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
This document describes an Expert Advisor that trades changes in the ColorJLaguerre oscillator. A signal is generated at bar close when the oscillator changes color in relation to its overbought and oversold levels. The strategy therefore uses an indicator’s…
This Chinese-language post presents a screen for mainland Chinese equities in the metaverse sector. Its final selection rules combine a high prior-day turnover measure, a shareholder-concentration threshold, positive year-over-year net-profit growth above a…
This reference explains how a bar represents open, high, low, close, and volume data for a specified bar type. A venue or provider may supply bars, or a trading system may build them from quote ticks, trade ticks, or smaller bars. Bar type carries…
This document describes an Expert Advisor that trades signals from the BBSqueeze indicator. It opens a transaction when a bar closes and the indicator histogram changes color, using that change as the entry trigger. The document gives no further detail about…
This moving-average modification lets a trader define the input price as a weighted combination of open, high, low, and close rather than choosing only from standard price constants. Four coefficients determine each component’s contribution; components with…
This support exchange diagnoses why a futures Bollinger Band strategy produced no backtest results. The reported cause is a mismatch between the date ranges: the data extraction module supplied data from 2021, while the backtest was set to run in 2024. Since…
This indicator extends a price channel with two intermediate levels, crossover signals, and optional stop-loss and take-profit markers. It defines five channel levels: the high and low boundaries, the midpoint, and two intermediate levels positioned between…
This Chinese equities screening idea selects stocks with turnover between 3% and 12%, at least one limit-up event within the prior 25 days, and a nonnegative reading for the previous day’s main-fund control or flow measure. The post frames these conditions…
This stock screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and turnover between 3% and 12%. The article interprets the RSI threshold as avoiding highly overbought stocks, the repeated down…
The document describes a China A-share index enhancement approach that adds industry rotation to a CSI 300 stock-selection portfolio. Its motivation is that the benchmark has uneven industry weights, making active industry exposure a meaningful part of…
This post presents a Chinese equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a daily price gain above 1%.…
This documentation explains how Zipline organizes risk and performance measurements for algorithm simulations. A metrics set defines which values a backtest tracks, and its metrics can report at different frequencies. The default set includes examples such…
This screening rule looks for stocks with an amplitude above one percent, a current high matching the highest high over two days, current volume above ten thousand lots, and an opening price equal to the high. The document frames the combination as a way to…
This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…
A forum user reports an integer overflow error while backtesting options with a trading platform’s OptionStrategy module. The problem reportedly occurred only for CSI 300 ETF options and on two specific dates. The user traced the error to loading the…
This 2018 report revisits whether the investment clock can guide asset allocation amid trade tensions and political shocks. Its traditional mapping assigns equities to recovery, commodities to overheating, bonds to recession, and cash to stagflation. It…
This signal module generates long and short trade votes from price position relative to a moving average. It adds protective filters based on the direction and minimum size of both the current and previous bars: long signals require bullish bars, while short…
This overview explains how NautilusTrader simulates strategies against historical data. A backtest engine processes a historical data stream through components that are also used in live trading, including portfolios, strategies, execution algorithms, and…
This FAQ explains how OctoBot Cloud users can evaluate strategies and crypto baskets through paper trading with virtual funds, and says strategy performance is assessed periodically through historical backtesting. It notes that results vary with market…
This Expert Advisor generates trades from the TrendlessAG histogram indicator. It forms a signal when a bar closes and the histogram changes direction, making the closing bar the stated decision point. The advisor depends on a separately compiled indicator…
The Enhanced Oscillator Trigger (EOT) combines three normalized oscillators with smoothing and regression-based components. Each oscillator applies a high-pass filter and a supersmoother to price-derived data, then uses a fast-attack, slow-decay peak…
This trading system uses the ColorMETRO indicator to generate a deal signal when the indicator’s cloud changes color at a bar close. The document describes an Expert Advisor that applies this rule and refers to a historical deal chart and testing results for…
This document outlines a foreign-exchange trading system that uses the Candle Momentum indicator. It offers two entry styles: entering when momentum changes direction, or when the indicator crosses its zero line. A configurable mode determines which entry…
The script describes a spread-trading approach linking methanol futures with polyethylene and polypropylene futures. It estimates an MTO production margin by valuing the two polymer contracts together and subtracting the methanol input cost, adjusted for…