This forum question compares portfolio holding ratios under two execution schedules: buying with one TWAP setting and selling with another, versus buying at the open and selling at the close. It provides a trading function for a ranked stock strategy that…
Knowledge library
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.
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4,613 documents
The document answers two platform questions about order sizing and simulated signal timing. It explains that default AI strategy backtests may calculate share quantities from a portfolio percentage, which can produce quantities that do not meet the live…
This description covers a MetaTrader 5 expert advisor for managing trades from a chart. Traders can drag entry, stop-loss, and take-profit lines, with changes updating the setup. It supports market orders and pending orders, and offers fixed-point or…
This overview explains several measures used to monitor exposure in crypto derivatives. Funding rates transfer payments between long and short perpetual futures positions and help keep contract prices aligned with spot; persistent or elevated payments can…
This Expert Advisor concept combines MACD calculated on an adjustable, higher timeframe with a Stochastic oscillator on the chart’s current timeframe. The described setup uses the timeframe relationship as a core design choice, but the document does not…
The article explains grid trading as a rule-based method that places repeated buys as price falls and sells as it rises within a chosen range. Traders set grid spacing, boundaries, and position sizes, aiming to collect gains from repeated price oscillations…
The essay presents technical analysis as a way to measure price behavior and respond to market change, rather than predict the future. It advocates a structural approach that classifies price movement, seeks entry and exit points, and treats conclusions as…
This brief description outlines an Expert Advisor that uses the MACD indicator to open trades. It is presented as usable across symbols and compatible with brokers quoting prices to either five or four decimal places. Trade exits use fixed stop-loss and…
The document describes an expert advisor intended to trade unusually large one-minute forex bars. It is presented for EUR/USD, with the author mentioning NZD/USD and AUD/USD as markets where they had also seen success. The EA compares the current bar’s size…
This strategy uses price movement relative to an Average True Range threshold to generate long and short entries. It resamples hourly data to a three-hour interval, calculates ATR over fourteen periods and doubles it, then measures the absolute change…
The MT4 utility calculates a trade’s lot size from a chosen risk amount and the distance to the stop loss. The risk input can be a percentage or a fixed amount, while the account value can be taken from balance, equity, or a user-specified figure. Stop…
This Chinese equity screen focuses on metaverse-related stocks with prior-day actual turnover between 3% and 28%, then ranks qualifying names by institutional ownership and selects the top five. The article treats turnover as an indication of trading…
This document describes an expert advisor that randomly chooses currency symbols, trade sizes, and order types rather than basing entries on technical indicators or fundamental analysis. Although it can be attached to one currency chart, it is described as…
This expert advisor implements a Puria-style system using one fast moving average, two slower moving averages, and MACD confirmation. Its described sell setup occurs when the fast average moves above both slower averages, subject to a minimum separation…
This trading script places a sell limit order at a trigger level measured in points from the current price. It also defines stop-loss and take-profit distances from the trigger, an optional order expiry, and retry settings for unsuccessful transactions. The…
This trading robot is described as a consolidation breakout system that draws short trend lines from fractals and combines them with two moving averages. The trend line is intended to act as a live-trading filter, while optimization and backtests rely on the…
This MetaTrader panel is designed to estimate a prospective trade’s profit and loss and display entry, stop-loss, and take-profit levels. The user can choose a buy or sell position and adjust entry price, lot size, stop or target distance in pips, or the…
This Expert Advisor checks for an entry once per day at a configured time. It finds the highest high and lowest low in a user-defined historical interval, with a shift that moves the interval back from the current bar. The relative positions of those…
This reference describes metrics for evaluating trading strategies from records of equity, fees, trades, trading volume and value, positions, prices, and timestamps. It covers cumulative and annualized returns, Sharpe and Sortino ratios, return relative to…
The article describes a trend-following approach that enters on a smaller timeframe while using a larger timeframe to decide whether the trend remains valid and when to exit. After an entry, it recommends moving the stop toward break-even as the trade gains,…
This Expert Advisor opens trades when a recent price move and the latest completed bar point in the same direction. A buy requires a bullish bar and a current price above its level from a configurable number of seconds earlier by at least a set step; a sell…
The document describes a short-term automated trading system built around moving averages. It says the expert advisor is intended for one-minute charts in major forex pairs and Nasdaq stocks, and trades using the open price of the current candle. Settings…
This document describes a shared pre-trade control for limiting total gross position volume in a symbol across multiple Expert Advisors. Each strategy checks all open positions on the symbol, including positions opened manually or by other EAs, and allows a…
This expert advisor is described as entering trades on retracements from Fibonacci levels. It provides settings for fast and slow moving averages, stop loss, take profit, trade limits, and optional break-even handling. The description says it can be used on…