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
The document explains automated trading bots as programs that use market or other data to analyze conditions and place trades under a configured strategy. It describes potential benefits such as faster, more frequent execution and less emotion-driven…
The post proposes a Chinese equity screen using turnover between 3% and 12%, a positive return over ten days below 35%, and a dividend payout ratio above 25% for 2019. It says to select stocks before 10 a.m. and presents the dividend filter as a way to…
The article outlines how Amberdata datasets can be accessed through Snowflake, Google Analytics Hub, and Databricks. It frames these integrations as a way for institutional researchers and traders to work with historical and fresh digital-asset data using…
This article describes a backtesting indicator for evaluating exit distances on a supplied trading signal. It simulates a single-unit position, closes equal portions at up to three take-profit levels, and exits the remaining position at the first stop level…
The forum exchange addresses whether a backtest for Shanghai Futures Exchange instruments needs to distinguish between closing a position opened the same day and closing one opened earlier. The question comes from a trader analyzing fill prices in a trade…
This Chinese-language post outlines a proposed screen for mainland Chinese exchange-listed stocks in the metaverse industry. It selects names among the five highest by the day’s auction trading value, then requires the weekly five-period moving average to…
This market report surveys Bitcoin’s first quarter of 2025, linking sharp price movements to macroeconomic developments, regulatory news, security events, and institutional activity. It discusses a peak near $109,000, subsequent pullbacks, a major exchange…
This report presents a short backtest of a large-cap stock strategy attributed to a multi-agent AI trading bot and compares it with SPY. The stated test ran from January 4 to January 15, 2026, using Yahoo data and a universe of large technology and other…
The document describes a daily stock screen based on three conditions: a high-to-low range greater than one percent, a reversal or engulfing-style pattern, and a close above the previous day’s low. It presents these conditions as a way to find stocks whose…
The document introduces the information in a candlestick: the open and close define its body, while the high and low define its wicks. It classifies candles as bullish, bearish, or neutral by comparing closing and opening prices. These descriptions apply to…
The post describes a stock-selection screen based on turnover between three and twelve percent, appearance on a market trading list the previous day, and a negative MACD reading from two days earlier. The accompanying formula adds further filters involving…
The document proposes a stock screen combining daily range, a calendar-year filter, and bullish price and volume conditions. Its written description calls for stocks with an amplitude above one percent during 2021 and a positive weekly candle. The…
The document explains the Detrended Price Oscillator (DPO) as the difference between a closing price and its simple moving average over a chosen period. By subtracting the moving average, the indicator filters out some of the broader price direction,…
This Chinese equity screening note combines three conditions: turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and an auction-period price change greater than -2% and less than 5%. It frames the filters as a way to…
This report excerpt reviews several Chinese equity strategies for the week ending around July 19, 2020. It says valuation and quality factors performed relatively well while momentum weakened. The CSI 300 and CSI 500 enhanced portfolios both declined for the…
This brief indicator description explains Acceleration Bands, attributed to Price Headley, as bands derived from the daily price range. It identifies two configurable inputs: the calculation period and a factor that controls how widely the bands expand. The…
This note describes a Chinese equity screen requiring turnover between 3% and 12%, a stock code beginning with 60, and a nonempty name for an unredeemed convertible bond. The stated rationale is to focus on stocks with a specified level of trading activity…
This document describes a function for producing directional signals from the OsMA indicator: one return value represents a buy and another represents a sell. It says the function can be included in an expert advisor and called to check the current signal.…
This indicator presents the standard stochastic oscillator's %K and %D lines together with a histogram showing their relationship. Histogram colors distinguish whether %K is above or below %D and whether it lies above or below the configured overbought and…
This post outlines a Chinese A-share screen combining membership in a metaverse-related category with a turnover-based condition, a technical signal, market-cap ranking, and a valuation filter using PEG. It also sketches a Python workflow that retrieves…
ColorMFI_X20_Cloud is a chart indicator that adds adjustable background shading to overbought and oversold regions. Its inputs define five reference levels around the middle of the indicator range, including upper and lower thresholds and more extreme…
This annotated strategy describes a directional grid that can operate buy-first or sell-first. In buy-first mode, it places a sequence of buy orders below an initial price at fixed intervals. When a buy fills, it places a sell order above that fill by a…
This market commentary connects Federal Reserve easing, Bitcoin price prospects, spot ETF adoption, and options volatility. It contrasts a possible short-term volatility surge with a longer-term decline as institutional ownership grows. For a bullish…
This stock-selection idea screens Chinese equities for four conditions: membership in the metaverse theme, positive net buying by large participants during the opening auction, a robotics concept association, and circulating market capitalization below 10…