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.
79,386 documents
The document explains how to configure and launch V2 strategies in Hummingbot. Configurable scripts can be started from YAML configuration, while controllers are loaded through a wrapper script that can list one or more controller configurations. Controllers…
The document compares Bollinger Bands and MACD by explaining their calculations and common interpretations. Bollinger Bands use a moving average as a middle line and place upper and lower bands at a chosen number of standard deviations from it. The text…
The post proposes a Chinese stock screen combining at least five overlapping moving averages, a stated concentration filter below 20%, and a 2019 dividend ratio above 25%. It frames moving-average overlap as a possible sign of an emerging or established…
This indicator applies Bollinger-style calculations to confirmed swing highs and lows. BarsBefore and BarsAfter define the neighboring bars used to recognize a fractal; the selected fractal prices are then averaged over a configurable period, with bands…
This document explains an indicator that marks potential support and resistance around historical swing highs and lows. It detects pivots over a configurable lookback, defines each zone using either the candle wick area or its full range, and tracks price…
This article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converge, the stock has recorded more than two limit-up days within ten days, and its outstanding convertible-bond name is nonempty. It…
This document explains an index trading mode that maintains a portfolio across a configured set of cryptocurrencies. When the bot starts, it checks which assets are held and their portfolio weights. If an asset is missing or its weight differs from the…
This document identifies an indicator that displays a Fisher transformation as a histogram and includes two averages as signal lines. It names the author and notes that the indicator was originally written in MQL4 before being published in the MQL5 Code…
This document describes an indicator that calculates pivot levels from the TRIX oscillator rather than from price. TRIX itself remains calculated on the chart’s current timeframe, while a separately selected timeframe sets the boundaries used to calculate…
This research summary presents cash-flow duration as a framework for understanding why equity characteristics such as value, profitability, investment, low beta, and dividend payout are associated with returns. Duration measures the timing of a company’s…
This brief review interprets the CSI 300’s movements through valuation bands tied to an assumed earnings growth rate. Using a 12-times valuation assumption and projected 2018 net profit growth, it describes an estimated index range and treats the July move…
This post describes a simple Chinese A-share selection rule: rank stocks by descending fund strength, keep the five with the largest auction trading value for the day, and require the 20-day moving average to exceed the 120-day average. The author interprets…
This article presents a multi-asset allocation framework that combines traditional asset selection with allocation to systematic factors. It maps macroeconomic variables and style factors to asset classes, estimates exposures with time-series regressions,…
This research note discusses how to turn equity alpha signals into portfolio forecasts and combine multiple factors. It suggests converting factor z-scores into expected returns using average results from repeated cross-sectional regressions, and favors…
This note describes a Chinese A-share screen for stocks whose codes begin with 60, whose turnover falls between 3% and 12%, and whose reported daily control ratio exceeds 21%. The accompanying rationale treats the control ratio as a liquidity-related…
This Chinese equity screening idea combines three conditions: daily price range above one percent, at least two limit-up events within the preceding 500 days, and a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s opening-auction…
This document describes an Expert Advisor that trades signals from an AbsolutelyNoLagLwma range-channel indicator. It enters when a bar closes after price breaks through the channel, then closes the position once its holding time reaches a preset limit. The…
This article discusses practical decisions for running systematic strategies live, including how to enter a system initially, define the active futures contract during roll periods, choose markets, manage capital, handle outages or unexpected events, prepare…
This stock selection rule filters for equities whose daily high-low range exceeds 1%, whose turnover is greater than 2% and less than 9%, and whose closing price is above its five-day moving average. The document presents the combination as a way to find…
This indicator identifies bullish and bearish fair value gaps from three-bar price relationships, then monitors whether price later moves back through the gap. A gap is retained only when its size exceeds a threshold scaled by average true range, making the…
This stock screen combines a turnover range of 3% to 12% with a rising DEA condition and alignment among at least five moving averages. It aims to find actively traded equities with upward momentum and a consistent trend structure. The document gives…
This diagnostic note explains how MQL5 timestamps can be misread after export. Server timestamps represent the broker's wall-clock time stored in an integer format, while common CSV consumers may interpret the same value as a true UTC epoch. Applying that…
This research summary describes a machine-learning approach to predicting very short-term price changes from futures order-book data. It proposes using support vector machines with features such as best bid and ask prices and sizes, order-book depth, slope…
This stock screen narrows the universe to Shenzhen Main Board listings and combines liquidity, size, and valuation constraints. It specifies turnover between 3% and 12%, a circulating share count no greater than 5.5 billion shares, price-to-earnings between…