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 brief forum exchange addresses a discrepancy between the displayed profit or loss for a simulated stock trade and the trader's expectation that both entry and exit fees should be included. The example concerns a purchase and later automatic sale,…
This Chinese equity screen selects stocks associated with the robotics concept, with turnover between 3% and 12%, circulating market value below 10 billion, and a stated scale threshold above 200 million. The post says the added scale filter is intended to…
The document describes three equity strategies built around a bull-bear indicator: a direct timing rule for broad indexes, monthly indicator-change rotation among industries, and index allocation based on the share of constituent stocks signaling a long…
This Chinese stock-selection post describes screening for shares with an intraday range above a threshold, high current trading volume, a higher opening price, and signs of institutional buying. Its rationale is that active trading and a strong open may…
This document describes an Expert Advisor that uses the XMACandles indicator to generate trades. A signal occurs when a bar closes and the indicator’s candle color changes. Running the advisor requires the compiled indicator, and an auxiliary library is…
The article recommends cleaning tick data before using it in strategy research or backtests, since duplicate records, implausible prices, out-of-order timestamps, and missing fields can distort results. Its example workflow sorts records by timestamp,…
This indicator measures historical seasonality by grouping monthly price changes by calendar month, using data from a chosen starting year and month through the present. For each month, it reports the average open-to-close return, a normalized rank relative…
This Chinese stock-screening strategy combines three filters: daily amplitude above 1%, weekly MACD above its zero line, and a ratio between yesterday’s turnover rate and today’s auction activity within a stated band. The article frames the filters as a way…
The proposed screen selects stocks whose price is near five moving averages, that were not limit-up stocks the previous day, and whose indicated price at 9:25 is less than 6% above the prior close. The article suggests that clustered averages may represent a…
This research summary describes a monthly industry rotation method built from price and volume behavior. It groups candidate signals into six categories: momentum, trading volatility, turnover, long-short comparison, price-volume divergence, and alignment…
The document outlines an expert advisor that uses the Commodity Channel Index, ZigZag, and Impulse indicators. Its configurable inputs include initial position size, stop loss, take profit, trailing stop and step, a shared averaging period for Impulse and…
This trading system opens a position when a bar closes with a caudate candlestick signal from the CaudateXPeriodCandle indicator. It can also close the position after a preset holding period, making elapsed time an explicit exit rule. The example…
This Expert Advisor contains two similarly structured systems based on the Chande Momentum Oscillator crossing its zero line: one for long trades and one for short trades. Separate input groups control each side, including distinct magic numbers and position…
This release note describes changes to Zipline 1.4.0, a quantitative research and backtesting platform. It removes implicit downloads of treasury and benchmark data, replacing benchmark retrieval with user-supplied files or instruments, or an option to run…
This note describes a short-term Chinese equity screen combining daily price range, large-order net flow ranking, and a limit-up event within the prior 25 days. It presents these conditions as proxies for trading activity, capital interest, and market…
The Long/Short Differential Gain indicator compares the best hypothetical long and short outcomes over a lookback period using opening prices only. Starting from the opening price at the beginning of the window, it finds the highest and lowest opens reached…
This document describes a short-term Chinese stock screen combining turnover, opening price relative to the ten-day moving average, and a three-candle pattern labeled “morning star.” It specifies turnover from 3% to 12%, an open within 5% of the moving…
This document describes an automated trading system built around the ColorMETRO_XRSX indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The text also specifies that the indicator files must be installed in the…
This document describes an Expert Advisor that enters trades when the WPR_Histogram changes from neutral gray to red or blue at a bar’s close. The color transition indicates that the Williams Percent Range oscillator has moved into an overbought or oversold…
This forum exchange discusses what happens to a futures strategy when it rolls from one lead contract to the next, especially when the contracts have a price gap. The reply explains that rolling changes the contract used by the strategy. During…
The document describes a binary trend indicator derived from Zigzag turning points. It tracks candidate troughs and peaks, then sets an upward or downward confirmation threshold using either a percentage reversal or a fixed point amount. When price crosses…
The article lays out a process for finding, screening, and preparing algorithmic trading ideas for backtesting. It begins with personal constraints: temperament, available time, capital, programming ability, and whether the trader needs regular income or can…
The post proposes screening Chinese stocks by a daily turnover rate of 3%–12%, a K indicator below 20, and an opening auction price change between -2% and 5%. It presents the filters as a way to identify stocks with short-term potential, then suggests adding…
The document outlines four portfolio approaches: a calendar effect fund of funds (FOF), a performance enhancement FOF, a fund size undervaluation FOF, and a core-satellite ETF portfolio. The calendar strategy selects five active equity funds equally using…