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 document proposes screening Chinese stocks by turnover rate, recent price performance, and market-board exclusions. The stated rules select stocks with turnover between 3% and 12%, a ten-day gain above zero but below 35%, and exclude the ChiNext and…
AtrRange is described as an indicator for identifying periods of unusually low volatility. For manual trading, the author suggests watching its colored marks on an hourly chart and placing breakout orders above and below the current range. The idea is that a…
This document outlines a Chinese stock selection screen for companies associated with the metaverse theme. It combines simultaneous bullish technical signals with a listing-age filter: a MACD line crossing above its signal line, a five-day moving average…
This Chinese-language post proposes screening mainland Chinese stocks using a turnover-rate range of 3% to 12%, a positive ten-day gain below 35%, and a prior-day indicator described as main-fund control. Its accompanying Python example applies additional…
This community post describes a semi-swing strategy for the DAX on a four-hour chart, taking long trades only and aiming to capture brief trends. Entry requires a six-period RSI to cross above 60 while the close is above a 25-period simple moving average.…
The report presents a framework for timing gold using three proposed price drivers: value preservation, safe-haven demand, and speculation. It builds the first factor from US inflation expectations and trends in US real interest rates, the second from the…
SwiftTrend Structure adapts a trailing trend line to average candle-body size rather than ATR. It builds bands around the prior bar’s midpoint body and constrains the baseline to move only in the trend’s favor. A close beyond a tolerance margin creates a raw…
This Expert Advisor description combines a moving-average trend filter with two envelope breakout modules. Each module checks the previous completed candle and current candle open: both must sit above the relevant line for a buy, or below it for a sell. The…
This document describes a Chinese equity screening strategy combining daily price range, a reversal pattern, and a prior-day 9:15 auction price at least 10% below its comparison price. It then narrows candidates by market capitalization and recent trading…
This article outlines a technical screen for Chinese equities using a trading-range threshold, rising lows, and a close above the prior day's low. It then proposes adding valuation and quality filters: price-to-earnings and price-to-book limits, a history of…
This stock-selection post proposes a screen based on three conditions: reported position growth above 5%, the ratio of buyer-initiated to seller-initiated volume above 1.3, and a positive but capped return over the previous ten days. The intended…
The document proposes using VeighNa ScriptTrader to detect manual futures trades and submit limit orders to close them at a target offset. It explains that CTA strategies may not receive trade callbacks for orders they did not place, so the proposed…
This indicator identifies and draws support and resistance zones using fractals and the Average True Range. It can calculate zones on a selected timeframe different from the chart timeframe, so a trader can view higher- or lower-timeframe levels alongside…
This article introduces algorithmic strategy backtesting as the application of trading rules to historical data to generate signals and estimate trade and portfolio profit and loss. It describes using backtests to screen candidate strategies, test models of…
This tutorial presents a two-way Bitcoin spot strategy using MACD crossovers for entries and exits, with a stop that adjusts as price moves favorably. It defines bullish and bearish signals using the relationship between MACD’s DIF and DEA lines, their…
This Chinese-language report summarizes two overseas research papers. The first decomposes the book-to-market ratio into a market-to-intrinsic-value component and an intrinsic-value-to-book component, then examines which part relates to valuation-strategy…
The i-VaR95 indicator presents historical volatility and a way to estimate risk costs at a chosen probability level. It describes three volatility approaches: a simple equally weighted moving average, an exponentially weighted moving average, and a high-low…
This article outlines a short-term Chinese equity screen using RSI below 65, three consecutive declining sessions, exclusion of ST-designated stocks, and a condition related to trading halts during the first ten minutes after the open. It then proposes…
This document describes a Chinese equity screen combining a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a condition involving the previous day’s 9:15 matching price and a limit-down price. It presents the rules…
The document describes a MetaTrader utility for moving several open positions to breakeven once price has moved favorably. It offers two trigger approaches: a points-based move, with a stated default of 100 points for a five-digit broker, or a target-price…
This post describes a technical screen for stocks in the metaverse industry. It calls for three indicators to form bullish crossovers at the same time and for the closing price to exceed the previous session's low. The post's concrete formula and code…
This post proposes screening Chinese equities for turnover between 3% and 12%, a newly formed KDJ bullish crossover, and at least one daily gain of 10% or more during the prior 25 trading sessions. It frames turnover as a measure of trading activity, the…
The report outlines a fixed-income-plus approach that reserves some capital for options margin and option buying strategies, while investing most remaining funds in government bonds. It combines directional index exposure, short volatility, and event-driven…
This document outlines a daily Expert Advisor framework that uses Parabolic SAR to set direction: price above the indicator signals a long position, while price below it signals a short position. When direction changes, the EA attempts to close the existing…