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
This essay distinguishes a deliberately designed trading system from the behavior a trader repeatedly enacts in practice. It argues that recurring habits such as holding losing positions, hesitating to enter, or trading too frequently form a stable…
This Chinese-language trading script describes a long-only breakout setup using an 8-period and a 40-period moving average. It waits for a sequence of candle conditions: an earlier close near the low, a subsequent close near the high, and the prior close…
This indicator variation displays each intermediate value used in calculating the Laguerre filter instead of presenting only its final output. Exposing the calculation stages gives traders several possible ways to interpret the resulting lines. The document…
This intraday system takes short positions in the DAX using a Repulse-style candle indicator and several filters. Entries are considered at scheduled times on a four-hour chart. The rules also require a short-term exponential-average relationship, a…
This document outlines a Forex Expert Advisor that combines breakout entries with a Martingale-style recovery process. Its settings include the share of account balance available for trading, profit and loss targets expressed relative to balance, a recovery…
The document describes an MT5 chart panel that scans symbols in MarketWatch and displays long and short swap rates alongside estimated daily and weekly monetary costs. Users can set a reference lot size, sort the symbols, highlight favorable swap rates, and…
The document outlines safeguards for cryptocurrency futures trading during sharp market moves and delayed updates. It recommends monitoring the gap between a futures contract and its underlying spot price, and between last price and mark price, as signs that…
This overview describes how institutional crypto trading differs from retail activity, emphasizing larger trade sizes, specialized infrastructure, compliance demands, and execution across multiple venues. It surveys approaches including over-the-counter…
Hoop Master 2 is described as an evolution of an earlier automated trading system that uses pending buy-stop and sell-stop orders with a Martingale approach. The update adds more formal controls over open positions and pending orders. Its central change is…
The document explains how mismatched daylight-saving transition dates in the United States and Europe can affect the timestamps used for forex trading sessions. It describes a nominal weekly session lasting 120 hours and argues that the local server…
The module describes a trailing-stop method with two stop levels. A long stop behaves like a conventional fixed trailing stop, while a short stop becomes active when the Williams Percent Range (WPR) indicator exits its configured overbought or oversold zone.…
This indicator combines a cascaded fractional EMA with two adaptive Kalman filters to create a base line and a faster line. Setting EMA lengths below one makes the EMA extrapolate rather than smooth, reducing apparent lag while amplifying price fluctuations.…
This Chinese-language article describes a stock selection screen combining turnover, earnings growth, and recent price weakness. It looks for shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company…
The document explains the Stretch, a volatility measure calculated as a 10-period average of the smaller distance between each bar’s open and its high or low. It uses that measure to set session breakout levels around the open, forming a channel that can be…
This futures example computes daily pivot, support, and resistance levels from the prior session's high, low, and close. It trades a copper contract by entering long when price falls below first support or short when it rises above first resistance.…
This document describes an expert advisor that compares price changes across two adjacent historical windows. It calculates the start-to-end price difference within each window, compares the resulting values, and uses their relative size to predict the…
This brief example describes an expert advisor that opens an order, modifies it to set stop-loss and take-profit levels, and closes the position after a fixed holding interval. The stated example uses a 30-second delay between opening and closing. It…
The document presents a JavaScript implementation outline for a long-and-short grid strategy on perpetual futures. It covers exchange position reconciliation, price and order-amount precision, persistence of open-order and profit-history state, and…
The document proposes selecting listed Chinese main-board stocks that have turnover between 3% and 12%, belong to the robotics theme, and have circulating market value below 10 billion yuan. Within that group, it seeks stocks with evidence of institutional…
This document describes a portfolio allocation overlay that uses rolling economic drawdown as a control target. It adjusts allocation weights using drawdown measured over a moving window while accounting for the time value of money, aiming to reflect…
This MetaTrader 5 indicator presents a candle-close countdown alongside market context: geographic trading sessions, live spread, daily range relative to average daily range, and whether the current symbol's market is closed. The countdown changes color as…
The document describes a stock screen that combines daily amplitude above 1, a listing history longer than one year, and more than two limit-up events in a ten-day window. The rationale is that amplitude may indicate activity, while an established listing…
This post proposes screening stocks for a large daily trading range, a recent multi-session limit-up streak, and falling closing prices across the preceding trading days. It frames the rule as a technical screen for volatile stocks whose recent price action…
The post raises an architectural question about combining multiple CTA strategies in a live portfolio. The author has Bollinger-channel and DKX strategies that calculate indicators and position changes, but finds their individual money management conflicts…