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
The strategy combines model-based stock ranking with trend and timing filters for a selected universe of China A-shares. The author describes ranking stocks by predicted prospects, then screening for recent relative strength, liquidity, large-order money…
This document describes a chart dashboard that brings several technical readings together: current and higher-timeframe trend, RSI, ATR relative to its average, a recent high-low channel, average daily range usage, and spread. A combined bias label is…
This scalping indicator combines moving-average alignment with candle retracement levels to generate long and short signals. It identifies a broader direction from several simple and exponential moving averages, then looks for a bar that retraces by a…
This Chinese equity-screening note proposes selecting stocks with amplitude above 1, a main-force-control condition from the prior day, and floating market capitalization above 10 billion yuan. It interprets amplitude as a sign of greater price movement, the…
This document describes a daily, after-close stock screen combining three conditions: amplitude above 1, institutional participation above 30, and more than ten years since listing. It presents the approach as a way to find established companies that show…
This Expert Advisor uses the iFractals indicator to place pending stop orders in the direction of developing price structure. A buy stop is considered when the two most recent upper fractals show the latest one above the preceding one. Its initial stop loss…
This Chinese stock-selection note describes a screen combining daily price amplitude, a prior-day indication of major-player control, and positive net volume from large orders for at least three consecutive days. It presents these signals as a way to find…
The proposed equity screen combines a daily price-range filter, a market-capitalization ceiling of 10 billion yuan, positive net profit across the most recent four quarters, and a positive recent return. The article frames these filters as a mix of price…
This A-share screening recipe selects stocks with daily amplitude above 1%, that were not limit-up or limit-down the previous day, and with a circulating market capitalization from 5 billion to 10 billion yuan. The post interprets amplitude and prior limit…
This tutorial explains how VeighNa’s backtesting engine replays historical daily bars to evaluate an equity strategy. It walks through configuring instruments, interval, dates, and initial capital; attaching a strategy and dated signal table; loading data;…
The document explains a basic MT5 Expert Advisor news filter for XAUUSD. It defines a list of scheduled news timestamps and checks whether the current server time falls within a configurable interval before or after any listed event. While inside that…
The article argues that identifying market turning points consistently is difficult and that missing a small number of the strongest up days can sharply reduce long-term returns. It contrasts steady index exposure with hypothetical timing outcomes in the US…
This short market commentary presents a July 2020 view of Chinese indices and sector positioning. It describes the Shanghai Composite and SSE 50 as correcting while potentially forming daily-chart continuation setups, and says the ChiNext remained in a…
This forum post asks how to implement minute-level backtesting for a stock strategy that receives signals at the daily level and refines exits using intraday prices. The proposed rules would sell a holding after it rises by a specified amount and then…
The document translates David Polen’s bottom-up investment principles into a quantitative stock-selection approach. The original framework emphasizes financially strong companies, ample free cash flow, earnings momentum, valuation based on expected returns…
This Supermind screen selects listed Chinese stocks with price amplitude above 1, circulating market capitalization above 10 billion yuan, and a positive price-to-earnings ratio. The proposed rationale is to combine price movement, company scale, and…
This Supermind stock screen selects main-board Chinese equities associated with the robotics concept. It requires turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a daily maximum decline between 4% and 5%. The…
This proposed Chinese equity screen selects stocks classified in the metaverse industry, with the opening price near the 10-day moving average, and with a nonempty field for an outstanding convertible bond name. The technical condition is presented as a…
This guide outlines Australian crypto tax reporting at a high level, describing the financial-year calendar, filing deadlines, and the general distinction between crypto activity treated as capital gains and activity treated as income. It says taxpayers…
The discussion addresses how a strategy can show more losing trades than winning trades while its cumulative account value still rises. The reply explains this through the aggregate size of gains and losses: a smaller number of sufficiently large wins can…
This Chinese stock selection proposal combines three filters: at least five moving averages converge, KDJ has just formed an upward crossover, and the stated 2019 dividend ratio exceeds 25%. The explanation interprets moving average convergence as possible…
This document describes an Expert Advisor that trades from Stochastic indicator signals. Users configure upper and lower signal levels and choose which bar to compare with the current bar. The description does not specify the exact entry rules, so the signal…
This Freqtrade strategy uses three Supertrend direction signals to confirm each trade. It enters a long position when all three buy-side indicators point up and volume is present, and marks an exit when all three sell-side indicators point down with volume…
The document describes an A-share stock screen that combines a 14-period RSI ceiling with the sign of price change multiplied by a five-day proxy for large-order flow. It also filters for positive auction-period price movement and buying activity, minimum…