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 indicator plots historical trades directly on a chart. For each order, it displays the opening time and price, the closing time and price, and profit measured in pips. The stated purpose is to help traders review past orders visually, whether those…
This guide describes participation in a Chinese A-share quantitative challenge with factor discovery and end-to-end modeling tracks. Both target future 30-minute VWAP returns using minute bars and order book snapshots. For the factor track, submissions…
This study note explains how to build a directed stock network from news coverage: a stock named in a headline is treated as a lead, while stocks mentioned in the article body are followers. Edge weights count their co-occurrences over a rolling window. The…
This example shows how to load daily market data from a delimited text file into a pandas DataFrame and pass it to Backtrader as a Pandas data feed. It uses a basic Backtrader strategy, runs the engine over the data, and plots the result. Optional…
This brief troubleshooting exchange addresses why two backtests can report different returns even when their factors and backtest dates match. The response attributes the mismatch primarily to a difference in training-set data volume. It adds that using the…
This document describes an expert advisor that trades when the MultiTrend_Signal_KVN indicator shows a new arrow as a bar closes. It identifies a change in the indicator’s trend direction as the entry signal. The described test uses the advisor’s default…
This brief forum exchange addresses a feature calculation that displayed missing values and offers a warning relevant to strategy construction: using a shift with a negative offset can incorporate future observations into a feature. Such a feature may appear…
This Chinese-language post describes a stock selection screen combining a 14-period RSI below 65, three consecutive down candles, and an arc-shaped price pattern. It frames the candle sequence and RSI filter as signals of short-term weakness, while…
The document describes a simple monitoring technique for automated trading systems: capture and save a chart screenshot when a trade is placed. A trader can later inspect the chart to see the indicator conditions and market context present at that moment.…
The note distinguishes selecting a stock universe from testing whether a factor can rank future returns within that universe. It describes factor analysis as sorting stocks by a factor, dividing them into equal-sized groups, and comparing group returns.…
This document describes a rule-based strategy for the Nikkei 225 on 15-minute bars. It enters long after a closed bar meets three criteria: price is above its recent average by a volatility-scaled amount, upward momentum remains below a threshold, and tick…
This platform support discussion explains two apparent backtest anomalies in a single-stock strategy: why a position did not begin on the requested date at full allocation, and why the stock appeared to be sold later. The response attributes the delayed…
This Chinese A-share screening concept combines price amplitude above 1, a rounded or arc-like price pattern, and a minimum listing age. The article describes the rounded pattern as a way to favor smoother price behavior and suggests that longer-listed…
This document explains how to validate a company’s SEC submissions response before using it in an incremental filing dataset. It distinguishes the recent filings arrays from historical filing shards and recommends preserving the raw response, its hash,…
The article describes a China-focused stock-selection screen for the metaverse theme. It combines membership in the metaverse sector with an opening gain below 6% at 9:25 and a condition described as a three-limit-up streak on the previous day. It provides…
This Chinese research note explores bull-bear indicators in three equity applications: timing broad indices, rotating among industries, and setting index constituent exposure. For direct index timing, it adapts the dual moving average idea by comparing…
This documentation describes a simulator for autoregressive series and pairs whose cointegration error follows an AR(1) process. One series is modeled through its changes, while a linear combination of the two series represents the spread or cointegration…
This example shows how to combine a spot BTCUSDT mid-price series with US dollar margined futures order book data in an hftbacktest simulation. It parses spot book ticker messages into local timestamps and mid prices, then, at each backtest timestamp,…
A discussion about an options strategy notebook describes a backtest that produced zero daily profit and loss values and took a long time to load historical data. The reported cause was missing underlying futures data: the shared activity data package…
This entry introduces an Expert Advisor called Bull versus Medved that bases trading decisions on simple candlestick combinations. It is designed for the four-hour chart. The idea is attributed to Andrey, while the MQL5 implementation is credited to another…
This guide catalogs implementation mistakes that can distort trading decisions or break a Lumibot strategy. It explains why backtests should use simulated time and completed candles, why persistent assets belong in strategy variables, and how to handle…
This example adapts a pysystemtrade introductory trading rule to use spot foreign exchange prices from Interactive Brokers rather than futures prices from CSV files. It connects through ib_insync, retrieves configured currency-pair histories, and illustrates…
This report outlines a short-term reversal strategy for China’s CSI 800 stocks. It combines a moving-average system intended to classify trend state through cycle analysis with multi-timeframe MACD divergence. A bullish divergence occurs when price makes a…
The document describes an Expert Advisor that mirrors trades from selected strategies or manual trades within the same hedging account. In its default inverse mode, it swaps buy and sell directions, reverses stop-loss and take-profit roles at the same price…