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.
29,558 documents
The article argues that even a carefully designed and tested trading system may have a limited useful life. It contrasts the view that a robust system should work across future market conditions with the author’s view that performance should be reviewed…
This Chinese-language post describes a stock screen combining three conditions: price amplitude above 1%, large-order net inflow in the afternoon, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find active…
This market snapshot combines macro data with crypto spot, derivatives, liquidity, positioning, ETF, stablecoin, and DeFi lending indicators. It interprets recent long liquidations as a clearing of positions built during an earlier short squeeze, while…
This description explains a single-use trading robot that sets stop-loss and take-profit levels for positions on the current symbol. The user can choose which side of the market to target—buy, sell, or both—and specify the stop and target values. Once it…
This description outlines additions to a revised RSI-based expert advisor: more detailed indicator settings, two moving averages, martingale sizing, and lot calculation as a percentage of account balance. The underlying RSI trading principle is not restated,…
This expert advisor combines ADX and MACD to identify trade entries. It looks for the MACD main and signal lines to move in the same direction over a configurable number of bars: upward movement supports buys, while downward movement supports sells. The main…
This article describes an equity screen requiring a 14-period RSI below 65, three consecutive declining sessions, and a circulating market value between 5 and 10 billion yuan. The stated rationale is to find stocks showing short-term weakness while retaining…
The author recounts using Kelly-style position sizing, mathematical optimization, historical backtests, and a neural network to investigate trading systems. The discussion first explains why a positive win rate alone does not prevent ruin: bet size and…
This post outlines a Chinese equity screening rule combining unusually large daily range, a close between the middle and upper Bollinger bands, and more than two limit-up sessions within ten days. It presents the screen as a way to identify volatile stocks…
This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…
This document describes an Expert Advisor that opens trades at a configured time and can close them at another configured time. Users can enable buy orders, sell orders, or both, and set the entry time, entry window duration, trade volume, stop loss, and…
This research summary examines what drives convergence in the basis of stock index futures and how those drivers can inform cash-and-futures hedging. After accounting for dividend effects, it identifies the current contract’s annualized basis, the index’s…
This description outlines an expert advisor that combines a Harami candlestick pattern with fast and slow moving averages. It is presented for major forex pairs and Nasdaq stocks on four-hour and daily charts, and includes settings for trade size, stop loss,…
The article explains why automated trading needs explicit order-state management. A signal does not guarantee a fill: an order may remain open, fill partially, be canceled, or require a replacement. The program should track the action it submitted and wait…
This MetaTrader 5 utility analyzes closed trading history to show how reported performance was formed. Alongside net and gross results, profit factor, win rate, and average and median trade, it examines reliance on the best trades, sensitivity to removing…
This indicator marks a chosen intraday session on historical charts, drawing a rectangle from that session’s high to its low. The user can set the session start and end times, including sessions that cross midnight. Across a selected lookback, it reports the…
This short forum exchange asks how to change a running strategy’s parameter without stopping it. The example is a strategy operating without a user interface that has a close flag initially disabled; another program would set the flag so the strategy can…
This Chinese-language post describes a stock-selection screen combining three filters: membership in the metaverse theme, positive institutional activity, and return on equity above 15% in each of five consecutive years. It frames the theme as a…
This document presents Hans123_Trader as an expert advisor intended for EUR/USD on an hourly chart. It lists two trading-session windows and configurable values for trailing stop, take profit, and initial stop loss. The session windows divide the day into…
This Chinese stock screen combines a 14-period RSI below 65 with a daily gain above 1%, main-board listing status, and a prior-day actual turnover rate between 3% and 28%. The article describes turnover as a proxy for investor attention and trading activity,…
A crypto ATM is a physical kiosk for buying cryptocurrency with cash or a card, and some machines also let users sell crypto for cash. For purchases, the customer provides a wallet address and the machine sends the cryptocurrency directly to that wallet.…
This Chinese-language post presents an equity screen combining three conditions: a positive price-to-earnings ratio, a 14-period RSI below 65, and a 30-day moving average that is rising. Its example implementation also requires the latest close to be above…
This Freqtrade strategy generates long-entry and exit signals by comparing configurable dataframe columns. Entry occurs when a selected fast series, optionally shifted by a chosen number of bars, crosses above a selected slow series multiplied by a vertical…
This survey report describes dollar-cost averaging (DCA), in which investors buy a fixed amount of an asset at regular intervals, and examines how 1,109 crypto investors say they use it. It reports that 59% use DCA as their primary crypto strategy and…