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 proposes screening Chinese stocks by amplitude above 1, turnover between 2% and 9%, and a daily maximum decline between 4% and 5%. The stated aim is to find active, volatile stocks that may offer rebound opportunities after a sharp drop. It…
This technical reference implements the bivariate Joe copula, a dependence model with a parameter theta in the range from 1 upward. It provides formulas for the copula cumulative distribution, density, and conditional probability, along with a sampling…
This note describes a short-term Chinese equity screen combining amplitude above 1, a 9:25 price gain below 6%, and a positive change in the KDJ K value. The stated rationale is to find volatile stocks showing improving technical momentum, with stable…
This stock-selection rule filters for securities with turnover rates in a specified range, codes beginning with 60, and an area field that does not identify Beijing. The accompanying rationale is that the turnover range may help focus on stocks with a…
This Chinese A-share screening strategy combines three technical conditions: daily amplitude above the stated threshold, the latest close moving above a five-session average, and a recent limit-up event within roughly one month. The accompanying explanation…
This Expert Advisor description presents a trend-following system based on a fast and slow moving average. It enters long when the fast average crosses above the slow one and price closes above the fast average; the short setup reverses those conditions.…
The document describes an equity screen that combines turnover between 3% and 12%, a reversal-style price pattern, and return on equity above 15% for five consecutive years. Its example formula also requires the KDJ indicator’s K value to exceed its D value,…
The document explains the Turtle trend following system as a mechanical futures approach intended to limit discretionary decisions. It covers liquid market selection, volatility based sizing using ATR, and Donchian channel breakout entries. A short term…
This note describes an equity screen combining daily amplitude above one percent, an indicator interpreted as main-fund control on the previous day, and first-level bid volume greater than first-level ask volume. It frames these as technical and order-flow…
This note presents a technical stock screen using three conditions: daily amplitude above one percent, weekly MACD above zero, and a rising K value in the KDJ indicator. It describes the combination as a way to identify stocks with a favorable short-term…
This note describes a Chinese stock screening rule that combines daily price amplitude above one percent, a stock code beginning with 60, and a nonempty name for an outstanding convertible bond. The code examples show how to express these filters and rank…
This Chinese-language post proposes screening equities using three conditions: recent added-position share above 5%, a daily maximum decline between 4% and 5%, and a dividend ratio above 25% in 2019. It interprets the flow measure as evidence of investor…
This utility calculates a position lot size from either a percentage of account equity or a fixed risk amount, using a user-entered stop distance. For forex, the tool accepts stop loss in pips and adjusts the input for five-digit broker quotes. For…
This article describes a monitoring upgrade for a cryptocurrency futures Martingale strategy used with Binance Futures and dYdX bots. The first version showed limited position information and plotted realized profit and loss without accounting for floating…
The document proposes screening Chinese shares using amplitude above 1, a ratio based on yesterday’s turnover rate and today’s auction volume relative to yesterday’s volume, robotics-concept membership, and circulating market value below 10 billion yuan. It…
The document explains trailing stops that follow mark price after immediate placement or after an activation price is reached. A short-side trailing stop tracks the highest mark price and triggers when price falls by a chosen fixed distance or percentage; it…
The document describes a Chinese stock screen combining daily amplitude above 1, a morning-star-related condition, and a closing price below 12 yuan. It presents the pattern as a short-term trend signal and the price ceiling as a way to select lower-priced…
This document describes a speculative A-share screen combining a large daily price range, a recent single-day gain of at least 10% within a 25-session window, and a limit-up event associated with 2021. It frames the conditions as a way to identify stocks…
This document describes a short-term A-share stock screen. It selects stocks with turnover between 3% and 12%, an opening price near the 10-day moving average, a latest close at or above that average, and a MACD reading below zero from two sessions earlier.…
This expert advisor opens trades when price crosses a manually drawn trend line. The line’s name determines direction: a line marked for buying triggers a buy, while one marked for selling triggers a sell. The system permits one trade in each direction;…
This document describes an on-chart reference panel for checking the characteristics of a traded instrument and its current market state. It brings together quoted prices and spread with contract parameters such as tick and point units, monetary tick value,…
The document outlines the basic steps for staking HYPE through HyperCore. Users need HYPE in their HyperCore Spot Balance, moving tokens from HyperEVM first if necessary. They then transfer HYPE to a Staking Balance and choose a validator. The stated lockup…
The document describes a rules-based gold strategy that buys after the CME’s daily maintenance break, holds for a fixed period, and uses a volatility-scaled stop. It reports an eleven-year hourly-data study: the first hour after the daily reopen showed a…
The document explains how to run strategy backtests in OctoBot: choose a profile, download historical market data, select a data file, run the simulation, and review performance summaries, charts, and individual trades. It describes how the starting…