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 A-share screen combining RSI below 65, seven consecutive sessions in which the close is below the open, and prior-day auction turnover above 0.26. The rationale is that RSI may avoid overbought stocks, a run of down days indicates…
This indicator description presents a trend-change interpretation in which a move out of a flat price zone matters more than a moving average crossover by itself. It proposes avoiding trades while price remains inside the zone, using the zone as a filter…
This support exchange concerns an IndexError that occurs when a Chinese convertible bond data table is read during a backtest. The same table can be read outside the backtest, and comparable reads of other tables within the backtest reportedly succeed. That…
This brief description presents an Expert Advisor that trades from the ICHI_OSC indicator. It generates a signal when a bar closes and the direction of the indicator histogram changes, making the histogram’s turn the central entry trigger. The system relies…
This guide explains advanced ways to configure strategy hyperoptimization in Freqtrade. It shows how to define a custom loss function, which receives trade results and backtest context and returns a score where lower values are preferred. The example…
This document describes an Expert Advisor that trades changes in trend direction as indicated by the ColorLeManTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The page also notes where to place the compiled…
This comparison surveys AI-oriented trading and research projects by their agent workflows, ability to replay or backtest decisions, broker paths, deterministic strategy support, and hosting or monitoring features. It distinguishes research-focused tools…
This document describes an equity screening rule that selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days within a 10-day window. It frames these conditions as indicators of…
This forum exchange explains why a sell order can disappear in an event-driven backtest when the stock is suspended on the scheduled execution day. The order was generated on one day, but the attempted match on the next day failed because trading was halted;…
This weekly report describes two quantitative equity approaches. The first builds on holdings of successful active funds, then applies quantitative selection to create an enhanced portfolio benchmarked against active equity funds rather than broad market…
The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…
This documentation explains how a trading strategy can represent and submit orders, from basic market orders to limit, stop, stop-limit, and trailing-stop orders. It also describes a smart limit approach that moves through the bid–ask spread on a timed…
This research proposes a stock selection factor that estimates similarity between companies using ten financial measures spanning profitability, solvency, operating efficiency, and growth. After cross-sectional normalization, it uses cosine similarity to…
This Chinese equity screen selects beverage and alcohol related stocks with turnover between 3% and 12%, then applies a comparison involving yesterday’s turnover, today’s auction volume, and yesterday’s trading volume. The stated rule keeps cases where the…
This Chinese equity screening rule combines a turnover range of 3% to 12% with two short-term market conditions: the stock appeared on the previous day’s 龙虎榜, a public ranking of notable trading activity, and its 9:15 opening-auction matched price was at the…
This document describes an Expert Advisor that uses the ColorMETRO_DeMarker indicator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The system therefore bases its entry signal on a change in the indicator display,…
The document describes a chart indicator for identifying Ross Hook continuation setups after a 1-2-3 reversal structure. It detects pivot highs and lows over a configurable lookback, tracks the resulting swing sequence, and checks for bullish…
This comparison explains how Lumibot and QuantConnect LEAN differ as algorithmic trading frameworks. Lumibot is presented as a Python-first library in which strategies use ordinary Python classes, broker and data adapters, and can combine deterministic rules…
This China equity strategy ranks stocks cross-sectionally using circulating market capitalization and earnings per share, combining the rankings into a total score and sorting from low to high. It excludes special-treatment and suspended stocks, requires…
The document is a QuantStats tear sheet comparing a credit-spread strategy with SPY over January 4–22, 2026. It reports that the strategy had a slightly negative total return and annualized return, a small maximum drawdown, and negative Sharpe and Sortino…
PrecisionSniper combines trend, momentum, volume, and directional strength indicators into a weighted long or short score. Its eight conditions include EMA alignment and separation, price location relative to a trend EMA, RSI behavior, MACD histogram…
This document describes an Expert Advisor that trades signals from a Bezier standard deviation indicator. It opens a position at the close of a bar when the indicator displays a colored point, then exits when the indicator changes direction against the open…
This report examines why investment portfolios turn over, how to manage that turnover, and how turnover control affects portfolio outcomes. It frames the drivers across the research and trading process: alpha changes influence target holdings, optimization…
The document presents long and short voting rules based on a 200-period Envelopes indicator with a stated deviation of 0.35. The long rule returns a positive signal when the ask is at or below the lower band, or lies between the band midpoint and upper band.…