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 A-share screening idea combines investor-position growth above 5%, seven consecutive declining sessions, and at least two limit-up events within the prior 500 days. The rationale is to look for buying interest in stocks that have a history of sharp…
This document describes a service that periodically checks swap rates for specified trading symbols and records changed values in monthly CSV files. Each record contains a timestamp and the long and short swap values, creating a history that traders can…
The document describes an Expert Advisor for manual trading that applies stop-loss and take-profit levels to market and pending orders. Its controls include when trailing begins, the trailing distance from the current price, the profit threshold for moving a…
The document describes a short-term Chinese equity screen combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (Dragon-Tiger List), and a rising five-day moving average accompanied by higher volume than the…
The post proposes a Chinese stock screen combining price amplitude, prior-day actual turnover, and time since listing. It selects stocks with amplitude above 1, turnover between 3% and 28%, and a listing history longer than one year. It includes sample…
This Expert Advisor combines a Laguerre indicator, a moving average, and the Commodity Channel Index to define buy and sell conditions. The document describes buying when Laguerre is at its lower extreme, the moving average is rising, and CCI is below a…
This translated tutorial builds a simplified digital currency called Infocoin to explain core Bitcoin protocol ideas. It begins with signed payment messages, then introduces unique coin identifiers and a shared transaction ledger. Because separate users…
The document proposes watching for divergences in the relationship between two currency pairs and taking opposing positions when a gap appears. It focuses on AUD/JPY, CAD/JPY, and NZD/JPY, and gives AUD/JPY versus NZD/JPY as an example. A pip-value…
This document describes a MetaTrader expert advisor derived from an earlier Forex Fraus version. It uses the Envelopes indicator and was designed for EUR/USD on the one-minute chart, with possible use on other instruments. The EA can apply adjustable…
This document describes a Chinese stock screen applied after the market opens. It combines amplitude above 1, a change in a measure labeled institutional buying, and a circulating share count no greater than 5.5 billion shares. The rationale offered is that…
This document outlines a Chinese equity screen using three conditions: amplitude above 1, a closing price below 20, and a selected company or industry category. Its example implements the category filter with a pharmaceutical industry label and proposes…
This document describes a forex expert advisor that uses two moving averages to determine trade conditions. If price moves against an open position by a configured pip distance, the system opens another trade in the original direction and repeats the process…
This essay uses an unfinished introduction to a supposed futures reversal method to illustrate the appeal and danger of searching for secret signals. It does not describe a specific entry rule or demonstrate that any reversal strategy works. Instead, it…
This Chinese equity screening proposal combines a price-amplitude threshold, a requirement that the stock have an associated outstanding convertible bond name, and a 15-minute MACD condition described as the negative histogram bars becoming shorter. The post…
This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…
This podcast overview discusses Nexus Mutual, an Ethereum-based mutual insurance protocol focused on covering smart contract and decentralized finance risks. The protocol combines member-provided capital with a market for assessing covered risks: the team…
This tutorial describes a live short-volatility strategy that sells an out-of-the-money BTC call and put on Bybit, then hedges the resulting delta exposure with a BTCUSDT perpetual. It selects strikes by percentile within the nearest-expiry option chain,…
This proposed short-term stock screen requires amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and an external-to-internal trading volume ratio above 1.3. The note interprets the conditions as combining elevated price movement, a…
This forum question concerns two lines in a portfolio trading template that limit how much cash may be allocated to an instrument. The poster asks whether the instrument is a stock selected by a prediction step, whether the maximum cash parameter is the…
The document outlines a portfolio construction method for fund-of-funds portfolios targeting absolute returns. It combines Black-Litterman expected-return estimates, which blend market equilibrium returns with investors’ absolute or relative views according…
The speaker argues that quantitative investing should combine statistical description, machine learning prediction, and economic or financial theory. These serve different purposes: describing data, forecasting outcomes, and explaining underlying mechanisms.…
This document outlines an equity screen using three criteria: at least five moving averages converging, a listed float market capitalization above 10 billion yuan, and a 2019 dividend payout ratio above 25%. It frames moving-average alignment as a sign of…
This MT5 indicator tracks up to three configured symbols and analyzes completed Asian and London session ranges, using M5 as its default internal timeframe. A session sweep alone does not qualify: the described sequence requires a sweep, a close through a…
The MinMax indicator calculates the minimum and maximum price over a chosen period. It uses their midpoint as a general trend estimate and assesses direction through the midpoint’s slope. The document also describes the upper and lower extremes as potential…