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 note presents an equity screen for stocks whose codes begin with 60, whose 20-day moving average is above the 120-day average, and whose multiple moving averages cluster closely together. The initial description calls for at least five overlapping…
This brief platform discussion answers how to access factor values from code in a BigQuant backtest. Its suggested workflow is to read the data frame attached to the backtest context’s data options during the initialization function, making the factor data…
This forum post presents a rule-based strategy for Japan 225 cash on an hourly chart. It checks for entries at 02:00, skips Fridays, and uses the direction and absolute range of a bar four periods earlier to choose a long or short trade. The position size is…
The document argues that informed DeFi analysis requires four complementary data views: protocol, pool, asset, and wallet. Protocol data supports comparisons across financial functions such as lending, staking, and asset management. Pool data describes…
The study estimates duration for medium- and long-term pure bond funds using rolling regressions of fund returns on bond-index returns across maturity segments. It compares constrained linear regression, stepwise selection, and LASSO, selecting LASSO to…
This Expert Advisor provides a framework for testing whether the previous trading day’s direction predicts continuation or reversal on a selected weekday. Users can choose weekdays and compare entries that follow or oppose the prior day’s move. Positions may…
The document outlines an intraday SPY strategy that buys after price dips at least 0.15% below VWAP and then returns above it. A research agent checks minute bars hourly beginning at 10:00 ET, while a trading agent enters when the bounce is identified and no…
This reference explains the Trade object used by Freqtrade to represent a persisted position and the Order objects attached to it. It catalogs fields for pair, direction, entry and exit rates, stake and asset amounts, timestamps, profit, leverage, order…
The post presents a stock-screening idea that combines a morning star candlestick pattern, associated with a possible bullish reversal, with a shrinking MACD histogram on a 15-minute chart. It describes using both conditions to identify candidate buy signals…
MT4Orders QuickReport is a browser-based reporting tool for trades from MT4, MT5, and virtual testers. It moves report calculations and chart generation into JavaScript and paginates large reports. The described views include profit and loss over time,…
The document outlines a tick-driven Expert Advisor that compares the current price with the price observed on the preceding tick. It identifies two static variables as the core implementation idea: because a static variable retains its value after a function…
The document describes an Expert Advisor that trades signals from the ExchangePrice trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. The EA therefore follows shifts in the indicator’s trend state, with decisions…
The report combines cross-sectional equity factors with a set of three macro cycle indicators in a random forest model. The cycle features act as market state signals, allowing the model to apply different stock-selection logic across conditions. The authors…
This expert advisor compares the overlaid price histories of two currency pairs and trades when their divergence retreats from a recent maximum. It starts from a chosen point, scales the second pair’s price range to roughly match the chart pair, and measures…
This research summary presents a framework for replicating the returns of an index, fund, or individual stock with a selected set of holdings. It first applies LASSO regression to choose securities that capture the target portfolio’s characteristics, then…
This trading example describes calculating a buy position size from a chosen percentage of account equity at risk and a stop-loss distance. It then checks whether the calculated size is valid and whether the account has enough funds to open it. If the…
The author reports that 15-minute bars collected by a live trading bot for a Chinese steel rebar futures contract differ substantially from bars shown by two other market-data sources. They provide a long excerpt of the bot’s OHLCV records, with timestamps,…
This stock selection approach combines three filters: a price-range threshold, a bullish crossover of the five-week and ten-week moving averages, and a minimum time since listing. The post explains the crossover and trading-range conditions as technical…
The author questions whether FMZ is worthwhile when moving a strategy from backtesting to live trading. They describe having to rewrite or adapt functions because exchange APIs differ, backtested functions may fail in live use, and tasks such as placing…
A strategy performance report brings together trade records, returns over different periods, graphs, and summary statistics for either historical tests or live trading. The document recommends beginning with total net profit, profit factor, percent…
The document outlines a stock screen combining a daily high-low range threshold, return on equity above a stated level for five consecutive years, and a selected company characteristic. It presents the range as a way to identify stocks with price movement…
This Expert Advisor uses the CronexRSI oscillator’s cloud color to generate signals. A signal is formed at the close of a bar when the cloud changes color, making the indicator’s state transition the central entry cue. The document does not specify how…
This Expert Advisor bases its entries on Bill Williams’ Awesome Oscillator (AO) and Accelerator Oscillator (AC). It buys when both indicators are green and sells when both are red; an open position is exited when either indicator changes color. Signals are…
This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…