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
The article argues that no single programming language is best for every algorithmic trading system. It recommends starting with system requirements and strategy characteristics, then selecting tools for separate components such as historical research,…
This page reports live performance statistics for a trading robot labeled as a Polymarket signal source, operating on a five-minute chart interval. The displayed status and logs show directional UP or DOWN signals, a price-to-beat reference, and whether…
This support note explains how to access trade details from a BigQuant backtest. It says the trade detail page does not offer a direct export, and recommends downloading the results for separate analysis. It also points users to the backtest module’s raw…
The post reports a BigQuant backtest failure in which the data extraction stage returned zero rows, and the backtest then raised an IndexError while constructing its rebalance schedule. The logs show the sequence from feature processing to an empty extracted…
The post describes a way to prompt a language model to produce backtest code for the SuperMind platform: provide platform-specific function documentation, spell out the desired trading logic, and warn against known invalid patterns. Its example requests a…
This brief BigQuant community post reflects on the challenge of improving a strategy’s Sharpe ratio while also controlling drawdowns. The author’s remarks suggest that judging a strategy by Sharpe alone can overlook the difficulty of managing losses. They…
This expert advisor trades after a chosen number of consecutive candles share the same direction: it buys after a bullish run and sells after a bearish run. Version 6 adds configurable exits when the next candle goes against the position, an event the…
The post proposes a Chinese equity screen combining a positive MACD reading, positive price change and net large-order flow, and a positive but capped ten-day gain. It gives formulas for MACD, daily price change, large-order net volume, and the ten-day…
This guide surveys the languages and visual tools available for building trading strategies on FMZ, including JavaScript, TypeScript, Python, Rust, C++, My language, Pine, Blockly, and Workflow. It describes selected platform features: JavaScript…
The post asks why Alpha158 labels use different forward-return horizons in two implementations. It compares a label spanning the close at T+1 to the close at T+3 with a Qlib label spanning T+1 to T+2, then relates those choices to China’s T+1 stock-trading…
This document outlines an Expert Advisor that trades signals from the BrakeExp semaphore indicator. A signal is recognized when a bar closes with an indicator color reversal accompanied by a large colored dot. The description implies entries follow this…
The document describes a charting feature that detects technical analysis functions used by a strategy and displays the corresponding indicators after a backtest completes. Supported indicators include moving averages, MACD, KDJ, RSI, ATR, OBV, Bollinger…
This report gives results for an hourly, long-only IFR2 strategy on ADA/USDT using Binance candles from January 2019 through April 2021. The simulation records 260 closed trades and reports a positive net result and annual return, alongside a maximum…
This strategy uses copulas to estimate conditional probabilities between two assets’ daily returns. It accumulates each probability’s deviation from 0.5 into a mispricing index flag, intended to translate return dependence into a measure of how prices have…
This post describes a stock-selection idea that combines MACD above zero, a favorable company characteristic, and a minimum listing history. Its rationale treats positive MACD as a sign of price strength and listing age as a way to avoid very recently listed…
This Chinese-language post proposes a stock screen using three conditions: a large daily high-low range, at least one single-day gain of 10% or more during the preceding 25 trading days, and an opening price near the ten-day moving average. It frames the…
This French-language overview compares five open-source tools for automating cryptocurrency trading: OctoBot, FreqTrade, Hummingbot, Jesse, and Superalgos. It describes their broad use cases and relative strengths, including configurable strategies, cloud or…
The document describes a daily classification approach for detecting positive momentum, negative momentum, or normal conditions in Bitcoin, Ethereum, and Litecoin. It uses historical prices and technical indicators as features, then compares classifiers…
The Expert Advisor described here trades changes in the direction of the HullTrendOSMA histogram. It generates a signal when a bar closes and the indicator’s direction has changed, making the strategy a reversal-signal approach. The document also states that…
This tutorial presents pyfolio as a Python toolkit for evaluating trading strategies through return, position, transaction, stress-period, and Bayesian analyses. Its central output is a set of tear sheets combining tables and plots, with lower-level plotting…
This tutorial shows how to test a long-only strategy that combines daily and weekly relative strength index readings with a stack of moving averages. It uses daily price bars as the base data, resamples them to weekly intervals to calculate the…
This overview surveys practical considerations for AI and quantitative trading, from data quality and model choice to backtesting, risk controls, and portfolio allocation. It highlights that historical results can mislead when models are overfit or…
This Korean-language project overview describes LumiBot, a Python framework for building trading strategies that can use ordinary rules, AI agents, or a combination. It presents a workflow that begins with a sample strategy and historical-data backtest, then…
This A-share screening idea pairs an RSI below 65 with seven consecutive sessions in which the close is below the open, plus a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The article frames RSI as a check against…