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.
29,558 documents
This Expert Advisor adapts the Puria method by replacing fast and slow moving-average crossover entries with a requirement that both averages move in the same direction. It confirms signals using a MACD crossover of its zero level and a measure of…
This Chinese stock-selection proposal combines a large intraday amplitude with a prior-day 9:15 indicative match price at the limit-down price and positive institutional trading direction. Its refined version adds a requirement that estimated institutional…
This document proposes screening Chinese equities for higher daily amplitude, a recent reversal pattern, and a three-day limit-up streak, then adds a price-to-earnings constraint relative to the industry average. It explains the reversal and consecutive…
This example shows how to configure a multi-venue backtest with distinct account and execution settings. It builds a probabilistic fill model with limit-fill and slippage probabilities, a static latency model with separate delays for order insertion,…
This brief strategy description uses the most recently formed candlestick to define entry levels. It places an order when price breaks above the previous candle’s high or below its low, allowing trades in either direction. After the position gains an amount…
The document explains the Darvas Box idea: after a price advance, a consolidation range forms a ceiling and floor, and a close above the ceiling is treated as a possible long entry. The box floor serves as a stop reference; if price rises and new boxes form,…
This Expert Advisor opens a new buy position on each new bar when DeMarker is below a lower threshold, and a sell position when it is above an upper threshold. By default, it can add positions while others remain open, without checking whether the new entry…
The document describes a chart indicator for calculating trade size from an entry price, stop level, and a user-selected risk budget. Traders can set risk as a percentage of account balance, a percentage of equity, or a fixed cash amount. The calculation…
The document discusses the growth of electronic trading and presents algorithmic execution as a tool for handling large orders in volatile markets. Its core methods include splitting a parent order into smaller trades, aligning execution with market-volume…
This function describes a trade-management rule for open buy and sell orders. Once price moves favorably by a configurable pip threshold, it modifies the order’s stop loss to the opening price, aiming to remove the trade’s initial price risk. Optional…
This support note explains how linking works when a user keeps trading and staking on separate accounts. Linking is unnecessary if both activities use the same account. To establish a link, the trading account must initiate an action, after which the staking…
This Expert Advisor places Buy Stop and Sell Stop orders around a recent price range, either at its edges or near its center. It can manage open Buy and Sell positions with classic trailing stops, prior-bar high/low levels, or a moving average. The…
This brief describes a MetaTrader-style trading template that adds a trailing stop to rule-based long and short entries. The trader supplies entry conditions through separate long and short rules and sets the stop distance in pips as an external input. The…
The indicator estimates the likely size of the current price leg from recent completed swings. It detects swing turns using a rolling high or low, records each leg’s percentage move and duration, and uses a weighted average, ordinary average, or median of…
This glossary introduces common measures for evaluating investments and trading strategies. It explains cumulative, annualized, and monthly returns; benchmark-relative performance; win rate and reward-to-risk; information ratio; standard deviation; alpha and…
This Chinese equity screening note selects stocks using three stated conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and turnover between 3% and 12%. It presents the crossover as a trend signal and…
This note describes a short-term Chinese equity screen using three conditions: daily price amplitude above 1, no limit-up close on the prior day, and the stock’s average price above its five-day moving average. It frames the screen as a way to find stocks…
The document outlines a trading robot that uses only the Relative Strength Index on a five-minute chart. It lists an RSI period and level alongside fixed take-profit and stop-loss inputs, and describes the approach as the author’s own version rather than the…
The example demonstrates a Freqtrade custom stop that follows the Parabolic SAR indicator. It calculates SAR for each candle, then reads the latest analyzed value in the stop-loss callback and converts the distance between the current rate and SAR into the…
This brief description explains a time-based control for trading programs, especially expert advisors. The function permits specified code to run only during a chosen interval, which can restrict when an automated system is allowed to trade. It notes that…
This stock-selection screen targets Chinese metaverse-sector companies with share codes beginning with 60. It requires a volume ratio above 1.5 and below 6, and the final stated rules also include a market capitalization above 1 billion yuan. The article…
The document describes a bivariate Clayton copula as a way to model dependence between two uniform variables. It provides methods to generate dependent pairs from independent uniform draws, calculate the copula density and cumulative distribution, and…
The document compares three ways to add to a winning stock position: increasing each successive addition, adding equal amounts, or reducing each addition. In its example, a trader buys at three progressively higher prices using a fixed total share…
The document outlines an automated trading system that uses fractals and moving averages, described for hourly charts on major currency pairs and NASDAQ stocks. Its settings include entry and exit parameters, take-profit and stop-loss options, trailing…