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 report summarizes a Binance BTC-USDT daily-candle backtest covering January 2019 through January 2021. The strategy recorded 155 closed trades and one open trade. The displayed metrics include an 89.77% net profit, 22.4% maximum drawdown, 37.64% annual…
The article distinguishes planned stop losses from sudden losses that occur when a stop cannot be executed at its intended level. It describes fixed stops based on a price or loss limit, trailing stops that follow conditions such as moving averages or…
This expert advisor uses the Parabolic SAR indicator to choose a direction: it buys when the Ask price is above the indicator and sells when it is below. The description identifies configurable chart timeframe, stop loss, take profit, order volume, risk…
This oil example describes a trend-following setup that combines moving averages with hammer-shaped candles. It defines bullish and bearish regimes using the direction of several moving averages and the close relative to them. In a bullish regime, a bearish…
This report explains how to isolate a desired equity style factor while controlling exposure to other factors. It contrasts full replication, which reproduces modeled pure-factor returns but does not control ex ante risk, with constrained mean-variance…
This A-share screening idea combines a positive MACD reading, an upward separation or crossover of short moving averages, and three consecutive lower closes. The intended setup pairs a broader positive momentum condition with recent short-term weakness,…
This article proposes a visual exit technique combining a moving average with a horizontal line drawn from a recent swing high or low. For a long position, the trader marks a visible high, extends a horizontal reference, and treats the bar vertically aligned…
This Chinese-language strategy note surveys ways to connect macro conditions, company fundamentals, valuation, and sector performance. It describes a credit and earnings framework for market regimes, a rolling stock-bond yield spread as a relative valuation…
This stock screen selects shares with daily amplitude above 1, a year value of 2021, and a control ratio above 21. The document describes amplitude as a measure of price movement and interprets a higher control ratio as stronger buying pressure. It includes…
This technical stock screen combines an RSI reading below 65 with seven consecutive declining sessions and a MACD value below zero two days earlier. It is framed as a way to identify stocks at relatively low levels while excluding some downward-trending…
This stock-screening idea combines a daily amplitude threshold with a robot-industry theme, a cap on circulating market value, and an upward-sloping 30-day moving average. The moving-average condition adds a price-trend filter to the thematic and size…
This research summary presents factor timing as a risk-control problem rather than solely as a return-forecasting problem. It proposes adjusting the upper and lower bounds on factor exposures in a portfolio, with those limits informed by factor risk,…
This guide describes order-size expressions in OctoBot, grouping them into fixed, portfolio-scaled, and variable amounts. Fixed amounts specify a quantity in the base asset or a value in the quote asset. Scaled amounts can reference holdings associated with…
This document explains how a trading system’s in-memory cache holds recent market data and current execution state for strategies and other components. Data engines update the cache as they process events; for quotes, trades, and bars, successful writes…
This Chinese-language post proposes a stock screen requiring RSI below 65, three consecutive declining sessions, and trading value above 60 million on the previous day. It presents the combination as a way to find stocks with a potential technical base and…
This Lumibot guide explains three futures asset choices: continuous contracts, specific-expiry contracts, and automatically selected expiries. It presents continuous futures as a convenient choice for multi-year backtests because they avoid manual expiration…
This stock-selection rule screens out Beijing-listed shares, keeps stocks with price amplitude above 1%, and looks for a weekly close crossing above its 30-week moving average. The document describes the rule in plain language and gives example…
This report examines Bitcoin spot liquidity across six market regimes, focusing on the October liquidation cascade. It tracks order book depth at several distances from mid-price, exchange volume shares, and a composite resilience measure based on depth…
This short consumer-security note recommends caution when evaluating unusually attractive investment offers and checking that platforms and schemes are legitimate before committing funds. It also points to account and asset safeguards, including two-factor…
This Expert Advisor monitors open positions as a group and can close them when combined profit reaches a configured take-profit level or combined loss reaches a stop-loss threshold. The thresholds can be measured as percentages or in the account’s deposit…
These release notes describe updates to Hummingbot trading infrastructure, including four new perpetual futures connectors and changes to Gateway’s decentralized exchange integration. The connector additions support order and position workflows across…
This stock-selection rule screens companies in the metaverse sector for a limit-up day within the previous 25 days and a current-day decline between 4% and 5%. It proposes running the screen before 10 a.m. The accompanying Python example filters a daily data…
This strategy uses a research agent to rank leveraged ETFs from recent prices and trends, then has bull and bear agents assess the same research. A judge and trading agent selects a side for each index, allocates the account among chosen funds, and revisits…
This A-share screening concept looks for stocks with a daily high-low range of at least 1%, relative volume between 1.5 and 6, and afternoon net inflows from large orders. Its final formulation adds persistence: both current large-order volume and its…