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 essay explains the distinction between zero-sum and negative-sum trading. Before costs, one participant’s gain in a transaction corresponds to another participant’s loss; after commissions, spreads, or other fees, the combined outcome for traders is…
This Chinese equity screening idea combines a daily range filter, a fresh KDJ crossover, and positive prior-day auction turnover. The post’s stated final rule uses a range above 1% and auction turnover above 0.26, with the KDJ condition intended to capture a…
This document presents a code-heavy Chinese equity strategy built around a third-party stock screener. It describes buying candidates from the screen, limiting the portfolio to a fixed number of holdings, and checking positions once per day. A position…
This strategy ranks country exchange-traded funds by estimated market beta, measured against a U.S. equity index using a rolling year of daily prices. Each month, it divides the available funds around the median beta, going long the lower-beta group and…
This Chinese-language post describes a screen for stocks with codes beginning with 60, a daily high-low range exceeding one percent of the open, and five moving averages that are each rising versus the prior period. The averages use five, ten, twenty,…
This post presents a stock selection screen combining three technical conditions: a daily high-to-low range above a stated threshold, a reversal pattern, and a rising short-term moving average. Its final description specifies that the five-day moving average…
The document raises a data-timing question about China’s Dragon-Tiger List, a report of stocks with notable trading activity. It names fields for returns one, two, and five days after a stock appears on the list, and says the five-day return is unavailable…
This MetaTrader Expert Advisor identifies trend direction using three moving averages, with example periods of 200, 50, and 25, and enters trades from Parabolic SAR signals. It can close positions on an opposite signal and includes options for choosing…
This stock-screening idea ranks shares by a fund-strength measure, then filters for a dividend ratio above the stated threshold for 2019 and a 20-day moving average above the 120-day average. The page describes fund strength as potentially drawing on…
This post outlines a technical stock screen using an RSI threshold, three consecutive down sessions, and shortening green MACD histogram bars on a 15-minute interval. It presents the combination as a way to filter for price movement and momentum changes, and…
This note proposes screening stocks by a price-range condition, a price below a stated threshold, and positive institutional participation. Its narrative describes the range and price as technical filters and institutional activity as a sentiment signal. It…
This note describes a Chinese equity screening rule that combines daily price range, a stock-code prefix beginning with 60, and a positive institutional-flow measure. The accompanying indicator example defines range relative to the previous close and…
This expert advisor trades when two lines of a custom moving-average-on-momentum indicator cross. It filters entries by the indicator’s 100 level: buy signals qualify below it, while sell signals qualify above it. Positions can exit at a point-based…
This Chinese stock-screening note combines three ranked or threshold-based characteristics: capital inflow strength, tradable market capitalization above 2 billion, and a dividend ratio above 25% for 2019. Its described ranking rules select stocks near the…
This stock-selection note proposes requiring daily price amplitude above 1%, a dividend ratio above 25% for 2019, and afternoon net inflow from large orders. It presents these as a blend of price movement, a historical dividend measure, and trading-flow…
The document explains a grid trading executor that places buy and sell orders at evenly spaced prices between configured bounds. Each level has an order amount and take-profit target; the executor can handle spot or perpetual futures. It tracks level states…
This note proposes screening Chinese A-shares for turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and non-ST status. It further describes selecting stocks with five daily limit-up events, though the wording…
This note describes an A-share screening rule for companies in the metaverse industry. It looks for a newly formed bullish KDJ crossover alongside a record of strong return on equity over five years, and says to run the screen before 10 a.m. on each trading…
The document outlines an Expert Advisor built around the intersection of two moving averages. It states that take-profit and stop-loss levels are virtual, and that the moving-average parameters are hard coded rather than adjustable. Thus, the described…
The guide explains how to configure Hummingbot Strategy V2 controllers to run market-making strategies for multiple trading pairs through one generic script. It walks through creating a separate controller configuration for each pair, setting values such as…
This MetaTrader 4 expert advisor is designed as a chart-side control panel for manually managed trading. It displays the symbol, timeframe, account leverage, current spread, selected lot size, estimated tick value, required margin, and the profit or loss and…
This Chinese stock-screening concept combines an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a shrinking negative MACD histogram on a 15-minute chart. The RSI threshold is intended to avoid an overbought…
This Chinese stock-selection proposal filters for shares associated with the metaverse theme, positive institutional-flow readings, and daily turnover between 3% and 12%. The approach uses thematic exposure and investor-flow direction to identify candidates,…
This Chinese A-share screening idea combines a positive MACD reading with a favorable company classification and a share price below 12 yuan. The intended selection blends a technical trend signal with a company-quality filter and a nominal price cutoff. The…