzing Commitments of Traders reports from Commission-provided CSV files. It distinguishes Legacy, Supplemental Commodity Index, and Disaggregated reports, describing…
The article outlines a workflow for adding AI-generated commentary to an MQL5 news headline Expert Advisor. It describes downloading a quantized language model, running it locally through a Python inference service, and having the EA send prompts to a web…
This article describes three sources of perceived information advantages for quantitative funds: alternative data such as satellite imagery, online sales and shipping activity; automated monitoring of retail investor discussion and sentiment; and rapid…
This weekly market commentary reviews Bitcoin and Ether derivatives through realized and implied volatility, volatility term structure, skew, and relative value. It reports realized volatility in the 40s while implied volatility declined toward it, reducing…
This research review presents a model in which active fund managers trade more when they see greater profit opportunities, then examines whether turnover predicts later benchmark-adjusted performance. Evidence from a historical sample of US active equity…
This post describes an equity screening rule that combines a 14-period RSI below 65, greater bid-side than ask-side volume, and at least one daily gain of 10% or more within the previous 25 trading days. The author interprets RSI as a measure of price…
This stock-screening idea selects companies associated with the metaverse theme when two conditions are met: positive net buying by major participants during the opening auction and a weekly MACD reading above zero. The logic combines a thematic universe…
This article describes a Chinese A-share stock screen combining a relative strength index below 65, an external-to-internal trade ratio above 1.3, and a negative MACD reading from two sessions earlier. It interprets the RSI condition as avoiding overbought…
This Chinese-language post describes a stock selection screen combining price amplitude above 1, positive large-order net volume for more than three consecutive days, and a positive weekly histogram. The accompanying explanation treats the weekly signal as a…
The article argues that two features of China’s A-share market may hinder a durable, gradual bull market: quantitative trading and what it calls excessive corporate financing. It attributes the impact of quantitative strategies to their technological and…
This post outlines a short-term Chinese equity screen combining amplitude above 1, a prior-day 9:15 auction match price at the limit down, exclusion of special-treatment stocks, and a “five-step limit-up” condition. It proposes running the selection before…
This report installment reviews Bitcoin ownership and activity through on-chain measures, including the Gini coefficient, address and supply distributions, coin liveliness, HODL measures, UTXO age buckets, miner flows, and ETF allocations. It describes a…
This document proposes screening Chinese metaverse-sector stocks for a MACD crossover, excluding stocks marked ST, and selecting those described as having a five-board limit-up sequence. It frames the combination as a way to capture technical strength…
This proposed Chinese equity screen combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a positive price-to-earnings ratio from the most recent quarter end. The article…