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 utility for changing stop-loss levels, take-profit levels, or both across all open orders for a selected symbol. The user supplies the desired price levels, and the script applies them to the matching orders. A zero input leaves that…
This Chinese equity screen combines three conditions: amplitude above one percent, freely tradable shares of no more than 5.5 billion, and three consecutive declining closes. The article interprets high amplitude as a way to find more active stocks, the…
This stock screen targets Chinese A shares with daily amplitude above one percent, a robot-related concept classification, and circulating market capitalization below 10 billion yuan, while excluding Beijing-listed shares. The article presents the conditions…
The document describes a stop indicator that uses smoother momentum both to determine stop direction and to set stop distance from an average. Momentum therefore serves two roles: it signals the prevailing direction, and its value controls how widely the…
This expert-advisor description presents a crossover strategy based on the Chaikin Oscillator and a moving-average-smoothed version of that oscillator. A crossing between the two lines generates a trade signal. An optional zero-level filter makes buy signals…
This document describes a short-term stock screen combining a prior-day amplitude threshold, appearance on the previous day's market activity list, current trading volume above a stated threshold, and an open price above the close. It explains the intended…
The document groups common Chinese A-share factors into style, technical, and fundamental categories. Style factors include market, size, and value; technical factors include reversal, low turnover, and low volatility; fundamental factors cover profitability…
This note proposes a short-term Chinese equity screen that selects stocks with a price amplitude above one, an appearance on the prior day's trading list with buying greater than selling, and a rising DEA indicator. The rationale is to combine elevated…
This note proposes screening Chinese stocks for turnover between 3% and 12%, a reversal pattern described as an engulfing move, and three consecutive declining closes. The stated idea is to look for short-term opportunities after a run of falling prices…
This note describes a Chinese equity screen combining a daily price range greater than one, a three-day limit-up pattern on the prior day, and an indicator intended to identify institutional buying. It explains the intended rationale: a large range may…
AlphaTrend is presented as a trend-following indicator derived from Trend Magic. Its line uses the Money Flow Index to choose a price anchor: below the low when money flow is at or above its midpoint, and above the high when it is below that level. An…
The document describes a technical equity screen based on price amplitude, ranking by net large-order flow, and daily MACD above zero. It presents these as indicators of movement, trading activity, and directional momentum, and includes a sample formula and…
The document explains a Brinson-style framework for decomposing portfolio returns into a benchmark baseline, the combined effects of active asset allocation and the benchmark, the combined effects of security selection and the benchmark, and the actual…
This indicator finds ABC price structures across several nested swing scales. It builds a base zigzag, then repeatedly filters its pivots to form higher levels, and searches each level for a three-pivot pattern where BC retraces 61.8% to 78.6% of AB.…
This expert-advisor concept monitors every open position, regardless of symbol or magic number, including positions opened manually or by another advisor. When a position’s loss reaches a configured threshold, the system opens an opposite position. The hedge…
This document outlines an automated strategy that enters long or short positions when moving averages meet a set of crossover conditions. The long setup is described as a golden cross, and the short setup as a dead cross. Each setup uses comparisons across…
The document describes a custom MetaTrader 5 Strategy Tester criterion for ranking strategies. It divides the test period into an earlier in-sample segment and a later out-of-sample segment, then calculates return, drawdown, risk-adjusted performance, trade…
The document argues that trading agents need controls after they generate a signal: trade permissions, deterministic risk checks, execution controls, and records of their decisions. It describes a setup that separates research agents from agents allowed to…
This article presents a checklist for judging whether a quantitative strategy is understandable and whether its reported performance reveals its risks. It recommends examining the strategy’s economic or behavioral rationale, the explanation for position…
This MetaTrader expert advisor combines a fan of moving averages across three timeframes, with five averages on each, to generate signals for GBPUSD on a five-minute chart. Its inputs tune position size, flat-market filters, stochastic thresholds,…
The document describes an expert advisor that runs two independent systems based on the BykovTrend and ColorX2MA indicators. Each system generates a trade signal when a bar closes and an indicator changes color to show a trend shift. Position size can be…
The document explains dollar-cost averaging (DCA): investing a fixed amount at regular intervals instead of committing the full investment at once. Because each contribution buys at the asset’s current price, the investor acquires more units when prices are…
This research summary describes a multi-factor investment workflow that combines alpha forecasts, a risk model, transaction-cost estimates, portfolio optimization, and performance attribution. It argues that simple score-based selection or sector and…
This article explains why total value locked can give a misleading impression of a decentralized finance protocol’s health. TVL rises or falls with the market prices of deposited assets, so a decline may reflect falling token prices rather than users…