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 ProRealTime strategy combines three moving averages with short lookback breakouts and a confirming candle pattern. For long entries, price lows must sit above all three averages and the high must reach the recent high; a sequence of declining then…
This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…
This note describes an Alligator-style trading method using simple, weighted, and endpoint moving averages calculated from a pivot price. It proposes buying when the three averages cross upward and selling when they cross downward. The endpoint average may…
This document describes an intraday breakout system for the French CAC 40 using the early-session high and low as reference levels. It tracks the range from the opening period, then places stop entries beyond those levels when the range and the price’s…
The document explains a lock as equal-sized long and short positions in the same asset, which offset price-driven gains and losses while tying up margin. Its VR Locker Lite example opens both sides together, then uses averaging to expand the positions.…
This automated strategy monitors Bollinger Bands on every price tick and places pending stop orders after price breaks a band at the distance associated with the widest configured level. A break above the upper band triggers four sell stop orders, while a…
This Chinese-language trading script describes a long-only breakout setup using an 8-period and a 40-period moving average. It waits for a sequence of candle conditions: an earlier close near the low, a subsequent close near the high, and the prior close…
This document outlines a Forex Expert Advisor that combines breakout entries with a Martingale-style recovery process. Its settings include the share of account balance available for trading, profit and loss targets expressed relative to balance, a recovery…
Hoop Master 2 is described as an evolution of an earlier automated trading system that uses pending buy-stop and sell-stop orders with a Martingale approach. The update adds more formal controls over open positions and pending orders. Its central change is…
The document explains the Stretch, a volatility measure calculated as a 10-period average of the smaller distance between each bar’s open and its high or low. It uses that measure to set session breakout levels around the open, forming a channel that can be…
The post raises an architectural question about combining multiple CTA strategies in a live portfolio. The author has Bollinger-channel and DKX strategies that calculate indicators and position changes, but finds their individual money management conflicts…
This document outlines an automated system that uses a Martingale position-sizing approach. It can restrict the hours when new positions are opened, while continuing to manage open positions and close the full set when their combined profit reaches a…
This document describes a MetaTrader 5 Expert Advisor that opens multiple buy or sell orders after a user clicks a corresponding button. Inputs include the number of orders, risk percentage per trade, stop loss, take profit, and slippage. The EA calculates…
This indicator displays five dots that summarize price direction across five progressively slower candle intervals derived from the chart’s current time frame. For each interval, it compares the current close with a selected reference, such as the open,…
This text compares two approaches to changing trade size after wins and losses. Under the classical Martingale approach, a trader begins with a minimum position and increases size after each loss, aiming for a later winning trade to recover the losses in the…
This brief description explains a position sizing function that calculates lot size from the distance to a stop loss and a specified risk budget. Its example states that a 2% risk setting combined with a stop 40 points away yields a lot size intended to lose…
The article explains constant proportion portfolio insurance (CPPI) by building it up through five related allocation strategies. It starts with investing only interest income in stocks, then considers the present value of future interest, reserving enough…
This Expert Advisor identifies trend conditions with three moving averages and uses Parabolic SAR to trigger orders. It can close a position on an opposite signal, trade only on selected days, reverse its signal, or keep a position open when an opposite…
The document presents a Yang–Zhang extension of the Garman–Klass volatility estimator as an ex-ante volatility measure that can support position sizing in time-series and dual-momentum strategies. Its calculation combines squared overnight gaps, intraday…
The document presents an Expert Advisor for managing positions opened manually or by another automated system. Its trailing stop is based on Average True Range (ATR), so the stop distance can respond to changing volatility instead of remaining a fixed number…
This document describes a script for submitting a buy stop-limit order and a sell stop-limit order at equal distances from the current price. Its configurable inputs cover trade size, price deviation, order distance, stop-limit offset, stop loss, take…
The document explains how to size a forex position so that a stop-loss represents a chosen amount of account-currency risk. It distinguishes three currency relationships: a pair whose quote currency matches the account currency, a pair whose base currency…
These notes summarize a practical framework for developing an independent quantitative trading operation. They cover choosing strategies that fit a trader’s capital, skills, time, and income goals; screening ideas with benchmark comparisons, Sharpe ratio,…
The document explains an Expert Advisor that uses arrows from a Candle shadow percent indicator to open trades. At the start of a new bar, an upper-shadow signal on the prior completed bar triggers a sell, while a lower-shadow signal triggers a buy. Position…