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.
29,558 documents
This guide explains how to launch an OctoBot Cloud strategy or crypto basket with real exchange funds. The user selects a strategy, chooses live trading, links an exchange API key, and starts the bot. OctoBot checks that the account has enough funds before…
This document describes a read-only MetaTrader 5 indicator for reviewing a proposed buy stop or sell stop on the chart’s current symbol. It compares the entered price and volume with broker contract details, including tick size, volume limits and increments,…
This daily stock-selection proposal filters for shares priced below 12 yuan, market capitalization above 200 million yuan, and a MACD value above zero. The article says the scan is intended to run before the trading day, around 10 a.m. It frames positive…
This document lays out a sequence of practical exercises for learning quantitative trading with VN.PY. The projects cover market data retrieval and database storage, vectorized indicator calculations, CTA strategy development, cleaning futures data, and…
This document describes a Bollinger Band stop indicator intended to help identify trend direction and possible trend changes. It says that the usual approach derives a stop line from deviation-based risk, but a single line may not suit every use. The…
This document describes additions to a DeMarker-based trading strategy in its second version. It introduces configurable stop-loss and take-profit levels, plus a trailing activation threshold. The activation threshold is intended to move the stop to a…
This stock-selection proposal screens for shares with an amplitude above 1, a dividend ratio above 25% in 2019, and positive price change associated with large buying orders during the auction. It also specifies that the combined very-large-order buy volume…
This Chinese stock-selection proposal combines a relative strength index below 65 with a price-change and very-large-order net-volume condition. It further limits candidates to robotics-related companies with circulating market capitalization below 10…
The eFibo Expert Advisor is presented as a manual trading aid that automatically executes a constant-step grid in a chosen direction. As price moves favorably, it adds positions at successive levels whose lot sizes can follow Fibonacci values, such as 1, 2,…
This Expert Advisor design runs separate long and short systems based on ColorSchaffJCCXTrendCycle signals. Each side has its own settings and magic number, allowing the trader to configure or test them independently. The document emphasizes that the two…
This expert advisor uses the Acceleration/Deceleration oscillator to generate buy and sell signals. It evaluates the indicator when a new bar appears and allows only one open position at a time, which supports both hedging and netting account modes. The…
This short introductory note describes quantitative investing as the use of mathematical models to turn investment ideas into measurable criteria. Those criteria can be used to identify opportunities, place trades, and manage risk. It highlights potential…
This article explains beta as an asset or portfolio’s sensitivity to a market benchmark, estimated through linear regression. It situates beta within a factor-model view, where returns are described as a combination of exposures to other assets or factors…
This document outlines a Chinese A-share screening rule that selects stocks with a daily high-low range above one percent, excludes Beijing-listed shares, and requires five moving averages to coincide. It gives example indicator and pandas-style…
This document describes a trading script that places a buy stop and a sell stop at equal distances from the current price. Its input settings cover trade size, allowed price deviation, entry distance, stop loss, take profit, retry count, and the pause…
This stock selection method looks for shares with daily price amplitude above 1%, a closing or average price above the five day moving average, and an opening price near the ten day moving average. The rationale is that larger price movement may offer…
This document describes an MQL5 indicator that estimates downside tail risk using the Peaks-Over-Threshold method. It converts price changes into loss magnitudes, selects a high quantile as a threshold, and fits a Generalized Pareto Distribution to losses…
The document describes a Chinese stock screen combining turnover between 3% and 12%, an appearance on the previous day's trading leaderboard, positive trailing price-to-earnings ratio, and a listing-age condition of more than one year. The stated intent is…
The document presents a position-sizing method that converts a chosen percentage of account equity into a trade volume. It estimates the loss for one lot from the entry-to-stop distance, tick size, and tick value, then divides the allowed monetary risk by…
The document describes a Chinese equity screen requiring a relative strength index below 65, a daily gain above 1%, main-board listing, a robotics concept classification, and circulating market value below 10 billion yuan. It combines a momentum condition…
This document describes an Expert Advisor built around a momentum entry signal. For a buy, it scans a series of MACD readings for a transition from negative to positive, then checks that the close of a selected bar is above its moving average by a…
This post presents a simple Chinese equity screening rule based on daily price range and turnover, while excluding stocks from the STAR Market. The intended rationale is to find shares with both price movement and trading activity, potentially suitable for…
The Alf Winner oscillator combines a price measure based on close, high, and low with volume. It normalizes that volume-weighted price against its recent range and applies two weighted moving average smoothing steps, whose periods can be adjusted. The…
This expert-advisor example describes a reversal rule: when a position closes at its take-profit or stop-loss, the program opens a position in the opposite direction. A buy closure is followed by a sell, and a sell closure by a buy. The explanation focuses…