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
The document outlines a function for opening a trade in an MQL5 environment. It describes deriving an opening price and take-profit and stop-loss levels from symbol data and user parameters, then preparing a trade request with details such as instrument,…
This expert adviser places a Buy Stop above the high of bar one and a Sell Stop below its low, with a configurable offset. The setup seeks to enter when price moves beyond that bar’s range. Its parameters include stop loss, take profit, trailing stop…
Staggered Orders is a grid-like trading mode intended for sideways markets. A trader sets upper and lower price bounds, along with a spread and increment; the system then calculates the buy and sell orders needed to cover that range and uses available funds.…
This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70.…
This reading list summarizes three studies on portfolio construction. One develops a finite-horizon allocation framework using nominal assets, with closed-form optimal strategies and utility. It describes how hedging demand depends on the investor’s horizon,…
The document presents a stock-screening idea that combines MACD above its zero line, upward-diverging daily moving averages, and an external-to-internal trading volume ratio above a stated threshold. It then extends the screen with fundamental filters:…
This indicator description explains a Relative Strength Index tool that marks overbought and oversold states, then uses those states to define price channels and identify swing pivots. Users can adjust the RSI period and threshold levels, with shorter…
This Chinese equity-screening note combines four conditions: price amplitude above 1%, current trading volume above 10,000 lots, a higher opening price, and circulating market capitalization above 10 billion yuan. It frames the screen as a way to find…
This Chinese stock-screening note proposes ranking shares by capital-flow strength, considering company type, and requiring more than two limit-up sessions within the previous ten days. The discussion interprets repeated limit ups as evidence of strong…
This Chinese stock-selection note describes a screen combining three conditions: a price range above 1%, net buying by large orders in the afternoon, and a 2019 dividend payout ratio above 25%. It presents the conditions as a mix of trading activity and a…
This strategy selects liquid U.S.-listed stocks above a minimum price and enters when a stock’s closing price reaches or exceeds its previous highest close. It holds qualifying positions in an equally weighted portfolio, adjusts allocations daily, and uses a…
This guide describes ways to organize AI agents inside a trading strategy, from a single analyst to specialist research teams, opposing bull and bear views, and sequential debate. It distinguishes deterministic strategies, agent-led decisions, and hybrid…
This stock-selection note describes a screen combining a 3%–12% turnover range, a rising DEA condition, and three consecutive limit-up sessions. The accompanying indicator formula expresses the trend filter through moving-average relationships, while the…
This indicator measures weekend price gaps for a selected instrument and timeframe to assess whether fading a gap may be viable. It divides observations into recent gaps, the last twelve months, and the full available history. For each period, it reports gap…
This Expert Advisor trades changes in the direction shown by the ColorJJRSX indicator. It opens a position when the indicator changes color at a bar close, then can close the position once its holding time exceeds a configured limit. The holding-time exit is…
The proposed stock screen selects companies in the metaverse sector whose closing price is above its five-day moving average, then ranks candidates by opening-auction amount and keeps the top five. The document presents this as a way to combine a sector…
The document presents a custom trend indicator that combines STE with a three-bar trailing stop associated with Larry Williams. Its stated aim is to anticipate directional changes and make larger trends easier to follow than with the author's earlier…
The document describes a simple Chinese A-share screen that selects stocks with turnover rates between 3% and 12%, excludes Beijing-listed shares, and requires a share price below a stated threshold. Its rationale is that the turnover band may identify…
This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…
This beginner’s guide explains futures grid trading bots, which place long and short orders at preset price levels around a contract price. The approach aims to capture repeated movements within a range by systematically buying and selling, rather than…
Qlib separates forecasting signals from portfolio construction. A strategy turns prediction scores into trading decisions, while a weight-based base class lets users specify target holdings and delegates order generation to the framework. The documented…
This post proposes screening stocks that have at least two limit-up sessions within 500 days and five moving averages described as overlapping. It interprets the moving-average condition as a possible sign of nearby support and resistance, and repeated…
The article explains how leveraged perpetual futures positions can be liquidated when traders fail to meet maintenance margin requirements. It treats liquidation data as forced buy or sell order flow that may reveal short-term market pressure, and describes…
This expert advisor monitors open positions across symbols and magic numbers. After a position has been open for a configurable number of seconds, it checks whether profit has reached a configured threshold in points. If the threshold is met, the advisor…