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 proposed stock screen combines a price-range condition, a large-order net-flow ranking, and a requirement that at least five moving averages overlap. Its stated aim is to find active stocks whose technical indicators may offer clues about direction. The…
This MetaTrader indicator description presents blue rectangles as potential price strength zones. The rectangle’s upper boundary is treated as a level where upward price strength may fade. For a long position, it suggests placing a take-profit level below…
This note develops a proposed A-share strategy for vn.py around two prior-day setups: a first limit-up close after two days without a limit-up, or a session that touched the limit price but did not close there. Candidates are further filtered by turnover…
This stock-selection rule looks for shares with turnover between 3% and 12%, excludes Beijing-listed A-shares, and requires the day’s increase in position share to exceed 5%. The explanation treats the turnover band as a way to select reasonably active and…
The described expert advisor begins by opening equal, minimal-sized long and short positions, each with predefined take-profit and stop-loss levels. When one position reaches its profit target, it closes; the losing side is enlarged at price intervals, with…
The expert advisor begins by opening a buy position, then tracks the opening prices of buy and sell positions separately. It adds a buy when the latest buy entry is at least the configured step above the current ask, and adds a sell when the latest sell…
This brief indicator description explains an alert setup intended to identify possible reversals around RSI extremes. For a buy alert, it gives three conditions: RSI is below 30, price opens above the eight-period moving average, and the candle’s lower wick…
This project description outlines a LightGBM system for classifying the direction of futures prices over a configurable forward horizon. It processes one-minute bars across multiple contracts, builds technical and statistical features, and labels future…
This essay contrasts two stylized accounts of a quantitative trader’s working day. The less automated workflow involves checking strategies and orders manually, adjusting allocations and contracts, monitoring live positions, recording profit, slippage, and…
The document describes a simple random-entry trading experiment based on the assumption that short-term upward and downward moves are equally likely. A script randomly opens a buy or sell order, while the user sets trade size and exit levels. With equally…
This stock-selection post describes a screen for Chinese equities that ranks by trading-volume strength and combines a prior-day 9:15 limit-down matching price with a market capitalization below 10 billion yuan and a history of no losses. It presents high…
This screening rule selects stocks with an intraday amplitude above one, a daily percentage decline between four and five percent, and a circulating-share threshold stated as no more than 5.5 billion shares. The document presents the criteria as a short-term…
A user asks whether a futures position should be counted at its full market value or at a value adjusted for margin when a strategy calculates returns by adding asset value and cash. The reply emphasizes that futures use margin and daily settlement, so their…
This document describes a versioned template for trading multiple currency pairs, with moving averages offered as a sample entry logic. It says the entry logic can be changed, so the moving-average example is a starting point rather than a fixed strategy.…
This Chinese-language post describes a daily pre-open screen for A-share stocks. It combines a positive MACD condition with a share price below 12 and a stated increase in holdings above 5%. The rationale is to mix a trend signal and a low nominal price with…
The article distinguishes high-frequency trading firms from quantitative investment firms by their typical origins, time horizons, capital models, and technical priorities. It describes high-frequency trading as focused on rapid processing and efficient…
This Chinese stock screening example combines three proposed short-term signals: daily price range above a threshold, a high ranking in large-order net volume, and a “main uptrend start” condition. The formula defines the range using the high-low spread…
This Chinese strategy example applies a breakout system to a CSI 300 index ETF. It calculates a 50-day average as the middle band and sets an upper band one standard deviation above it. Entry requires the prior close to exceed that upper band and the highest…
The document describes a minimal short-term trading approach that chooses long or short direction at random, such as by a coin toss. Its code example first checks that no positions are open, then uses a pseudo-random value to select a buy or sell order and…
This Chinese stock-screening strategy combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a recent seven-day price decline. The proposed rationale is to favor reasonably liquid stocks, use the indicator crossover as a possible sign…
This research overview describes two broad approaches to absolute-return investing: combining equities and bonds, and hedging or taking exposures through derivatives. It lists stock-bond rebalancing, target-volatility, risk-parity, and risk-budgeting…
Change in State of Delivery (CISD) is presented as an early signal that a directional leg may have failed. It marks the point when a candle closes back across the open of the first candle that began the leg. A bullish leg’s origin level can trigger a bearish…
This indicator description explains a three-bar trailing stop associated with Larry Williams. Its intended use is to stay with strong directional moves while tightening protection when a correction begins. The author recommends waiting until price has left a…
This indicator-based system smooths Heikin-Ashi candles and interprets runs of rising or falling candle bodies as directional trends. Larger bodies with limited opposing shadows are treated as stronger trends; small bodies and long shadows suggest weakening,…