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.
4,613 documents
This stock screen combines a metaverse concept filter with an upward-sloping 30-day moving average and an intraday range threshold. The stated formula defines the range as the high-low spread divided by the sum of the high and low, with a cutoff above one…
This forum post describes an early automated trading system tested on EURUSD at the one-minute frequency. The author reports a very large gain over much of 2007 from an initial deposit of 3,000 USD, but says the system lost the deposit over 2005–2006 and in…
The indicator calculates theoretical long and short stop levels at a multiple of the Average True Range from the current close. It then estimates position size from account value, a base risk percentage, the stock’s beta, and the stop distance. The risk…
The script describes a daily SPY allocation strategy driven by CNN’s Fear and Greed Index. A research agent retrieves the latest score from a prior day, while a separate trading agent maps score ranges to target allocations: higher equity exposure at low…
This trading system enters when a colored arrow from the Chandelier Exit indicator appears at bar close. It follows the indicator’s trend signal and can increase the volume of an open position when the latest deal’s profit exceeds a user-set threshold. The…
The document outlines a two-sided stepped grid strategy. It sets a grid distance, opens a long after a decline by that distance and a short after a rise by the same distance, then closes a position when price has moved two grid distances upward. Initial…
This description outlines additions to a revised RSI-based expert advisor: more detailed indicator settings, two moving averages, martingale sizing, and lot calculation as a percentage of account balance. The underlying RSI trading principle is not restated,…
This expert advisor combines ADX and MACD to identify trade entries. It looks for the MACD main and signal lines to move in the same direction over a configurable number of bars: upward movement supports buys, while downward movement supports sells. The main…
The author recounts using Kelly-style position sizing, mathematical optimization, historical backtests, and a neural network to investigate trading systems. The discussion first explains why a positive win rate alone does not prevent ruin: bet size and…
This intraday DAX strategy applies an opening-range breakout on one-minute data. It records the high and low of the two-hour morning range, then places stop entries above or below those levels after the range ends. The rules restrict entry to before a stated…
This document describes an Expert Advisor that opens trades at a configured time and can close them at another configured time. Users can enable buy orders, sell orders, or both, and set the entry time, entry window duration, trade volume, stop loss, and…
The document outlines a daily stock rotation schedule: buy ten stocks at the open, hold each cohort for five days, and sell it at the close on its fifth day. It allocates capital in five equal portions, investing one portion in each day’s new cohort. From…
This description outlines an expert advisor that combines a Harami candlestick pattern with fast and slow moving averages. It is presented for major forex pairs and Nasdaq stocks on four-hour and daily charts, and includes settings for trade size, stop loss,…
This document describes a non-directional automated trading expert advisor that can open trades using several modes, including simultaneous long and short positions, random side selection, alternating sides, swap-aware direction, or one-sided trading. It…
This document describes a MetaTrader 5 account-level risk manager intended for proprietary trading evaluations. It monitors all positions, regardless of whether an expert advisor or manual trading opened them, and can close positions and remove pending…
The author warns that a martingale strategy can show attractive returns during calmer conditions while accumulating exposure that may lead to severe drawdowns or liquidation when volatility rises. The post recounts an anecdotal case in which several live…
The document describes a trading system that combines the Alligator indicator with Fractals. Its basic entry idea is to detect a particular grouping of Alligator lines and confirm the signal with a fractal. The system also offers configurable indicator exits…
This guide explains how BigTrader turns simulated strategy signals into live orders through a desktop trading terminal. Users connect an account and access credential, load a simulation task, review the resulting plans, adjust order sizes and times, then…
The essay argues that traders should accept uncertainty instead of relying on confident market forecasts. It treats technical and fundamental interpretations as fallible explanations that may sometimes coincide with subsequent price moves, but cannot…
This essay presents a set of survival rules for trading Chinese equities during overheated bull markets, using the 2007 and 2015 market peaks as cautionary examples. It describes a recurring pattern of shakeouts, rapid speculative advances, and liquidity…
This document describes Risk Guard, an account-level tool that monitors positions opened manually or by other trading systems. It does not generate trades. Its controls include risk-based lot-size estimates, a daily loss threshold, a cap on open positions,…
LotLoss is a basic position-sizing tool for calculating a lot size from two inputs: the amount of money a trader is willing to lose and the stop-loss distance in points. The principle is to set the loss budget first, then scale the position so that a move to…
The document describes an intraday DAX opening range breakout approach for five- and fifteen-minute charts. It records the session high and low during the opening window, then uses a five-period TEMA crossing those levels as the entry signal. Long and short…
The document outlines a GBPUSD expert advisor concept that opens positions at a specified time, with an adjustable hour shift. It counts bullish and bearish bars on the one minute chart and exposes settings for the number of bars considered, maximum open…