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.
1,414 documents
This strategy ranks commodity futures by an empirical measure of return asymmetry. At each monthly rebalance, it counts daily returns over the previous 260 trading days that exceed the mean by more than two standard deviations, then subtracts the count below…
This expert advisor trades a session breakout in gold by recording the Asian-session high and low, then placing paired buy-stop and sell-stop orders outside that range as London opens. The orders are one-cancels-other, and expire if neither triggers within…
This podcast summary describes SOMA.finance’s plans to connect traditional finance with blockchain markets through token issuance, a decentralized exchange, and yield products. It says the platform aims to support tokenized securities and digital assets,…
This utility calculates a position lot size from either a percentage of account equity or a fixed risk amount, using a user-entered stop distance. For forex, the tool accepts stop loss in pips and adjusts the input for five-digit broker quotes. For…
Unity derives comparable values for currencies and metals from the quoted exchange rates between them. In a simple example with a currency pair and gold, it treats each asset as having an underlying value, then adds a constraint that the sum of squared…
The document describes a rules-based gold strategy that buys after the CME’s daily maintenance break, holds for a fixed period, and uses a volatility-scaled stop. It reports an eleven-year hourly-data study: the first hour after the daily reopen showed a…
This example describes a three-leg futures strategy that treats polyester fiber value minus the weighted costs of PTA and ethylene glycol as a production margin. It estimates the margin’s mean and standard deviation from recent daily bars, then calculates a…
This research summary links debt-cycle phases across government, financial, and household sectors to movements in bonds, equities, and commodities in China. It describes a transmission mechanism: rising leverage and easier credit may support bond prices,…
This Expert Advisor uses the CronexRSI oscillator’s cloud color to generate signals. A signal is formed at the close of a bar when the cloud changes color, making the indicator’s state transition the central entry cue. The document does not specify how…
This example outlines a multi-instrument commodity futures strategy built on a CTA framework. For each symbol, it reads historical bar records and current position, waits until enough data exists for the slower lookback, then compares fast and slow…
The document explains a basic MT5 Expert Advisor news filter for XAUUSD. It defines a list of scheduled news timestamps and checks whether the current server time falls within a configurable interval before or after any listed event. While inside that…
The Expert Advisor described uses a stochastic-style indicator, StepSto_v1, to generate trades at bar close. A deal signal occurs when the purple signal line crosses the orange indicator line in the relevant direction. The purple line’s position relative to…
This 2018 market commentary explains a sharp equity selloff through the interaction of growth, inflation expectations, and the expected pace of Federal Reserve rate increases. It uses a simple valuation relationship—earnings divided by interest rates plus…
This indicator study compares three exit rules applied to the same Turtle-style Donchian breakout entries: an ATR trailing stop, a shorter exit channel, and a fixed profit target. Entries occur when a closed bar first crosses beyond the previous channel;…
The document describes an Expert Advisor that trades signals from a BullsBears semaphore trend indicator. It opens a trade when a bar closes and the indicator reverses, marked by a color change. The indicator’s compiled file must be available in the…
The trading system uses the XRVI oscillator and its signal line to generate trades. A signal is formed when the two lines cross, with the decision made at bar close. The document identifies a test on XAUUSD using four-hour bars for 2011 and says the…
This Expert Advisor uses the RD-TrendTrigger oscillator to enter trades at the close of a bar. Its configurable entry mode can trigger when the oscillator changes direction or when it breaks user-defined upper and lower thresholds. The stated default levels…
The author frames futures prices through two connected forces: the underlying spot market and the behavior of market participants. Spot supply and demand are proposed as the main influence on longer-term direction, while collective impulses, herding, fear,…
This Chinese-corn-futures example combines the Chande Momentum Oscillator (CMO) with a short moving average to generate long and short entries. Signals include reversals from overbought or oversold levels, CMO crossings of its signal line, and zero-line…
The document presents an oil strategy on 10-minute bars built around a two-candle hammer-negation pattern. A first candle has its body near one end of its range; the following candle’s body must move into or beyond the prior candle’s shadow, with its body…
This note presents a simplified Turtle trend-following system and applies it to a rubber futures contract. It frames the approach around seeking positive long-run expectancy, controlling risk, following rules consistently, and favoring simplicity. The…
This example describes a short-term price timing strategy for a gold futures contract. It calculates an AR indicator from recent daily bars by comparing the accumulated distance from open to high with the distance from open to low, scaled as a percentage.…
This document describes a script that measures how much price moves during each hour relative to the spread, using a broker’s own M1 history. For each symbol and hour, it averages the bar ranges as a movement measure and averages recorded spreads. Their…
This document describes an Expert Advisor that uses the ColorStepXCCX indicator to generate trades when its cloud changes color. The signal is evaluated at bar close, so the described method waits for a completed candle rather than acting on an intrabar…