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 Expert Advisor combines entry signals from the DeMarker oscillator with a position-sizing rule that increases the lot after a losing trade. It exposes the oscillator period, take-profit distance, stop-loss distance, initial lot size, a trade identifier,…
This brief BigQuant support exchange concerns an error triggered after a user changed features in a beginner template. The response identifies a formatting issue in the feature list: comments or notes should be placed on separate lines rather than appended…
This indicator identifies Bat, Gartley, Crab, Butterfly, AB=CD, and Three Drives formations by evaluating the last five confirmed ZigZag pivots as an XABCD sequence. It calculates retracement and extension ratios between the swings, then compares them with…
This document describes a simple martingale trading program intended as a template. Users are told to replace its entry analysis with their own scalping strategy, adapt the money management, and optimize the system. It frames the approach as suitable only…
This document outlines a Turtle style trend following strategy for stocks. It buys when the close crosses above the prior 20 trading days’ high and exits when the close crosses below the prior 10 trading days’ low. The examples define signals using current…
This document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a positive 10-day price return below 35%. It frames turnover as a measure of…
The post proposes a short-term stock-selection rule combining daily amplitude, the 9:25 price gain, and a product of price change and a large-order net-flow measure. It screens for stocks with amplitude above one, a 9:25 gain below six percent, and a…
The document examines a top-ranked strategy that selects the smallest stocks in the CSI 1000 and reports unusually strong historical performance. Its central lesson is that a backtest must use index constituents as they were known at each historical date.…
The document describes a Chinese equity strategy that first screens for companies with high dividend yields, PEG below one, and share prices between 3 and 15, then selects stocks with market capitalizations below 10 billion yuan. It frames these rules as a…
This document describes an Expert Advisor that trades from the Loco indicator. It checks for a change in the indicator’s icon color when a bar closes and uses that change to form a signal. The text does not explain how the indicator calculates its color, how…
This Chinese equity research note develops industry-rotation signals from several types of institutional money flow. It treats a flow source as useful when its derived signals show a reasonably orderly relationship across ranked groups and a tolerable…
This code describes a mean-reversion strategy for the spread between Dalian Commodity Exchange coke and coking coal futures. It calculates a weighted value spread using contract prices, contract multipliers, and a specified leg ratio, then estimates the…
This Chinese-language post introduces a custom-coded stock selection strategy on the BigQuant platform. It says the strategy combines five selection rules, mainly seeking stocks that have fallen sharply and begun to stabilize, while also attempting to…
The report presents a framework for dynamically adjusting multi-factor portfolio weights by forecasting factor returns and their covariance. It replaces unconditional expectations with conditional expectations based on external market variables, allowing…
The note recasts a past trading approach as a daily double moving average strategy, using crossovers as signals. The author reports that this approach produced losses over several consecutive years, offering a cautionary personal outcome rather than a…
This short Chinese-language Q&A explains the delayed-entry setting in factor analysis. The setting shifts the point at which stocks are purchased based on factor values by a specified number of days. The question concerns a one-day rebalance cycle and asks…
The document describes adding a custom Rank Information Coefficient module to a stock-ranking strategy. The module reports average RankIC separately for the training set and the test set, providing a way to assess how well a model’s rankings align with…
This Chinese-language post proposes a daily stock screen combining price amplitude above 1%, a controlling-shareholder measure above 21%, and an upward relationship between short and longer moving averages. Its examples describe the moving-average condition…
The document contrasts OpenAlice, presented as an AI agent for researching and managing trades across a full lifecycle, with LumiBot, a Python framework for building trading strategies. LumiBot can support deterministic strategies, individual AI agents, or…
This document describes an Expert Advisor that trades using the ASCtrend indicator. A signal is generated when a colored indicator point appears at the close of a bar. The system relies on a compiled indicator file and a supporting trading library, which are…
This study tests whether machine learning can explain stock returns left unexplained by a conventional linear equity factor model. It uses 22 style factor exposures to predict standardized stock specific returns, then evaluates boosted trees, random forests,…
This stock screen selects shares whose daily high-low range exceeds one, whose prior-day actual turnover is between 3% and 28%, and whose opening price is near the ten-day moving average. The article frames the range and turnover filters as ways to focus on…
This stock selection proposal combines three filters: daily price range, five consecutive years of return on equity above 15%, and large-order net volume above 0.05 for at least three days. It then suggests smoothing that flow measure and requiring its…
The document explains the double exponential moving average as a way to reduce the lag of a conventional moving average. It describes constructing DEMA from an exponential moving average and a second exponential average applied to the first, then combining…