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 Expert Advisor described uses a stochastic-style indicator, StepSto_v1, to generate trades at bar close. A deal signal occurs when the purple signal line crosses the orange indicator line in the relevant direction. The purple line’s position relative to…
The document describes a simple trading indicator for changing the stop-loss price across all positions associated with the currently selected symbol. The user sets a target stop price, and the script applies that price to the positions as a group. This is a…
The document describes a stock selection rule combining three filters: daily high-low range exceeding 1% of the previous close, a stock code beginning with 60, and a listing age above a stated threshold. It presents the first two filters as ways to find more…
This article outlines a directional strategy for Chinese equity index futures based on a schedule of daily long, short, or no-trade signals prepared in advance for the week. It describes opening an initial position around 10 a.m., adding to it around 2 p.m.…
This article describes an A-share stock screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and weekly MACD above zero. It presents the combination as a way to screen for liquidity and technical strength, then gives…
This introductory guide explains that Bitcoin trading takes place across exchanges, over-the-counter markets, and derivatives platforms, with markets operating around the clock. It outlines basic setup steps such as selecting a platform, registering and…
This document outlines a short-term stock selection screen for Shenzhen Main Board shares. It combines a daily amplitude threshold above one with a condition described as main-force control on the prior day, then filters for price-to-earnings ratios from…
This code describes position buffers used in a trading system’s position sizing and portfolio processes. It supports three configured methods: forecast-based buffers, position-based buffers, and a nominal small buffer when buffering is disabled or an…
The document briefly describes a grid trading robot that places pending orders at equal price intervals. When the market moves against an opened lot, it places an order in the opposite direction with a larger lot size. The robot begins with a minimum lot…
The document outlines an equity selection rule combining amplitude above one, a rising bottom pattern, and a reversal or engulfing-style signal. It describes the first two conditions as ways to characterize price movement and the reversal condition as a…
This forum post raises a position-reconciliation problem in a portfolio strategy. The example begins with a short position of twelve contracts and a target holding of ten long contracts. The intended sequence is to close the short and then open the long, but…
This overview presents fixed-income-plus investing as a way to seek steadier returns by combining bonds and equities. Its central portfolio argument is that historically low, often negative, correlations between Chinese stocks and bonds can let an…
This DAX strategy seeks directional moves by combining the angle and slope of exponential moving averages. It calculates an angle from a 10-period average across 15 bars, then uses a second average’s slope and a smoothed trigger to define long and short…
This document describes a Chinese equity screen for metaverse-related stocks. It combines a close above the previous session’s low with specified price-to-earnings and price-to-book ranges, and limits the universe to Shenzhen main-board stocks. The…
This document describes a lightweight MT5 tool for placing and managing manual scalping trades from the keyboard. The listed shortcuts map keys to buy, sell, close, and break-even actions, allowing a trader to issue common commands without navigating trading…
This essay draws on Nassim Taleb’s The Fool’s Random Walk to argue that decisions should account for chance, uncertainty, and the role of luck in apparent success. For traders, its central distinction is between counting probabilities and gambling on…
The document presents a Chinese stock screen using turnover, circulating share capital, and a historical dividend payout ratio. Its initial criteria specify turnover between 3% and 12%, circulating shares no greater than 5.5 billion, and a 2019 payout ratio…
The document describes an Expert Advisor that places a pending buy-limit or sell-limit order at the value of a moving average, identified as MA(590-M1). As the moving average changes, the pending order is amended to follow it. Once filled, the order is left…
This 2020 investment analysis argues that Hong Kong equities looked attractive after the Hang Seng Index’s price-to-book ratio fell below one during the pandemic selloff. It compares prior episodes of the index falling below or nearing book value and reports…
Trend Arrows plots a moving support or resistance level as dots on a price chart. It uses an average price over a selected amount of data to calculate its values. During a downward trend it displays resistance dots; during an upward trend it displays support…
This study examines how exposure to international trade relates to US stock returns. It uses industry transportation costs as a measure of globalization exposure, sorting stocks into portfolios and comparing their excess returns. The reported evidence…
This automated strategy places three buy stops and three sell stops when the current close is inside the Bollinger Bands and there are no pending orders. The orders are arranged in steps, with separate take-profit settings for each buy and sell pair. A stop…
This article proposes a Chinese equity screen combining price movement and fundamental filters. Its initial conditions look for stocks with intraday amplitude above one, a positive weekly MACD bar, and a daily low roughly 4% to 5% below the prior low. The…
A trailing stop market order adjusts its trigger to maintain a fixed offset from market prices as they move favorably. Once the trigger is reached, it submits a market order, making this approach useful for protecting gains while allowing a position to…