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.
9,797 documents
This reference explains how a futures trading platform derives performance measures for individual accounts, weighted account portfolios, individual strategies, and weighted strategy portfolios. It maps daily statements and transaction details to measures…
This ProRealCode example describes a daily strategy for the US 100 that uses a smoothed Bollinger %b oscillator built from Heiken Ashi prices and repeated TEMA smoothing. It enters long positions when the oscillator is below a lower threshold and price is…
This study examines whether futures-curve shape can rank commodity markets. It explains backwardation, where deferred contracts are cheaper than nearer ones, and contango, where they are more expensive. The article connects these patterns to supply, demand,…
This document describes a version of the ASI indicator that lets the user select its calculation timeframe through an input parameter. The provided default is a four-hour period, illustrating that the indicator can use a timeframe selected independently…
This document explains a chart indicator that displays candles from a larger timeframe as filled rectangles on a lower-timeframe chart. It uses fill buffers to represent the candle bodies and shadows, with their colors tied to the direction indicated by a…
This brief description introduces an indicator that forms a price channel using the open price of an hour selected in its settings. Its inputs let the user choose the start hour, select the channel’s middle-line price basis, set the channel width in points,…
The document describes ten ways a trading strategy’s backtest can misrepresent performance: look-ahead pricing, future data leakage, omitted fees and slippage, unsuitable index contracts, overfitting, limited market capacity, too few observations or signals,…
This document outlines an automated DAX strategy on a two-hour chart. It calculates an oscillator from the percentage change between the current open and an earlier open, transformed with arctangent and sine functions. During a stated intraday trading…
A brief forum exchange discusses why five-minute bars generated from one-minute data may differ from Wind data. A user suspects that one-minute bar alignment or delayed CTP data could explain a bar appearing at 9:00. The response clarifies that VeighNa…
The document outlines an AI-assisted workflow for turning natural-language strategy ideas into code and backtests. It distinguishes Python strategies, suited to broader stock selection, multi-factor models, portfolio rules, and risk controls, from formula…
This report summary describes a Chinese equity ETF rotation approach built from industry indices with matching exchange-traded funds. It selects 14 industries from the broader industry classification and rotates exposure among their ETFs. The strategy is…
This proposed daily strategy for the DAX mini switches between mean-reversion and breakout entries according to ADX thresholds. It uses the candle’s direction and size relative to average true range to trigger trades, and applies separate volatility ceilings…
The document presents two strategies as possible low-cost defenses against sharp equity market declines. Time-series momentum is framed mainly for futures: measure each instrument’s return over a lookback period, take a long position after gains or a short…
This intraday strategy for DAX five-minute bars fades moves beyond a Donchian channel, aiming to profit when an apparent breakout fails. A close below the lower band opens a long position, while a close above the upper band opens a short. The channel is…
The document describes a simple long-only trend-following system inspired by the Turtle approach. It enters when the day’s high exceeds the highest high of the preceding 100 days, then exits when the day’s low falls below the lowest low of the preceding 100…
The document presents a BigQuant example for trading the CSI 300 index futures contract from a user-supplied calendar of daily long, short, or no-trade directions. It checks minute data for entry windows around 10:00 and 14:00, targets a specified fraction…
OctoBot’s Dip Analyser trading mode is designed to enter near local bottoms and exit through multiple take profit orders. The document describes it as similar to an evaluator-driven dollar-cost averaging mode, with support for spot and futures markets.…
This document describes a trading setup that connects TradingView alerts to an FMZ robot and routes commands to spot or futures markets. The example distinguishes long, short, and position-closing actions, and uses exchange direction settings to handle…
The TAT indicator combines a normalized Parabolic SAR distance with the difference between the MACD line and its signal average. The components are scaled with separate multipliers, then combined into a main series whose exponential moving average serves as…
This operational guide explains how to connect a VeighNa Fusion account to a CTP futures interface and check that contract lookup, market-data subscription, and order functions are working. It outlines prerequisites such as obtaining the correct broker…
This code defines an objective function for a dynamic portfolio optimizer that chooses integer contract positions. It compares candidate portfolio weights with an unconstrained optimal target using covariance-weighted tracking error, adds trading costs based…
RT Scalper is described as a real-time indicator for scalping instruments traded on FORTS. It plots market changes as percentages using three lines: changes in buy and sell deals, changes in buy and sell order volume in the depth of market, and changes in…
This brief describes a script that creates a Fibonacci Levels graphical object and adds an input parameter for choosing how many extra Fibonacci levels appear above or below the main levels. The example sets the default number of additional levels to six.…
This Python example describes a daily gold futures strategy using a short and a long Hull moving average (HMA). It opens a long position when the short HMA crosses above the long HMA and price is above the long average; the short signal crossing below is…