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 document describes an A-share screen combining metaverse industry membership, a rising 30-day moving average, and a 15-minute MACD condition. The stated MACD rule looks for a shortening histogram under specified comparisons between the current and prior…
This indicator defines order blocks using displacement: a bullish setup requires a bearish candle followed by a bullish candle that closes above the prior high with a sufficiently large body; bearish conditions mirror the rule. The block spans the full range…
This note presents a Chinese equity screen that combines metaverse-theme membership, positive net buying attributed to major participants during the opening auction, and a MACD value above zero. It gives a formula for calculating MACD from 12- and 26-period…
This document describes a MetaTrader 4 toolkit that combines chart information, support and resistance drawing, order planning, and chart controls. Its money-management panel lets a trader position entry, stop-loss, and take-profit lines, inspect the…
This note describes a Chinese equity screen for stocks in the metaverse theme. It selects names whose prior-day actual turnover is between 3% and 28% and whose current-day return is positive, with the return calculated from the close relative to the previous…
This stock screen combines three conditions: rank stocks by volume ratio and retain the top 25, require limit-up events over the stated 25-day period, and select stocks whose 30-day moving average is rising while the close remains above it. The article…
This stock selection method combines price amplitude, a low KDJ reading, and the weekly MACD histogram. The stated rules screen for amplitude above 1, K below 20, and a positive weekly MACD histogram, aiming to find volatile stocks that may be poised for a…
This description outlines an automated trading system that combines RSI, moving averages, and stochastic indicators. It says the EA operates using the price of the currently open candle and can be applied across timeframes to major forex pairs and NASDAQ…
This document is a QuantStats tear sheet comparing a strategy labeled “vwap-plain” with SPY over January 4–9, 2026. It reports a 0% total return for the strategy, a 0.12% maximum drawdown, a 0.76 Sharpe ratio, and 50% time in the market. The benchmark’s…
This study proposes a market mechanism for trading data products by separating data ownership from the right to use the data. Ownership is divided into tradable units to support liquidity, while use rights remain indivisible and go to an end user. The…
This indicator estimates the expected value of a long trade held for a fixed number of bars in two ways. Its empirical engine repeatedly samples overlapping historical trades, optionally applying take-profit and stop-loss rules, then calculates average…
This trading system enters when fast and slow moving averages cross while the Commodity Channel Index crosses its zero line in the same direction. It exits when the moving averages cross back. A stop loss is set using the Average True Range from the most…
This Chinese-language post outlines a daily stock screen focused on companies classified in the metaverse industry. It combines a newly formed KDJ bullish crossover with positive net buying attributed to large orders, and also specifies turnover, volume,…
This document describes a trading robot for major forex pairs and Nasdaq stocks, intended to operate on a daily chart. It says the EA uses the current candle’s opening price and offers fast and slow moving-average settings, stop loss and take profit…
The document outlines a trade-opening function for a trading platform. It says the function derives an opening price, take-profit levels, and a stop-loss from user parameters and symbol information, then assembles a trade request containing details such as…
This guide describes setup paths for connecting a Rust or Python application to Lighter through a live trading node. It recommends establishing public market-data subscriptions first, using tester actors to check client wiring, and then adding an execution…
This description explains an expert advisor that maintains configurable grids of pending orders above and below the current market price. Traders choose the number of orders per side, spacing, lot size, slippage limit, and the order types used on each side.…
The document explains how a simulated trading engine processes each market-data point in three stages: the exchange matches existing orders against the updated market, strategies receive the data and can issue commands, and venues settle eligible commands…
The document describes a simple expert advisor that trades when the Relative Strength Index crosses configured thresholds. It opens a buy when RSI crosses the lower level upward and a sell when RSI crosses the upper level downward. To reduce signals caused…
The document introduces Kase DevStops as a stop-setting approach that considers properties of price range beyond a simple fixed threshold. It highlights variation in range, described through variance or standard deviation, and skew, described as the extent…
The document describes a long-only GER40 strategy on a four-hour chart. Its written description says to buy when price is below the 200-period EMA and above the 50-period EMA, with a linear regression slope filter, then exit when price is above the 28-period…
This essay argues that trend following can exploit the tendency of traders to seek high win rates, take profits early, and let losses run. It recommends simple, rule-based systems that avoid future information and do not depend on extensive parameter tuning.…
This experimental cryptocurrency strategy combines CCI, RSI, MFI, Bollinger Bands, and moving averages to seek long entries after oversold conditions or a V-shaped price turn. It also builds a heavily smoothed composite from RSI, MFI, and CCI, then uses a…
The document introduces Zhice, a strategy research workspace within VeighNa Fusion. It describes a staged workflow that takes a user's trading idea through clarification of the logic, code drafting and review, backtesting, parameter optimization, and results…