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.
79,386 documents
This Chinese equity screen combines a turnover rate between 3% and 12%, an outside-to-inside trading volume ratio above 1.3, and displayed buy volume greater than sell volume. The article presents the filters as a way to find actively traded stocks with…
The third-generation XMA is presented as a moving-average variant designed to reduce lag as the averaging period increases. The method is attributed to Dr. Manfred Dürschner, and this implementation uses a parameter value of lambda equal to 2; the source…
This short-term stock-selection proposal combines three conditions: MACD above zero, upward separation of the day’s moving averages, and an opening auction return between -2% and 5%. The indicators are intended to capture positive price momentum and…
This stock-selection idea filters for daily price amplitude of at least 1%, turnover above 2% and no more than 9%, and a closing price between the middle and upper Bollinger Bands. The post presents these conditions as a way to find actively traded, volatile…
This Chinese stock-selection post describes a screen for companies with positive MACD, year-over-year net profit growth above 20% and at most 100%, market capitalization below 10 billion yuan, and no reported losses. Its rationale is to combine price…
ColorXATR is a chart indicator that smooths the Average True Range and displays the result as price-chart points. Its color is intended to distinguish strengthening trends from weakening ones: red indicates strengthening and yellow indicates weakening. Users…
This beginner guide introduces common programmed trading approaches: arbitrage, trend following, grid or return strategies, and high-frequency trading. It also distinguishes system designs that handle one or many symbols, accounts, or strategy logics. For…
This tutorial surveys support vector machines, k-nearest neighbors, naive Bayes, and the perceptron as lightweight classifiers for relatively small datasets and feature sets. It explains SVM’s maximum-margin boundary, the role of support vectors, soft…
This Chinese stock-screening example combines three filters: a metaverse concept label, a close above the previous session’s low, and a recent high-price move intended to identify a limit-up event. It presents equivalent indicator and Python-style…
This documentation explains that Hyperliquid index perpetual contracts use a calculated index as the underlying reference instead of a spot asset price. Validators periodically publish index values to the chain, and the median of their reports substitutes…
This Supermind community post proposes selecting equities with RSI below 65, free-float market capitalization between 5 billion and 10 billion yuan, and a “main uptrend start” condition. It defines the latter through a price position within the recent…
This Chinese community post describes an equity screen requiring amplitude above 1, prior-day “main force control,” and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify stocks with near-term…
This note presents a Chinese equity screen using four conditions: amplitude above 1, current volume above 10,000 lots, a higher open, and the 20-day moving average above the 120-day moving average. It interprets amplitude as a measure of price activity,…
This reference explains how to model an exchange-defined crypto futures spread as one tradable instrument. It lists required metadata such as the underlying asset, quote and settlement currencies, venue symbol, strategy type, activation and expiration times,…
This short note describes an elementary trailing-stop function for managing orders. It explains that the function can identify which orders it should manage by checking the financial instrument and, optionally, the order comment and magic number. These…
This note describes a basic Chinese equity screen that selects stocks with daily amplitude above 1, prior-day turnover above 60 million, and price above its five-day moving average. It frames the filters as a combination of price activity, trading liquidity,…
The document describes a MetaTrader 4 indicator that displays Supertrend direction across selected chart timeframes. Colored lines show bullish or bearish conditions, while arrows mark potential buy and sell signals. Its stated purpose is to help traders…
This configuration specifies a Qlib workflow for training the HIST model on Alpha360 features for CSI 300 stocks and evaluating its signals in a portfolio backtest. The data handler normalizes features, fills missing feature values, drops rows without…
This post describes a stock screen pairing a minimum daily trading range with return on equity above a threshold for five consecutive years and at least one large one-day gain during a recent trading window. The intended combination seeks companies with…
This proposed A-share screen combines a market-cap ceiling, positive net profit, an RSI threshold, and positive afternoon large-order net inflows. The intended rationale is to pair a basic profitability constraint with a price indicator and a measure of…
This post proposes a Chinese stock screen using three filters: a turnover-ratio ranking among the top 100 stocks, a positive but capped return over the past ten days, and an opening price gain below a stated ceiling. The intended idea is to combine relative…
This April 2020 market note combines valuation, trading activity, sentiment, sector flows, and style factor monitoring to assess Chinese equities. It describes subdued market turnover and relatively low overall valuations, while agriculture-related stocks…
This Chinese equity screening idea combines RSI below 65, first-level bid volume greater than first-level ask volume, and a rounded price pattern described as an arc. The article interprets the RSI threshold as identifying a potentially oversold condition,…
This forum question concerns adding a moving-average exit condition to an AI stock-selection backtest. The proposed logic waits until a minimum holding period has passed, then examines positions in reverse StockRanker prediction order and sells eligible…