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 when the Bear Bulls Power histogram changes color. It checks for a color change at bar close and uses that change as the entry signal. The page notes that the strategy depends on a separately compiled…
The document addresses a stock-selection model whose chosen stocks and reported backtest returns change when the backtest end date is moved forward by about twenty days. The explanation is that the training data differs across the runs. A model trained on a…
The VKW_Bands_Modify indicator is described as a timing aid for placing pending orders. It draws a channel using thick pink and light green boundary lines, alongside a fast blue line from the METRO indicator. The proposed setup occurs when that fast line…
The document raises a question about comparing backtested factors when they produce different numbers of trades. Its example contrasts one factor with 100 trades and a 2:1 profit-loss ratio against another with 1,000 trades and a 1.5:1 ratio, asking whether…
This overview describes research on forecasting and trading commodity spreads, including gasoline crack, soybean-oil crush, and corn-ethanol crush spreads. It explains why spreads can be less exposed to market-wide information shocks and speculative bubbles…
This post proposes selecting stocks with RSI below a stated ceiling, seven consecutive sessions in which the close is no higher than the open, and a share price below a specified level. The article frames the RSI and down-day conditions as technical filters…
This post outlines an A-share stock screen combining a daily trading-range condition, a qualifying company type, and a dividend payout ratio above a stated threshold for 2019. It explains the range condition as a way to select stocks with price movement and…
This article outlines a stock-selection screen combining a daily increase in reported holdings above a threshold, simultaneous bullish crossovers in three technical indicators, and a shortening MACD histogram on a 15-minute chart. It interprets the holdings…
This report reviews ESG investing through active stock selection, benchmark optimization, and factor portfolios. It summarizes research using company ESG scores and components for five MSCI equity regions over 2010–2017, with quarterly portfolio rebalancing.…
This Expert Advisor uses a fixed alternating direction: it starts with a buy and switches between buys and sells on successive trades. It opens trades at candle starts and applies stop loss and take profit settings. After a losing trade, the next position…
This document describes an Expert Advisor that uses the TrendContinuation indicator to generate trade signals. It checks for a change in the indicator’s direction, identified by a color change, when a bar closes. The document also gives a setup note for…
This Chinese equity research note argues that quarterly profit growth alone can misidentify growth stocks. Small comparison-period earnings, denominator effects, and nonrecurring gains can create misleading growth rates. It proposes using analyst research…
The document describes an hourly breakout approach for gold based on a range formed overnight. It takes the highest high and lowest low over the specified eight-candle period ending at 5 a.m., then permits entries between 5 a.m. and 6 p.m. A move above the…
This strategy selects U.S. equities by asset growth, then uses price momentum to choose long and short positions. It first screens for exchange-listed stocks, removes the smallest market capitalization names according to the source description, and ranks the…
The request specifies a stock factor backtest using a named factor table and factor. Factor values should be converted to ranks, with smaller values preferred. The intended universe is the CSI 1000, excluding Beijing Stock Exchange listings and ST-designated…
The strategy seeks long trades during a rebound after a bearish move. It uses a Donchian channel to divide the recent price range into four sections, then places a buy stop near the first level above the channel low when price remains below that level. A…
This article outlines a workflow for creating custom equity-selection rules from platform factors. It illustrates price-location features based on recent highs and lows, then combines return, volume, and market-relative conditions into a screening rule. The…
This Expert Advisor seeks possible trend changes by tracking the difference between two moving averages. It applies a cubic nonlinear transformation to that difference, amplifying larger departures from zero relative to smaller ones, then uses upper and…
This Expert Advisor trades signals from the F2a_AO semaphore indicator after filtering them by the direction of a closed candle on a higher timeframe. The timeframe and candle index are configurable, with daily timeframe and the most recently closed bar as…
This Chinese-language post proposes a stock screen combining price movement and liquidity conditions: an amplitude threshold, at least one large daily gain within the past 25 trading days, and turnover between 3% and 12%. It frames the screen as potentially…
The article argues that robust quantitative trading depends less on choosing a factor or model in isolation than on a repeatable development process. It outlines a sequence: form a market-based hypothesis, analyze whether candidate factors distinguish…
This research summary studies Chinese home appliance industry conditions using revenue and net profit growth as proxies, arguing that calculations on comparable constituents reduce distortions caused by changes in the historical stock universe. It frames…
This document explains OctoBot’s evaluator layer, which computes trading signals and routes them to strategies and trading modes. It distinguishes evaluators triggered by closed candles, forming candles, external social feeds, user scripts, and strategy…
This document describes an Expert Advisor for MetaTrader 5 that uses signals from a BuySell semaphore indicator. It opens a trade when a bar closes and the indicator reverses direction, indicated by a color change and a large colored square. The document…