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 research summary describes adapting daily price-volume alpha research to intraday high-frequency data for stock selection. It examines relationships between price and volume, including ordinary and unusual activity, and reports constructing three…
This example sets up a simulated GBP/USD market-making strategy using one-minute bid and ask bars. It configures a margin account, starting balance, maker and taker fees, and a probabilistic fill model with specified fill and slippage probabilities. The…
The expert advisor combines a short downward move on a 15-minute chart with Stochastic readings on one- and five-minute periods. Its stated entry condition is three falling candles on M15 while the Stochastic’s green line is above its red line on both…
This introductory guide outlines a workflow for training and backtesting a cryptocurrency trading agent using a scripting framework. It explains reinforcement learning as an approach in which an agent takes actions in a market environment and receives…
The document describes an indicator that evaluates a grid of Supertrend settings across different ATR lengths and multipliers. Each configuration is treated as an always-in-market system: trend changes close the current position and open one in the opposite…
This configuration specifies a reinforcement learning setup for order execution using Proximal Policy Optimization. It defines a categorical action interpreter, a recurrent network, and a full-history state representation built from intraday and prior-day…
This brief Chinese-language forum post reports a data-quality issue discovered while debugging backtests: some runs returned no results, and inspection showed that certain factors were empty in many cases. The author notes that noticing the missing values…
The document describes an adaptive simple moving average intended to respond more quickly than a standard SMA. Because an SMA uses whole-bar periods, adapting its period can produce abrupt slope changes; treating each slope change as a trading signal may…
This Chinese A-share screening idea combines three conditions: at least five overlapping moving averages, weekly MACD above zero, and a 9:25 a.m. price gain below 6%. The article interprets the moving-average condition as price stability, the MACD condition…
This stock-selection example combines a technical condition with trading activity and a dividend-related fundamental filter. It selects shares with a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 2019 dividend ratio above 25%. The…
This excerpt describes a problem while building a five-minute bar series from minute bars or ticks with VeighNa’s BarGenerator and storing the results in an ArrayManager. The author reports that keeping direct edits to arrays such as close and high arrays…
This post proposes a Chinese equity screen combining a large daily trading range, at least one sharp price gain within a recent trading window, a market-cap ceiling, and positive net profit across recent quarters. It frames the surge condition as a…
The post reports a BigQuant backtest failure with a KeyError for the start_date field. The example pipeline screens Chinese stocks, uses recent fund holdings and moving-average conditions to generate signals, ranks selected stocks by market capitalization,…
This proposed Chinese equity screen combines four conditions: RSI below 65, a daily gain greater than 1%, main-board listing, and a listing age of at least a user-defined number of days. The post interprets the RSI threshold as leaving room for a rebound and…
This proposed A-share screen combines a metaverse industry filter with yesterday’s stock exchange leaderboard appearance and exclusion of special-treatment shares. It then selects stocks described as having hit the daily price limit for five consecutive…
This documentation introduces OctoBot script, an early alpha Python framework for writing automated trading strategies with an interface compared to Pine Script. Its example uses RSI to identify buy entries: it computes the indicator over historical candle…
This document outlines an Expert Advisor that trades from changes in the direction of a ColorZerolagMomentumOSMA histogram. It generates a signal when a bar closes and the oscillator turns, so the method relies on confirmed bar-close direction changes rather…
This proposed stock screen combines three conditions: at least five observations described as overlapping moving averages, a recent price surge, and at least two large gains within a longer lookback. The accompanying Python snippets calculate a rolling…
This Freqtrade documentation page describes strategy customization features beyond basic entry and exit signals. It explains how to store small JSON-serializable values persistently on individual trades, access analyzed candle data in callbacks, and use…
The article explains how to calculate the Resistance Support Relative Strength (RSRS) market-timing indicator more quickly. RSRS fits a rolling regression of highs against lows; its slope is used as a measure of the relationship between resistance and…
This tutorial explains ways to extend FMZ trading strategies beyond the platform’s standard exchange wrappers. It covers retrieving raw REST responses, calling public endpoints and authenticated exchange APIs, and using WebSockets for market data and account…
This note describes a short-term Chinese equity screen limited to stocks associated with the metaverse concept. It requires the 30-day moving average to rise and applies a combined price-range and trading-volume threshold, presented as a proxy for price…
This trading-system description uses the DSS Bressert indicator’s stochastic cloud color as its signal. A trade is entered at bar close when the cloud changes color. Positions are exited either by a pending order or when the indicator changes color again.…
This Chinese stock-screening example combines three conditions: turnover between 3% and 12%, three consecutive declining sessions, and 2021 revenue more than 1.1 times 2018 revenue. It presents the revenue comparison as a way to screen for companies with…