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 combines a fast and slow moving average with Bollinger Bands on the active symbol and timeframe. Signals and trailing actions are evaluated when a new bar appears. In the described rules, an upward moving average cross can trigger a buy…
This brief description presents an automatic mechanism for setting stop-loss and take-profit levels, with confirmation before the settings are applied. It says the calculations use the purchase cost as their reference point. The current setup provides one…
This document describes a Chinese stock screening approach that combines daily price amplitude, ranking by net large-order volume, and a weekly MACD above zero. The stated rationale is that larger amplitude may offer short-term trading opportunities,…
This stock selection idea screens Shanghai-listed equities whose codes begin with 60, whose turnover rate is between 3% and 12%, and that show signs of institutional buying. The stated rationale is that institutional activity may signal buying interest,…
This Chinese stock-selection note proposes filtering for shares with price amplitude above 1, a daily maximum decline between 4% and 5%, and return on equity above 15% in each of the past five years. It combines a short-term price condition with a multi-year…
The proposed screen selects stocks associated with the metaverse theme when MACD crosses above its signal line and circulating market capitalization falls between 5 and 10 billion yuan. It presents the combination as a way to pair a technical entry signal…
The article explains “price desensitization”: a cyclical company’s shares stop advancing, or weaken, while the underlying commodity price continues to rise. Its proposed rationale is that equity prices anticipate earnings and may have priced in future gains…
This Chinese-language manual explains a portfolio optimizer for constructing benchmark-aware equity portfolios. It describes initializing the optimizer with a dated stock universe and benchmark, refreshing factor data for each trading date, and then…
This stock screen combines three conditions: amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute interval, and a product of price change and large-order net volume above a stated cutoff. The document interprets the amplitude…
This document summarizes a framework for deciding whether and how to combine single-factor smart beta strategies with multifactor portfolios. It represents each candidate strategy as exposures to a small set of investable elementary smart betas—initially…
This Chinese stock selection proposal filters for an RSI below 65, a rising DEA line from MACD, and a quoted gain below 6% at 9:25 a.m. It is framed as a way to find shares with moderate short-term gains while retaining improving indicator conditions. The…
This proposed Chinese stock screening rule combines a positive MACD reading, a share price below 12 yuan, and large-order net volume above 0.05 for at least three consecutive trading days. The screen is intended to run before each trading session. The…
This introductory guide surveys algorithmic trading, from the history and terminology of financial markets to the roles of quants, traders, and market makers. It describes common benefits of automation, such as speed and scalability, alongside constraints…
The document describes an indicator intended to plot cumulative profit and loss for configured spread or equity positions as an equity line in a chart subwindow. Users set each active pair’s volume, direction, and activation state, can provide a symbol…
This expert advisor uses the Average Directional Movement Index (ADX) and Adaptive Moving Average (AMA) to generate directional signals. It evaluates conditions only when a new bar appears. One combination of indicator movement closes short positions and…
This proposal screens stocks in the beverage and alcohol import-export industry using RSI below 65 and a rising sequence of institutional holdings across three reported lookback horizons. The intended idea is to combine a technical filter with sector…
This note describes a short-term stock screen using three conditions: daily price amplitude above a threshold, price above its five-day moving average, and a prior-day 9:15 matched price at the limit-down level. It interprets the range as a sign of…
This document describes a foreign-exchange Expert Advisor intended to trade price moves associated with panic around important economic releases. Its signal examines candlestick high-low and open-close differences. The listed settings include stop loss, take…
MyThermometer combines several directional readings into a single trend score. Its components compare the close with the midpoint of the daily high-low range, use a Heikin Ashi open-close relationship, measure bullish and bearish strength against recent…
The document describes reducing directional exposure in a crypto spot portfolio by shorting perpetual futures. A short position with notional value matching the spot holding is presented as an approximately delta-neutral hedge: losses in spot may be offset…
The document explains what strategy trade exports contain and how to use them when reviewing a backtest. HTML and tabular files report order timing and prices, the traded asset, cash balances, raw portfolio value, and a cash-adjusted equity series intended…
The document presents five basic practices for controlling risk in cryptocurrency trading: keep position size appropriate to one's experience and comfort, limit leverage, cap planned loss on an idea using a 2% capital rule, place a stop loss, and favor…
This document describes a simple Chinese equity screen that selects stocks with an intraday high-low range above 1% and a closing price of 18.5 yuan, while excluding Beijing-listed A shares. It presents the screen as a way to find relatively volatile stocks…
This post outlines a Chinese stock screen based on a daily price-range threshold, at least two limit-up events over a 500-day lookback, and a current “control” measure above a stated threshold. The proposed rationale is to find volatile stocks with a history…