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
This article describes a customizable stock-selection strategy built around five rules, mainly intended to identify oversold shares that may be stabilizing, with some rules aimed at potential upward moves. It contrasts platform-generated AI strategies, which…
The document explains how TradingView alerts can connect chart conditions and Pine Script strategy signals to automated order handling on an exchange. Alerts may be triggered by price levels, indicator thresholds, or strategy orders. Email can carry alerts…
This Chinese-equity screening rule combines three conditions: daily amplitude above 1, at least two limit-up events during the prior 500 days, and a moving-average alignment condition involving five averages. The article presents the combination as a way to…
This guide explains how to bring market data from an outside provider into QTPyLib for backtesting. The workflow module’s preparation step converts a data frame into the library’s expected format and can write the result as a CSV file. The example uses…
This guide explains how to design, run, and profile Rust benchmarks for trading software. It distinguishes elapsed-time measurement with Criterion, instruction counts with iai, simulated CPU comparisons with CodSpeed, and sampled call-stack profiling with…
This review summarizes research applying machine learning to monthly and annual returns for Chinese A-shares. The study combines stock characteristics, macroeconomic variables, and industry indicators, then compares linear models, tree methods, and neural…
This overview explains how cryptocurrency trading bots automate decisions and trade execution using predefined rules. It describes several possible inputs: technical indicators such as moving averages and RSI, forecasts derived from historical data using…
This debugging example shows why three variables assigned from repeated calls to a function can display the same final dictionary contents. The function updates a global dictionary and returns that same mutable object each time. Each local variable therefore…
This Chinese stock selection post describes a technical screen combining turnover between 3% and 12%, a reversal or engulfing-style candle pattern, and bullish weekly indicators. It defines the weekly condition as KDJ K above D and a positive MACD histogram…
The document proposes a stock screen that ranks securities by capital strength, requires positive returns, and restricts selection to 2021. It suggests using trading volume or turnover as measures of capital activity and mentions a volume-related indicator…
The document describes a Chinese equity screen that selects stocks with turnover rates between 3% and 12%, circulating market values between 5 billion and 10 billion yuan, and a same-day morning star candlestick signal. It presents the pattern as a…
This stock selection example combines a daily price range threshold, return on equity above 15% for five consecutive years, and simultaneous upward crosses of the five-day moving average over the ten-, twenty-, and thirty-day averages. Its final proposed…
This stock-selection idea looks for equities with turnover between 3% and 12%, a reversal-style engulfing or “rebound” candle pattern, and an opening price near the prior ten-day moving average. The formula expresses the opening-price band as within 2% of…
This document describes a guided process for turning a trading idea into a strategy that can be reviewed and tested. It moves through defining the idea, drafting and confirming its logic, generating and checking code, running a backtest, planning parameter…
This expert advisor uses UltraMFI signals to enter trades when a bar closes and the displayed trend cloud changes direction. It adjusts the size of a new trade according to recent results in the same direction: configurable counts of recent buy or sell…
This document is a brief synopsis of a research report on strategic asset allocation and fund-of-funds investing. It says the report covers the research context, an asset-allocation framework, calculation models, and empirical strategy analysis. The subject…
This document is a brief synopsis of a research report on strategic asset allocation and fund-of-funds investing. It says the report covers the research context, an asset-allocation framework, calculation models, and empirical strategy analysis. The subject…
This document presents a technical stock-selection idea based on a morning star candlestick signal and an upward-sloping 30-day average. It treats the candlestick pattern as a possible reversal or buying indication and the rising average as evidence of an…
The document examines how one-minute OHLC backtests can misclassify bracketed trades when a bar touches both the stop and target. Because OHLC records prices but not their sequence within the bar, a tester must assume an intrabar path; real tick data can…
The document presents a Chinese-market stock screen combining positive main-fund net buying during the opening auction, a positive increase in holdings for the day, and a 9:25 price gain below 6%. It suggests that the combination may identify stocks with…
This tutorial demonstrates a supervised learning workflow for hourly EUR/USD data using a k-nearest neighbors classifier. It builds features from price deviations from moving averages, moving-average spreads, momentum, Bollinger Bands, a sample sentiment…
This practitioner report describes experiments using a deep neural network to select stocks for a rapid rotation strategy. The model labels stocks by their subsequent return over a short holding interval, divides outcomes into ranked classes, and uses a…
This assignment analyzes how a stock selection strategy’s exposure to market styles changes over time, then outlines a framework for rotating among factor strategies. The initial analysis uses a small-capitalization selection factor and compares strategy…
This indicator combines a smoothed RSI oscillator, thresholds derived from its recent high and low range, regime coloring, and automatic divergence markings. The described implementation offers several smoothing choices and uses pivot highs and lows to…