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 external Expert Advisor intended to estimate broker commissions during MetaTrader 5 strategy tests when the platform’s built-in commission feature does not produce the desired result. It says the tool supports market, limit,…
These notes summarize Alexander Elder’s approach to trading as a discipline built on market analysis, money management, and adherence to a plan. They describe how crowd behavior shapes prices, why traders should keep a journal to identify recurring mistakes,…
These release notes describe changes to a quantitative trading and research platform. Pipeline additions include grouped ranking, filters that test conditions across lookback windows, and several technical factors such as Aroon, fast stochastic, Ichimoku,…
This operations manual explains how a desktop terminal turns signals from simulated strategies into live equity trade plans. It describes linking an access credential, reviewing and editing proposed quantity and timing, and explicitly confirming plans before…
This note describes a short-term A-share screen combining a positive but limited ten-day return, a circulating market value between 5 and 10 billion yuan, and a same-day increase in holdings above five percent. The intended idea is to find stocks with recent…
This Chinese equity screen combines three signals: daily high-low amplitude above 1%, a large-order net-volume ranking threshold, and price above its five-day moving average. The rationale is to find actively traded stocks with signs of buying interest and a…
This example describes a daily futures strategy using the Vortex Indicator to identify directional crossovers. It calculates positive and negative vortex movement relative to rolling true range, then opens a long position when the positive line crosses above…
The article recounts the emergence of Bitcoinmarket.com, describing its proposal on the Bitcointalk forum and launch in 2010 as an early venue for exchanging US dollars and bitcoin. It notes that bitcoin had no widely agreed market price beforehand and gives…
This post describes a Chinese A-share screen for metaverse-related stocks with circulating share count no greater than 5.5 billion and more than two limit-up events during the previous ten trading days. It frames the screen as a way to find stocks with…
This Chinese-language post outlines an A-share screen for stocks with an intraday amplitude above 1%, a robotics concept classification, and circulating market value below 10 billion yuan. It ranks qualifying names by that day’s auction amount and selects…
This document presents a long-only DAX strategy intended for three-minute bars. It enters when the two-period exponential moving average crosses above the four-period average, provided the 20-period average is above the 75-period average and price is above…
This indicator description presents a modified Trend Continuation Factor inspired by M. H. Pee’s work on estimating how long trends may continue. Its stated aim is to identify both the presence and direction of a trend, since trading against a persistent…
This Chinese stock screen combines membership in the metaverse sector, a minimum threshold for circulating market value, and a prior-day measure of main-investor control. The accompanying explanation interprets a high control reading as a sign that…
This document outlines a compliance-oriented framework for assessing digital asset risks. It recommends categorizing protocol-level concerns such as smart-contract integrity, consensus vulnerabilities, and network security, while evaluating privacy coins…
The article defines crypto bull markets as broad upward trends and bear markets as broad downward trends over a chosen time frame. It distinguishes the market’s direction from investor sentiment, and notes that shorter-term pullbacks can occur within a…
This brief description explains an Expert Advisor that trades from the CoeffofLine_true indicator. It generates a signal when the indicator’s histogram crosses its zero level at a bar close, using the crossing direction to trigger a deal. The text is a…
This Chinese stock-screening example selects shares in the metaverse industry when the KDJ indicator has just crossed bullishly and the stock ranks among the top ten for large-order net volume. It proposes running the screen before 10 a.m. on each trading…
This study evaluates a convolutional neural network that predicts five-day returns across the Chinese stock market. Its baseline uses 2012–2017 data for training and tests on 2018 through October 2021. The authors vary batch size, optimizer, loss function,…
This short description presents a basic Expert Advisor that uses RSI threshold crossings to generate trades. It sells when RSI crosses downward through 70 and buys when RSI crosses upward through 30. The EA’s settings allow the user to specify the threshold…
This post proposes a short-term A-share stock screen requiring a large daily high-low range, an indication of prior-day main-fund control, a daily gain above a stated threshold, and main-board listing. It presents the combination as a way to find stocks with…
The article examines why A-share strategy results in historical tests can differ from live or simulated trading. It groups causes into data problems such as survivorship bias and price adjustments, model problems such as overfitting and crowded factors,…
The article describes a short-term stock screen for companies classified in the metaverse theme. It selects stocks that appeared on the previous day’s trading leaderboard and had turnover between 2% and 9%. The stated rationale is to combine a current…
The article explains risk-adjusted performance measurement through the Sharpe ratio and its benchmark-relative counterpart, the Information ratio. It describes the Information ratio as excess portfolio return over a benchmark divided by the variability of…
The document describes an expert advisor that tracks open-order profit and applies a virtual trailing stop. The stop level is calculated from a per-minimum-lot profit allowance, scaled according to the order’s lot size. For example, the stated settings leave…