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
The document describes an expert advisor that converts historical tick values into Renko blocks rather than constructing blocks from bar highs and lows. Using tick-by-tick changes is presented as a way to represent price movement more precisely, since…
This trading-rule example explains how to identify stocks that have had exactly one limit-up day during a recent lookback window and then return close to that event day's opening price. The suggested workflow begins with a precomputed limit-up status…
The article proposes a grid strategy intended to balance frequent trading with reduced risk of running out of funds during a sustained decline. It compares arithmetic grids, which use fixed price intervals and can exhaust their range, with geometric grids,…
This expert advisor trades signals from the PriceChannel_Stop indicator. A signal occurs at a bar close when a colored marker indicates a trend change, providing a rule for timing entries from the indicator’s direction change. The advisor depends on a…
The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…
This system uses price-channel boundaries to generate trades. After price moves beyond a channel boundary, an entry signal is formed on the second bar. The described approach also calls for trading ahead of a rollback: touching the upper boundary prompts a…
This stock-selection method screens for shares with an amplitude above 1, a closing price above the five-day moving average, and a daily return between -5% and 2.6%. The document presents the range as a way to find stocks with price movement and the…
This Chinese A-share selection method looks within the metaverse sector for stocks where KDJ has just formed a bullish crossover and that appeared on the previous day’s trading leaderboard. It further restricts selection to before 10 a.m. and to stocks…
This note outlines a Chinese A-share screen combining three conditions: RSI below 65, the current high as the highest in the prior two days, and a dividend ratio above 25% for 2019. It presents the screen as a way to find stocks with short-term potential by…
This brief Q&A explains how to trigger a stock purchase on a chosen trading date within a BigQuant strategy’s main function. The suggested method is to read the simulation’s current date and time through the platform’s current-time interface, compare it with…
This Chinese-language post proposes screening stocks using a pre-open gain below a stated ceiling, market size above a stated threshold, and at least five overlapping moving averages. Its accompanying explanation refers to the Shanghai Composite’s auction…
This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…
This A-share stock selection example screens for companies meeting three stated criteria: profit growth above 15%, return on equity above 15% for three consecutive years, and a price-to-earnings ratio below 35. The implementation treats profit growth, return…
This document describes an MQL4 Expert Advisor that combines four signals from six indicators: volume, Parabolic SAR, Stochastic, Bulls and Bears Power, ATR, and Money Flow Index. It can trade stocks, forex, indices, or metals when supplied with suitable…
This document describes a modified Phase Change Index (PCI) that adds Jurik Moving Average smoothing. It presents three configurations: smooth the price data before calculating PCI, smooth the calculated PCI, or apply smoothing at both stages. The change is…
The document explains stop losses as planned exits for positions that move against a trader. Long positions generally place them below the entry price and short positions above it. A stop level can follow the trading strategy, such as a level near a recent…
This A-share screening approach combines a daily price-range threshold, ranking by net large-order volume, and a positive 10-day return capped below 35%. The stated goal is to find short- to medium-term opportunities among stocks already rising, using range…
This brief forum exchange raises a practical question about using daily historical bars in live trading when a user has no minute-level history. A respondent asks whether the goal is to load historical daily bars during strategy initialization to calculate…
This document is a QuantStats tear sheet comparing an AI trading strategy with SPY over a brief January 2026 backtest, using Yahoo data. It reports a 1% total return for each, with the strategy showing a higher annualized return estimate but also a larger…
This research note explores whether patent data can reveal links between companies that are missed by industry or supply-chain groupings. It uses shared International Patent Classification information to estimate technological similarity, then tests whether…
This Chinese-language example describes a value-oriented stock selection strategy that refreshes its portfolio every 30 trading days. It selects stocks with positive price-to-book ratios below 1.5 and positive price-to-earnings ratios below 15, provided they…
This guide explains what OHLCV candles record and how traders can use candle histories for crypto market analysis. Each bar summarizes the opening, highest, lowest, and closing prices plus traded volume within a fixed interval. The article compares…
This course-page excerpt outlines a study of stocks that reach their daily upper price limit. It says the material first explains the limit-up mechanism, classifies limit-up stocks, and examines returns after the limit event, then applies a support vector…
This post proposes a stock screen to run after the close. It combines a daily amplitude threshold above 1, institutional participation above 30, and a rule that excludes stocks that hit a price limit the previous day. The author frames the filters as a way…