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
The document presents a Python charting workflow for a market series, including candlesticks, turning-point markers, and a three-line oscillator. Its core calculation compares the close with rolling highs and lows over two lookback windows, then shifts the…
This tutorial illustrates how combining assets or strategies can smooth portfolio returns and raise the portfolio Sharpe ratio, even when individual components have weak risk-adjusted performance. It generates synthetic return series, builds equal-weight…
The document describes a script for comparing computer and terminal performance in MetaTrader 4 and MetaTrader 5. It combines 45 tests covering calculations, arrays, sorting, strings, procedural and object-oriented code, chart-object operations, canvas…
The document introduces the momentum line, or MTM, as the difference between the current closing price and the close from a chosen number of days earlier. Connecting these values produces the momentum series. A moving average of recent MTM readings provides…
This code describes queue position models for estimating when a simulated limit order may fill. The conservative model starts with the displayed quantity ahead at the order’s price and advances only as trades occur there. A probability based alternative also…
The article examines how training-window length can affect an AI stock-selection model. It compares longer historical samples with shorter windows using manual rolling training and a held-out backtest period. In the reported experiments, changing the…
This document describes an Expert Advisor that trades signals from a WPR_Slowdown indicator. A trade signal is generated when a colored arrow appears, with the decision made at the bar close. The required compiled indicator must be available to the trading…
This guide explains two Rust workflows for running Nautilus Trader backtests. The lower-level BacktestEngine approach assembles a simulated venue, instruments, in-memory market data, and a strategy before running the engine. It allows direct configuration of…
This short discussion defines quantitative investing as analyzing financial-market signals with mathematical models to seek investment returns, with automated order placement as a possible part of the process. It identifies reduced emotional influence, the…
This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…
This article lays out a strategy-development process that begins with a reasoned model based on market observation, data analysis, and mathematical reasoning. It then moves through implementation, historical backtesting, simulation against live market data,…
MoneyRain is described as a trading Expert Advisor that uses a Martingale-like approach: it seeks to recover a losing sequence by expecting wins to follow losses. Its listed inputs include a DeMarker period, take-profit and stop-loss distances, initial lot…
This document describes an H1 breakout research tool that builds a price box from a chosen number of hourly candles, using GMT-adjusted session times. When the box is complete, it places buy-stop and sell-stop orders beyond its boundaries. Researchers can…
The post proposes a Chinese equity screen combining metaverse theme membership, circulating market capitalization above 10 billion yuan, and a three-consecutive-limit-up run as of the previous day. It frames the screen as a way to find stocks with strong…
This document describes an Expert Advisor that trades signals from a separate EMA-based semaphore indicator. It enters when a bar closes and a new colored arrow appears, so the indicator supplies the directional signal while the EA handles trade execution.…
The document outlines a workflow for developing a simple EUR/USD trading system with market data from an API and code generation through an AI coding tool. Its example strategy buys when a short moving average crosses above a longer one and sells on the…
This Expert Advisor uses the Instantaneous Trend Filter indicator to generate entries. It acts when the indicator cloud changes color, with the signal confirmed as a bar closes after the oscillator crosses its signal line. Running the EA requires the…
This indicator description explains how to detect rising and falling wedges with reproducible geometric rules. It anchors boundaries to the latest confirmed swing highs and lows, then checks minimum height, positive width, actual narrowing, minimum…
This article introduces the price rate of change (ROC), which compares the latest closing price with the close a chosen number of days earlier. It describes ROC as a way to gauge the speed of price advances or declines: a rising positive reading suggests…
The document discusses why a strategy's historical backtest may select different securities or rebalance on different dates than a submitted simulation. It describes cases where simulation begins between scheduled rebalances or after a rebalance close, and…
This article presents a supervised learning-to-rank approach to stock selection. It defines a universe using the constituents of the SSE 50, labels stocks by discretizing their subsequent five-day returns into 20 ordered classes, and trains on data from 2011…
The document describes a MetaTrader tool for inspecting custom indicators and generating alerts without editing their source. Its Explore mode samples indicator buffers and shows how often each contains values, helping distinguish continuous lines from…
This forum post discusses a binning failure in a quantitative label-generation workflow. It attributes the reported non-unique bin edges to a weighted-binning step that attempts to divide a label into 20 groups. The preceding label expression clips values at…
This document presents a monthly directional timing system intended to limit risk while maintaining market exposure. It combines an eight-period Ehlers Supersmoother with a 40-period simple moving average. The system enters or maintains a long position when…