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 MetaTrader 5 expert advisor combines Renko Line Break trend direction with RSI pullbacks. In an uptrend, an RSI move into oversold territory prompts a buy stop above the bar high. The stop loss is placed below recent bar lows, while the take-profit…
This note outlines an equity screen for beverage and alcohol-related stocks. It combines a turnover-rate range of 3% to 12% with a condition that the reported increase in positions exceed 5%. The accompanying rationale treats position growth as a possible…
This post outlines a Chinese stock screen using amplitude above 1, a three-session limit-up streak as of the previous day, and a capital-strength indicator. It describes filtering for the price and streak conditions, then sorting candidates by capital…
This post describes a Chinese stock screen combining amplitude above 1, a rounded price pattern, and an intraday low between 4% and 5% below the previous close. It provides a technical-indicator formula that also applies time and recent-history conditions.…
This research summary reviews a study of how unexpected Federal Reserve policy changes relate to returns across firms with different financing constraints. Using U.S. company and stock data from 1994 to 2007, the study classifies firms by constraint indices…
The Expert Advisor described opens two opposing positions when a new bar forms. Its intended outcome is for one position to close at a stop loss while the other can remain profitable through a trailing stop. The example is framed around EUR/USD on a…
This Chinese-language post outlines a simple mainland China stock screen using turnover, circulating share count or market value, and a specified share price. Its initial description gives a turnover range of 3% to 12%, a circulating share cap, and a price…
The document presents a short-term Chinese stock selection screen combining a turnover range of 3% to 12%, a Dragon-Tiger list appearance on the previous day, exclusion of ST stocks, and selection before 10 a.m. It describes the approach as a five-stage…
The document describes two controls for limiting when an Expert Advisor or script may trade. A time check compares the current time with configured start and end hours and minutes, while a weekday check uses settings to allow or block trading on each weekday…
This document describes a Chinese main-board stock screen combining a turnover-rate band of 3% to 12%, a circulating market value between 5 billion and 10 billion yuan, and a prior-day 9:15 matching price at the limit-down level. It also presents formula and…
These course notes discuss practical ways to follow a stock strategy built around pullbacks after strong stocks hit their price limits and later rebound with market sentiment. They caution that entering after a strategy has recently risen can mean buying…
This stock screen selects shares with an intraday high-low range above a stated threshold, a proxy for afternoon large-order net inflow, and a positive return from open to close. It frames the conditions as a way to find volatile stocks with apparent buying…
This report compares an AI-driven portfolio built from a named set of large-company stocks with SPY over a very short backtest window. It presents standard performance and risk measures, including returns, drawdown, Sharpe and Sortino ratios, benchmark…
This post outlines a Chinese equity screen combining daily price movement and trading activity with company size and profitability. Its stated conditions are an amplitude above one, current volume above 10,000 lots, a higher open, market capitalization below…
The document describes a style allocation approach that uses an illiquidity measure, called ILLIQ, to represent how much information is associated with each unit of trading value. It divides the stock universe into safer and riskier groups, then infers…
This example demonstrates a daily-iteration stock strategy that submits limit buy and sell orders alongside two trailing stop sell orders. The orders target the same symbol, while the trailing exits use either a percentage retracement or a fixed price…
This guide explains how to split one live futures account into multiple locally managed strategy accounts with TqSdk. Each strategy account keeps its trading data separate across sessions, allowing positions, orders, funds, and profit and loss to be viewed…
This report presents a backtest of a long-only RSI strategy on hourly ETH-USDT candles from Binance, covering January 2020 through May 2021. It reports 108 closed trades, a net profit of 152.12% from a starting balance of 1,000, a maximum drawdown of 31.13%,…
The document describes a Chinese stock screening rule combining an intraday range threshold, a specified share price, and a 20-day concentration measure. It frames the screen as a way to find stocks with a particular price and activity profile while avoiding…
The document surveys data used to build quantitative investment strategies and support trading and risk decisions. It groups inputs into market prices, volumes and trades; company financials and valuation; macroeconomic indicators and policy; technical…
These notes summarize a systematic approach to trading that begins with personal goals, constraints, and psychological tendencies. They review common judgment errors in system design, testing, and live execution, including overfitting, hindsight bias, seeing…
The document describes a Chinese stock-screening approach that looks for daily price amplitude above 1%, a newly formed KDJ crossover, positive MACD confirmation, and net buying from large or extra-large orders during trading. The selected stocks enter a…
The script describes a daily gold-futures strategy using the Commodity Channel Index (CCI) with a 10-period lookback and thresholds at 100 and -100. It enters long when CCI moves back from below the lower threshold into the middle zone, and enters short when…
This research summary examines whether factor crowding measures can help time factor returns or adjust multi-factor portfolio weights in Chinese equities. It constructs eight relative crowding indicators across valuation spreads, pairwise correlations,…