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 guide explains how to create a non-standard chart period by aggregating a standard period in MetaTrader. Its example creates an H3 chart from H1 data: the user attaches a period conversion script to an H1 chart, sets the multiplier to three, and opens…
A VeighNa community thread addresses why the official spread backtesting example cannot read data even though the same data source works in CTA backtesting. The response explains that spread-trading backtests require their own prepared dataset: data must…
This brief describes a stock-screening idea for Chinese A-shares. It first limits the universe to stocks whose codes begin with 60 or 00 and removes ST-designated stocks. It then selects candidates using a MACD bullish crossover, a moving-average bullish…
This user report describes a discrepancy in Chinese stock prices around corporate actions. The author says that prices derived from a platform’s close and adjustment factor did not match prices shown by two brokerage or financial-data applications for Ping…
This configuration specifies a Qlib workflow for a TabNet model using the Alpha360 feature handler and CSI 300 instruments, with the index as benchmark. It sets a two-day-ahead close-price return label, applies robust normalization and missing-value filling…
This note describes a Chinese A-share stock screen that combines daily amplitude above 1%, a ranking by large-order net volume, and a positive 10-day return below 35%. It presents the criteria as a way to find active stocks with recent gains, aiming at…
This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…
This indicator plots account balance and equity over trading history, with optional displays for used margin and free equity. It can also show period returns, maximum drawdown in absolute and percentage terms, profit factor, and recovery factor. Filters…
The document describes an Expert Advisor that trades signals from the BrakeParb indicator. A trade signal occurs at a bar close when the indicator reverses, changes color, and displays a prominent dot. The EA uses the changed indicator state to decide when…
The document is framed as a single-factor analysis of average trading value over the past 60 trading days. Its substantive material is a factor-analysis workflow configured for Chinese equities: it evaluates a supplied platform feature across the full stock…
This strategy combines a short and medium exponential moving average crossover with a trend filter from a longer resampled timeframe. It enters long when the short average crosses above the medium average, provided the close is above the longer-timeframe…
This document describes an MQL5 Expert Advisor that records closed positions to a CSV alongside market indicators sampled at both entry and exit. The recorded context includes RSI, Stochastic, price distance from two exponential moving averages, Bollinger…
This OctoBot Script documentation page explains how to add charts to a strategy execution report through a plotting function. It describes naming a plotted indicator and supplying optional data for axes, labels, display mode, chart placement, color, and a…
This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…
This Chinese-language post describes an equity screening idea that combines a turnover range of 3% to 12%, three consecutive down sessions, and a shortening negative MACD histogram on a 15-minute timeframe. The intended signal is that selling momentum may be…
This workflow note explains how to prepare data when training models across rolling windows. As each window advances, the training sample changes, and learned processor state—such as means and standard deviations—must be recalculated for that window. Reusing…
This Expert Advisor describes a level-based strategy that opens a buy when price crosses a support level under specified bar-close and prior-bar conditions; sell entries use the opposite conditions. It places stop loss and take profit orders at support or…
The proposed stock screen focuses on Chinese listed companies in the metaverse industry. It ranks candidates by the current day’s auction amount, keeps the top five, and requires a signal interpreted as institutional buying. The article gives corresponding…
This Expert Advisor trades signals from the SuperWoodiesCCI indicator. It opens a trade when the indicator crosses the zero level, with the signal evaluated after the bar closes. The advisor can add the indicator to the chart automatically, using the same…
The document explains a futures workflow that separates continuous, adjusted data used to generate signals from actual contract prices used for trading. Adjusted front-month continuous prices can make historical trends and indicators more consistent across…
The document presents an equity screening rule that selects stocks with MACD above zero, upward-spreading moving averages, and a concentration measure greater than 70%. It describes the MACD condition as a sign of an upward market state and the…
The document explains how to remove stocks from a model’s predicted buy signals when they fail a chosen condition. Its example filters out stocks whose return_5 value is below 1.05, so a signal containing three names could proceed with only the two that…
This research summary presents a method for assessing analyst earnings forecast errors and whether investors give analyst consensus too much weight. Instead of fitting historical forecast errors to company characteristics, the method predicts future earnings…
This article explains a cross-sectional futures strategy that ranks commodity contracts by roll yield, going long markets in backwardation and short markets in contango. It distinguishes weekly signal-based direction changes from contract rolls: the former…