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 quick start explains how a Freqtrade strategy turns exchange candle data into indicators, entry and exit signals, and orders. A strategy is implemented as a Python class with separate methods for calculating indicators and populating long or short…
This stock screen combines a technical condition with size and company classification. It selects equities with RSI below a stated threshold and circulating market capitalization in a specified band, then considers enterprise type as an additional…
This stock selection method turns a discretionary approach into a set of technical and liquidity filters, followed by periodic rebalancing. It looks for prices mostly above long-term moving averages, favorable short-term moving-average conditions, and moving…
This BigQuant forum post presents a daily-bar backtest example that submits several limit buy orders during a bar callback. Before each order, the callback reads available cash and frozen cash from the trading account. The reported output shows those values…
This technical guide explains how NautilusTrader connects to Polymarket’s central limit order book for binary outcome tokens. It outlines market data and execution components, wallet signature types, pUSD collateral, allowance setup, session keys, and…
The article summarizes research on whether active mutual fund managers adjust trading to anticipated stock-picking opportunities. It defines stock-selection timing as trading more when opportunities to hold positive-alpha stocks are greater and less when…
A forum exchange addresses a backtest where the data-loading step returns no data for expired option contracts. The questioner says one contract loads because it was downloaded manually through the platform’s data manager, while other expired contracts do…
This post proposes a stock screen using three conditions: daily high-to-low range above one percent of the opening price, a positive ten-day return below 35 percent, and an outside-volume to inside-volume ratio above 1.3. It suggests the range may identify…
The article explains backtesting as evaluating a trading strategy against historical market data before committing capital. It outlines a workflow: obtain suitable data, use or build a testing tool, repeatedly inspect results, then consider live or simulated…
This study compares conventional return labels with alternative labels based on information ratio and Calmar ratio for AI stock selection models. It argues that labels incorporating returns, volatility, and drawdowns across a period may convey more…
This document explains a modular risk-control library for MetaTrader 5 expert advisors. Its position sizer calculates lot size from stop distance and a balance- or equity-based risk allowance, floors volume to the broker’s step, and returns zero when the…
The article surveys EMA, Williams %R, RSI variants, MESA adaptive moving average, Parabolic SAR, and Bollinger Bands for cryptocurrency trading. It explains the basic EMA crossover rule: a shorter average crossing above a longer one signals a buy, while a…
This article outlines a research approach for Chinese equities during sharp market-wide declines. It proposes identifying historical selloff days and studying two groups: stocks that hit their upper price limit despite the market drop, and stocks that hit…
This stock screening idea combines three technical conditions: a 14-period RSI below 65, three consecutive bearish sessions, and a 30-day moving average that is rising. The proposed rationale is to find stocks that have recently weakened while remaining…
The document describes an indicator that compares smoothed measures of upward and downward price movement to show trend direction. It applies a Jurik-style smoothing method to current and prior closing prices, then accumulates directional counts across a…
The document describes an Expert Advisor that opens a position only when Williams’ Percent Range and Bollinger Bands produce coincident signals. It uses Bollinger Band width and Average True Range to derive stop-loss and take-profit levels when their…
The document describes a revised script for emulating ticks during indicator testing, with support for managing multiple indicators. It says the example demonstrates how to include an indicator using a linear regression indicator, and that the inclusion…
This document outlines an Expert Advisor that trades from iStochKomposter indicator signals. A signal is recognized when a colored indicator icon appears at a bar’s close, making the bar close the stated decision point. The text also identifies a required…
This Freqtrade strategy is designed for spot cryptocurrency trading on five-minute candles. It defines parameterized entry and exit rules using comparisons between recent closing prices and closes from earlier bars, with separate adjustable parameters for…
This strategy applies a stock-ranking model to a filtered pool of Chinese A-shares, aiming to find stocks that may rebound from depressed levels and hold up better when the broader market weakens. The target universe is the small and medium-sized board. Its…
The document proposes a Chinese equity screen that combines a 14-period RSI below 65, revenue in 2021 greater than 1.1 times revenue in 2018, and more than two limit-up sessions within ten days. It describes selecting the first N qualifying stocks and…
The document describes a charting script that retrieves historical performance for PAMM accounts listed in a broker’s ranking. Users identify an account by its number, and the script can display history as either daily or hourly bars. This can help traders…
This study reviews Chinese equity-oriented mixed funds over 2010–2020 and compares their performance with several domestic equity benchmarks across value- and growth-led market periods. It reports that the fund group’s relative results varied with market…
This brief Chinese-language post describes a single-factor timing experiment based on a volatility-difference approach. The author says the test was inspired by a Guosen Securities study on timing with directional volatility differences. The post provides no…