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.
9,660 documents
The Session Reality Auditor compares a broker’s declared quote and trade sessions with observed one-minute bars over a configurable history window. For each weekday and minute, it measures how often bars appear, then reports effective sessions, declared…
This screen selects stocks using three intraday market-behavior conditions: an increase in the day’s position-building share above 5%, net buying by large orders in the afternoon, and a price rise below 6% at 9:25. The article interprets the first two as…
This script is designed to reverse an existing position in a currency pair. It opens a position in the opposite direction, places a stop loss and take profit at fixed distances from the current price, and sets the new volume in relation to the position being…
This MQL5 reference explains a class for calculating the Stochastic Oscillator with a ring buffer. It exposes configurable %K, %D, and slowing periods, a smoothing method, buffer capacity, and an indexing option for time-series data. The class can process…
The WideRangePredictor indicator tracks each candlestick’s full high-to-low range and real-body size, plotting both alongside their averages. It looks for several consecutive bars whose ranges and bodies are below their respective averages. The proposed…
The High Low Flat Channel indicator identifies a price range in which the period’s high and low fall within specified boundaries. When a qualifying range is found, the indicator expands the high and low by a padding amount and draws channel boundaries. An…
This note describes a Price Channel indicator converted for MQL5 and highlights its optional re-entry feature. A circle marks an initial entry signal, with the order intended for the next bar’s open; an arrow marks a signal to add another order on the same…
This document outlines an A-share stock screen based on three conditions: buying activity above 5%, evidence of institutional buying, and a pre-open gain below 6%. It presents the combination as a way to find stocks attracting capital without already showing…
This document explains an MQL5 class for calculating the Double Exponential Moving Average (DEMA) with a ring buffer. It outlines initialization settings such as the smoothing period, moving-average method, buffer size, and series orientation, then describes…
This brief description outlines an Expert Advisor built around a moving-average principle that operates on buy and sell sides at the same time. It calculates volume separately for each direction, apportions the resulting volume according to a specified…
This expert advisor manages an open position by moving its stop loss along a channel defined by the CandleStop indicator. It recalculates the stop from the latest closed bar and only modifies it when the bar changes, avoiding repeated updates within the same…
This short-term stock screen selects shares with turnover between 3% and 12%, an appearance on the previous day's exchange top-trader list, and first-level bid volume greater than first-level ask volume. The note treats turnover as a measure of trading…
The document describes an MQL5 class for calculating the Moving Average of Oscillator (OsMA) with a ring buffer. It outlines initialization options for fast, slow, and signal smoothing periods and methods, buffer capacity, and indexing direction. Calculation…
This short note describes a basic trading signal module for MetaTrader's Expert Advisor Wizard. It uses a fast moving average and a slow moving average: their crossover determines the signal direction, with the module's direction function returning a…
This stock selection rule looks for turnover between 3% and 12%, an opening price within five percent of the 10-day moving average, and a prior session that was not a limit-up day. The article presents the opening price and turnover as more representative…
The document presents a checklist for futures entries and exits. It calls for a specific technical trigger, position sizing that limits the loss at the stop to 1%–2% of account value, and a check of whether funding costs support or oppose the trade. Funding…
This indicator looks for a flat price channel over a chosen period. It checks whether the highest and lowest closing prices remain within a specified range. When the condition is met, it uses the period’s high and low prices, adjusted by padding, to draw…
This brief discussion outlines a short-term approach centered on stocks that open sharply higher. It argues that a gap-up can indicate strength, but says the opening move should be evaluated alongside additional signals, including buying pressure, relative…
This document describes an Expert Advisor that trades from the StepMA_NRTR indicator. A signal is generated at a bar’s close when the indicator displays a color point. The system depends on a compiled indicator file and mentions a supporting trade library…
This brief Chinese forum thread concerns VNstation failing to open after installation. One participant reports encountering the same problem and being unable to fix it after spending an afternoon troubleshooting. They later report that installing the…
This essay outlines common reasons a promising backtest may fail in live trading. It recommends checking calculations when returns look implausibly strong, including comparing the account’s initial and current states to derive profit and loss. It also warns…
This introductory guide compares market, limit, stop, and take-profit orders for cryptocurrency trading. A market order seeks the best available price and usually prioritizes execution, while a limit order specifies the price at which a trader is willing to…
The document explains quicksort, a recursive method for sorting an array by selecting a pivot and partitioning values around it. It outlines a partition process using left and right pointers, swapping out-of-order values until the pointers meet, then…
This example describes a simple moving-average trend strategy for Apple shares. It calculates 20-period and 40-period exponential moving averages from a 40-day history of daily prices. When the shorter EMA is above the longer one and the algorithm is not…