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.
1,414 documents
This indicator combines the Commodity Channel Index with a price overlay and a separate oscillator panel. A CCI move above an upper threshold sets a bullish state, while a move below a lower threshold sets a bearish state. In the bullish state, the overlay…
This Expert Advisor combines two smoothed XPeriodCandle indicators across different timeframes. A slower indicator sets the prevailing trend from the color of its most recently closed candle, while a faster indicator provides entries when its candle color…
The article examines three futures strategies in China’s oilseed complex: soybean crush spreads, soybean oil versus palm oil substitution spreads, and soybean oil versus soybean meal companion spreads. It outlines the production and consumption logic behind…
This gold strategy uses a turn in the stochastic signal line to indicate a possible momentum shift, then waits for price to cross the previous day's high or low before entering with a stop order. It calculates its stochastic variant internally, using a…
The document describes a macro allocation framework built from six risk factors covering growth, inflation, rates, credit, foreign exchange, and term spreads. It combines momentum signals with cycle-phase estimates, maps the resulting states into…
The document is a strategy tester report for an automated trading system on spot gold, using an hourly chart over a stated historical period. Its parameter list includes fast and slow moving-average periods, ADX and RSI thresholds, and take-profit and…
This brief description presents an indicator that plots correlations between eight currencies and gold. It lets users select a technical measure for the calculation, including moving averages, MACD, stochastic, RSI, CCI, RVI, DeMarker, momentum, triple…
The document outlines a proposed high-frequency scalping Expert Advisor for gold on a one-minute chart. It tracks tick speed and deviations from a dynamically calculated VWAP, then looks for price to sweep beyond an outer deviation band and snap back.…
The document explains calendar spread arbitrage: taking opposite positions in different delivery months of the same futures contract when their price relationship departs from its usual range. It describes bull spreads, which buy the nearer month and sell…
The document describes a price-chart indicator that marks potential fair value gaps, defined here as zones left between a bar’s high or low and the neighboring bars when price moves directionally without retracing through the area. It stores the boundaries…
The article describes a discretionary system-building process and a trend-following approach intended to withstand prolonged sideways markets. Its central method uses a higher timeframe to define direction and manage the trailing stop, while a lower…
The document outlines two forms of Keltner Channels. Chester Keltner’s original method used a ten-day simple moving average of typical price as the centerline, with a ten-day average of the high-low range added and subtracted to form the bands. A later…
This document describes a data preparation workflow for Malaysian crop production, harvested area, producer prices, land use, population, and GDP data over multiple years. It joins production with harvested area to calculate inverse yield, organizes crop…
The study examines whether WTI crude futures trading before weekly US Energy Information Administration inventory releases is consistent with informed trading. It compares announcement outcomes with analyst expectations and analyzes intraday prices and…
This report summary describes two models for China’s nonferrous metals sector: macroeconomic and industry-data timing for the sector, and multifactor stock selection within it. For timing, it uses mean t-tests to identify candidate indicators for both…
This excerpt analyzes how China’s carbon-reduction targets and global renewable deployment could create work for construction companies in power generation, storage, and grid infrastructure. It describes engineering opportunities in wind and solar projects,…
This note describes a variation of the Commodity Channel Index that uses exponential moving averages in place of the simple moving averages used in the original formulation. The change is the central methodological detail; the document does not explain how…
This strategy ranks commodity futures by roll return each month, buys the highest-return group, and shorts the lowest-return group. The groups are equally weighted, and positions are held for one month. The implementation calculates roll return from the…
This strategy uses Internal Bar Strength (IBS), calculated from a bar’s close relative to its high-low range, to identify unusually weak or strong closes. For gold, it proposes buying when IBS falls below a chosen threshold and exiting when price closes…
The document describes a hybrid trading system in which an ONNX model classifies market structure and conventional rules govern trade selection and management. Model inputs include ATR-scaled momentum, distances from recent swing extremes, relative tick…
This trading system uses the Zero Point Force indicator to generate a deal signal when its cloud changes color at a bar close. The document describes an Expert Advisor based on that rule and states that the reported tests used the advisor's default input…
The strategy tracks the daily price difference between continuous WTI and Brent crude futures and compares it with a 20-day simple moving average. When the spread is above its average, it takes positions intended to profit from a decline toward that…
The document describes a MetaTrader 5 expert advisor designed for gold that trades around the previous day’s high and low. It uses three entry scenarios: a breakout that returns to the level, a level test followed by a breakout, and a test, pullback, and…
The document describes a vn.py and CTP gateway modification for creating live commodity futures indices and identifying each product’s dominant contract. It proposes weighting real contracts by their previous day open interest, selecting a main contract only…