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 Expert Advisor combines an initial buy or sell position with a protective stop order, then builds a grid of pending orders at set price intervals. It uses ADX on a configurable timeframe to choose the grid style: below 40 it places limit orders, while…
This document describes an Expert Advisor that maintains a grid of pending orders above and below the current market price. Users can configure the number of orders per side, spacing, order types, lot size, slippage allowance, take-profit distance, and a…
This short-term stock screen selects shares with amplitude above 1, an indicator described as main-player control on the prior day, and turnover between 2% and 9%. The note interprets amplitude as evidence of larger price swings, the control measure as a…
This Chinese stock-selection note proposes finding short-term rebound candidates by combining daily amplitude above 1, an upward divergence in moving averages, and seven consecutive down sessions. It interprets amplitude as a measure of price movement, the…
The document outlines a daily screening idea for Chinese stocks associated with the metaverse theme. It selects stocks with a newly bullish KDJ crossover, ranks candidates by individual stock popularity, and proposes choosing the more popular names.…
This futures strategy tracks the crush spread formed from soybean, soybean meal, and soybean oil contracts. It weights the three contract prices using an approximate processing ratio, computes the spread as the combined meal and oil value less the soybean…
This Chinese stock screen seeks companies with price amplitude above 1, market capitalization below 10 billion yuan, positive net profit, and more than two limit-up sessions within ten days. The article's final version adds another valuation filter:…
The document describes a Chinese A-share screening rule that combines daily price range, market capitalization, profitability, and ownership concentration. It first presents a range threshold of at least 1%, a market value below 10 billion yuan, positive net…
This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes,…
This document describes an expert advisor that opens trades using one of six signal configurations: MACD direction, price relative to a pivot, support and resistance breaks, or combinations of i_Trend, RSI, stochastic, and MFI. Users can reverse signals and…
This note describes a Chinese A-share screen that combines daily price range with recent and longer-term limit-up frequency. It selects stocks with a range above the stated threshold, more than two limit-up days within ten days, and at least two limit-up…
This document describes a short-term Chinese equity screen combining three conditions: price amplitude above a threshold, appearance on the prior day’s trading activity list, and a morning-star candlestick signal. It presents the idea that elevated movement…
The document proposes screening Chinese equities for daily amplitude above 1%, weekly MACD above zero, association with the robotics theme, and circulating market value below 10 billion yuan. It presents amplitude and MACD as measures of price movement and…
The document describes a Chinese equity screening rule that combines turnover between 3% and 12%, seven consecutive days of price declines, and circulating market value between 5 billion and 10 billion yuan. It frames the decline streak as a possible…
The document describes a reporting workflow for analyzing a trading strategy from return data and, when available, holdings, transactions, benchmark returns, market data, and factor information. Its full report brings together return and event analysis, then…
This Chinese-language post describes screening stocks in the Metaverse category using turnover and recent price movement. Its initial rule combines yesterday’s turnover above 8% with a prior-day actual-turnover range from 3% to 28%. The post later revises…
The document describes a delta-neutral crypto strategy that pairs long spot holdings with an equal-notional short perpetual futures position. The matched positions are intended to offset broad price moves, leaving funding payments as the main source of…
The document describes a trading expert that closes all open positions when selected basket-level profit or loss conditions are met. It offers two closing modes: triggering on a percentage change or on a specified monetary amount. The author says the expert…
This Freqtrade strategy generates long entries when both the Commodity Channel Index and Relative Strength Index fall below configurable thresholds. It exits when both indicators rise above separate exit thresholds. Indicator periods and thresholds are…
The document outlines a Chinese equity screen that selects stocks associated with the metaverse theme, filters for a positive institutional-flow measure, and keeps daily percentage changes between −5% and 2.6%. It presents the combination as a way to find…
The proposed stock screen selects shares with a rising 30-day moving average, an RSI below 65, and a rising MACD signal line (DEA). The intended logic combines a trend filter with momentum indicators and is presented as a way to find stocks whose current…
The document outlines an end-to-end portfolio construction framework that embeds a differentiable convex optimization layer within a neural network. Raw asset data passes through the network for feature extraction and combination, then an optimization layer…
This stock-selection note combines market activity, float size, listing code, relative strength, and profitability filters. Its initial screen looks for Shanghai-listed shares with turnover between 3% and 12% and circulating share capital no greater than 5.5…
This document describes an Expert Advisor that enters when price breaks the prior candle’s high or low, using a selectable candle timeframe from one minute to one month. A moving-average filter can be enabled, and the first trailing-stop adjustment moves the…