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
This report gives simulated results for the IFR2 strategy on Binance UNI-USDT candles at a one-hour interval, covering October 1, 2020 through April 1, 2021. It records 83 closed trades, all long, with a reported net profit of 16,466.17 from a starting…
The document introduces cryptocurrency trading bots as software that places trades according to preset rules. It describes three possible inputs: technical indicators such as moving averages and RSI, predictions based on historical data, and external trading…
This post describes an A-share screening rule that requires at least five moving averages to converge, a stock concentration measure below a stated threshold, and a gain at 9:25 below a stated ceiling. It proposes that clustered averages may indicate a…
This practitioner essay presents risk management as a process spanning strategy research, deployment, live operation, and review. It recommends examining a strategy’s behavior in severe historical drawdowns, including whether losses remain controlled,…
This document describes an Expert Advisor that trades changes in direction identified by a three-state MaRsi-Trigger indicator. It generates a signal when a bar closes and the indicator registers a trend reversal. To reduce processing work, the Expert…
The document gives a brief description of a trend-oriented trading setup built from moving averages and the Accelerator Oscillator. It specifies moving averages across three timeframes, using five averaging periods, and Accelerator Oscillator readings on two…
The document describes a multicurrency expert advisor that automatically selects and trades currency pairs from a configurable currency list, with the advisor attached to a single chart. Users can reduce the selected currencies to limit the number of open…
The document describes a Chinese equity screen that combines daily price range, a history of limit-up moves, and a ranking by a measure labeled fund strength. Its stated rules look for stocks with an amplitude above 1%, at least two limit-up events during…
The author describes an automated version of a manual DAX day-trading approach on five-minute charts. It uses 20-, 180-, and 200-period moving averages to define trend alignment and slope. Long entries require the averages to be ordered upward, all three to…
The document outlines an Expert Advisor that trades signals from a trend-arrows indicator. A signal is considered formed when a large colored dot appears, with the decision made at the close of the bar. The system depends on a compiled indicator file, and…
This expert advisor opens trades when the DivergenceViewer indicator registers a configured class of divergence. It places the stop beyond the local price extremum reached during the divergence formation, with a configurable point offset. The take-profit…
A Chinese forum exchange discusses large differences between futures data from Xuntouyan and TQSDK and the resulting disagreement in strategy backtests. The original poster reports discovering that the unusually high returns from one Xuntouyan test came from…
The document reproduces a pandas performance warning raised during a backtest while data is being written to HDF storage through PyTables. The warning says that a block of columns contains mixed object types that PyTables cannot map directly to its native C…
This forum exchange clarifies how VeighNa’s spread trading callbacks relate. For live operation, the strategy receives a complete spread data structure through `on_spread_data`; that structure can be converted into a tick before the tick-handling logic is…
The article compares retail algorithmic traders with institutional quantitative funds across trading capacity, market impact, strategy crowding, leverage, liquidity, information access, risk oversight, investor obligations, and technology. It argues that…
This overview describes how to read simulated strategy performance based on historical data. It defines several commonly reported measures: total return and annualized return for gains over time, maximum drawdown for peak-to-trough loss, Sharpe ratio for…
This guide explains common measures in quantitative strategy backtests: total and annualized return, maximum drawdown, Sharpe ratio, win rate, and the ratio of average winning to losing trades. It frames them as complementary views of performance, risk, and…
This expert advisor combines the MACD main and signal lines with the Parabolic SAR position relative to the current bid. Its basic buy condition requires the MACD main line to exceed the signal line while the signal line is below zero and SAR is below price.…
This A-share screening rule combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a prior-day 9:15 matching price at or below the referenced limit price. The document interprets positive MACD as an upward trend cue, positive P/E…
This A-share stock selection idea screens for turnover within a specified band, seven consecutive down days, and circulating market capitalization above a stated floor. The article presents the conditions as a way to identify stocks that have fallen…
This futures strategy tracks the ratio of copper to aluminum contract values, adjusting each contract’s daily close by its volume multiplier. It calculates the historical mean and standard deviation of that ratio, then uses the current ratio’s z-score to…
This documentation explains the strategy initialization lifecycle in Lumibot. The initialize method runs once when a strategy starts and can set operating parameters such as iteration interval and how long before the close trading should stop. It can also…
This reference lists configuration options for FreqAI, Freqtrade's machine-learning feature. General settings cover rolling training and inference windows, model identification and persistence, retraining frequency, model expiration, and prediction…
This Chinese stock screen selects shares with price amplitude above 1%, turnover greater than 2% and less than 9%, and no price-limit rise on the previous day. The rationale is to find stocks showing notable movement and market participation while excluding…