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 implements a shooting star candlestick detector for equities and turns qualifying patterns into short entries. It tests candle color, wick and body proportions, a recent upward move, and confirmation from the following candle. A qualifying…
This community post describes a problem with sell orders that do not fill during a tick-level backtest. The author reports trying several order-price choices, including the latest tick price, a stop order, a zero price, and a price four units below the…
This framework overview explains lifecycle methods: functions the trading engine calls at defined points to initialize and run a strategy. A user-defined strategy must implement the trading-iteration method, which the engine calls repeatedly and which is…
This project presents a prototype for managing supply and demand zones in an automated trading framework. Qualified zones retain information about their lifecycle, structural quality, and interactions with price. A decision engine applies validation filters…
This document describes a chart indicator that displays the MACD main line and signal line together with the MACD histogram. It is presented as a modification of the example MACD indicator included with MetaTrader 5. The fast and slow exponential moving…
This document describes a chart indicator that displays the MACD main line and signal line together with the MACD histogram. It is presented as a modification of the example MACD indicator included with MetaTrader 5. The fast and slow exponential moving…
The document describes an equity screen for stocks in the metaverse industry that had at least one limit-up day during the prior 25 days and turnover above 8% on the previous day. The proposed rationale is to find names with recent market attention and…
This assignment outlines a style-rotation process built from three stock strategies: small-capitalization, below-book-value, and oversold-rebound approaches. After backtesting each strategy, it proposes saving the return and position series, then comparing…
This technical reference explains how simulation modules are configured and run within a backtesting exchange. It distinguishes declarative configuration, which accepts built-in modules and language bridges, from linked native configuration, which can hold…
This Freqtrade strategy uses a variable moving average and an OTT trailing-line calculation to generate directional entries on a one-hour chart. It enters long when the variable average crosses above OTT and short when it crosses below. The OTT function…
This Chinese-language research summary examines analyst consensus estimates as a source of information beyond company financial statements and trading data. It cautions that analyst forecasts tend to be optimistic and that A-share consensus estimates often…
The author describes a stock-selection approach intended for people who cannot monitor prices throughout the trading day. Signals are checked at 2:50 p.m.; the proposed routine is to buy a leading candidate scoring above 6 before the close, and to skip…
This indicator identifies potential entry points by combining two moving averages with an RSI calculation. Users set separate fast and slow averaging periods, along with the RSI period; the document does not specify the exact crossover or threshold rules…
This short platform discussion distinguishes a backtest’s pre-market processing from live or simulated trading. In a backtest, the pre-market step may access the current day’s opening price, allowing a rule to use that price to decide on afternoon trading…
This note proposes screening stocks associated with China’s metaverse sector for three simultaneous bullish technical crossovers: MACD over its signal line, the five-day average over the ten-day average, and the five-day average over the twenty-day average.…
This intraday EUR/USD system uses five-minute bars during a stated daytime session. It enters long or short on RSI divergence signals near swing lows or highs, subject to a modified, delayed Donchian Channel filter intended to avoid entries against strong…
This document presents an implementation of John Ehlers’ Sinewave indicator from his 1999 Market Mode Strategies description. It detrends midpoint price, derives in-phase and quadrature components, estimates phase and its change, and uses accumulated phase…
The system takes a long position in the DAX when Monday’s regular-session close is below its daily 34-period simple moving average. It enters at 17:45 on Monday and plans to exit at 09:00 on Wednesday. The code checks the weekday and time on an intraday…
This document describes an Expert Advisor that trades when the ColorMomentum_AMA indicator changes direction. The signal is evaluated at bar close, and the advisor places a trade based on that change. It also gives an installation note for the compiled…
The document describes a mean-reversion strategy for international equity ETFs. It builds dividend-inclusive cumulative return series normalized to a common starting value, ranks candidate pairs by the sum of squared differences between their normalized…
This note outlines a basic toolkit for constructing low-frequency factors from price and trading data. For each selected input, it proposes calculating rolling means, sums, standard deviations, and skewness over several lookback windows, ranging from short…
The discussion addresses a user who sees a cloud task appear stopped after reopening a browser and asks for more detailed logs. The platform response says closing the browser does not stop the program running in the cloud, but output logs cannot be…
The article outlines the data requirements for options strategy research: a maintained history of contract details and price bars covering both current and expired contracts. It describes a workflow using a commercial data feed and a local trading database.…
This Chinese-language post proposes screening A-share stocks using three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and a turnover-adjusted ratio involving the current opening-auction volume and the prior day’s…