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 a Chinese A-share screening rule that combines daily amplitude above 1%, afternoon large-order net inflow, a robotics concept label, and circulating market capitalization below 10 billion yuan. It presents the conditions as a way to…
The document surveys several exit rules: sell after a position underperforms for a set time, combine elapsed time with a rising stop level, use fixed price thresholds for exits, trail a stop below the holding-period high, or adjust a stop in steps as the…
The document explains tick volume as a count of deals during an intraday period. Because reported futures trade volume can arrive a day late, tick counts offer a more timely way to observe activity. They do not reveal the number of contracts in each deal, so…
This guide explains how to inspect an AI agent’s decisions during backtests and live or paper trading. It describes per-run Parquet records, per-call JSON traces, summary logs, and machine-readable artifacts. These records expose prompts, tool calls and…
This Chinese A-share screening example combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and a condition based on the latest price change multiplied by a large-order net-flow measure. Its example formula also filters…
This document describes a Chinese A-share screening approach that combines daily price range with a rising-trend signal, while excluding Beijing-listed stocks. Its proposed filters include a price above selected moving averages and, in an expanded version, a…
The document surveys a quantitative research platform’s components and workflow. It describes tools for strategy development, financial data access, factor research, model training, backtesting, simulated trading, and live execution. Its examples span stock,…
This post outlines a Peter Lynch-style equity selection rule based on the price-to-earnings ratio divided by a growth rate. Stocks with PEG below 0.5 enter the candidate pool; when that does not fill the available slots, existing holdings below 1.0 can be…
This script description covers opening a position with stop-loss and take-profit distances specified in points from the current price. Its money-management input is intended to set deal volume in relation to the account deposit, expressing the funds used in…
The document describes an Expert Advisor that places pending orders in both directions shortly before a scheduled economic release. If an order activates, the system trails its stop loss; after the release window, it removes pending orders that did not…
This document presents a chart indicator intended to support counter-trend scalping. It tracks new highs and lows over a configurable lookback period, calculates a linear weighted moving average and a smoothed version, and marks an earlier local extreme when…
The document describes a Chinese A-share screening idea that combines a six-period RSI below 65, a daily gain above 1%, main-board listing, and circulating shares capped at 5.5 billion. It presents the screen as a way to find smaller companies with positive…
The Quino Channel indicator estimates horizontal support and resistance from the distribution of closing prices over a chosen history. It sorts closes into equal-width price classes and builds a frequency histogram; classes with prominent peaks represent…
This Chinese equity screening idea combines three conditions: notable price amplitude, ranking by large-order net volume, and a current daily low below the previous day’s low. The accompanying explanation frames the combination as a way to find active shares…
This forum post analyzes how a trading strategy’s tick callback interacts with order cancellation and order status updates in an event-driven trading engine. A cancellation request does not immediately change an order’s status: the engine waits for an order…
This stock selection method combines three technical conditions: a daily high-to-low range above 1%, a newly formed KDJ crossover, and a nonnegative MACD value. The rationale is that a larger range may offer more opportunity, the crossover may signal…
This indicator builds Supertrend bands around a smoothed center derived from recent high and low pivot points. It uses average true range to set the distance of the upper and lower bands, then tracks trend direction as price crosses those levels. The…
The document describes a trading robot that combines moving averages with fractal-derived trend lines. It says the trend line acts as a filter alongside moving-average signals in live trading, while the robot trades using the opening price of a candle. The…
The article compares bank savings accounts with crypto earning products, focusing on rates, access to funds, deposit protection, taxes, and risk. It illustrates the rate comparison with examples of estimated one-year interest on a hypothetical balance and…
This Chinese equity screen first limits the universe to stocks whose codes begin with 60 and whose turnover rate is between 3% and 12%. Within that group, it selects companies with year-over-year growth in net profit attributable to parent-company…
The article describes adjusting hedge ratios as crypto prices, implied volatility, and liquidity conditions change. For derivatives portfolios, it suggests rebalancing futures and options exposures, including strikes and expirations, to manage directional…
The document describes a minimal expert advisor that opens market orders in a direction chosen by a random-number generator. Its stated principle is equivalent to choosing a side by a coin flip. This makes the strategy a simple example of randomized trade…
This Chinese equity screening idea selects stocks with turnover between 3% and 12%, a prior-day appearance on the market’s top-trader disclosure list, and a 9:25 a.m. gain no greater than 6%. The stated rationale is to find actively traded shares with a…
The document explains a Volume Spread Analysis indicator that compares trading effort, represented by volume, with price result, represented by bar range. It ranks both measures against a rolling window of 100 bars, converts the ranks into deciles, and…