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 post describes a Chinese equity screening idea that combines a turnover ratio between 3% and 12%, a newly formed KDJ golden cross, and overlap among at least five moving averages. The intended rationale is to focus on stocks with a chosen level of…
This post outlines a stock screen using daily price range, weekly MACD, and a rounded price movement shape. It describes selecting shares whose daily high-low range exceeds a threshold, whose weekly MACD is above zero with a bullish signal relationship, and…
This article describes a customizable stock-selection strategy built around five rules, mainly intended to identify oversold shares that may be stabilizing, with some rules aimed at potential upward moves. It contrasts platform-generated AI strategies, which…
This proposed Chinese equity screen combines an RSI ceiling, a relationship between percentage price change and net large-order volume, and a share price below 12 yuan. The stated rationale is to filter for stocks with a favorable technical condition while…
This Expert Advisor opens trades only when a new bar appears and permits new entries only during configured working hours, while allowing positions to close outside that window. Its initial direction rule compares the 200-period exponential moving average…
The document explains the Sharpe ratio as portfolio excess return over a risk-free rate divided by portfolio return volatility. It identifies the portfolio return, risk-free rate, and standard deviation as the inputs, with short-term government debt offered…
This podcast discussion describes how institutional crypto desks combine spot trading, derivatives, lending, and market making, drawing on experience from traditional finance. It covers ETF creation and redemption mechanics, hedging flows into underlying…
This Chinese equities screen combines a price-range threshold with a robot-industry theme, a market-cap ceiling, and a moving-average trend condition. It seeks stocks with amplitude above 1, circulation market capitalization below 10 billion, and the 20-day…
This indicator system assigns a score to bullish or bearish market conditions using ADX, directional indicators, Parabolic SAR, moving averages, and RSI. ADX above a threshold establishes a minimum trend-strength condition; the other signals check price…
This document explains a differential indicator that estimates bullish and bearish price pressure from closing-price changes over a user-selected period. Bull power averages only positive close-to-close increments, while bear power averages only negative…
The document describes a Chinese equity screen that selects stocks with turnover rates between 3% and 12%, circulating market values between 5 billion and 10 billion yuan, and a same-day morning star candlestick signal. It presents the pattern as a…
This example proposes screening stocks using a price amplitude threshold, a dividend-and-bonus ratio above 25% based on the previous close, and a recent sequence of limit-up closes. It provides a formula sketch and a Python-style outline for calculating…
This stock selection example combines a daily price range threshold, return on equity above 15% for five consecutive years, and simultaneous upward crosses of the five-day moving average over the ten-, twenty-, and thirty-day averages. Its final proposed…
This document describes a guided process for turning a trading idea into a strategy that can be reviewed and tested. It moves through defining the idea, drafting and confirming its logic, generating and checking code, running a backtest, planning parameter…
This brief library description explains a stop-loss helper for market execution orders. It supports either a stop distance set in points or a distance derived from the average true range, with an adjustable ATR multiplier. The stated default multiplier is…
The document describes three common mistakes made by new options traders: buying far out-of-the-money calls without accounting for timing and time decay, relying on one strategy in every market, and trading without a preplanned exit. It explains that an…
This note describes a daily stock selection rule that combines an intraday range above 1%, a high matching the highest level over the prior two days, and a positive close-to-close return. The combination aims to find stocks showing recent price strength and…
This document describes an equity screen that combines daily price amplitude, institutional participation, metaverse theme exposure, and a minimum company size. Its final stated criteria require amplitude above 1, institutional participation above 25% over…
This document outlines an annual stock selection approach that combines a positive MACD signal with high stock heat and a record of strong profitability. It proposes screening after annual reports are published, requiring return on equity above 15% in each…
The document examines how one-minute OHLC backtests can misclassify bracketed trades when a bar touches both the stop and target. Because OHLC records prices but not their sequence within the bar, a tester must assume an intrabar path; real tick data can…
This stock-screening note proposes selecting Chinese equities classified in the metaverse industry when the opening price is near or crosses above a ten-day moving average and the 14-period RSI is below 65. It explains the average as a way to locate price…
This tutorial demonstrates a supervised learning workflow for hourly EUR/USD data using a k-nearest neighbors classifier. It builds features from price deviations from moving averages, moving-average spreads, momentum, Bollinger Bands, a sample sentiment…
This document describes an automated trading system based on Fractals and Alligator indicators, with settings for take profit, stop loss, trailing exits, and break-even adjustments. It says the system is intended for daily charts on major forex pairs and…
This stock selection screen combines a turnover range of 3% to 12%, appearance on the previous day’s Dragon-Tiger list, and a closing price above its 250-day moving average. The article interprets these filters as measures of trading activity, notable market…