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.
16,761 documents
The document explains the Volume Flow Indicator (VFI), a volume-based measure described as a modified form of On Balance Volume. It uses typical price rather than the close, applies a volatility threshold so small price changes do not count as directional…
This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…
This support exchange concerns a strategy that completes a backtest but errors during simulated trading, apparently when position information is unavailable. A reply says this kind of error commonly occurs when the code cannot retrieve the current holdings…
This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…
This MQL5 utility evaluates how sensitive a trading strategy’s historical results are to assumed execution costs. It reads closing-deal records containing dates, profits, and optionally volumes, then recalculates net profit and profit factor at the chosen…
This document describes an Expert Advisor that uses changes in the ROC2_VG indicator’s cloud color to generate trade signals at bar close. It also offers an inversion setting that lets the system trade against the indicator’s implied trend. The strategy…
The article introduces a customizable stock-selection strategy built around five rules, primarily seeking stocks that have fallen sharply and then stabilized, with some rules intended to identify possible rallies. It contrasts rule-based coding, where…
This document describes an Expert Advisor driven by the FineTuningMACandle indicator. A signal is generated when a bar closes and the candle direction changes while its color change is maintained. The system therefore depends on the indicator’s candle-state…
This Expert Advisor starts with a simple CCI rule: positive readings indicate buys and negative readings indicate sells. It adds three linear perceptrons—one for sell decisions, one for buy decisions, and one that combines their outputs—to override the base…
The document asks how to tune two component parameters together, specifically start and end dates as a pair. It provides an example tuning function that returns a parameter grid, with a list of candidate values for a single estimator-count parameter, then…
This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…
This document describes a daily Chinese equity screen that ranks stocks by free-float market capitalization, turnover rate, and closing price, combines the rankings into a composite score, then selects the lowest-ranked names. It filters out…
This assignment describes building a stock strategy from four factors, including small market capitalization and turnover. The author used a provided template and AI assistance to implement a linear regression strategy, then packaged three models as options…
This Chinese A-share screening method combines turnover, circulating market capitalization, rising moving averages, and price above several moving-average levels. Its stated final criteria cap turnover at 12%, restrict circulating market value to a specified…
This intermediate FMZ tutorial explains practical platform techniques for building automated trading strategies. It covers operating across exchanges and symbols, configuring futures and swap contracts, and handling API failures through retries, null checks,…
This Expert Advisor uses a Bezier indicator’s color change at bar close to generate trade signals. It follows the indicated trend and increases position volume when open profit, measured in points, passes a threshold set in the EA inputs. A position comment…
This brief Chinese-language support exchange addresses a strategy configured for daily rebalancing that appears to trade only every seven days in backtesting and does not rebalance in simulation. The response points to a condition in the backtest module’s…
This Chinese equity screening strategy ranks stocks using cross-sectional measures of circulating market capitalization, closing price, and earnings per share, then combines the ranked factors into a total score. Its stated filters exclude special-treatment…
The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…
This Expert Advisor combines two indicators to identify trend-following entries. ColorX2MA sets the slower trend direction, while ColorJFatl signals a possible entry when the faster trend changes. A trade signal occurs at bar close when the indicator…
The discussion addresses missing broad-market risk-control data in a rolling-training workflow. Its suggested remedy is to load benchmark index history directly in the backtest data-preparation function instead of relying on an external data merge. The…
This account describes a BigQuant assignment that applied linear regression and XGBoost within a rolling-training strategy, then compared their backtest returns. The author reports annual returns of 30% for linear regression and 52% for XGBoost, but provides…
The author discusses whether AI stock selection discovers repeatable market patterns or earns returns because its chosen style happens to suit current conditions. The reported live and backtest observations suggest that alpha varies with market regime:…
This expert advisor trades changes in the XWAMI indicator's trend cloud. It generates a signal when a bar closes and the cloud changes color, then adjusts position size according to recent outcomes in the same direction. The stated defaults examine the last…