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
The guide outlines a basic structure for automated strategies in JavaScript, Python, Rust, and C++. A main loop repeatedly runs strategy logic, while a sleep interval controls polling frequency in live trading and playback speed in backtests. Its examples…
This Expert Advisor trades signals from an X-period candle channel system. A signal is generated when a bar closes after breaking through the channel, and the system can close an open position once it has been held longer than a configured time limit. The…
This Chinese-language post describes a daily stock screen for the metaverse industry. It selects shares ranked among the top five by the day’s auction amount, then keeps those whose percentage change falls between -5% and 2.6%. The stated intent is to focus…
This document describes an Expert Advisor that opens trades when a bar closes and the TSI_CCI indicator cloud changes color. It identifies the signal timing and notes that the indicator file must be installed for the advisor to run. A trading library is…
This document describes a Chinese equity screen that selects stocks with at least five overlapping moving averages, an indicated 9:25 a.m. gain below 6%, and observations from 2021. The proposed rationale is that converging averages reflect alignment across…
This document describes a Chinese equity screen combining daily amplitude above 1%, a positive ten-day return below 35%, and a 2019 dividend payout ratio above 25%. It frames amplitude as a measure of price movement, the return band as a way to select stocks…
This post describes a Chinese equity screen combining high daily amplitude, at least two limit-up events over a 500-day lookback, and exclusion of the STAR Market. It presents indicator conditions and a Python example intended to identify qualifying shares.…
The document raises a practical trading question: how to enforce a minimum holding period using trading days rather than calendar days. Its example calculates elapsed time by subtracting the last rebalance date from the current date, which counts weekends…
This short support discussion concerns a simulated trading run that reportedly failed or stopped before reaching its intended endpoint, even though the available logs showed no clear error. Replies suggest two different observations: one participant saw a…
This document describes an Expert Advisor signal based on price breaking through a level set at a distance from the CorrectedAverage moving average. A trade signal is generated at the close of a bar when price crosses that offset threshold. The distance is…
This document introduces HftBacktest, a Rust framework for developing and running high-frequency trading and market-making strategies. Its backtesting approach replays tick-level market data and aims to model important execution effects, including feed…
The post presents a stock screen based on three conditions: today’s position-growth share exceeds 5%, the close is above the previous day’s low, and the 10-day return is positive but below 35%. It frames these filters as a way to find stocks with recent…
This Expert Advisor tests a time-based breakout approach. At 15:00 Moscow time, it places a buy stop and a sell stop 100 points from the current price, with a 200-pip stop loss on each order and no take-profit target. If one order triggers, the other remains…
This Freqtrade strategy defines long entries on a five-minute chart using MACD, RSI, and Bollinger Bands. It requires MACD to be above zero and its signal line, the upper Bollinger Band to be rising, and RSI to exceed 70. Long exits are triggered when RSI…
The article explains an RSI divergence indicator that avoids confirmed pivots. Instead, it compares the current price and RSI with extremes from an earlier short window, then requires elevated volume and an RSI extreme before marking a bullish or bearish…
This expert-advisor design periodically searches recent price history for RSI or MFI thresholds that produced the greatest simulated monetary profit. It tests buy and sell signals separately across candidate indicator levels, using crossings of oversold and…
The document explains how combinatorially symmetric cross-validation (CSCV) can estimate the probability of backtest overfitting (PBO). It distinguishes training overfitting, where a model performs poorly on held-out data, from backtest overfitting, where a…
The article summarizes Burton Malkiel’s broad investing principles: use index funds, choose capable fund managers, or invest independently after analysis. For individual stock selection, it emphasizes sustained above-market earnings growth, avoiding prices…
This document describes a trading-platform indicator for displaying statistics from closed trades. Users can optionally filter the history by a trade's magic number, allowing results to be isolated by strategy or identifier. A magic number can be entered…
This proposed A-share screen selects stocks with amplitude above 1%, a nonempty name for an outstanding convertible bond, and a date in 2021. The stated rationale is to combine a volatility condition with a convertible-bond-related company filter and a…
This example assembles a futures trend-following system on hourly data and shows how to choose among vanilla accounting, simulated market orders, and simulated limit orders. The system combines raw data, trading rules, forecast scaling and combination,…
The document proposes a Chinese A-share stock screen that combines a daily range filter, a recent limit-up event, and an RSI-based condition intended to identify the start of a strong upward move. It gives indicator formulas and Python-style pseudocode for…
This automated strategy combines MACD crossovers with a 200-period moving average filter and support or resistance conditions. A buy setup requires the MACD main line to cross above its signal line below zero, price to be above the moving average, and price…
This convertible-bond research note describes a relative-value approach based on the embedded option. It first compares implied volatility with the underlying stock’s historical volatility: relatively low implied volatility is treated as evidence that the…