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 Chinese-language post outlines an equity screen for companies classified in the metaverse theme. It selects stocks whose actual turnover rate from two sessions earlier falls between 3% and 28%, and whose current control-related measure exceeds 21. The…
This report summary describes a stock-duration factor inspired by bond duration and constructed using company financial data and analyst consensus estimates. It reports that the factor’s cross-sectional behavior varies with market conditions and across…
This document describes an indicator that locates visible price peaks and troughs in historical bars and plots them as support and resistance levels. Users can choose how many levels to show and where to begin, or link supports and resistances by matching…
This overview explains how Delta, Gamma, Theta, and Vega describe different sensitivities in crypto options, with a brief discussion of Rho. Delta measures exposure to the underlying asset’s price; Gamma tracks changes in Delta; Theta describes time decay;…
This proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event during the preceding 25 days, and a previous close above its 250-day moving average. It combines a liquidity or activity range with a recent…
This research note summarizes a study of downside volatility as a measure of portfolio risk and compares it with conventional volatility. It reports that the measures are generally closely related, but their relationship weakens during historically turbulent…
This document describes a MetaTrader 5 expert advisor that monitors the combined profit or loss of open positions and closes them when user-set thresholds are reached. Traders can enable profit-triggered closing, loss-triggered closing, or both, and choose…
This Chinese-language knowledge post explains a mismatch in a sample trailing-stop calculation. The code obtains a holding duration by subtracting the position’s last sale date from the current date, which yields calendar days. It then passes that duration…
This Chinese-language post presents a short-term stock screen using turnover, daily price change, auction return, trading volume, circulating market value, and large-order net flow. The main description calls for turnover between 3% and 12%, a negative…
The document introduces network value to transactions (NVT) as a crypto-market analogue to the price-to-earnings ratio. It defines NVT as market capitalization divided by transaction volume, treating on-chain transfer activity as a rough measure of network…
The post asks whether an ATR-RSI strategy should reset its intratrade high after a stop order closes a position. The displayed logic updates the stored high to the greater of its previous value and the current bar’s high, then calculates a long exit level as…
This stock-selection example combines a daily range filter, a morning-star-style candlestick condition, and a trend filter requiring the 20-day moving average to be above the 120-day moving average. Its accompanying indicator formula also includes a…
This Chinese A-share screening proposal starts with stocks in the robot concept whose circulating market capitalization is below 10 billion yuan and whose daily high-low range exceeds 1%. Its initial momentum condition is that at least one session in the…
This document proposes screening stocks with turnover between 3% and 12%, a positive product of daily price change and large-order net volume, and no limit-up on the prior day. It presents the combination as a way to focus on active stocks where price…
This document describes a China A-share stock screen that selects metaverse-related companies, ranks them by the day’s auction amount, takes the top five, and excludes stocks on the STAR Market. It argues that auction activity can help identify liquid or…
This document outlines a China A-share screening strategy combining recent price range, prior-day appearance on a market trading leaderboard, and a rising moving average. Its rationale is that a larger amplitude may indicate trading opportunities,…
The document describes a short-term news trading setup for a four-digit forex broker. Before a high-impact release, such as a central bank decision or employment report, the script places both a buy-stop and a sell-stop order. The proposed logic aims to…
The described Expert Advisor applies Bill Williams-style indicators in three stages. It first seeks bullish or bearish divergence as a possible trend reversal signal. It may add to a winning position when the Awesome Oscillator prints a specified sequence of…
The document explains how venue adapters connect exchange APIs to a trading system’s shared data and execution engines. It describes the typical roles of HTTP and WebSocket clients, instrument providers, data clients, and execution clients, then shows how…
This Chinese-language forum discussion considers how to demonstrate that a VeighNa trading system can pause trading when account trading permissions are restricted. Participants note that the trader application does not provide subaccount permissions, and…
The document reports a question about inconsistent price bases in a Chinese stock strategy backtest. A user compares adjusted closing prices retrieved from a stock factor data table with a position cost price returned after placing an order. The former is…
The analyzer evaluates closed-trade results from a CSV containing a date and profit for each trade. It reports how much gross profit came from the largest winners at several cutoffs, and calculates the share of net profit attributable to the top N trades. A…
The report compares on-chain behavior around Bitcoin volatility shocks in bull and bear periods. It defines a shock as a day when absolute daily return exceeds two standard deviations above its historical average, then studies 21 shock days in each market…
This document describes an on-chart risk monitor for funded trading accounts. It reports the day’s realized and floating result, starting balance, equity, the share of the daily loss allowance consumed, and remaining room under daily and maximum loss limits.…