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 describes an A-share stock screen requiring RSI below 65, seven consecutive down sessions, and at least one limit-up session within the preceding 25 days. It presents the combination as a way to find stocks that have recently risen…
This document explains a trade-management expert advisor that moves a position’s stop loss to a specified breakeven level after the position reaches a configured profit threshold. A separate distance setting determines where the stop is placed relative to…
StdScore is described as an oscillator that represents a selected asset’s price in a separate chart window using a line, bars, or candlesticks. Its calculation is based on a moving average and standard deviation, making it similar in spirit to a standardized…
This Chinese-language post introduces grid trading as a dynamic rebalancing approach for stocks. Its basic premise is that prices fluctuate, allowing an investor to seek gains by buying at lower prices and selling at higher ones. The post frames grid trading…
The document outlines an Expert Advisor that trades signals from the Extrem_N indicator. A signal occurs at a bar’s close when one colored line appears after the other color’s line disappears; the direction depends on which color replaces which. The system…
This guide explains how a simulated venue handles perpetual funding and account configuration during a backtest. Funding-rate updates supply the latest rate; when a funding boundary is known, the backtest clock creates a settlement at that time. Without an…
The article presents five principles for trading: build decisions around one coherent set of rules, practice execution until it becomes habitual, judge performance over many trades, wait when conditions are noisy, and accept that strategies can fail. It…
This guide explains how to use VeighNa’s CTA strategy module to load strategy classes, create instances, initialize them with historical data, and start or stop automated trading. It describes how instances can trade different futures contracts with separate…
The document describes an automated strategy that buys more as a contract price falls and sells more as it rises. Despite being labeled arbitrage, the approach trades price moves in exchange contracts without requiring a corresponding commodity price…
This stock screen selects Chinese equities with turnover between 3% and 12%, a 2021 listing year, and displayed best bid volume greater than best ask volume. The accompanying discussion frames turnover as a measure of trading activity and the bid-versus-ask…
This proposed stock screen combines a price-range condition, a recent single-day gain threshold, and a turnover band. Its final version adds fundamental filters: a P/E ceiling, positive operating cash flow, and a price-to-book ceiling. The article presents…
The document describes an MT4 script that totals the net imbalance across existing positions and places a trade in the opposite direction for that amount. Its examples show how the hedge changes as buys and sells accumulate: an excess of buy volume leads to…
The document describes a trade-history analysis that rebuilds trades from historical deals and reports metrics intended to assess entry and exit efficiency. Maximum adverse excursion (MAE) measures the largest move against a position while it is open, while…
The document proposes a Chinese stock screen combining three conditions: daily amplitude above a threshold, evidence interpreted as main-fund control on the prior day, and membership in the beverage manufacturing industry as a proxy for beverage and alcohol…
This essay presents general principles for trading and investing: research the economy and business conditions, wait for suitable market opportunities, protect capital, and keep expectations realistic. It stresses that sound fundamentals do not by themselves…
This document proposes screening metaverse-sector stocks for a positive return and an associated outstanding convertible bond with a nonempty short name. It presents the bond link as a way to focus on companies that have issued convertible debt, while the…
This document describes a short-term stock screen for companies in the metaverse sector. It requires a limit-up move within the prior 25 days and a current morning star reversal pattern, then suggests ranking candidates with an oscillator. The intended…
The document outlines delegated proof-of-stake mechanics for HYPE on Hyperliquid. Users can move HYPE from spot to a staking account, delegate it to validators, and earn rewards based on delegated stake after validator commission. Validators need a minimum…
This stock screen targets companies classified in the metaverse theme. It first requires prior-day turnover above 8%, then selects stocks whose current day’s low falls between 4% and 5% below the preceding close. The final version adds a trend filter: the…
This introductory tutorial presents active equity portfolio management as a connected process. An alpha model forecasts stocks’ excess returns, while estimates of return dispersion help inform position sizes. A structured risk model describes current…
This essay groups chart-centered approaches such as candlestick analysis, Dow Theory, Elliott waves, Wyckoff methods, and Gann techniques under a broad category of pattern-based trading theories. It proposes examining whether any of their components have…
This concept indicator builds upper and lower trigger lines from rolling sums of open, high, and close prices, divided by three times the lookback length. A signal line crosses the upper level to indicate a possible buy and the lower level to indicate a…
This post describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, free-float market capitalization below 10 billion, and previous-day opening-auction turnover above 0.26. It sketches implementations…
This document presents a short-term Chinese equity screen based on three signals: daily price amplitude, the share of total market value represented by circulating shares, and the number of limit-up days in a recent ten-day window. Its revised criteria…