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 document explains how to adapt a StockRanker multi-factor stock-selection workflow to Hong Kong and US equities on BigQuant. The backtest uses BigTrader’s custom historical data input, which must include date, instrument, and daily open, high, low,…
The document describes an expert advisor that combines two independent systems, one based on SilverTrend_V2 and the other on ColorJFatl_Digit. Each system opens a trade when a completed bar shows a change in the indicator’s trend color. The systems can…
This document describes an intraday XAUUSD strategy that looks for a wick to breach a confirmed swing high or low and then close back across it. The sweep candle defines an order block; a later candle must close through that zone with sufficient range to…
This Expert Advisor implements a Relative Moving Average framework that ranks the latest close within a trailing window’s return distribution, producing a fractile between zero and one. Instead of using price distances, its rules trade movements between…
This guide explains how advanced users can run Lumibot backtests with their own historical data. It supports intraday and daily testing and describes assets including stocks, futures, cryptocurrency, and foreign exchange. Input data must be converted into a…
This personal account follows the author’s early crypto trading and quantitative strategy development, with examples from volatile market episodes involving leveraged contracts, meme tokens, and failed projects. The main practical lesson is that strategies…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
This trading system uses changes in the color of a Directed Movement Candle indicator to trigger trades. A signal occurs when a bar closes and the indicator changes from blue to pink or from pink to blue. The document describes an Expert Advisor setup that…
This stock-selection post describes a screen for companies classified in the metaverse industry. Its stated criteria include a volume ratio above 1.5 and below 6, at least one daily gain of 10% or more during the prior 25 trading days, and, in the final…
This note presents a simple stock screen for companies in the metaverse theme with circulating market capitalization above 10 billion yuan. It selects stocks whose opening price is within roughly five percent of the ten-day moving average of opening prices.…
The document describes an Expert Advisor that trades signals from the TSI DeMarker trend indicator. It generates a signal at bar close when the indicator cloud changes color. The setup depends on installing the compiled indicator in the trading terminal’s…
This Expert Advisor uses a color change in the Chaikin Volatility Stochastic indicator as its trading signal. It evaluates the signal when a bar closes and opens a trade when the indicator’s cloud changes color. The required compiled indicator must be…
This indicator description outlines a configurable version of the True Strength Index (TSI). It applies successive moving-average smoothing to a rate-of-change series, then divides that smoothed directional measure by a similarly smoothed series of absolute…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
This post describes a scheduling problem in a daily China-stock simulation: a strategy launched at 5 a.m. after a weekend or holiday may use the previous calendar day as both its start and end date. Because that date has no market session, the run fails. The…
The document explains how to decide whether to remove sector exposures from equity factor portfolios. It splits a stock characteristic into a within-sector component, which ranks companies against peers, and an across-sector component, which captures…
This example presents a two-sided strategy for the S&P 500 and says its Bollinger Band period and moving-average period are the two optimized variables. It buys when both the open and close are at or below the lower Bollinger Band, and sells short when both…
This strategy template combines the Awesome Oscillator (AO) with MACD on a one-hour timeframe. It enters a long position when MACD is above zero and AO crosses from negative to positive. It exits when MACD is below zero and AO crosses from positive to…
This overview surveys six ICLR 2022 studies: periodic time-series forecasting, model-based policy optimization, disentangled representations, Stein-based sampling, deployment-efficient reinforcement learning, and training with privileged observations. The…
This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…
This article translates Steve Leuthold’s value-investing approach into a monthly stock-selection method for Chinese equities. It ranks candidates using low price-to-book, price-to-earnings, and price-to-cash-flow ratios relative to market averages, alongside…
The strategy rotates among China’s four largest banks using each stock’s current price relative to the previous close. When flat, it buys the bank with the weakest ratio if the spread between the strongest and weakest ratios exceeds a preset threshold. When…
This A-share selection method requires MACD to be above its zero line, parent-company net profit growth to be greater than 20% and no more than 100%, and more than two limit-up days within the past ten days. The examples show a possible weekly screening…
This document describes a historical analysis script intended to help day traders identify the times and days when a strategy performs best. It focuses on win-loss ratio and reward-risk ratio as measures for comparing strategy outcomes across trading…