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
The article concludes a series testing signal rules that combine the Stochastic Oscillator with the Fractal Adaptive Moving Average (FrAMA). It describes setups for low-volatility compression breakouts, stochastic W/M formations intended to re-enter trends,…
This article describes a MetaTrader 5 expert advisor that can trade multiple forex and metal pairs from one chart, with an option to run on a single pair. Its signal design combines ZigZag swing structure with the Awesome Oscillator (AO), allowing several…
This tutorial turns a custom UT Bot Alerts indicator into an MQL5 Expert Advisor. It emphasizes reading indicator buffers reliably and synchronizing decisions with new bars. The EA evaluates the signal from the most recently closed candle, avoiding unstable…
The article describes a gold-focused Expert Advisor intended to enforce prop firm rules while trading a breakout strategy. It checks available headroom against daily and overall drawdown limits before entering a trade, caps per-trade risk and loss, uses ATR…
The document shows how to turn weekly Commitment of Traders reports into futures positioning features. It explains the trader categories in the financial futures and disaggregated commodity formats, and why participant groups matter when aggregate net…
This document describes a daily ETF candidate universe covering equities, fixed income, commodities, and currencies. It outlines a workflow for downloading market data, loading it for analysis, inspecting coverage by symbol and category, and filtering by…
This document explains how to turn weekly Commitment of Traders reports into futures positioning features. It outlines the report categories for financial futures and physical commodities, describes how net positions reflect different participant roles, and…
This notebook explains how to build a cross-sectional futures feature matrix from three contract tenors per product. It derives carry and curve curvature from exchange-settled prices, while using roll-adjusted prices for return, momentum, and volatility…
This guide explains how to turn hourly continuous futures data into daily bars aligned to CME trading sessions. Because a session ends at 4 PM Central Time, bars from Sunday evening belong to Monday's session, and bars after the close generally count toward…
This notebook builds rule-based features for a cross-section of CME futures, centered on carry from the spread between nearby delivery contracts. It also constructs momentum, volatility, curve-shape, and calendar features. The design distinguishes raw…
This notebook defines forward-return targets for a cross-sectional futures strategy that ranks products by term structure, going long those with stronger carry and short those with weaker carry. It distinguishes roll-adjusted prices, appropriate for…
This notebook measures how transaction costs affect a fixed CME futures strategy configuration. It selects the reported configuration through a shared validation-stage process, carries its risk overlay into the cost runs, and applies a declared grid of…
This notebook explains how futures contract specifications affect backtest accounting. It shows how the contract multiplier converts price moves into dollar P&L, how price times multiplier determines notional value for sizing, and why per-contract…
This dataset note describes a diversified collection of exchange traded funds used in a momentum strategy and a broader sequence of financial research examples. It provides daily open, high, low, close, and volume observations beginning in 2006, grouped…
This analysis explains how CME futures data is organized into products, expiring contracts, and volume-rolled continuous series. It uses E-mini S&P 500 data to show how individual contracts have finite trading windows that overlap around a roll, while a…
This reference summarizes listed contract months for 35 CME futures products across equity indexes, Treasuries, energy, metals, currencies, interest rates, agriculture, livestock, and crypto. It explains the exchange’s month-code system and distinguishes…
This TradingView strategy describes a session based approach for gold. It tracks the highs and lows of the Asia, London, and New York sessions in UTC, then uses the low from New York’s final hour as a reference level for the following day. A break below that…
The document presents a silver strategy that stays long by default and uses several exit and re-entry safeguards. Its stated controls include a slow silver EMA trend exit, optional exits based on the US dollar index and US 10-year yield, and a flush exit…
This XAUUSD scalping strategy combines a fast EMA crossover with RSI confirmation and a volatility filter. A long signal occurs when the 5-period EMA crosses above the 13-period EMA, RSI(7) is above 55, and ATR(14) exceeds a minimum threshold of 0.5. The…
This strategy proposes long entries in gold after two consecutive bullish bars meet volume conditions. It compares each bar’s volume with a moving average; the second qualifying bar must also have greater volume than the first. The script then enters long…
This document presents a periodic-range trading method for commodity futures using the Commodity Channel Index. It calculates CCI over a configurable lookback, then averages recent CCI readings. With the example threshold set to 40 and the CCI lookback and…
This gold strategy combines pivot levels, volume strength, trend filters, and volatility-based settings. The visible source uses recent pivot highs and lows, 50- and 200-period moving averages, ADX, and average volume; it also requests daily data and…
This example constructs a relative spread indicator from daily closes for soybean oil, palm oil, and rapeseed oil futures. It calculates the difference between two pairwise price spreads and scales that value by the difference between rapeseed oil and palm…
This intraday breakout strategy records the high and low of the Asian session, then watches for a close crossing above or below that range during the UK or US sessions. It allows only one open position at a time. For a long trade, the stop is placed at the…