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 educational article develops a hypothetical Bitcoin strategy in Backtrader using market prices, volume, and a stock-to-flow valuation series. It enters when the MACD signal crosses above zero while a short-to-long simple moving-average comparison still…
This document describes a semaphore-style indicator built from two OsMA calculations applied to the price series’ Open and Close values. It produces a signal when the difference between those indicator values changes sign. The signal timing therefore follows…
This small Zipline example selects Apple shares during initialization and configures per-share commission and volume-share slippage. On every data callback, it submits an order for ten shares and records the current share price. The example therefore…
The iSarX4 indicator displays four Parabolic SAR calculations at once. It sets the first calculation’s step from a starting parameter, then increases the step for each subsequent calculation by a fixed increment; all four share a maximum acceleration…
This report summarizes three active Chinese equity portfolio approaches. The fund enhancement strategy uses holdings of successful active funds as a starting point, then applies quantitative selection to seek improvement over the active equity fund…
This document describes an Expert Advisor that trades signals from the XFisher_org_v1 oscillator. A signal is formed when a bar closes with a crossing between the oscillator’s main and signal lines, accompanied by a change in the indicator cloud’s color. The…
The post shares a one-minute grid trading strategy that uses the prior day’s close as a center price and divides prices into bands. It opens an initial position, then changes holdings when the price moves between grid regions, subject to cash and…
This Expert Advisor trades a price channel during configured hours. At the start of the trading window, it places limit orders at both channel boundaries and sets take-profit levels toward the opposite boundary. It uses no stop loss. At the end of the…
This example describes a two-stock pairs strategy based on the assumed long-term relationship between securities. It regresses one stock's price on the other's, then standardizes the regression residual using its recent mean and standard deviation. When the…
This Chinese-language post describes an equity screen that combines daily amplitude above 1%, a positive but limited ten-day gain, and a morning star candlestick pattern. Its rationale is to seek active stocks that have risen recently without becoming…
This example demonstrates how signal delivery behaves when an actor publishes another signal from inside its own signal callback. A backtest engine runs a publishing actor, an optional second subscriber, and an initial publisher. The first actor prints…
The article explains why strong historical backtest results may fail in live trading, especially when strategy design unintentionally uses information that would not have been available at the time. It presents two ways to assess strategies with limited…
This indicator combines a trailing Average True Range stop with the Average Directional Index. It selects between wider and narrower ATR multipliers according to whether ADX is rising or falling, with an optional threshold rule that applies the narrower…
The document describes a Chinese stock-selection idea combining three conditions: a reported increase in buying position, parent-company net profit growth within a stated range, and a shortening MACD histogram on a 15-minute chart. It interprets the first…
The document explains how QTPyLib’s Blotter connects to Interactive Brokers through TWS or IB Gateway, receives market data, and distributes updates to algorithms through ZeroMQ. It can also store tick and minute data in MySQL for later research and…
The document introduces AI driven crypto trading bots and describes their intended role: analyze market data, identify patterns, and adjust trading decisions as conditions change. It contrasts these systems with discretionary trading, emphasizing continuous…
The document describes a Chinese equity strategy that screens for stocks trading below book value, excludes flagged or suspended shares and recent listings, then selects the smallest companies by market capitalization. It equally weights ten holdings and…
The strategy ranks currency futures using purchasing power parity data as a currency-value signal. Its description proposes a universe of roughly ten to twenty currencies, estimates fair values using OECD PPP figures adjusted with monthly CPI and…
This document explains how to combine Forexite’s daily MetaStock-format quote files into a single instrument history file for import into MetaTrader 4. The workflow downloads and unpacks daily archives, then runs a script with the instrument name and date…
A VeighNa forum question asks how stock transaction costs are represented in backtests when sell-side stamp duty has a minimum charge. The question distinguishes commissions charged on both buys and sells from stamp duty charged only on sales, and asks…
This research note studies return skewness as a cross-sectional factor for commodity futures. It tests long-short and long-only portfolios across all contracts, agricultural contracts, and non-agricultural contracts, then explores lookback choices, ATR-based…
This proposed Chinese equity screen combines a turnover range of three to twelve percent with concept and valuation filters. It targets stocks associated with robotics and beverage or alcohol-related business, limits circulating market value to below one…
This stock-selection proposal combines a price-range filter with weekly trend indicators. It seeks shares whose high-to-low range exceeds one percent of the previous close, whose weekly MACD is above zero, and whose five-period moving average crosses above…
The document explains how historical market data supports CTA strategy initialization, backtests, parameter optimization, and research. It outlines importing externally sourced data into a local environment and recommends checking file reliability, timestamp…