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
The document describes a chart-based trading expert advisor that lets a trader draw cycle lines and trade price breaks through them. It also provides manual trade controls and settings for stop loss, take profit, trailing stops, break-even adjustments, trade…
The document presents a Chinese-stock ranking workflow embedded in a report about a Papermill execution error that arose when submitting a strategy for simulated trading. It constructs price, volume, valuation, and technical features, creates a…
The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…
The document describes a portfolio stage in a systematic trading framework that converts subsystem positions into portfolio-level positions. It applies instrument weights and a diversification multiplier, optionally scales positions with a risk overlay, then…
This listing describes an automated trading system that combines Bollinger Bands with two moving averages. It says the system is intended for hourly and four-hour charts and mentions major forex pairs and Nasdaq stocks. The listing mostly explains…
The article proposes a grid strategy intended to balance frequent trading with reduced risk of running out of funds during a sustained decline. It compares arithmetic grids, which use fixed price intervals and can exhaust their range, with geometric grids,…
This expert advisor describes a Martingale-style sequence: after a position is closed by its stop loss, it opens a position in the opposite direction and increases the lot size by a configured factor. Inputs include a starting lot, multiplier, cap on the…
This brief Q&A explains how to trigger a stock purchase on a chosen trading date within a BigQuant strategy’s main function. The suggested method is to read the simulation’s current date and time through the platform’s current-time interface, compare it with…
This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…
This document describes an MQL4 Expert Advisor that combines four signals from six indicators: volume, Parabolic SAR, Stochastic, Bulls and Bears Power, ATR, and Money Flow Index. It can trade stocks, forex, indices, or metals when supplied with suitable…
The document explains stop losses as planned exits for positions that move against a trader. Long positions generally place them below the entry price and short positions above it. A stop level can follow the trading strategy, such as a level near a recent…
This Python module provides diagnostics and configuration helpers for a systematic trading system. It compares each rule’s capped forecasts and each instrument’s combined forecasts with a target average forecast magnitude, ranking the largest discrepancies…
The document describes a trading-platform panel that estimates the largest lot size an account can place using its available margin. It is intended to handle market and pending orders on both sides of the market, including buy, sell, pending buy, and pending…
This guide advocates planning trade risk and profit targets as percentages of account equity rather than as fixed cash amounts or pip distances. Its example compares the same 10% risk allocation on accounts of different sizes to illustrate how the dollar…
These notes summarize a systematic approach to trading that begins with personal goals, constraints, and psychological tendencies. They review common judgment errors in system design, testing, and live execution, including overfitting, hindsight bias, seeing…
The document describes an intraday trend strategy for Chinese equity index futures, based on a reported persistent opening momentum effect. It defines a bullish sequence as rising opening, low, and closing prices across bars, and a bearish sequence as…
This document describes a MetaTrader script for placing a buy stop at a set distance above the current price, with stop loss and take profit levels measured from the trigger. Its main configurable feature is a money management input that determines trade…
This article proposes changing position sizes and take-profit distances in a grid strategy to recover from underwater positions sooner. Instead of a fixed base position, it describes increasing additions in stages as price falls: one unit per grid initially,…
This document outlines a manual sequence of opposing trades intended to recover from adverse price movement. After an initial buy or sell, the trader opens an opposite position when price moves against the first trade by a chosen distance, using a somewhat…
The strategy takes a directional position based on the first five-minute bar after the DAX market opens: it buys after an upward bar and sells short after a downward bar. The description specifies a mini DAX contract, a one-point spread, a five-minute…
This strategy outline describes a long-only crypto trend-following system on hourly candles. It combines moving-average trend states with pullbacks and bounces around moving averages, while also calculating RSI, ADX, MACD, Bollinger Bands, volume measures,…
This Expert Advisor opens a new buy position on each new bar when DeMarker is below a lower threshold, and a sell position when it is above an upper threshold. By default, it can add positions while others remain open, without checking whether the new entry…
The document describes a chart indicator for calculating trade size from an entry price, stop level, and a user-selected risk budget. Traders can set risk as a percentage of account balance, a percentage of equity, or a fixed cash amount. The calculation…
This function describes a trade-management rule for open buy and sell orders. Once price moves favorably by a configurable pip threshold, it modifies the order’s stop loss to the opening price, aiming to remove the trade’s initial price risk. Optional…