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 screen combining three filters: market capitalization below 10 billion yuan, no loss history, and a high ranking on large-order net flow or capital strength. The proposed rationale is that smaller profitable companies…
This A-share stock screen combines a relative strength index below 65 with an external-to-internal trade volume ratio above 1.3 and a positive institutional-flow measure. It presents the indicators as a way to combine a technical condition with trading…
This note describes an A-share stock screen that first requires price amplitude above a threshold and at least three years since listing, then ranks eligible stocks by capital strength. Its stated final version selects the top half and proposes combining the…
This MetaTrader expert advisor places buy limit and sell limit orders when its conditions are checked at the start of a new bar. If one order triggers, it removes the remaining pending orders. The description also says position trailing is checked on every…
The document defines bull markets as sustained price advances and bear markets as extended declines. It links bullish conditions with optimism and increased buying, while bearish conditions are associated with pessimism and selling pressure. The suggested…
The report explains how the MSCI China A50 Connect Index is constructed and why its futures contract could help overseas investors manage A-share exposure. The index selects large free-float-adjusted stocks across GICS sectors, then adjusts weights to match…
This notebook demonstrates a portfolio optimization workflow using FinRL’s PortfolioOptimizationEnv and the EIIE policy architecture. It downloads data for ten Brazilian stocks, scales each stock’s series, trains a policy-gradient agent on an earlier period,…
This Expert Advisor uses Stochastic Oscillator signals to open trades and includes averaging, a configurable cap on open positions, and optional trailing stops. Its inputs cover trade size, take-profit and stop-loss distances, trailing distance, maximum…
This short example shows how an automated trading script can detect that both long and short positions have become flat, then respond when its internal state still indicates an active trade. It compares the current account balance with the previously saved…
This expert-advisor description outlines a trading system that acts on several candlestick patterns. It allows separate stop-loss, take-profit, and trailing-stop settings for long and short positions, plus a shared trailing increment. The system is designed…
This documentation page explains how to run Freqtrade backtests on historical OHLCV data, select a strategy, timeframe, date range, trading pairs, starting balance, stake settings, fees, and output format, and compare multiple strategies in one run. It…
This FMZ guide outlines a continuously running strategy loop across JavaScript, Python, Rust, and C++. It shows calling strategy logic repeatedly with a configurable sleep interval, which controls polling frequency in live trading and playback speed in…
The article argues that traders should avoid relying on elaborate market theories or stacks of technical indicators. It recommends choosing a method that suits the trader, then checking it against historical charts and defining entries, stops, scaling…
Equity Guard is described as an account-level risk tool that tracks losses from a daily reference point and reacts when a configured trigger is reached. The reference can be the account’s balance or equity at the daily reset, and the limit can be expressed…
This expert advisor uses the Stochastic oscillator to close existing positions according to one of three rules: %K crossing %D in an extreme zone, %D entering an overbought or oversold zone, or %D leaving one. The rules are directional: for example, an…
This DAX strategy uses a one-hour Kaufman Adaptive Moving Average (KAMA) crossing a 22-period simple moving average to generate long and short signals. It calculates signals on hourly bars but uses one-minute data to manage exits. The author describes a…
The article explains call/put skew as the difference in implied volatility between comparable options. Higher call implied volatility is interpreted as stronger demand for upside exposure, while higher put implied volatility suggests greater demand for…
The document explains how to migrate a strategy from Backtrader to LumiBot by checking one behavior at a time: data timing, indicators, sizing, orders, and execution. It maps common lifecycle and broker concepts, then illustrates a simple allocation rule…
This Chinese-language post describes a short-term stock screen combining daily price range, an opening price near the 10-day moving average, exclusion of special-treatment stocks, and a recent sequence of limit-up style signals. Its example logic uses a band…
This stock screen combines three filters: daily price amplitude above 1%, a dividend yield above 25% attributed to 2019, and a condition intended to exclude stocks that hit the upper price limit the previous day. The article presents the combination as a way…
This short description outlines an automated strategy built around the Average Directional Index (ADX). It says the expert can trade any supported symbol and uses a fixed position size, stop loss, and take profit. The listed settings let a user choose the…
The proposed Chinese equity screen combines four conditions: relatively high price range, a robotics concept classification, free-float market value below the stated threshold, and evidence of institutional buying. The article offers example screening logic…
This A-share screening idea combines a relative strength index below 65 with seven consecutive down sessions and a filter based on company characteristics. The article describes company characteristics broadly, including industry, company scale, and position…
The document outlines a rule-based trading approach using candlestick patterns and RSI thresholds. It opens buys on bullish engulfing candles when RSI is above an overbought level, and sells on bearish engulfing candles when RSI is below an oversold level.…