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.
79,386 documents
The document presents two chart-based trading setups. In the 1-2-3 method, price breaks a prior trend line, retraces, and turns back in the opposite direction; a qualifying retracement must meet a stated fraction of the first move. The proposed entry follows…
This documentation explains how a Freqtrade instance can act as a producer, broadcasting analyzed dataframes and whitelists over a message websocket, while one or more consumer instances reuse that information. The approach lets consumers access indicators…
The document outlines a Chinese equity screening rule combining a daily amplitude threshold, a previous session’s 9:15 matched price at the limit-down level, and year-over-year net profit growth attributable to parent-company shareholders within a specified…
The document describes a protective expert advisor that monitors account equity and can close open orders and disable automated trading when a configured threshold is reached. It presents two uses: an equity take profit that halts trading after gains reach a…
The document gives a brief definition of the harmonic mean. For a series of values, it is calculated by taking the number of observations and dividing it by the sum of their reciprocals. Equivalently, it is the reciprocal of the arithmetic mean of the…
The article outlines common aims of algorithmic execution: splitting a parent order to follow market volume, reducing market impact, and concealing trading intent. It also presents automation as a way to improve order-entry efficiency and reduce manual…
This indicator combines a moving average with Average True Range bands. It plots the moving average as a central reference, with upper and lower bands at 1.5 and 2 ATR distances. The proposed entry is a close across the moving average: a long signal follows…
The document describes a short-term Chinese A-share screening rule. It selects stocks with a daily high-to-low range above 1%, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. It also excludes…
This note describes a Chinese stock screen combining price amplitude above 1%, a prior-day main-fund-control condition, and exclusion of ChiNext and STAR Market stocks. It presents amplitude as a way to avoid low-movement securities and a main-fund-flow…
This note proposes a Chinese equity watchlist screen requiring daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and a listing age greater than one year. It presents volatility as a way to find stocks with larger price…
This documentation explains how to configure FreqAI within a Freqtrade configuration and strategy. It outlines core settings for training and backtesting periods, model identification, timeframes, correlated pairs, shifted candles, indicator periods, labels,…
This note describes a daily, post-close screen for Chinese equities. It selects stocks whose MACD line is above zero, uses trading interest to rank candidates, and specifies a closing price of 18.5 yuan. The accompanying discussion interprets positive MACD…
This article presents a revised dividend-factor stock selection strategy for Chinese equities and a simpler equal-weight alternative using dividend-themed ETFs. The V2 stock strategy expands the portfolio from 8 to 20 holdings, rebalances monthly instead of…
This example describes two ways to use the relative strength index (RSI) in an equity backtest. Its basic signal rule uses a smoothed moving average to calculate RSI, then takes a short position above 70 and a long position below 30, remaining flat between…
This note outlines a short-term Chinese equity screen that combines a daily price-range threshold, rising short-term moving-average behavior, and an increase in the K component of KDJ. It presents these conditions as signals of volatility and possible…
This note proposes screening Chinese equities associated with the metaverse theme, requiring a positive institutional-flow measure and a weekly crossover involving a 30-week reference. The intended rationale is to combine thematic exposure, evidence of…
This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…
This note describes a Chinese equity screen combining turnover between 3% and 12%, a K value below 20, and positive MACD. It further frames selection around MACD behavior above the zero line, while its indicator example favors rising MACD and its Python…
This overview explains Chinese depositary receipts (CDRs) as securities traded domestically that represent rights in foreign shares through a depositary institution. It summarizes the historical pilot eligibility criteria described in the document, says…
This post presents an A-share selection rule that combines daily price movement, convertible-bond information, and a moving-average trend filter. Its stated criteria include an amplitude above 1, a nonempty name for outstanding convertible bonds, and a…
This post describes a proposed A-share stock screen combining three filters: at least five moving averages clustered together, appearance on the previous day’s notable trading list, and a market capitalization below 10 billion yuan with no reported losses.…
This tutorial explains how the OKCoin spot API’s market orders interpret the amount parameter. It describes a backtest example that estimates a buy quantity from the latest price, then submits a market buy with a cash-denominated amount. The author contrasts…
This stock screen selects shares listed in 2021 with turnover between 3% and 12% and an RSI below 65. The accompanying explanation presents turnover as a liquidity or activity filter and RSI as a short-term price condition. A technical-indicator example uses…
This Chinese equity screen combines three conditions: MACD above its zero axis, three consecutive down days, and at least two limit-up sessions within the previous 500 days. The accompanying discussion frames positive MACD as a trend filter and prior…