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 guide explains how an exchange API key lets trading software interact with a cryptocurrency account without using the account’s email address or login password. In the OctoBot example, the key is used to read wallet balances and to view, place, and…
This stock-screening note describes ranking equities by capital strength and market popularity, then selecting those that recorded at least two limit-up sessions within a 500-day lookback. It treats these measures as signs of investor attention and stock…
This reference explains how to represent a contract for difference as a trading instrument. A CFD tracks an underlying asset without transferring ownership; the venue determines its quote currency, precision, increments, order limits, margin settings, and…
This stock-selection rule builds a candidate pool from shares with daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and a product of price change and a large-order flow measure above a threshold. The accompanying rationale…
The document explains a utility for recording an Expert Advisor’s backtest equity data in a history file, then viewing that data as an offline chart. The workflow creates an instance of the class, updates it on each tick, saves the data when the test ends,…
The ATR_MA_Oscillator is described as an oscillator modeled on OsMA, but applied to the Average True Range. Its proposed role is as an additional exit signal: a crossing of the zero line can help close a position while seeking to retain more of its gains.…
This stock selection method looks for shares with a daily price range above 1%, excludes shares that closed at the limit on the previous day, and requires the current session’s auction move to fall between -2% and 5%. The post presents the conditions as a…
This document describes a chart-based trading script that opens a sell position from a chosen cash amount rather than a manually specified lot size. The script calculates the corresponding lot quantity and then submits the trade, making the requested…
TuyulGAP is described as a MetaTrader 5 expert advisor for trading potential price gaps at the start of a new week. Before the Friday market close, it places opposing buy-stop and sell-stop orders around a range defined by the highest high and lowest low…
The document explains market making as continuously quoting buy and sell prices and trading against customer orders to provide immediacy and liquidity. A simple futures example illustrates spread capture when both sides fill, while showing that an adverse…
The document explains how to run tested trading programs without continuous supervision using the TqSdk environment. It covers prerequisites, configuring a live futures account, writing logs to files, closing the API cleanly, and avoiding broad exception…
The document introduces tactical asset allocation (TAA) as a systematic, relatively low-frequency approach to adjusting a diversified portfolio. It contrasts TAA with both buy-and-hold investing and short-term trading, and describes potential benefits such…
This indicator study compares three exit rules applied to the same Turtle-style Donchian breakout entries: an ATR trailing stop, a shorter exit channel, and a fixed profit target. Entries occur when a closed bar first crosses beyond the previous channel;…
This Chinese stock-selection proposal combines a MACD reading above zero, three consecutive down days, and a price gain below six percent at 9:25. Its rationale is to find stocks with a positive broader technical signal that have recently weakened, while…
This Chinese equity screen pairs a positive but capped ten-day return with a measure of trading activity: yesterday’s turnover rate multiplied by the ratio of today’s auction volume to yesterday’s volume. The post describes sorting by this activity measure…
This Chinese equity screening idea combines three signals: more than two daily limit-up events in the past ten days, a reported increase in holdings above five percent, and consideration of the company’s nature or characteristics. The post frames recent…
This Chinese equity screen combines price amplitude above 1, company scale above 200 million yuan, and a dividend ratio above 25% for 2019. The article presents these conditions as a way to identify larger companies with substantial price movement and a high…
This Chinese equity screen combines daily price amplitude above 1, at least one limit-up event during the prior month, and an initial market-cap ceiling of 10 billion yuan with a requirement that the company has no losses. The article then revises the…
This note describes a Chinese A-share stock screen combining a turnover ratio from 3% to 12%, appearance on the prior day’s trading leaderboard, and a current low below the previous day’s low. The leaderboard condition is used as a proxy for market…
This Chinese equity selection concept combines three elements: ranking stocks by capital or trading strength, considering company characteristics, and looking for a shortening MACD histogram below zero on a 15-minute chart. The note associates higher volume…
This Chinese equity screen selects stocks priced below 12 yuan, with a positive return over the previous 10 days that remains below 35%, and a measure of price movement above 1%. The note presents the conditions as a way to combine recent upward movement, a…
This Chinese equity screen combines a stated turnover range of 3% to 12% with a reversal, or “recovery,” pattern, while excluding stocks that hit the upper price limit the previous day. The note also includes formula conditions involving price movement,…
This stock screen combines a price ceiling, a 20-day moving average above the 120-day average, and a capital-strength ranking based on the volume ratio. The post describes selecting from the top 100 stocks by that measure. It interprets the moving-average…
This proposed stock screen combines three conditions: at least five moving averages overlap, the company meets a chosen ownership-type criterion, and the stock has hit its daily price limit more than twice within ten days. The post interprets moving-average…