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.
1,414 documents
The Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…
The document describes an Expert Advisor that trades a trend signal from the AML moving average. A trade signal is generated at the close of a bar when the indicator changes direction while retaining its color. The example applies the method to XAUUSD on a…
This Chinese-language research summary reviews gold’s strong performance through mid-2020 and discusses drivers including heightened pandemic uncertainty and monetary easing. It reports substantial global gold ETF inflows and describes gold’s historically…
This MetaTrader-oriented description explains how to identify a broker’s gold symbol and calculate position size from the symbol’s actual trading specifications. Symbol detection scores candidate names, favors stronger gold matches and excludes other…
The document describes an indicator that displays up to eight CrossIndex candlestick charts within the current chart. Users can choose which panels to show, specify a symbol for each, and set whether each chart should be inverted. The example configuration…
This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…
This guide outlines a workflow that combines TQ EDB market and indicator data services with Coze as a conversational research assistant. After adding the EDB skill, a researcher can describe a task and request data retrieval, idea checks, simple backtests,…
The document describes a MetaTrader 4 indicator that displays Supertrend direction across selected chart timeframes. Colored lines show bullish or bearish conditions, while arrows mark potential buy and sell signals. Its stated purpose is to help traders…
The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…
This podcast recap explains how real-world assets can be represented on blockchains, with examples including real estate, commodities, stablecoins, and Treasury-backed products. It presents tokenization as a way to broaden access, improve transferability,…
These reading notes explain how futures can offset exposure to changes in commodity prices, exchange rates, or other market variables. A short hedge suits a party that benefits when an asset price rises and loses when it falls, such as a producer planning a…
The document explains gold contracts for difference as cash-settled derivatives that provide exposure to gold price changes without holding bullion or futures. It outlines features such as leverage, smaller contract sizes, the ability to take long or short…
This guide explains how to construct, monitor, and trade synthetic spreads in the VeighNa SpreadTrading module. A spread can combine several contract legs using a formula, including pricing legs that are not traded, which supports relationships involving…
This report summary compares cross-sectional, market-neutral commodity futures strategies based on inventory deviation and historical momentum. The inventory signal favors commodities with inventories below their own trend and shorts those above trend. It is…
This crude oil strategy uses 15-minute bars to combine a five-bar average of candle fullness with a moving average oscillator built from five- and 50-period averages. Candle fullness is defined as the close-to-open move divided by the candle’s high-low…
The document outlines three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…
This trading system uses the ColorMETRO indicator to generate a deal signal when the indicator’s cloud changes color at a bar close. The document describes an Expert Advisor that applies this rule and refers to a historical deal chart and testing results for…
The script describes a spread-trading approach linking methanol futures with polyethylene and polypropylene futures. It estimates an MTO production margin by valuing the two polymer contracts together and subtracting the methanol input cost, adjusted for…
The article develops a relative-value framework for Chinese rebar and iron ore futures. Because iron ore is a major steelmaking input, their prices are linked, but the author argues that simple steel-margin formulas can be distorted by coke prices,…
This research summary studies iron ore returns using factors from the commodity supply chain as well as macroeconomic variables. It groups fundamental drivers around supply, demand, inventories, and costs, and reports findings from a vector autoregression…
The article distinguishes following a visible trend from trying to anticipate how large participants may use crowded positioning. It argues that traders should first assess the broader trend, while recognizing that directions can differ across chart time…
This document explains a MetaTrader 4 script that builds an offline chart for a user-defined basket of instruments and updates it as new ticks arrive. It calculates basket prices using a geometric mean, allows directional weights—including fractional…
This overview describes research on forecasting and trading commodity spreads, including gasoline crack, soybean-oil crush, and corn-ethanol crush spreads. It explains why spreads can be less exposed to market-wide information shocks and speculative bubbles…
The document describes an hourly breakout approach for gold based on a range formed overnight. It takes the highest high and lowest low over the specified eight-candle period ending at 5 a.m., then permits entries between 5 a.m. and 6 p.m. A move above the…