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 indicator compares the average price path after a chosen market condition with the average path after that condition is absent. The user selects a projection horizon and specifies a condition, such as a rising stochastic reading combined with price…
This research summary examines why the Fama-French five-factor model may omit useful information. It argues that adding momentum produces a stronger explanatory and investment framework, then addresses why the traditional book-to-market value factor can…
This Expert Advisor uses two moving averages of opening prices, comparing their values across the current and prior bars. The difference between the fast and slow averages is evaluated against separate thresholds to generate buy and sell signals, with the…
The document describes three astrology-based indicators for trading systems: one reports the angle between two selected planets, one reports planetary declinations, and one reports planetary positions. Values are expressed in degrees, and a parameter selects…
This stock screening proposal combines a daily high-low range threshold with a requirement for consistently strong return on equity across five years. It then uses the interaction of price change and changes in trading volume as a further selection signal,…
This Chinese-language guide explains how to build a Commodity Trading Advisor strategy for the vn.py framework. It outlines the strategy class structure, the roles of configurable parameters and persistent state, and the event callbacks used for market data,…
The post discusses a possible source of inaccurate results near the beginning of a backtest in VeighNa’s BacktestingEngine. It describes an initialization period in which historical bars are loaded for strategy setup, followed by the bars used for strategy…
This guide surveys how machine learning can support quantitative investing, from data preparation and model evaluation to portfolio selection. It explains supervised, unsupervised, and reinforcement learning, and reviews methods including regularized…
This document describes an Expert Advisor that trades using changes in the ColorSchaffJCCXTrendCycle oscillator. It generates a signal when a bar closes after the oscillator crosses the zero level, using its position relative to overbought and oversold…
The post describes a technical stock screen for main-board shares. It combines daily price movement with an amplitude threshold and a positive weekly MACD condition. The accompanying examples express the screen through a formula and Python-like pseudocode:…
The document outlines a trading system that generates a signal at the close of a bar when a moving average is outside an Ichimoku cloud. It identifies the indicator as 3XMA_Ishimoku and describes an example historical test on NZD/USD using four-hour bars…
This example describes a watchlist strategy that uses public SEC Form 4 filings to adjust portfolio weights. A research agent retrieves recent filings and keeps open-market purchases and discretionary open-market sales, while excluding grants, gifts, option…
The article describes combining two Chinese equity selection models designed for different market conditions: a rebound after an index decline and a mild index pullback. Each model includes market environment features so that it produces candidates only when…
This strategy uses Internal Bar Strength (IBS), calculated from a bar’s close relative to its high-low range, to identify unusually weak or strong closes. For gold, it proposes buying when IBS falls below a chosen threshold and exiting when price closes…
This MetaTrader expert advisor trades changes in the TotalPowerIndicatorX oscillator’s cloud color, which represent a cross between its main and signal lines. It evaluates the signal when a bar closes and can restrict trading to a user-defined daily time…
This Chinese equity screen selects stocks in the metaverse theme that closed above their 250-day moving average on the prior day and had at least one limit-up event during the preceding 25 days. The note frames the long moving average as a trend or…
This Freqtrade strategy uses the hour of each one-hour candle as its sole entry and exit signal. It enters long when the candle hour falls within an optimized buying interval and exits when it falls within a separately optimized selling interval. The…
This research summary describes a dynamic rebalancing overlay for multi-factor equity portfolios. The portfolio keeps its regular monthly rebalance, while market-cap factor exposure is checked daily mid-month. If exposure breaches a set threshold, the…
The article explains genetic algorithms as population-based search methods inspired by biological evolution. It walks through encoding candidate solutions as chromosomes, evaluating them with a fitness function, selecting parents, combining them through…
This study applies Lasso, adaptive Lasso, and Elastic Net to select equity factors and combine them into stock-selection signals. Its motivation is that correlated predictors can make ordinary multivariate regression unstable. The reported experiments show…
This strategy looks for a narrow-range setup: the current bar sits inside the previous bar and its range is below the recent minimum. It requires Bollinger Band width to be near a recent low, ADX to exceed a threshold, and short-term ATR to be greater than a…
This Expert Advisor trades when the Karacatica indicator displays a colored arrow at a bar’s close. It relies on an external compiled indicator file and a trading library that supports brokers with nonzero spreads and setting protective orders when opening…
This document describes a MetaTrader indicator assistant for reviewing trading signals against historical price data. The user advances through chart history, marks buy, sell, and close decisions, and can manage positions with stop-loss and take-profit…
This Freqtrade strategy computes a normalized MACD-like measure as the ratio of the 12-period exponential moving average to the 26-period exponential moving average, minus one. On a five-minute timeframe, it enters long when this value falls within…