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 Chinese equity screening example combines membership in the metaverse theme with a rising 30-day moving average and a condition described as the prior day’s 9:15 matched price being at the limit-down level. The author frames the moving-average direction…
The proposed Chinese equity screen selects stocks with turnover between 3% and 12%, floating market value between 5 billion and 10 billion yuan, and a funds-strength rank within the top 100. The criteria are intended to combine trading activity, company…
This Expert Advisor trades breaks of the high or low formed during a selected time interval. A move above the range triggers a buy, while a move below triggers a sell. The initial stop is placed at the opposite range boundary, and the take-profit distance is…
The document describes an MT5 chart indicator that turns daily loss and overall drawdown limits into price levels based on a trader’s current net positions in the chart symbol. It displays the stricter of the two levels as the main line, with optional…
This Expert Advisor is designed for hedge accounts and holds opposing long and short positions. At each new bar, it closes existing positions and opens a buy and a sell simultaneously. The intended outcome is for one side to reach its take-profit level…
This community post proposes a short-term Chinese stock screen combining price amplitude, ranking by net large-order flow, exclusion of ST-designated shares, and a limit-up-related condition. It describes selecting stocks before 10 a.m. and references a…
This forum exchange clarifies where users can find stop-order functionality in VeighNa. A user asks whether the platform includes conditional or stop orders with both logic and a graphical interface. A respondent explains that the framework supports local…
This Chinese stock-picking note describes a screen combining daily price amplitude, persistent positive net volume from large orders, and an indication that major investors controlled the stock on the previous day. Its stated rationale is to find active…
This note proposes screening Chinese equities in the metaverse theme using three conditions: membership in the sector, a closing price above its 250-day moving average, and three consecutive limit-up sessions. It describes the combination as a way to select…
This description outlines the Angry Bird scalping Expert Advisor, inspired by Ilan 1.6 and built around the Commodity Channel Index and Relative Strength Index. It lists several controls: stopping new trading after an equity decline, trailing stops,…
The post reports a backtest failure caused by subtracting a time-zone-naive datetime from a time-zone-aware datetime while checking whether orders have timed out. The strategy had loaded historical bars and begun replay, but halted when its timeout check…
The forum exchange addresses a bracket-order problem: when a take-profit stop and a protective stop are both active, a rapidly moving one-minute bar may cross both prices. The suggested approach is to place both as local stop orders and let the strategy…
This forum exchange addresses how a strategy can retrieve the cost basis of a contract it already holds, so later decisions can account for current profit or loss. Participants advise maintaining the value in strategy-managed state: record it when trade…
This note outlines a Chinese equity screening rule based on three conditions: daily amplitude above a threshold, an intraday low falling within a specified decline band relative to the prior close, and RSI below a ceiling. The proposed interpretation is that…
The document describes a stock screen combining three criteria: daily amplitude above a stated threshold, afternoon large-order net inflow, and a large-order net-volume ranking. It presents these as proxies for price movement, incoming funds, and trading…
The document presents a market randomness measure based on Shannon entropy as a filter for automated strategies. It describes estimating the distribution of log returns over a rolling window, then calculating entropy from the probabilities of discrete return…
This indicator seeks to identify quiet price ranges that may precede larger moves. It combines Keltner channel boundaries based on average true range with a standard deviation measure, then marks an upside or downside breakout when price crosses the relevant…
This brief BigQuant support exchange addresses a question about a backtest whose logs and apparent trade signals stop before the requested end date. The user says the run was set through the 23rd, exchange data stopped at the 17th, and the output log stopped…
This note describes a Chinese A-share screen that combines turnover between 3% and 12%, circulating market capitalization between 5 billion and 10 billion yuan, and a recent three-limit-up streak. It presents the streak as a sign of market attention and the…
This note describes a short-term Chinese A-share screen using a turnover range of 3% to 12%, excluding Beijing-listed stocks and stocks said to have had three consecutive limit-up days as of yesterday. It frames turnover as a way to avoid unusually active…
This forum post raises a practical backtesting question: whether strategy data indexed by the current date can be used to trade at that same day’s open without introducing lookahead bias. The example ranks stocks using market capitalization, tradable market…
This post proposes a Chinese equity screen that combines moving-average alignment with recent limit-up moves. Its initial criteria are at least five moving averages meeting together and a limit-up within the prior 25 days. The post interprets these…
The document describes settings for an automated trading system that can operate as a hedging grid or place a single trade. It lists controls for closing a basket at a profit or loss threshold, monetary take-profit and trailing stops, maximum trade count,…
This stock screen combines a daily high-to-low range threshold, a reversal or engulfing-style pattern, and a ranking based on large-order net volume relative to market capitalization. The accompanying formula ranks that flow measure and keeps the top-ranked…