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.
4,613 documents
This forum exchange concerns changing a Turtle-style CTA strategy from a fixed number of contracts to dynamically calculated trade size based on risk. A user reports editing the strategy code through a backtest interface but seeing results continue to use…
This trading-platform script creates pending limit orders from horizontal chart lines named for entry, stop-loss, and take-profit levels. It supports up to four numbered orders. If an order omits an entry or stop-loss line, the script can inherit that level…
The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…
This strategy pairs a set-and-forget approach with anti-Martingale position sizing. The stated idea is to place pending buy-stop and sell-stop orders at specified levels, then increase position size as trades move favorably or after a win. It is presented as…
This strategy trades CHF/USD once a week, on Monday, using the opening price of the 9:00 Belarus-time hourly candle and the previous hour's typical price, calculated from its high, low, and close. It buys when the new candle opens above that reference and…
This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…
This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…
The document describes an automated strategy built around a head and shoulders pattern. It defines confirmation as a decline from the third peak below the lowest intervening valley. The EA draws trend lines using fractals and combines the pattern with two…
This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…
This Backtrader example pairs a simple moving average crossover strategy with two sizing approaches. The strategy buys when price crosses above a 15-period simple moving average and sells when it crosses below. A long-only sizer submits a fixed stake for…
This brief description explains a simple position-sizing calculator for MetaTrader 5. The user supplies a desired risk as a percentage and a stop distance in pips, and the indicator returns a lot size intended to fit those inputs. The document therefore…
This guide explains a configurable pre-trade risk engine that checks orders before they are sent through a trading API. Rules can be enabled in a JSON settings file and include symbol blacklists and whitelists, order size and value caps, cancellation limits,…
This strategy uses the highest and lowest prices over a configurable number of recent bars to choose a trade direction. If the current bar sets the lookback high, it opens a buy; otherwise, it opens a sell. The premise is that prices often revisit recent…
This proposed Chinese stock screen looks for shares associated with both the metaverse and robotics, with a newly formed bullish KDJ crossover and a circulating market capitalization below 10 billion yuan. It adds a time and trading-status restriction:…
This stock screen combines a metaverse-concept filter with a simple price condition: the current close must be above the previous session’s low. It also excludes Beijing-listed A shares. The document gives corresponding indicator logic and a Python example,…
The document outlines an automated trading system for MetaTrader 5 that uses RSI thresholds to identify mean-reversion entries. Its default overbought and oversold levels are 80 and 20, and it detects threshold crossings as signals. An open position is…
This strategy uses a public disclosure page as a signal for trading stocks or exchange-listed units. A research agent retrieves the page and checks when it was published; the strategy proceeds only when the disclosure predates the trading session and reports…
This description outlines a forex expert advisor built around a single 20-period moving average. It is presented for major currency pairs and multiple chart time frames, and the text says its decisions use the open price of the current candle. The listed…
This stock-selection idea screens for Chinese companies associated with robotics, with turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a pattern of rising lows. The post presents the criteria as a way to combine…
This note argues against holding losing positions merely to avoid realizing a loss or repeatedly adding to them to lower the average cost. It frames a planned trade around four decisions made before entry: the entry level, stop-loss, profit target, and…
PricerEA is described as a trading utility for placing stop or limit pending orders at user-selected prices. It can calculate the lot size for each order automatically and can apply a trailing stop after a pending order is triggered; trailing stops are…
The document describes a MetaTrader 5 expert advisor that combines filtered momentum entries with a grid and hedge recovery system. Its entry rules use a Z-score, multi-timeframe trend alignment, a zero-line crossover, and a minimum slope; an overextension…
This Expert Advisor uses a Bezier indicator’s color change at bar close to generate trade signals. It follows the indicated trend and increases position volume when open profit, measured in points, passes a threshold set in the EA inputs. A position comment…
This Chinese equity screening strategy ranks stocks using cross-sectional measures of circulating market capitalization, closing price, and earnings per share, then combines the ranked factors into a total score. Its stated filters exclude special-treatment…