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 Chinese stock-selection example screens for securities whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose daily percentage change falls between a 4% and 5% loss. The accompanying sample workflow obtains a listed-stock…
This document describes an MT4 script that exports account order history to a delimited file for analysis in spreadsheet software. Alongside the available trade attributes, it calculates fields such as net profit after swap and commission, price movement,…
This stock screen ranks shares by capital-flow strength, from strongest to weakest, and filters for a positive price-to-earnings ratio and a dividend payout ratio above 25% in 2019. The stated rationale is to combine evidence of investor inflows with…
ICE is presented as an aggressive momentum system that seeks strong price impulses and validates them before entry. Detection combines volume with candle-body strength relative to volatility. Confirmation uses a moving-average slope and volatility and spread…
This essay argues that traders should define their market position, objective, and route before trading, including choosing whether they intend to trade short, medium, or longer horizons. It warns that switching horizons to chase an apparent quick gain can…
The document describes an expert advisor that monitors an existing position and opens an opposite position when the original position’s loss exceeds a configured pip threshold. For a losing buy, it opens a sell of the same lot size. It then monitors that…
This note describes a short-term A-share screen using daily amplitude above 1% and relative volume between 1.5 and 6, measured against a five-day average. The article's stated logic adds an exact closing-price condition of 18.5, and it characterizes the…
This note presents a technical stock screen requiring daily amplitude above 1%, a current low below the previous day's low, and a rising 30-day moving average. It frames the wide range as a sign of heightened price movement, the lower low as a pullback…
This note describes an A-share stock screen combining daily price amplitude above 1%, a reversal pattern, and positive trailing-twelve-month P/E. The amplitude condition targets stocks with larger daily ranges, while the reversal condition is intended to…
The document explains a position sizing calculator that converts a trader’s risk budget and stop-loss distance into a proposed lot size. The budget may be specified as a fraction of account equity or a fixed account-currency amount. The calculator uses the…
The document implements two momentum approaches for a single asset: MACD from short and long exponential moving averages of closing prices, and the Awesome Oscillator from short and long simple moving averages of the high-low midpoint. Both use…
This document describes a Chinese equity screen for robot-related companies with daily amplitude above 1, no limit-up close on the previous day, and circulating market value below 10 billion yuan. It frames amplitude as a way to find active shares, the…
This overview describes alpha as a return opportunity identified by studying historical data and relationships among market, company, macroeconomic, and text information. It outlines a research cycle: develop an economic rationale and measurable signal,…
This stock screen combines three conditions: price amplitude above 1, turnover greater than 2% but below 9%, and a 2019 dividend payout ratio above 25%. The post presents the criteria as a way to find shares with trading activity and a history of substantial…
This Chinese-language post describes an equity screening rule that combines a daily price-range threshold, afternoon large-order net inflows, and a measure labeled “today’s control” above a stated threshold. Its rationale is that a wider range may indicate…
The document explains a Smart Money Concepts indicator that marks price structure and possible areas of institutional activity. It describes swing highs and lows, trend phases, and two structure signals: a break of structure, interpreted as possible trend…
This A-share screening idea combines technical and fundamental filters: RSI below 65, parent-company net profit growth above 20% and no more than 100%, and upward-diverging moving averages. The article’s example implementation further screens out…
This Expert Advisor uses colored arrows from the XD-RangeSwitch indicator to make trading decisions. The described input controls whether trades follow the arrow direction or take the opposite direction. The document also notes that a supporting library can…
This document presents a Chinese equity screening idea focused on stocks in the metaverse industry. It selects companies with a volume ratio between 1.5 and 6, market capitalization above 200 million, and a relative-strength ranking among the top 100. The…
This document presents a regime indicator that applies cumulative sum (CUSUM) change detection to deviations of price from a Hull moving average. Separate bullish and bearish accumulators build when residuals persist in one direction, while a drift term…
This document explains a trend-regime indicator that applies a one-sided cumulative sum test to price deviations from a Hull moving average. Separate accumulators track persistent positive and negative residuals; a drift allowance suppresses small…
This research summary proposes a framework for classifying and selecting bond funds according to investment objective, portfolio holdings, historical performance, and manager record. It emphasizes medium- and long-term pure bond funds, assessing their…
This document describes a rule-based strategy that enters a trade when the RSI crosses above 73 or below 27. It uses the RSI signal to initiate a buy or sell position, then relies on average true range (ATR) to set and adjust exits. The initial stop is…
The forum thread describes a case where a VeighNa application connected to CTP and completed strategy orders, yet its daily log file remained empty. The user found that log events reached the logging engine and initially had logging enabled with a…