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 describes an automated trading bot that connects machine-learning models trained in Python and converted to ONNX format. It presents configurable controls for risk-based or fixed lot sizing, order limits, stop loss, and take profit, and notes…
This essay applies ideas from philosophy of science to judging trading strategies. It contrasts testable claims, which make predictions that evidence could disprove, with claims that cannot be meaningfully tested. For strategies whose edge is inferred from…
This document describes a MetaTrader 5 indicator for sizing gold positions from a chosen account balance, risk percentage, entry price, and stop-loss price. It applies a standard risk-based calculation using the stop distance and the instrument’s tick value…
The document describes an Expert Advisor intended to test two ways of changing position size after a trade closes. In its martingale mode, a stop loss leads to a larger position in the opposite direction, while a take profit resets size and continues in the…
This document describes an MT4 expert advisor that places one-cancels-the-other orders alongside one-pip limit and stop orders. It lists global variables for buy and sell limit or stop prices, plus a confirmation setting used to enable the advisor after…
This note outlines a Chinese stock screen that requires turnover between 3% and 12%, a K indicator below 20, and a pattern described as the start of a major upward move. The conditions are presented as a buy signal: turnover and the indicator narrow the…
This Chinese stock-screening proposal selects companies associated with the metaverse theme, with circulating market capitalization above a stated threshold, and an institutional buying or bottom-fishing signal. The accompanying discussion treats…
This Chinese stock-screening example combines a high-amplitude condition with a morning-star candlestick pattern and a rounded price shape. Its Python illustration adds filters for listing market, market capitalization, positive earnings, and a recent close…
This podcast recap describes Cboe Digital’s crypto spot and derivatives exchange and clearinghouse. It lists spot markets in several major digital assets and notes the launch of Bitcoin and Ethereum futures. A central topic is futures margin clearing, which…
Grid trading places orders at regular price intervals above and below a reference level to seek gains from market fluctuations without requiring a directional forecast. The described design opens successive buy orders as price falls, then places a sell…
The document outlines a one-minute currency scalping Expert Advisor intended for tight-spread conditions and markets described as flat with adequate volume. Its features include trading across currency crosses, handling multiple currencies, calculating…
The document describes a trading robot that first opens simulated positions to monitor the market, then begins placing real orders after a configured entry condition is met. Its settings cover timeframe, slippage, order identifiers, stop loss and take…
The document explains the head and shoulders top and its inverse as chart patterns that may mark a change in trend. A top forms after an advance with three peaks and a highest middle peak; an inverse pattern forms after a decline with three troughs and a…
This expert advisor describes a trend-following system using two ColorX2MA indicators on separate timeframes. The slower indicator sets the prevailing trend from its line color; the faster indicator supplies entry timing when its color changes. A signal is…
The Expert Advisor uses changes in the Donchian Channel’s upper and lower buffers as directional signals. A buy is triggered when the upper buffer on the first bar is higher than on the second bar; a sell signal occurs when the lower buffer on the first bar…
This strategy combines daily mid-level filters with gap-related price comparisons to generate one long or short trade during the 9:00 AM bar. It calculates the midpoint of the prior day and the midpoint of the highest high and lowest low across configurable…
This brief strategy outline defines an Asian session range from 1:00 AM to 5:00 AM GMT, then looks for an entry at the London or New York open. The proposed entry is at a 60% Fibonacci retracement, with a stop below the 80% level and a stated profit target…
The article proposes a stock screen combining three signals: daily position increases above 5%, upwardly diverging moving averages, and a shortening green histogram on a 15-minute MACD. It interprets these as evidence of capital inflow, a rising price…
The document describes a market neutral stock factor strategy that estimates each stock’s beta against a broad US equity index using roughly one year of daily prices. At monthly formation, stocks are ranked by beta; the lowest beta group is held long and the…
This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…
This guide explains how the FMZ Quant platform organizes strategy development and bot operation. Users manage strategies and bots through the website, while a Docker service on their own or a rented machine connects to exchanges, runs the strategy, and sends…
This repository overview describes a Python framework for building rule-based strategies, AI-assisted decision systems, and combinations of the two. Its central workflow is to test strategy decisions on historical data, inspect simulated orders and reports,…
This report challenges mean-variance optimization assumptions that returns are normally distributed, volatility captures risk symmetrically, and portfolios should maximize return per unit of risk. It instead frames investor concerns as preserving principal…
This operational guide explains how to reduce the risk of exposing a Hummingbot API used by Condor to manage bots and trading accounts. It outlines threats from public API access, including unauthorized trading, credential misuse, bot changes, and disclosure…