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 Expert Advisor trades signals from the ColorJFatl_Digit indicator. It opens a trade when the indicator changes color at a bar close, then can close the position once its holding time passes a preset limit. The time-based exit is configurable, and the…
This document starts with an A-share selection idea based on metaverse-sector membership, a rounded price pattern, and a current low below the prior day's low. It then proposes a different, expanded screen: a rounded pattern, price above the 20-day moving…
This document outlines a proposed A-share screen that excludes Beijing-listed stocks, selects shares whose high-to-low amplitude exceeds 1%, and looks for a prior-day 9:15 matching price equal to the limit-down price. It frames the amplitude filter as a way…
The document introduces Phoenix5, a forex indicator that displays blue and pink points as buy and sell signals. It says the indicator derives its values from a group of technical indicators and supports individually selected input settings for common…
This document describes a Chinese A-share screening rule that combines turnover, a recent limit-up event, and relative trading volume. Its stated criteria are turnover between 3% and 12%, at least one limit-up in the prior 25 days, and a volume ratio above…
The document summarizes Barra CNE6 as a risk and factor model with an estimation universe filtered for size and liquidity. It describes three versions: two long-term variants using slower style factors and a trading version combining slower and faster…
The proposed screen selects Chinese stocks associated with the metaverse theme, requires circulating market capitalization above the stated threshold, and looks for large-order net volume above 0.05 for at least three consecutive days. The article interprets…
The post proposes screening Chinese stocks by price amplitude, calendar year, and shareholder concentration. Its stated rules require amplitude above 1%, observations from 2021, and a concentration measure between 20% and 70%. It interprets higher amplitude…
This research summary examines stock-selection factors within China’s healthcare sector. It reports that size-related factors can deliver higher average returns but have been unstable, while several technical measures—including prior price change, turnover,…
This brief document describes a trailing-stop module for the MQL5 Wizard that uses a Delta ZigZag indicator to manage open positions. As the indicator calculates new horizontal levels, the module moves the position’s stop-loss to those levels. The method is…
This note outlines a top-down approach to investing in fixed-income funds. It recommends first forming views on short- and long-term interest rates and credit spreads, then using those views to guide bond-fund selection. When rates are expected to rise, it…
This MT5 expert advisor estimates and displays the combined monetary value associated with stop-loss and take-profit levels across currently open positions. It iterates through positions with a nonzero stop or target, uses each position’s entry-to-level…
The article surveys common sources of investment loss, including broad market movements, issuer default, illiquidity, interest-rate changes, inflation, geopolitical events, concentration, business problems, and legal or regulatory changes. It explains these…
The post describes a Chinese A-share stock screen focused on the metaverse industry. It seeks shares that appeared on the prior day’s trading leaderboard and had a three-session consecutive limit-up streak. The stated rationale is to find stocks with strong…
This Chinese stock-selection proposal combines several filters: rank stocks by capital strength, exclude specially treated shares, look for a five-part limit-up setup, and restrict the universe to companies with market capitalization below 10 billion yuan…
This stock selection method combines three technical conditions: daily price amplitude above one percent, positive afternoon large-order net inflow, and weekly MACD above zero with its MACD line above the signal line. It also mentions weekly volume and RSI…
The document describes Lumibot as a Python framework for creating rule-based strategies, AI-assisted trading systems, and hybrid approaches. Conventional Python logic can handle indicators, schedules, position sizing, and risk controls, while AI agents can…
This note introduces the Trend Detection Index (TDI) as a tool for identifying possible trend beginnings and endings. It can be used alone or alongside other indicators, and the cited theory describes it as useful for detecting trend starts. A modified…
This Chinese-language post describes a technical screen for mainland China mainboard stocks. It selects shares with RSI below 65, a daily gain above 1%, and a rising DEA measure. The examples also include a close-at-recent-high condition and exchange or…
The indicator automatically draws a risk-reward box on open charts using high and low prices from prior candles. A trader can drag the box and adjust its size and price levels to suit an analysis. The description presents the box as a charting aid for…
This description outlines an Expert Advisor that uses the CCI indicator to place pending buy-stop and sell-stop orders. It checks indicator values on the current and preceding bars, then places a stop order a configurable distance from the current price when…
The document introduces a position-sizing problem: sizing each new trade against its own risk allowance can understate total exposure when existing positions move in similar ways. It uses a long EUR/USD position followed by a long GBP/USD position as an…
This reference surveys machine-learning methods and relates them to investment research tasks. It covers linear and logistic regression, naive Bayes, nearest neighbors, support vector machines, decision trees and ensembles, neural networks, sequence models,…
This article describes a Chinese stock screen requiring daily price amplitude above 1%, a dividend yield above 25% for 2019, and more than five years since listing. It presents amplitude as a measure of trading activity, the dividend condition as an income…