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 note describes a short-term Chinese equity screen using a price-range threshold, current trading volume above a minimum, a higher open, and a volume ratio between specified bounds. It explains the volume ratio as current volume relative to a ten-period…
This note presents a Chinese stock screen based on a daily range greater than a threshold, a rising price bottom, and ranking by net large-order flow. The accompanying formulas express these conditions as an amplitude test, a comparison of recent lows, and a…
This note describes a Chinese equity screening rule combining MACD above its zero line, positive price change multiplied by very large order net flow, and an opening gain below a threshold. Its proposed refinement raises the opening-gain ceiling. The…
This Chinese-language support exchange addresses a quantitative research notebook that restarts automatically after two features are added and feature extraction begins. The user reports that the visible CPU and memory figures have not reached their…
This indicator converts RSI behavior into eight normalized features, including level, slope, acceleration, percentile, volatility, fast-versus-slow spread, and regime. It stores sampled feature vectors alongside forward price outcomes grouped into ATR-scaled…
This document proposes an hourly strategy using Supertrend, an exponential moving average, the middle of the Bollinger Bands, and an ATR-based volatility filter. In the code, long entries require price below the Supertrend line and above the EMA; short…
The document describes a Chinese equity screening idea combining price amplitude, ranking by net large-order flow, and a positive price-to-earnings ratio. It presents amplitude as a way to focus on more active stocks, large-order flow as an indicator of…
This indicator uses the Money Flow Index (MFI) to flag possible price reversals. Its premise is that price may turn after the MFI’s rate of change slows and reverses, particularly when the fast MFI is in an overbought or oversold area. The indicator can mark…
The document explains a trailing stop as a stop-loss level that follows the market at a chosen distance, aiming to retain gains as a position moves favorably. It outlines operational rules: activate only once the position is profitable or at break-even,…
The document describes a Chinese equity screen that combines a daily high–low range threshold, return on equity above 15% for each of five years, and afternoon large-order net inflows. It frames the range condition as a way to select more active shares, the…
The document describes a Chinese stock screen combining price range, large-order net volume ranking, and a daily maximum decline bounded between 4% and 5%. The rationale is to identify stocks under short-term pressure that might rebound, with a ranking based…
The newsletter assesses a sharp rise in Bitcoin volatility alongside macroeconomic catalysts and crypto market positioning. It uses options implied volatility and term-structure richness as indicators of stress, noting that a high backwardation reading has…
The document presents a Chinese-market equity screen for stocks classified in the metaverse industry. It requires a bullish MACD crossover, a 5-day moving average crossing above both the 10-day and 20-day averages, and at least one daily gain of 10% or more…
A forum user asks how to check whether enough funds are available before starting a spread-arbitrage order algorithm. The stated motivation is to avoid opening only one leg of a paired trade when the account cannot support both sides. A reply points to…
This Expert Advisor variant adds a configurable weekly trading window to an EA based on a Spearman rank correlation histogram. Inputs set whether interval-based trading is enabled and define the start and end by weekday, hour, minute, and second. The example…
The post describes a short horizon stock screen combining daily range, a “morning star” pattern, and a bounded opening price change. Its stated thresholds are amplitude above 1%, with opening change between −5% and 2.6%; the accompanying formula also limits…
This document describes a MetaTrader expert advisor built around signals from Fractals and Stochastic indicators. Traders can choose to require both indicators or use either one on its own. The listed inputs also allow configuration of position volume, stop…
This Chinese community post describes a daily stock screen requiring an amplitude reading above 1, a daily percentage change between -5% and -4%, and no limit-up session on the previous day. It presents the conditions as a way to identify volatile stocks…
This note outlines a stock screen for beverage and alcohol related companies. It combines turnover between 3% and 12% with an industry classification and measures of buying by large or extra-large orders during the opening auction. The stated rule uses an…
This note describes a Chinese equity screen combining turnover, order book depth, and institutional trading. It selects stocks with turnover between 3% and 12%, displayed best bid volume above best ask volume, and a positive institutional trading measure. A…
This notebook demonstrates a Monte Carlo approach to forecasting stock prices with geometric Brownian motion. It estimates drift and volatility from historical log returns, generates many simulated price paths, and splits the price series sequentially into…
This Chinese-language post describes an equity screen using three conditions: RSI below 65, turnover between 3% and 12%, and at least two limit-up price moves during the prior 500 days. It presents the screen as a way to find stocks with recent strong moves…
The article introduces staking as participation in proof-of-stake networks, where validators help verify transactions in return for rewards. It outlines three routes: staking through a centralized exchange, delegating through a staking pool, or operating as…
A liquidity miner describes using automated market making on crypto pairs, drawing on a traditional finance background and several years of crypto trading. The approach is pure market making: set spreads, monitor inventory, and adjust parameters as…