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 overview explains how AI quantitative investment platforms combine machine learning, deep learning, and natural language processing with financial data analysis. It describes a general workflow in which platforms collect and process market and financial…
The document describes an MQL4 script for managing open positions across a configured basket of currency pairs. The script checks positions against the defined pairs and order types, then closes qualifying positions when their profit exceeds a specified…
The document explains a kill switch that stops a trading bot when its calculated performance crosses a user-set profit or loss threshold. The threshold can be configured in the bot or its client settings file, and the performance calculation follows the same…
This Chinese stock-selection article proposes combining a daily price-range filter, a dividend-yield condition based on 2019 data, and a turnover band. The intended screen seeks shares with notable price movement, a relatively high dividend measure, and…
The document describes an indicator that marks bullish and bearish order-block zones from price swings, then tracks when price crosses their boundaries. It defines zones from price levels preceding upward or downward breaks of detected swing highs or lows.…
The document shows a Pine Script strategy that enters long when a short-period RSI crosses below a threshold, then closes when price rises above an exponential moving average or falls to a fixed percentage below the recorded entry price. The author’s…
The document describes a trading-platform button that closes all open positions across instruments in one action. It focuses on the control logic used when an order cannot be closed: the revised approach checks the platform’s last error and stops processing…
This article outlines a stock screen for shares with turnover between 3% and 12%, codes beginning with 60, and a MACD value below zero two trading days earlier. The stated rationale is to combine a moderate activity filter with a lagged technical indicator…
This stock selection proposal combines three technical filters: an intraday range above a threshold, a positive ten-day return capped below a stated upper bound, and weekly MACD above its zero line. The article presents volatility as a way to identify active…
This stock selection proposal combines price trend, trading activity, opening strength, and recent returns. It describes choosing shares whose price is above five moving averages, with current volume above the stated threshold, an opening price above the…
This Chinese stock screening proposal combines daily price movement with a measure of large-order activity. It selects stocks with an intraday range above a stated threshold, a three-session consecutive limit-up pattern described as occurring yesterday, and…
The discussion addresses how a spread strategy should handle ticks arriving at different times for multiple contracts. It describes a latest-available-data approach: cache each leg’s most recent tick and recalculate the spread whenever any leg updates. This…
This community post outlines a Chinese stock-selection idea that ranks shares by a measure of capital strength, looks for a morning-star pattern associated with a bullish reversal, and limits the 9:25 a.m. price gain to below 6%. The author presents capital…
This community post proposes a screen for Chinese equities combining a market capitalization below 10 billion yuan, no reported past losses, a positive intraday increase in holdings above 5%, and an auction-stage price change between negative 2% and positive…
The document introduces Altman's Z-score as a composite financial-risk measure built from five ratios: working capital, retained earnings, earnings before interest and taxes, market equity relative to liabilities, and sales, each scaled against assets except…
This A-share screening idea combines three conditions: daily amplitude above 1%, a ranking by individual-stock heat, and a 9:25 a.m. gain below 6%. The accompanying explanation treats amplitude as a sign of activity and stock heat as a proxy for market…
This proposed equity screen combines three filters: at least five moving averages are said to converge, the stated 9:25 price gain must remain below a threshold, and the company must have had a high dividend payout ratio in 2019. The post presents…
This research note describes extending mean-variance portfolio allocation with higher-moment information, especially co-skewness and co-kurtosis among assets. Mean and covariance alone can miss differences in joint tail behavior: portfolios with similar…
This A-share screening approach selects stocks with daily amplitude above 1, RSI below 65, and a daily percentage change below 2.6% but above -5%. The document frames the amplitude condition as finding stocks with notable price movement, while the RSI filter…
This document describes an MT4 indicator intended to help traders think about positions and risk in percentage terms instead of monetary amounts. Its rationale is behavioral: traders with the same plan and market information may act differently because…
This A-share screening idea combines three conditions: RSI below 65, MACD above its zero line, and at least two limit-up moves within a 500-day lookback. The document interprets the RSI filter as avoiding overly heated conditions, the MACD condition as…
The proposed stock screen combines three conditions: amplitude above 1, at least one daily gain of 10% or more within the previous 25 trading days, and company scale above 200 million. The text frames these as filters for active price movement, recent…
This overview explains why financial institutions may consider digital assets and surveys market structure, asset categories, trading venues, and regulatory developments. It contrasts crypto markets with traditional finance, emphasizing continuous global…
This indicator groups closing prices from a user-selected lookback window into equal-width intervals and plots their frequency as a histogram. Users choose the sample count and number of bins; the example settings use 150 observations divided into 30…