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 report describes a multifactor stock-selection process that first evaluates and selects robust factors, then combines them into a composite score. It builds separate models for six stock universes and compares direct selection with portfolios that select…
The study describes a machine-learning approach for classifying the optimal rebalance frequency of a two-asset portfolio strategy. It uses minute-level prices for 50 Binance crypto assets from 2022 and 2023, forms asset pairs, and groups them by correlation.…
This utility transfers trades from a MetaTrader 4 strategy tester report onto a price chart, making the behavior of a third-party trading system easier to inspect. It marks long and short entries with configurable symbols and connects entry and exit points…
This expert advisor generates a trading signal when price crosses a moving average, then waits for a configurable number of minutes after the current bar opens before acting. Before opening a position in one direction, it closes positions in the opposite…
This document describes an automated EURUSD strategy that opens buys when the MACD signal line crosses above a zero level and sells when it crosses below. It also mentions money management through a risk-to-reward setting and gives a sample test…
This A-share stock screen selects names with daily amplitude above 1, turnover above 2% and at most 9%, and more than two limit-up sessions in the preceding ten days. The conditions are presented as proxies for volatility, trading activity, and recent market…
This A-share stock-selection rule combines RSI below 65 with seven consecutive sessions in which the close is below the open, and excludes stocks that hit the price limit on the previous day. The document frames the conditions as a technical screen that…
This post outlines a Chinese-stock screening approach combining a positive MACD reading with Bollinger Band conditions. Its prose describes selecting stocks whose closing price is above the upper and middle bands, intending to find shares showing strong…
This document describes an MT4 trading strategy using the standard Ichimoku Kinko Hyo settings. It enters long when the Chikou Span crosses price upward and both price and Chikou are above the Kumo; it enters short on the reverse cross when both are below…
This MetaTrader 5 Expert Advisor bases its signal on a change in the cloud color of the CHOWithFlat indicator. A signal is formed when a bar closes and the indicator’s cloud changes color. The document identifies the required compiled indicator files and…
This automated strategy places buy stop and sell stop orders around the high and low of the previous five-minute candle, with an adjustable offset. It can place additional pending orders relative to open positions. The cycle closes all positions when…
A VeighNa community exchange answers whether data downloaded through an RQData trial account remains available after that account expires. The reply says data already downloaded into a local database can still be used after the RQData service expires. This…
This short Python example shows how to assemble a daily futures trading system with an order simulator. It creates a data source, loads configuration, and constructs a system from account, portfolio, position-sizing, forecast-combination, forecast-scaling,…
This discussion raises a timing problem in backtests that use premarket processing. In the example, a signal is generated on one day and orders are submitted the next day; the author notes that historical data queried before trading may already include that…
This discussion describes a backtest problem caused by missing historical prices in a rolling maximum calculation. The author expected the portfolio to hold ten stocks, but in earlier periods it sometimes held only one or two. The suspected cause was that a…
The article proposes a Chinese main board stock screen using three conditions: turnover rate between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a 2019 dividend-per-share measure divided by closing price that exceeds 25…
This research examines whether industry rotation can enhance a CSI 500 benchmark portfolio. It compares two allocation approaches based on industry views: a moderate deviation from benchmark industry weights, and a concentrated approach that removes bearish…
This document describes a trading system that uses the SuperTrend indicator to generate signals. A trade signal forms when a new colored point appears, and the system acts at the close of that bar. The expert advisor depends on a compiled SuperTrend…
The document describes a Chinese stock screen that selects shares with turnover between 3% and 12% and a positive ten-day gain below 35%, then ranks qualifying names by circulating market capitalization divided by total market capitalization. It presents the…
The document describes an expert-advisor concept that uses the Foster–Stewart criterion to identify trend direction and strength, then opens long or short positions when a threshold is reached. It uses separate parameters for buys and sells to reflect…
This study compares two ways to build multifactor equity portfolios. Integration ranks securities by a combined score and selects those with strong exposure across the target factors. Mixing first builds separate single-factor portfolios, then allocates…
The document outlines NautilusTrader’s architecture for defining custom data in Python or same-binary Rust, then routing and persisting it through common runtime interfaces. Both approaches use a shared outer CustomData wrapper and DataType identity. Runtime…
This forum exchange explains why a futures backtest can differ from a course example even when the strategy and settings are the same: the data series may be revised over time. It describes the platform’s 888 series as a continuously smoothed main-contract…
The document explains a Turtle-style trend-following indicator built around breakouts of historical highs and lows. Its general rule enters on an N-day breakout and exits when price breaches an M-day extreme, with N longer than M. Examples pair a ten-day…