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
This research review examines whether mutual-fund outflows provide a clean measure of nonfundamental pressure on stock prices. It decomposes the MFFlow measure into components tied to the inverse of returns, the inverse of turnover, and relative fund selling…
CandleStop Cloud is described as a chart indicator that displays trailing stop levels alongside a channel whose background color changes. It also presents the latest indicator values as price labels, allowing a trader to see the stop levels directly on the…
The document explains lookahead bias: a backtest can accidentally use future candle data because the full historical dataframe is loaded before indicators and signals are calculated. This can make results appear unrealistically strong. It describes an…
This forum exchange clarifies how VeighNa's local stop orders are displayed and triggered. The price shown in the stop-order interface is the trigger price, rather than the price of the limit order that may be sent after triggering. A user reports that…
This Chinese-language forum exchange discusses excluding special-treatment, suspended, and delisted shares from a stock universe. A reply provides two approaches based on historical name-change records: retrieve securities available around the relevant date,…
This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…
This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…
This screening concept combines three conditions: intraday range greater than 1, at least one daily gain of 10% or more during the preceding 25 trading days, and a current gain between -5% and 2.6%. It aims to find shares that have shown a sharp prior move…
This indicator identifies and draws support and resistance zones using fractals and the Average True Range (ATR). It classifies zones as weak, untested, verified, proven, or broken, based on their relationship to price turns and prior tests. The description…
The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require…
This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…
This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…
This stock-selection proposal combines three filters: membership in the metaverse sector, positive institutional activity, and a positive share-price return during 2021. It frames institutional buying as a potentially useful signal and past gains as evidence…
This document describes an Expert Advisor that trades signals from thirty popular candlestick patterns. Users can enable or disable individual patterns or groups based on whether they use one, two, or three bars. The document explains configurable trade…
This roundtable transcript gathers views from Chinese investment managers, researchers, and futures professionals on the development of quantitative investing. Participants discuss the tension among scale, returns, and risk; the challenge of declining or…
This document outlines an expert advisor intended for XAUUSD on a 15-minute chart. It combines RSI entry filtering with recovery entries spaced according to ATR, plus market-structure checks based on lower lows, lower highs, and support conditions. Position…
This document describes a MetaTrader 5 script that opens a buy or sell position at the current market price and attaches a stop-loss and take-profit when placing the order. The stop-loss and take-profit distances are specified in pips, and the script also…
The described Expert Advisor seeks reversal trades by checking for divergence in RSI, MACD, and the Stochastic Oscillator. It uses a configurable minimum confirmation count, so a signal can require agreement from multiple oscillators rather than relying on a…
This short description outlines an Expert Advisor built to demonstrate a trading system using a ZigZag Fibonacci indicator. The indicator places Fibonacci levels and stores their corresponding price values in buffers, allowing an expert program to retrieve…
The post proposes a stock screen combining a daily high-low range threshold, rising price lows, and return on equity above 15% for five consecutive years. Its rationale is to pair a technical sign of improving price support with a record of strong…
The document describes a tool for checking whether a trader’s actions and recent outcomes are associated with subsequent losses. It trains a neural network on eight features from closed trades, then reports validation accuracy relative to a majority-class…
This equity screen combines a daily turnover range of 3% to 12%, year-over-year net profit growth greater than 20% and no more than 100%, and a candlestick pattern described as a morning star. The post presents formula and Python examples for applying these…
This brief description presents an expert advisor intended to manage exits using a percentage-based threshold. It says the robot will close a position when floating profit reaches a configured level, and lists a stop-loss parameter tied to a loss amount…
This expert advisor is described as a multi-pair breakout system. It estimates support and resistance for selected currency pairs, places incremental orders, and manages positions after a combined profit threshold is reached by attempting to trail gains…