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 A-share screening idea looks for stocks classified in the metaverse sector that appeared on the previous day’s trading activity leaderboard and whose intraday low is 4% to 5% below the previous day’s high. The article frames the screen as a way to find…
The support note explains liquidation in terms of account equity and maintenance margin. When positions move against a trader and account equity falls below the required maintenance level, a liquidation event occurs. This links trading losses to the…
This proposed stock screen looks for companies with daily high-low range above 1%, market capitalization below 10 billion, and no losses. The initial description refers to 2021 data; the refined version adds positive net income in each of the latest four…
This article explains how on-chain monitoring can help liquidity providers and DeFi teams detect contract risks and unusual pool activity. It outlines reentrancy, code flaws, and front-running as common vulnerabilities, then recommends tracking liquidity,…
The document introduces covariance as a measure of how two assets move together, then outlines a matrix-based approach to portfolio risk. It describes collecting observations for several stocks, calculating each series’ mean, subtracting that mean, and using…
This document describes a trailing-stop service that can manage one open position per symbol. For a real stop, the trader includes the desired stop distance in points in the order comment. For a virtual stop, the trader creates a horizontal chart line for…
This A-share stock screen combines a turnover range of 3% to 12%, a positive 10-day gain below 35%, and at least one limit-up event in the previous month. The article characterizes the setup as a momentum-oriented search for stocks that have recently shown…
This document proposes a Chinese equity screen using high price amplitude, a prior-day 9:15 indicative match price at the limit-down level, and a ratio of external to internal trading volume above 1.3. Its final version adds current volume above the 20-day…
This strategy trades the DAX using signals calculated on an hourly timeframe and entries managed on a one-minute chart. A long signal requires a bullish candle pattern, a fast EMA crossing above a slower EMA, and RSI crossing above its midpoint; the short…
This MetaTrader expert advisor identifies a flat range and uses its boundary lines to place pending orders. It also evaluates a smoothed Standard Deviation across the current and four preceding bars: a strictly rising sequence is treated as evidence that a…
The document describes an MQL5 utility for detecting unusually long intervals between incoming market ticks. It measures elapsed time between ticks and compares the gap with a configured threshold. An ATR-based volatility check can suppress alerts when wider…
This debugging note follows an attempt to combine a daily top-ten stock selection strategy with exits when a holding gains about 9% or loses 5%. The author reports that `context.options['data']` is a DataSource and has no `positions` attribute, so it cannot…
The document outlines an Expert Advisor that generates trade signals from Doji-like candlesticks. It evaluates the previous three completed bars when a new bar appears, excluding the still-forming current bar. A configurable maximum candle-body height…
This community post describes a Chinese stock screen based on three conditions: a prior-day trading range above a threshold, an opening price near the ten-day moving average, and a recent run of consecutive limit-up sessions. The moving-average condition is…
This community post proposes a Chinese equity screen combining a daily price-range threshold, a recent reversal or engulfing pattern, robot-concept classification, and a circulating market capitalization below 10 billion yuan. The stated intent is to find…
The post describes a China-focused stock screen combining reported institutional buying, a recent increase in buying activity above five percent, market capitalization below 10 billion yuan, and a history without losses. It then presents a more restrictive…
This Chinese-market screening rule selects stocks whose codes begin with 60, whose turnover rate falls within a specified band, and whose ten-day return is positive but below a stated ceiling. The post frames turnover as a liquidity filter and the return…
This Chinese-market stock screen combines price behavior and a control-related measure with valuation and profitability filters. Its initial criteria select stocks with amplitude above a threshold, today’s control measure above a threshold, and a positive…
This document describes an MT5 utility for estimating the potential risk and reward of a planned trade. Inputs include entry, stop-loss and take-profit prices, lot size, and direction; the calculator estimates possible loss and profit, account risk…
This A-share selection rule combines a relative strength index below 65 with an industry concentration measure above 70% or below 20%, plus a dividend payout ratio above 25% for 2019. The post frames the approach as combining a technical condition with a…
This guide describes connecting to AX Exchange, a regulated venue for derivatives on traditional asset classes. It outlines perpetual and dated futures, including USD cash settlement, funding payments, contract sizing, margin, and how the adapter maps venue…
This document proposes a Chinese equity selection rule that filters for daily amplitude above 1 and a control-activity measure above 21, then ranks qualifying stocks by market heat. Its examples refer to a heat index and controlling-shareholder activity…
This document describes a Chinese equity screen based on three daily conditions: amplitude above 1, a daily percentage change between -5% and -4%, and a closing price below 12 yuan. It presents the method as a way to identify stocks with notable price…
This screening rule selects stocks with a daily price range of at least 1%, circulating market value above 10 billion yuan, and turnover between 3% and 12%. The stated intent is to combine price activity and liquidity with company scale. The article includes…