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 targets companies in the metaverse industry whose opening price is near or above a ten-day moving average and whose reported daily position growth exceeds five percent. The article frames the moving-average condition as a…
The article explains backtesting as a way to replay trading rules on historical data, check whether signals and logic behave as intended, and expose strategy defects before deployment. It emphasizes that historical simulation can test market assumptions, but…
This teaching example outlines a basic arbitrage strategy for digital-asset spot markets across multiple exchanges. It gathers account balances and quotes, adjusts buy and sell prices for exchange fees, and compares venues to find opportunities to buy on a…
This document describes a MetaTrader expert advisor that trades from signals produced by a separate Fractals at Close prices indicator. The indicator must be installed in the platform’s indicators folder before the advisor can use it. The source does not…
This expert advisor uses one moving average to define a price channel. The upper boundary is the moving average plus a configurable ceiling, and the lower boundary is the moving average minus a configurable floor. It reads the moving average and current…
The document shows a sell-order function that calls an exchange API inside a try/except block. The reported order is rejected because its limit price is below the stated minimum. The author expects the rejection to enter the exception handler, which cancels…
This Chinese-language post describes an equity screening idea that combines three conditions: RSI below 65, KDJ’s K line below 20, and a positive product of daily price change and net volume attributed to very large orders. The author presents RSI as a…
This stock-selection approach combines a market-capitalization ceiling, positive profitability, recent limit-up activity, and a price-range condition. The stated idea is to find relatively small companies showing strong recent price action while excluding…
This stock screen combines three consecutive declining sessions with a daily price range above one percent and a stated turnover-rate band of two to nine percent. The document presents the conditions as a way to find shares with short-term downward momentum…
This note proposes a short-term A-share screen based on daily price range, relative volume, and a ranking for net large-order flow. The written rule calls for amplitude above one, relative volume between 1.5 and 6, and a high large-order net-volume ranking.…
The document explains how to form and evaluate long-short stock portfolios, focusing on pairs trading. It compares hedge-ratio methods: ordinary least squares minimizes portfolio variance under a correlated random-walk and Gaussian framework, while total…
This opinion article argues that quantitative trading is a tool used by larger market participants rather than the primary force setting a stock's longer-term direction. It describes how large orders might trigger automated buying or stop-driven selling,…
This opinion article argues that quantitative trading is a tool used by larger market participants rather than the primary force setting a stock's longer-term direction. It describes how large orders might trigger automated buying or stop-driven selling,…
The document describes an Expert Advisor built around a dynamically calculated moving average whose period grows from a price-line intersection until the next intersection, then resets. A long signal occurs when a signal bar closes above the line after the…
The Volatility Stop Oscillator is a volatility measure described as drawing on Thomas Bulkowski’s selling guidance. It has two configurable inputs: a calculation period and a multiplier that sets the line’s deviation relative to price. Its calculation takes…
This document describes a bootstrap test for judging whether a strategy’s average closed-trade result appears distinguishable from chance. It repeatedly resamples the observed trades with replacement, computes the average for each resample, and uses the…
This document presents an optimization-based alternative to a simple top-ranked stock strategy. It describes using Qlib’s EnhancedIndexingStrategy to seek a balance between portfolio return and tracking error against a benchmark, with correlation and…
This stock screen combines three technical conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and RSI below 65. The document presents these as a way to find volatile shares with a possible upward trend…
The document proposes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and a listing age above a user-defined threshold. It frames amplitude as…
This guide explains how long-short equity portfolios combine stocks expected to rise with stocks expected to fall. It discusses possible return sources, including security selection, market timing, and exposure to factors such as value, growth, momentum, and…
The document implements a shooting star candlestick detector for equities and turns qualifying patterns into short entries. It tests candle color, wick and body proportions, a recent upward move, and confirmation from the following candle. A qualifying…
This brief EA description says ExFractals relies on a custom ExVol indicator, but does not explain how that indicator generates trading signals. Its practical detail is concentrated in trade management: separate stop loss, take profit, and trailing settings…
This project presents a prototype for managing supply and demand zones in an automated trading framework. Qualified zones retain information about their lifecycle, structural quality, and interactions with price. A decision engine applies validation filters…
This document explains a MetaTrader expert advisor that closes open trades for the chart’s symbol when price reaches a moving average. In Stealth Mode, buy trades close when the bid is at or below the average, while sell trades close when the ask is at or…