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 document describes a simple Expert Advisor that compares the opening price of the current bar with the opening price of the third bar. It opens a buy when the current bar’s opening price is higher; otherwise it opens a sell. Positions are closed by a…
This post outlines a Chinese equity screening rule combining turnover, a rising DEA condition, and a cap on tradable share count. It selects stocks with turnover between 3% and 12%, a rising signal derived from moving-average differences, and a circulating…
The document surveys leveraged exchange-traded funds, their construction, daily exposure management, costs, and market footprint. Such funds seek a multiple of an underlying index’s return over a short period, using derivatives such as futures or…
This short MetaTrader expert advisor opens an initial sell position when initialized, with stop loss and take profit set to fixed point distances. On later starts, it checks open orders for the current symbol and, when no matching order is found, submits a…
The article explains Bifrost’s liquid-staking model: users stake proof-of-stake assets through the protocol and receive corresponding vTokens, which are intended to preserve access to decentralized finance while the underlying assets earn staking rewards. It…
The document outlines the role of an integrated quantitative trading platform. It describes a workflow that brings market data analysis, strategy development, historical backtesting, risk assessment, and automated execution together. It also notes that…
The document outlines a broad framework for evaluating equity factors. It combines periodic cross-sectional robust linear regression to estimate factor returns, information coefficients (IC) to measure the relationship between factor exposures and subsequent…
This note explains two cash-and-carry approaches to perpetual futures funding. When funding is positive, it buys spot and shorts the perpetual contract to collect payments from longs. When funding is negative, it describes borrowing and selling spot while…
This post presents a stock screen that combines a short-term trend condition with recent buying activity. It selects stocks whose 20-day moving average is above the 120-day average, whose prior session did not close at the daily price limit, and whose…
The document describes a draft expert advisor that opens long and short positions simultaneously. Its defining condition is that the losing position’s stop loss is reached five points before the profitable position’s take profit. It says the strategy…
The indicator draws a linear regression channel with support and resistance levels. The channel can be anchored at a price extreme and redrawn as subsequent lows or highs develop. If a new minimum or maximum does not appear for five bars, the indicator marks…
The document proposes an A-share stock screen combining three conditions: daily amplitude above one, a shrinking negative MACD histogram on a fifteen-minute chart, and turnover between three and twelve percent. The intended idea is to find shares with…
The document describes an intraday DAX opening range breakout approach for five- and fifteen-minute charts. It records the session high and low during the opening window, then uses a five-period TEMA crossing those levels as the entry signal. Long and short…
This article derives adaptations of the Avellaneda–Stoikov limit-order market-making model for a crypto trading bot. It starts with the reservation price, which shifts relative to the mid-price according to inventory, risk aversion, volatility, and time…
This guide explains how to use historical backtests and parameter optimization as research checks before deploying a trading strategy. It outlines setup choices such as the instrument and exchange, bar interval, date range, fees, slippage, contract…
The document outlines a GBPUSD expert advisor concept that opens positions at a specified time, with an adjustable hour shift. It counts bullish and bearish bars on the one minute chart and exposes settings for the number of bars considered, maximum open…
This article explains a module for assigning an Expert Advisor different trading permissions according to time of day and weekday. Its six modes range from allowing both directions or only one direction, to stopping trading and closing positions, waiting…
This Chinese-language post outlines a short-term equity screen using three conditions: a shrinking MACD histogram on 15-minute bars, a cap on tradable share float, and high relative trading volume. It ranks stocks by volume ratio, filters for smaller float…
This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…
This Chinese-language post proposes screening equities by price range, recent consecutive limit-up sessions, and a positive institutional-flow measure. It interprets a large daily range as a sign of activity, a three-session limit-up sequence as evidence of…
This document outlines interface and configuration changes for upgrading Freqtrade strategies from version 2 to version 3, especially when adding short trades or leverage. It maps older buy and sell signals to entry and exit terminology, including renamed…
The post presents a Chinese equity screening idea using turnover, a cap on circulating shares, exclusion of ST-designated stocks, a short-term limit-up approach, and selection before 10 a.m. It describes the turnover, circulating share count, and ST filters…
The article outlines a short-term A-share stock screen based on turnover and company size. It seeks stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported losses, and previous-day turnover above 8%. The document…
The document outlines an Expert Advisor that analyzes two moving averages and two ADX indicators across one-minute and one-hour periods. It lists fixed trade volume and fixed profit-taking and loss levels, along with a threshold parameter for the distance…