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.
1,414 documents
The document distinguishes two different charts that are often both described using contango. A futures curve at a single point in time compares prices across delivery dates: contango describes deferred contracts priced above nearby ones, while backwardation…
The document distinguishes forward and futures prices and explains why their drift depends on the probability measure used. Under the risk-neutral measure associated with the relevant numeraire, each price is a conditional expectation and has martingale…
This XAUUSD-focused strategy records the low during the final hour of the New York session as a reference level, then compares it with lows during the following Asia and London sessions. If Asia trades below that New York low, the system signals a short at…
This FCPO strategy combines candle momentum with volatility and trading-time filters. It looks for a candle whose body exceeds a minimum size and share of its full range, while ATR must fall between a floor and a ceiling. Presets set take-profit and…
This gold-oriented strategy looks for two consecutive bullish bars whose volumes exceed a simple moving average of volume. The second bar must also have more volume than the first. When both bars satisfy the conditions, the script opens a long position and…
This FCPO strategy is designed around specified market sessions and configurable presets for shorter and longer chart intervals. Its stated approach combines momentum entries with an ATR volatility floor and ceiling, minimum candle body size and…
This XAUUSD scalping strategy combines an ATR-based trailing stop crossover with several confirmation filters. It requires alignment between fast and slow exponential averages on the chart timeframe and a higher timeframe, sufficient ADX, matching SuperTrend…
This FCPO crude palm oil futures strategy combines five entry filters: price relative to EMA20 sets directional bias; MACD line versus signal line supplies momentum direction; KDJ J readings identify oversold or overbought conditions; Heikin Ashi and regular…
This research implementation turns a sparse linear model into a long-or-flat signal for GLD on the daily timeframe. The model uses five features derived from short moving averages of volume and price relationships among open, high, low, and close. It…
This indicator compares net positions reported for commercial traders and noncommercial traders in CFTC Commitment of Traders data. For each group, it subtracts short positions from long positions and plots the resulting net value around a zero line. The…
This XAU/USD strategy combines a fast and slow exponential moving average with a price recross of the fast average. A confirmed close above the fast EMA while it is above the slow EMA signals a long; the inverse conditions signal a short. The stop is placed…
This strategy uses 20-period and 55-period exponential moving averages on the charted instrument, described as XAUUSD. A cross of the faster average above the slower average triggers a long entry; a cross below triggers a short entry. The strategy sets a…
This XAUUSD strategy combines EMA trend direction with pullbacks, RSI triggers, and optional session and ADX filters. Long entries require price and the fast EMA to be above the 200-period EMA, price near the fast EMA, a recent RSI dip into oversold…
This indicator plots a historical trail of year-over-year GDP growth and CPI inflation against user-defined sustainable benchmarks. It maps inflation relative to its threshold horizontally and growth relative to its threshold vertically, then labels the four…
This document presents a configurable, short-focused gold strategy with operational controls for trade alerts, partial exits, break-even adjustments, trailing stops, session timing, and a date-limited backtest. Inputs also include a daily trade cap, a…
This short-only strategy is described for XAUUSD on a 15-second chart. It enters when a fast EMA crosses below a slower EMA, provided the signal occurs during a configurable New York time window, the strategy is flat, and enough bars have elapsed since the…
This intraday strategy is designed for gold on a five-minute chart. It requires the faster of two exponential moving averages to be above the slower average on both the five-minute and fifteen-minute charts for long setups, and below on both for short…
This gold swing strategy combines a trend filter with a pullback entry. It identifies bullish conditions when price is above VWAP, the fast EMA is above and rising relative to the slower EMA, and a candle reclaims the fast EMA; bearish conditions reverse…
This gold strategy is presented as a test of a weekday timing effect. Its description says to enter a long position at the start of Friday trading and exit near Friday’s close, with user-adjustable backtest dates. The stated defaults allocate 10% of equity…
This XAUUSD strategy uses a fixed lattice of round prices to define breakout triggers, stops, and targets. On a confirmed 15-minute candle, a bullish close crossing above a green level can trigger a long entry; a bearish close crossing below a red level can…
This gold strategy combines a fast and slow exponential moving average trend filter with MACD crossover timing and an RSI range filter. It opens long positions when the averages indicate an uptrend, MACD crosses upward, and RSI remains in a moderate bullish…
This gold strategy enters long or short positions when a fast EMA crosses a slower EMA, provided ADX is above a threshold and the bar falls within a specified weekday session. It sets fixed take-profit and stop-loss distances and also configures a trailing…
This XAUUSD strategy combines a fast-versus-slow Hull moving average regime with a staged pullback setup. In an up regime, price must first stretch away from a reference Hull by an ATR-based distance, then return within an ATR tolerance. A setup is armed for…
This Gold strategy builds an opening range from highs and lows during the 13:00–14:00 UTC hour, then looks for a long breakout during a later entry window. A qualifying signal requires a close above the range high, a bullish bar, volume above its recent…