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 describes an Expert Advisor that generates a signal when a bar closes and the direction of the X2MA universal moving average changes. It specifies that a compiled indicator file must be available in the terminal’s indicator directory, and says…
This trading script implements a daily Keltner Channel strategy for a CFFEX index futures contract. It calculates an 8-period exponential moving average as the channel center and uses a 7-period average true range with a 1.5 multiplier to set the bands. A…
This document presents an A-share stock screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and three consecutive sessions in which the close is below the open. It frames the conditions as a mix of price movement, a price-level…
The document describes an expert advisor for testing a calendar-based reversal hypothesis. It takes a position against Monday’s direction at the start of Tuesday: a Monday close below its open triggers a buy, while a close above its open triggers a sell. It…
The document outlines an automated foreign-exchange strategy that combines Bollinger Bands, RSI, and a moving average. It opens a position when the most recent bar closes beyond a Bollinger Band and RSI indicates an overbought or oversold condition, while a…
The document describes a rules-based strategy for the DAX GER30 on an hourly chart. It uses the prior period’s highest high and lowest low over a lookback window as breakout thresholds: a long entry follows an upward crossing of the high, while a short entry…
The document summarizes research that forecasts stock industry returns using lagged returns from a broad set of industries. Because including all industry predictors creates a high-dimensional regression with overfitting risk, the method uses LASSO to select…
NEMA is presented as a configurable family of exponential moving averages. Its depth setting selects the number of EMA iterations: depth one corresponds to EMA, depth two to DEMA, depth three to TEMA, with further depths extending the same pattern. The…
This research summary presents a macro timing framework for Chinese equities and bonds built around monetary conditions and credit growth. It treats policy shifts as potentially informative because monetary policy is described as delayed and constrained by…
The document describes an Expert Advisor that trades signals from the X2MACandle indicator. Signals are generated when a bar closes and the candle color indicates a trend change. Its position-sizing rule reviews recent trades separately for buys and sells;…
The document presents a practical way to reduce the work required when a strategy needs only the latest one or two outputs from a technical indicator. Instead of passing the entire price history into a library function, pass only the recent bars that can…
This tutorial shows how to add a MACD signal to an existing automated trading framework. It calculates DIF and DEA series, displays them with the price chart, and compares values on adjacent bars to detect crossovers. A bullish crossover sets an entry…
This forum discussion outlines a proposed parameter search for a volume-based timing rule on the Consumer Electronics industry index. It tests seven volume-smoothing windows and ten historical-volume percentile cutoffs. The proposed rule exits to cash when…
This forum exchange addresses a BigQuant error reporting a missing “position” field. The response describes two changes: set the input mode of the feature-input module to SQL, and revise the weight variable used in the backtest function of the trading…
This MetaTrader Expert Advisor generates trade signals when a bar closes and the main and signal lines of the i-SpectrAnalysis_RVI oscillator cross while the indicator cloud changes color. It requires the separately compiled indicator file to operate. The…
The document proposes an equity screening rule that combines a large intraday range, a prior-day 9:15 auction price matching a limit-down condition, and at least one large up day during the preceding 25 trading days. Its later, expanded version adds a…
This meetup summary covers factor research, equity strategy design, AI models, and live signal timing. For factor processing, it recommends checking both the source data and the calculation logic, including data coverage and accuracy. It suggests studying…
This document describes a simplified ZigZag indicator intended to identify local price highs and lows and connect them into refined upward and downward swings. Such swing points can support chart constructions including trend lines, channels, and Fibonacci…
This Chinese equity screening concept combines three criteria: amplitude above 1, a MACD reading below zero two days earlier, and favorable stock performance during 2021. It is framed as a way to consider volatility, a technical indicator, and past market…
The document describes a daily equity screen intended to find active stocks with a positive opening and a bounded price move. Its stated filters are amplitude above one, current volume above ten thousand lots, an open above the previous close, and percentage…
The described Expert Advisor uses the direction of a slow moving average to open positions and a fast moving average to close them. It buys when the slow average rises and exits when the fast average falls; it sells when the slow average falls and exits when…
This Rust example shows how to wrap HftBacktest’s local processor to add custom handling around market events and order responses. The wrapper implements the local processor interface by forwarding order submission, modification, cancellation, state, depth,…
This tutorial explains how to construct target labels for supervised learning in equity selection. It distinguishes classification labels, which group observations into discrete outcomes, from continuous regression targets. Label definitions should reflect…
This example describes a mean-reversion strategy for two SHFE futures contracts. It uses a Kalman filter to update the hedge ratio between the instruments, calculates the resulting spread, and standardizes it against a rolling window to create a z-score. The…