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.
29,558 documents
This document outlines a way to hedge exposure to a dollar index using currency pairs associated with its constituent currencies. It lists component weights for the euro, yen, pound, Canadian dollar, Swedish krona, and Swiss franc, then maps those weights to…
This document describes a trading-platform expert advisor for managing open orders. It can apply take-profit, stop-loss, and trailing settings to orders, including orders placed from a mobile device. The described tool is not limited to a particular magic…
This strategy trades the DAX on five-minute bars, requiring Ichimoku conditions to align across five-, fifteen-, and sixty-minute timeframes. Long and short signals require price to be on the corresponding side of the cloud and the lagging-span comparison to…
This indicator identifies historical all-time highs and projects selected levels forward as possible support or resistance. It tracks successive record highs, requires a minimum duration to confirm a level, and uses an average true range distance threshold…
This report evaluates risk parity, an asset allocation approach that aims to equalize the risk contributions of assets in a portfolio. It tests the approach using two historical data window designs: rolling windows and expanding recursive windows. For each…
This ProRealTime indicator evaluates price performance between user-selected start and end dates. It calculates compound annual growth rate (CAGR) from the two closing prices and the estimated elapsed years, scans intervening bars for the largest percentage…
The document describes a Chinese equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and share price. It selects stocks with turnover from 3% to 12%, profit growth above 20% and no more than 100%,…
The BBands Stop indicator uses Bollinger Band levels to identify a directional trend and plot a trailing reference line. A close above the prior upper band changes the state to bullish; a close below the prior lower band changes it to bearish. In an…
This expert advisor trades intersections between an RSI line and a moving average of RSI. A crossover below the midpoint generates a buy signal, while one above it generates a sell signal. Before entry, the advisor checks the distance from the nearest…
The document gives brief trading guidance from an options and derivatives trader who focuses on forwards, warrants, and turbo certificates. Its central risk rule is to avoid taking a directional position, aiming to reduce the damage a sudden market reversal…
This stock-selection recipe combines fundamental and price conditions. It screens for turnover between 3% and 12%, year-over-year growth in net profit attributable to shareholders of more than 20% and up to 100%, and three consecutive sessions in which the…
This brief description explains an expert advisor that acts on signals from a custom VIDYA N Bars Borders indicator. Before placing a signal-based trade, it checks current profit; when that profit is negative, it increases the trade lot according to a…
This tutorial describes a Python workflow for comparing two subfunds with the China Securities 1000 Index using weekly net asset values. It calculates rolling correlations over a 20-day window and plots how those relationships change, then compares period…
This post is a satirical warning about trusting impressive quantitative strategy claims and backtest curves. It points readers toward shared deep-learning strategy code, but supplies no description of the model, training data, signals, or validation process.…
This proposed stock screen selects shares using price amplitude, positive institutional fund flows, and a recent sequence of three limit-up sessions. The article presents the filters as a way to combine short-term price behavior with institutional activity…
This stock-selection proposal combines three filters: a price amplitude threshold, a high dividend ratio for 2019, and at least two limit-up events within a 500-day lookback. The article frames amplitude as a measure of trading activity, the dividend…
This short description explains a chart-operated tool for modifying the stop-loss or take-profit levels of every open order on the chart’s current instrument. The user drags the script to a price level: placing it below the current market price changes stop…
The article describes slippage as the gap between an intended price and the actual fill, and attributes its size to both network delay and the speed of price movement. It argues that backtests and simulated trading can understate this effect because they do…
This Chinese stock-screening strategy selects companies in the metaverse sector that recorded a limit-up day in the previous 25 days. At the current market auction, it requires a positive price change and combined large and extra-large buy orders above 7…
This indicator combines Williams Percent Range with Average True Range to define a directional trend and plot trailing stop lines. Williams Percent Range crossing configurable thresholds switches the trend state. The indicator then places a stop line below…
This document describes a configurable backtest strategy for several TheStrat price-action patterns. It classifies bars as inside, outside, two-up, or two-down, then tests selected continuation and reversal combinations, including 2-1-2, 3-1-2, 3-2-2, 1-2-2,…
The proposed Chinese equity screen combines an RSI reading below 65 with a qualitative filter for favorable company type and a dividend payout ratio above 25% for 2019. The article describes the payout ratio as a measure of company returns and quality, then…
This Chinese stock screen combines a 14-period RSI below 65 with first-level bid volume greater than ask volume and a condition involving five moving averages: 5, 10, 20, 30, and 60 days. The supplied formula requires those averages to be in descending…
The document describes the Chande Kroll Stop, a trend-following indicator that plots separate stop levels for long and short positions. A trader may use the long-position line as a level for closing a purchase if price falls to it, and the short-position…