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 document explains the Kase DevStops indicator as a way to place trend-following stops while accounting for variation and asymmetry in price ranges. It uses a short and a longer moving average to determine trend direction, tracks an extreme price as the…
This article explains how current and historical crypto market data can support risk decisions. It describes volatility measures such as standard deviation and beta, and liquidity indicators including trading volume, order books, market depth, bid-ask…
This post describes a stock screen combining three conditions: turnover between 3% and 12%, a rising KDJ K value, and negative daily returns for three consecutive sessions. The author frames the consecutive declines as a way to look for stocks that may be…
This Chinese-language post describes an equity screen for stocks in the Metaverse theme. It combines a prior-session close above the 250-day moving average with a current control indicator reading above 21. The stated rationale is to focus on a popular…
This note proposes a short-term Chinese A-share screen using daily price range, location, and a reported increase in positions. Its initial conditions seek stocks with intraday amplitude above 1%, exclude Beijing-listed shares, and require today’s position…
This note describes a Chinese A-share stock screen that combines turnover, company size, profitability, and a ranking based on recent money flow. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive…
TrendCollector is described as a forex expert advisor that combines price action, Stochastic crossings, and moving-average conditions. Its logic considers the speed of a fast EMA, the behavior and distance of a slow EMA, and price position relative to that…
This example configures a live market-making strategy for an NVDA perpetual contract on Lighter, using NVDA equity quotes from Databento as an external signal. The strategy combines a configured half-spread with inventory and signal skew, limits position…
This Chinese equity-screening proposal selects stocks with a positive but limited 10-day return, a signal described as major-player control on the previous day, and today’s increase in holdings above 5%. The article interprets the return range as evidence of…
This Chinese stock-screening proposal combines a price-amplitude threshold, simultaneous bullish signals from three technical indicators, and a turnover-rate band of 3% to 12%. It describes the screen as a way to find stocks with price movement and adequate…
ASCTrend is described as a method for identifying market direction from current conditions and setting stops for trades. Its stated aim is to make trend assessment objective by reacting to observed market facts rather than forecasts about what the market…
This proposed A-share screen filters for stocks with turnover between 3% and 12%, market value below 10 billion yuan, no reported losses, and a listing history beyond a stated minimum such as three years. The stated rationale is that an established trading…
The document describes a MetaTrader utility that periodically writes a CSV record containing date, time, balance, equity, and margin. It is attached to a chart and stores the file in the platform’s files directory, with a note that Windows may place it under…
The document describes a Chinese stock selection rule using three daily conditions: amplitude above 1, the day’s maximum decline between 4% and 5%, and an increase in positions above 5%. It frames the combination as a way to find volatile stocks that have…
The document explains an indicator that displays smoothed moving average (SMMA) levels from several timeframes together. Comparing price with lower- and higher-timeframe averages can help traders judge whether market direction is aligned, whether a move may…
The document explains how to configure and run a historical backtest in the Hummingbot Dashboard. Users select a controller, exchange connector, trading pair, and strategy parameters such as leverage, quote allocation, position mode, order levels, spread,…
This stock screen combines three conditions: price amplitude above a threshold, positive institutional-flow activity, and a K value below a threshold from the KDJ indicator. The accompanying examples calculate amplitude from the high, low, and open, sum…
This stock-selection approach ranks shares using two measures: net capital flow and net large-order flow. Each measure is calculated over a period by taking net inflows less outflows and dividing by free-float market capitalization. Higher values are…
This article explains how commissions, fees, taxes, slippage, latency, spreads, liquidity, and market impact can alter a strategy’s backtest results. It contrasts fixed transaction-cost assumptions with linear, piecewise linear, and quadratic models. Fixed…
This article explains why parameter optimization should favor a broad, stable region of good performance over a narrow peak. A broad region suggests the model can tolerate small parameter changes; a sharp isolated peak may reflect a fit to quirks in…
This script description explains how to place a buy limit order at a trigger level set a fixed distance from the current price. It also specifies stop-loss and take-profit distances from the trigger, an optional expiration period, and repeat attempts with a…
This description outlines an automated trading system said to use the Heikin Ashi indicator, with moving-average and stochastic inputs, and to trade using the current candle’s open price. It describes use on daily charts for major forex pairs and Nasdaq…
This post outlines a Chinese equity screening rule using three conditions: turnover between 3% and 12%, a reversal or engulfing-style price pattern, and circulating market capitalization above 10 billion yuan. The text frames the turnover range as a…
This document explains a portfolio management interface for monitoring strategy-level positions, trades, and profit and loss during the trading day. It treats each order source, such as manual trading or a strategy module, as a separate portfolio and…