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 expert advisor is presented as a research tool for testing an Inside Bar continuation hypothesis. It identifies a signal candle fully contained within the preceding main candle's range. A bullish main candle triggers a buy stop above its high; a bearish…
This code translates per-instrument trading restrictions into minimum and maximum portfolio weights, a direction for permitted adjustment, and a starting weight. It begins with wide default bounds, then applies long-only, no-trade, reduce-only, and…
This strategy example sets an initial stop from the entry candle’s closing price minus twice the average true range. It measures the initial risk as the distance between entry price and that stop, then defines a profit threshold by multiplying the risk by a…
This code describes a deterministic replay process for trading on congressional disclosures. It uses each disclosure’s public publication time to decide whether the information was available, explicitly avoiding the transaction date as the signal timestamp.…
This document describes a MetaTrader expert advisor that trades from signals produced by a separate Fractals at Close prices indicator. The indicator must be installed in the platform’s indicators folder before the advisor can use it. The source does not…
The document describes an Expert Advisor built around a dynamically calculated moving average whose period grows from a price-line intersection until the next intersection, then resets. A long signal occurs when a signal bar closes above the line after the…
This brief EA description says ExFractals relies on a custom ExVol indicator, but does not explain how that indicator generates trading signals. Its practical detail is concentrated in trade management: separate stop loss, take profit, and trailing settings…
This stock selection approach looks for non-special-treatment stocks in the metaverse theme that recorded a price-limit rise within the preceding 25 days. It is intended for use before 10 a.m. The proposed staged method increases the holding as the stock…
This stock selection example combines three filters: a metaverse industry classification, a rising 30-day moving average, and a daily position addition ratio above 5%. Its sample logic expresses the trend condition by comparing the current moving average…
The document describes an automated opening range breakout strategy for Apple stock CFDs on a five-minute timeframe. The system records the highs and lows during an early trading window, then checks volatility before acting on a breakout. Its exits use a…
This chart-panel indicator summarizes account positions and their stop-loss status. It displays the potential loss if positions were closed at their stop-loss orders, counts positions with and without stop-loss orders placed by the indicator, and reports the…
The article explains an Expert Advisor approach that closes trades when current profit reaches a currency-denominated threshold, instead of setting a take-profit distance in pips. It shows how to count open orders and sum their profits, optionally filtering…
The post reports a BigQuant backtest failure with a KeyError for the start_date field. The example pipeline screens Chinese stocks, uses recent fund holdings and moving-average conditions to generate signals, ranks selected stocks by market capitalization,…
This note describes a short-term Chinese equity screen limited to stocks associated with the metaverse concept. It requires the 30-day moving average to rise and applies a combined price-range and trading-volume threshold, presented as a proxy for price…
The document describes an Expert Advisor that opens positions from XOSignal indicator arrows confirmed at bar close. It then adds to a position when the most recent deal has gained more than a configurable point threshold. The number of additions and the…
This expert advisor combines two independent trading systems, one using BrainTrend2 and the other AbsolutelyNoLagLWMA. Each system generates a trade signal when a bar closes and its indicator shows a trend-color change. Position size is adjusted separately…
The post outlines a proposed equity workflow that links market breadth, sector selection, stock screening, and portfolio exposure. It would compare broad-market indices with industry or concept indices using beta, select sectors with higher beta, then choose…
This article explains why a strategy with a positive arithmetic average return can still lose money when returns compound. It illustrates the point with alternating gains and losses, showing that the geometric return better reflects long-run account growth.…
This document describes an MT4 expert advisor that duplicates trades within the same account using a preset lot multiplier. It says the tool can be attached to any chart, handles simultaneous orders up to a stated limit, and may be synchronized on a virtual…
This utility calculates a position lot size from either a percentage of account equity or a fixed risk amount, using a user-entered stop distance. For forex, the tool accepts stop loss in pips and adjusts the input for five-digit broker quotes. For…
This document describes an on-chart reference panel for checking the characteristics of a traded instrument and its current market state. It brings together quoted prices and spread with contract parameters such as tick and point units, monetary tick value,…
The document describes an MQL4 script for managing open positions across a configured basket of currency pairs. The script checks positions against the defined pairs and order types, then closes qualifying positions when their profit exceeds a specified…
This module describes a trading rule built around a pre-estimated multivariate cointegration vector. It calculates the weighted sum of log prices, differences that series across recent observations, and uses the sign of the summed changes to set trade…
This forum post describes a long-short stock routine that first attempts to close existing positions, then buys the three highest-ranked stocks and sells short the three lowest-ranked. It checks whether each security can be traded before sending an order,…