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 describes a live-trading problem: a VeighNa strategy initializes and starts, market data appears connected, and its entry condition is met, yet it sends no order. The author reports that the same strategy behaves as expected in…
This expert-advisor description outlines a trading system that acts when a bar closes and the AverageChangeCandle indicator changes direction. It identifies the indicator file needed for the advisor to run and notes that its trading library assumes brokers…
This research reviews technology-focused equity indices in China, comparing their historical performance, construction rules, and constituent distributions. It then examines whether patent information can improve index selection. The proposed patent measures…
The article describes a short-term A-share screening rule that combines price range, closing price, and the session’s low relative to the previous close. Its initial version calls for amplitude above one percent, a close at 18.5 yuan, and a maximum decline…
This Expert Advisor bases its trading signals on the BlauTVI trend indicator. It enters when the indicator histogram changes direction, with the signal checked after a bar closes. The rule therefore treats a shift in histogram slope or direction as a…
This Expert Advisor uses the ColorSchaffMFITrendCycle oscillator to generate trades when its position crosses an overbought or oversold level. Signals are evaluated when a bar closes, so the described trigger depends on a completed bar rather than an…
The document briefly introduces Walter Downs’ Point of Balance Oscillator, describing a bar-color display intended to show the prevailing trend in the current balance. The color marks the balance associated with the current trend. An opposite-color signal is…
This beginner-oriented guide surveys tools for working in cryptocurrency markets, which it characterizes as continuous, volatile, and crowded with many tokens. It groups tools by task: market data for checking prices, volume, capitalization, and charts;…
This report adapts hidden Markov models (HMMs), a technique associated with speech recognition, to rank stocks by the likelihood of an upward move. It assumes that rising and falling stocks follow distinct patterns and models those patterns separately. Six…
This report outlines a method for analyzing open-ended bond fund returns and deriving a residual alpha measure for fund screening. It groups risk exposures into eight factors spanning interest-rate curve movements, credit risk, equity markets, and money…
This VeighNa community contribution describes additions to a backtesting statistics engine for evaluating strategies with regressed annual return (RAR), R-Cubed, and Robust Sharpe. RAR is calculated by regressing cumulative returns across time intervals and…
The screen combines a relative strength index below 65 with a ratio of external to internal trading volume above 1.3, then ranks qualifying stocks by the day’s auction amount and selects the top five. The document presents both a database-style query and a…
This research summary presents a framework for timing equity factors whose returns have become less reliable. It reviews indicators such as valuation spreads and pairwise correlations, and examines their relationship with future factor returns. A random…
Hummingbot version 2.2.0 adds two trading controllers to its V2 framework. The Arbitrage controller is designed to trade price differences between spot venues, including automated market makers and central limit order books. It supports configurable exchange…
This document outlines a long-horizon commodity futures strategy that uses machine learning to forecast the following week’s direction. It calculates signals at the end of each week and adjusts positions on the first trading day of the next week using TWAP…
This document describes a Chinese equity screen combining daily turnover with growth in net profit attributable to the parent company. It selects stocks with turnover between 3% and 12%, profit growth above 20% and up to 100%, and an earnings forecast for…
This document outlines a stock-selection screen requiring MACD above zero, upward-moving averages, and at least one limit-up event during the preceding 25 days. The conditions are framed as signals of positive trend and recent market attention. It includes…
This practitioner note compares very high-return, moderate-return, and lower-return backtests for short-horizon equity models, focusing on whether their apparent performance persists out of sample. The author reports that aggressive timing filters and models…
This research summary presents factor timing as a risk-control problem rather than solely as a forecast of factor returns. In a multi-factor portfolio, the approach adjusts upper and lower bounds on factor exposures. Those bounds are tied to factor risk,…
This engineering guide explains how to locate backtest slowdowns while preserving simulation behavior. It separates startup, historical data loading, strategy computation, and report generation, and recommends first distinguishing cold runs that fetch data…
This discussion contrasts quantitative trading with manual trading, emphasizing that the main difference lies in execution. It characterizes quantitative trading as using mathematical or statistical models and historical data to identify strategies that may…
The document describes an indicator concept that searches across moving-average periods and selects one using historical trade expectancy, combining win rate with average reward. It also proposes using maximum favorable excursion to estimate a typical trend…
This document describes an Expert Advisor that opens trades when the DynamicRS_C indicator changes direction. It gives a practical setup requirement: the compiled indicator must be placed in the platform’s indicators folder. It also notes that a supporting…
This document describes a modified chart indicator for practicing and reviewing manual trading strategies on historical data. It produces operation reports in tables and charts and saves chart templates, with and without annotations. The stated purpose is to…