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 Chinese-language post proposes a simple A-share stock screen: select companies classified in the metaverse industry, with circulating shares no greater than 5.5 billion, and year-over-year growth in net profit attributable to the parent company above…
This proposed stock screen builds a candidate pool from shares whose daily high-low range exceeds one percent, that recorded at least one limit-up event in the prior 25 days, and that show three technical indicators crossing upward together. Examples named…
This document describes an Expert Advisor that embeds its Kinetic Compression Index calculations rather than relying on a separately loaded custom indicator. Its proposed reversal entries use a detected compression or “singularity” pattern, with Williams…
This script sets a stop loss for each open position so that a hit would produce an approximate loss equal to a specified amount in the account’s currency. It is intended to work across deposit currencies and forex symbols by using the platform’s loss tick…
This document describes a chart indicator for estimating potential profit or loss from a trade size, or estimating the size needed to reach a chosen profit or loss. The user selects which value to enter; the indicator calculates the other value and displays…
The document describes a trading framework built around an expert advisor with modules for price and tick pressure, recurring flow patterns, weighted volume delta, candle forecasts, volatility-adjusted thresholds, tick activity, historical forecast accuracy,…
This introductory article maps the work involved in taking a quantitative CTA idea into live futures trading. Its five stages are to define executable rules, prepare suitable historical data, translate the rules into code, validate the strategy, and handle…
The OzFx description combines the Stochastic Oscillator with the Accelerator Oscillator to generate entry signals. A buy requires the Stochastic reading on the latest completed bar to exceed a chosen level, while the Accelerator reading rises from below zero…
This strategy note describes a China A-share approach that blends model-based stock ranking with technical timing. It begins with a manually defined pool of roughly 100–300 large-cap names associated with the CSI 150 universe, then ranks candidates using…
This research summary outlines a framework for evaluating private index-enhanced funds through their active exposures to risk factors. Because benchmark exposure is inherent to these products, the analysis treats deviations in style and industry exposures as…
The document describes an MT4 trading panel intended to let a trader set stop-loss and take-profit distances in pips, trade count, position size, and the instrument before placing orders. Its purpose is to make order setup faster, particularly when markets…
The article defines CTA strategies as professionally managed approaches focused mainly on futures, with possible options exposure, and sketches their development in overseas and Chinese markets. It describes the shift of Chinese CTA activity toward commodity…
The document presents a Chinese equities screen combining three filters: daily high-low range of at least 1%, circulating market capitalization above 10 billion yuan, and a current high that equals the highest high over two days. It provides corresponding…
This document outlines Tonghuashun’s backtesting support and gives example strategies for Chinese stocks, convertible bonds, and funds. It describes supported data intervals, transaction costs, slippage, corporate-action adjustments, and order matching. The…
This document describes an MT5 chart panel for estimating trade size from a chosen percentage of account balance. The trader positions two horizontal chart lines to set low and high price levels, which the panel uses to preview buy and sell lot sizes…
The post describes a stock screen combining four conditions: daily amplitude above one percent, a 2021 trading date, membership in the robot concept group, and circulating market capitalization below ten billion yuan. It provides equivalent examples in a…
This research digest summarizes two papers relevant to investment research and portfolio decisions. The first examines analyst skill and influence across products at fourteen mutual fund firms. It reports that buy-side analysts contribute positively to…
This guide walks through preparing an XRP Ledger account for use with Hummingbot, importing the account into a wallet app, connecting the connector, and checking balances. It also describes editing connector settings to use custom markets or node endpoints.…
Elder’s Safe Zone Triple extends Alexander Elder’s Safe Zone indicator by displaying three lines with separate settings. The stated purpose is to estimate stop-loss levels that remain close enough to price to protect accumulated gains while leaving enough…
This Chinese-language post presents a stock selection screen combining three conditions: daily price amplitude above a threshold, closing price above its five-day moving average, and a rising midpoint-based state intended to mark the start or continuation of…
This partial report examines Binance ETH/USDT trading and order book behavior around the yen carry trade unwind. It connects macro events—including yen appreciation and a sharp Nikkei decline—to crypto price moves, then describes how volume, net trading…
This Chinese stock-selection method combines amplitude above 1, a daily maximum decline between 4% and 5%, and large-order net volume above 0.05 for at least three consecutive days. It interprets the price range and decline as measures of volatility and…
The forum question asks how to add an available-funds check when a trading framework converts an order request under lock logic. The proposed approach is to obtain account information through the main engine, read the account’s available balance, compare it…
The document describes a cross-platform virtual trading library that lets an expert advisor run in simulated and live environments. It presents uses including testing against current prices, optimizing over historical data, pausing live orders while…