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
The proposed stock screen combines a MACD condition above the zero line, a rising DEA signal line, and a shrinking green MACD histogram on a 15-minute chart. The article interprets the shorter histogram bars as a possible change in price momentum within a…
The document describes configurable trade-management options for closing part of an open position and moving a stop loss to the break-even area. Its listed settings enable partial closing, set the percentage of position volume to close, enable stop movement,…
This document explains how to model a mean-reverting portfolio with a Cox-Ingersoll-Ross (CIR) process, whose volatility scales with the square root of its value. It describes fitting the process by maximum likelihood and selecting portfolio weights to…
The document describes a two-agent bot that sells a same-day-expiring bear call spread on SPY. A research agent checks prices every 15 minutes and selects a short call near 0.20 delta plus a call five points higher. A trading agent opens one spread per day,…
The document explains an indicator that marks bullish and bearish breaks of market structure using price pivots. A configurable lookback period identifies swing highs and lows; a close above a stored high or below a stored low triggers a breakout line and a…
The document outlines a Chinese equity screen combining a six-period RSI below 65, a share price below 12 yuan, market capitalization below 10 billion yuan, and no losses over the prior five years. It presents the mix as a way to combine a technical…
This configuration defines a futures system that combines exponentially weighted moving-average crossover forecasts at several speeds with a carry forecast smoothed over 90 days. It assigns forecast scalars to the rules, caps combined forecasts, and…
This stock screen combines trading activity, earnings growth, and a recent price event. It selects shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and at most 100%, and at least one…
This stock-selection approach combines market activity with a profitability screen. It looks for shares with amplitude above 1, turnover between 2% and 9%, and return on equity above 15% for five consecutive years. The article presents ROE as a way to…
This stock-screening idea combines daily price movement with technical signals. It selects shares with an amplitude above 1, simultaneous bullish crossovers in three indicators, and shortening green MACD histogram bars on a 15-minute chart. The article’s…
This post outlines a Chinese equity screen combining three signals: a position-increase share above 5%, net large-order inflow during the afternoon, and more than two limit-up sessions in the prior ten days. It interprets these as signs of recent capital…
This Chinese-language post describes an equity screen using amplitude above 1, current trading volume above 10,000 lots, a higher open, and a rounded price pattern. It presents these conditions as signs of active trading and a potentially stable short-term…
The document asks how to record a spot account’s available funds every fifteen minutes and plot the resulting time series. Its example repeatedly requests account information, selects the free USDT balance, appends that value to a list, redraws a chart,…
The document introduces paper trading as a way to run strategies in live market conditions with a virtual portfolio before committing real funds. It describes using a cloud trading service to select strategies, choose a simulated portfolio, and monitor the…
The document describes an automated trading system that uses Heikin Ashi candle direction to identify trend changes. It proposes entering trades when candle colors indicate a bullish or bearish shift, then closing positions when the direction flips. The…
This strategy applies a moving average of the difference between daily closes and opens as a Qstick signal on a China-listed equity index futures contract. It enters long when Qstick crosses above zero and price is above its simple moving average, and enters…
This note describes a stock screen for companies associated with the metaverse concept. It combines concept membership with a close above the previous session’s low and market capitalization above 200 million. The price condition is presented as a short-term…
The document presents a Chinese equities screening idea that selects stocks with daily amplitude above one, current volume above ten thousand lots, an opening price above the previous close, and an upward-moving five-day average. It frames these conditions…
This podcast recap follows Ilan Levy-Mayer’s path into trading and his work at a futures brokerage. It describes the broker’s role in helping hedgers, speculators, and self-directed traders choose platforms, understand markets, and manage risk. The firm’s…
The Volatility Ratio2 indicator compares the current true range with an exponential moving average of true range over a configurable period. True range accounts for the day’s high-low span and gaps from the previous close, so the measure reflects more than…
The post outlines a Chinese equity screening idea combining membership in the metaverse sector, a prior price above the 250-day moving average, positive buying activity during the opening auction, and large or extra-large buy volume above a stated threshold.…
This Chinese A-share screening idea combines three conditions: a high same-day increase in net position or buying activity, year-over-year net profit growth attributable to parent-company shareholders above 20% and no more than 100%, and more than two…
The article explains how inflation, interest rates, and economic growth can shape crypto prices and liquidity. It recommends comparing crypto returns with inflation measures and traditional markets using rolling correlations and regression, since Bitcoin may…
The article proposes finding unusually large price moves across a range of lookback lengths, rather than relying on a single fixed period such as the conventional RSI or Bollinger Band settings. It estimates volatility from prior chart data, measures moves…