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 overview presents themes MSCI identified for ESG investing over the coming decade. It groups them into climate and equity, the mainstreaming of ESG, and emerging risks and opportunities. Topics include corporate pressure on net-zero supply chains,…
The indicator presents entry, take-profit, and stop-loss levels for a scalping approach intended for charts at five-minute intervals or longer. The take-profit and stop-loss distances are based on Average True Range, and the user can adjust the ATR period. A…
This weekly report reviews market conditions following a sharp equity selloff and describes trend signals across U.S. and Chinese equities, Hong Kong shares, gold, and bonds. Its trend-following system indicated rising trends in U.S. equities and bonds,…
This post describes a technical stock-selection rule combining a prior-session price range above 1%, an opening price within 5% of the ten-day moving average, and a pattern intended to identify rising lows. Example formulas operationalize the range and…
This post presents a technical stock screen based on a prior-session price range above 1, current volume above 10,000 lots, an opening price above the previous close, and an auction return between -2% and 5%. Its premise is to find active stocks with…
This proposed equity screen looks for stocks with amplitude above one percent, a control measure above 21, and seven consecutive down days. Its refined version also requires circulating market capitalization of at least 3 billion. Example implementations are…
This Chinese stock-screening example combines three filters: rank equities by a capital-strength measure, require strong main-fund control on the previous day, and limit market capitalization to below 10 billion yuan while excluding companies with a history…
The document describes three ways to refine spread trading signals. A threshold filter enters or maintains a long or short spread position only when the predicted spread change crosses a chosen boundary; an asymmetric version allows different boundaries for…
This document outlines a news trading approach that places a buy-stop and a sell-stop on opposite sides of the current market before a scheduled release. When one pending order activates, the other is canceled. A trailing stop is intended to follow a sharp…
This document describes a simple forex tool for estimating how much a one-pip or one-point price move is worth in the trader’s deposit currency. The user supplies the intended lot size, and the calculator reports the value for the currency pair displayed on…
The article argues that widely used price-based stop rules can cluster orders around obvious levels, where sudden moves may trigger many exits. It recommends shifting attention from a fixed loss percentage on each position to a preset total loss budget, with…
This MetaTrader expert advisor uses the Average Directional Movement Index to generate trading signals. Its two main indicator settings are the ADX smoothing period and an ADX level. The advisor can place stop-loss and take-profit orders, and trailing of…
This post proposes screening stocks with daily amplitude above 1, an indication of main-force control on the previous day, and weekly MACD above zero. It presents the filters as a technical approach intended to find stocks with potential for short-term…
This post outlines a Chinese equity screen for robotics-related stocks. It combines daily amplitude above 1, free-float shares no greater than 5.5 billion, and circulating market value below 10 billion. The accompanying examples show how to express the…
The article explains why a strategy can make money without winning more often than a coin toss. It contrasts high-win-rate approaches, which seek frequent small gains, with high reward-to-risk approaches, which tolerate more losing trades in pursuit of…
This Chinese stock-selection example screens for turnover between 3% and 12%, circulating market capitalization from 1 to 55 hundred million yuan, and a KDJ K value below 20. It presents the criteria as a way to select stocks, then gives example expressions…
This Chinese stock-screening post proposes selecting robot-concept equities using four filters: daily high-low amplitude above a threshold, prior-day trading activity above a stated threshold, membership in the robot theme, and circulating market value below…
This VeighNa community thread discusses gathering evidence for a broker's production CTP account application. The requested checks include counting submitted and canceled orders, confirming that an order with an invalid price increment is detected and…
This Python entry point runs a futures mean reversion system through a broker controller. Before trading, it checks broker position consistency, obtains a price and an initial range estimate, and prompts the operator to accept or modify strategy parameters.…
This report summarizes a two-year simulation of a Donchian strategy on NEO-USDT using six-hour candles from Binance, covering January 2019 through January 2021. It reports 18 closed trades, all long, with no open positions at the end. The strategy shows a…
This trading system uses the ColorFisher_m11 oscillator histogram to generate entries and exits. It opens a position at a bar’s close when the histogram changes to blue or pink, which the description associates with the oscillator entering an overbought or…
This stock screen combines three conditions: amplitude above 1, a circulating share count no greater than 5.5 billion, and a current-day low below the previous day’s low. The post frames the amplitude and float filters as ways to focus on volatile,…
This Chinese-market stock selection idea screens for shares with daily amplitude above 1, a measure labeled “today’s control” above 21, and institutional movement or funds flow above zero. The article explains these as filters for price fluctuation, a…
This short post presents a function intended to produce signals around oversold and overbought thresholds. It waits until enough market records are available, then checks the latest two indicator readings: a downward move through 30 returns one signal, while…