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 proposed A-share stock screen selects names with turnover between 3% and 12%, a positive gain of less than 35% over ten days, and three consecutive limit-up sessions on the previous day. The accompanying explanation frames the turnover and recent price…
This document describes an expert advisor that manages trailing stops for existing orders rather than generating buy or sell entries. Its stop placement is based on a moving average, with configurable controls for how many bars back to reference, the minimum…
The article explains how institutions can use crypto ETF holdings data to monitor capital allocation, investor behavior, liquidity, and portfolio risk. It highlights assets under management, largest holdings, inflows and outflows, historical returns, and…
The document describes a stock screen combining price amplitude above 1, rising bottoms, and a low-price condition expressed as a prior low below 20. It provides sample indicator logic and partial Python code, and suggests adding volume or moving-average…
The post describes a stock screen that combines a price-amplitude condition, simultaneous upward crosses among three moving averages, and a prior-day 9:15 matching-price limit-down condition. It presents the limit-down observation as a possible filter…
This document describes a Chinese A-share screening idea that combines membership in the metaverse theme with positive net buying by large traders during the auction and a sustained large-order activity condition. It presents the screen as a way to combine a…
This stock-selection rule screens mainland Chinese main-board shares for turnover between 3% and 12%, a daily gain above 1% relative to the sector, and membership in the beverage and alcohol import-export industry or related industries. The article frames…
This Expert Advisor uses two configurable systems, one for long trades and one for short trades, based on Vortex Indicator signals. Its added money management changes the next trade's volume according to recent outcomes in the same direction. The example…
This document inventories the interface of an MQL5 class intended to manage a hedging strategy. It describes parameters for target profit, starting lot size, desired gain per lot, buy and sell levels, order spacing, and a hard stop loss. Read-only methods…
This post shows a daily stock strategy that combines a market risk filter, a trailing stop, and ranked portfolio rotation. It exits all holdings when a market risk indicator is positive, otherwise checks each position against a stop set below the highest…
The Expert Advisor described here seeks pullbacks after a strong one-way move. It counts a user-defined run of bars moving in the same direction, with each candle body larger than the previous one, then opens a position in the opposite direction. The…
This indicator uses confirmed Commodity Channel Index divergence as permission to search for a breakout setup. It pairs oscillator pivots with nearby price extremes, then looks for an unusually high-volume candle. The candle’s high or low becomes a level,…
The document describes a Chinese equity screening idea combining daily amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and signs of afternoon price strength and large-order net buying. It…
This broad guide surveys algorithmic trading approaches, including momentum, statistical arbitrage and pairs trading, market making, machine learning, and options. It outlines how each approach seeks opportunities: following trends, trading relative-price…
This article explains how leveraged crypto positions can be forcibly closed when margin falls below maintenance requirements. Forced sales from long liquidations can push prices lower and trigger further liquidations, while short liquidations can create…
This legacy BigQuant guide shows how to add fixed exit rules to a stock strategy. Its example sells a holding after a fixed price gain or after a percentage loss, with separate lists recording stocks exited by each rule. It also explains how to coordinate…
The strategy screens Chinese stocks for a daily amplitude above 1, evidence of main-force control on the previous day, and at least two limit-up sessions during the prior 500 days. The post presents these conditions as a way to find stocks with potential for…
This Chinese-market stock screen combines four filters: RSI below 65, a daily gain greater than 1%, main-board listing, and positive institutional net buying. It ranks qualifying shares by institutional buying and proposes selecting the top five. The article…
The document reports a BigQuant backtest failure caused by passing a floating-point value where the history function requires an integer bar count. In the shown trailing-stop logic, the holding period is calculated as the number of elapsed days since the…
The HAN123 strategy builds a reference range from the high and low observed during the first half-hour of the Chinese equity futures session. After that window, it enters long above the range high or short below the range low, reversing an existing position…
The guide introduces Condor, an open-source harness that links language-model-driven trading agents to deterministic execution through the Hummingbot API. It describes a setup wizard, the choice between Telegram and local dashboard access, required API…
This proposed Chinese stock screen combines three ideas: ranking by fund-flow strength, identifying a morning-star pattern in Kute Intelligent, and selecting loss-free companies below a stated market-cap ceiling. The article describes fund strength through…
This stock screen combines a daily price-range threshold, geographic and board exclusions, and a 15-minute MACD condition. Its stated aim is to find A-shares with a range above one percent while excluding Beijing-listed stocks and selecting for a shortening…
This post proposes screening Chinese equities for market capitalization below 10 billion yuan, positive net income, MACD above its zero line, and three consecutive down days. It frames the combination as a way to pair a pullback pattern with a positive…