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 a Chinese A-share stock screen combining three conditions: a 14-period RSI below 65, at least two limit-up sessions within the prior 500 days, and a positive ten-day return below 35%. It describes the filter as a way to find stocks with…
The newsletter links Bitcoin’s recent weakness to U.S. market sentiment and argues that BTC continues to behave like a risk-sensitive asset. It notes rising Bitcoin volatility and shifting institutional options activity between IBIT and Deribit. It also…
The document describes a low-lag trend line (LLT) designed to reduce the delay that comes with smoothing price data. It frames moving averages as a trade-off: longer windows smooth noise more effectively but respond more slowly, while exponential averages…
This document describes a hedging Expert Advisor that opens two opposing positions at the same time. Its premise is that the position whose take-profit is reached first will close, after which a price reversal may carry the remaining position to its own…
This document outlines a Forex and stock trading Expert Advisor that combines Fibonacci levels with two moving averages. It describes trading around price breakouts, with Fibonacci levels serving as a filter alongside the moving averages. The EA is said to…
This document presents a Chinese equity screening rule that combines RSI below 65, a stated increase in daily position or volume participation above 5%, and a shortening green MACD histogram on a 15-minute interval. The author interprets the RSI and increase…
This document describes an Expert Advisor that trades signals from the ThreeCandles indicator. It opens a trade when a colored indicator candle appears at the close of a price bar. The EA depends on a compiled indicator file, and a supporting library is…
This brief description outlines a trading utility for closing positions when a daily profit target or daily loss limit is reached. Its central accounting idea is to combine floating profit or loss on open orders with realized results from closed orders…
This stock selection method combines three filters: rank stocks by volume ratio and retain the top 100, exclude Beijing-listed A-shares, and require the 30-day moving average to be rising. The stated rationale is to focus on relatively active stocks while…
This crypto trading strategy uses TD Sequential style counts on hourly candles. A buy count increments when each close is below the close four bars earlier; a sell count increments when each close is above that reference. The strategy looks for a price…
ExTrend is described as an extension of a fractal-line indicator. It draws two current lines based on the highs and lows formed by the latest two fractals, then displays their slope in a separate indicator window. A zero slope corresponds to a horizontal…
This reference explains how Freqtrade handles pair naming, fees, and strategy execution. Spot pairs use a base and quote currency, while futures pair names also identify the settlement currency. Profit calculations include fees: simulations use the…
The document summarizes research on time-series intraday momentum in US equity ETFs. It describes a signal in which the first half-hour return, measured from the prior close, predicts the final half-hour return in the same trading day. Using SPY data, the…
The document introduces attention and Transformer components, then adapts them to forecast stock returns from factor sequences. Its proposed architecture adds Time2Vec features to factor inputs, applies self-attention and encoder layers, and uses a…
This indicator is described as a free supplement to a broader Alpha Trend Spotter tool. It uses price action to identify what its author calls the strongest trend for the day, and the instructions say to use it when the companion indicator shows a clear…
The document proposes a Chinese stock selection screen combining daily price amplitude above a threshold, a measure of daily change in controlling shareholder holdings above a threshold in absolute value, and a rising KDJ K line. It provides example…
This document describes a MetaTrader Expert Advisor designed to trade a channel on EURUSD, with its indicators set to the H1 timeframe. The channel uses a long-period moving average and three Envelopes at different distances. Two very short-period moving…
This forum exchange explains where to look when a VeighNa strategy backtest produces no visible trade records and a developer wants to inspect daily messages. The reply says scripted backtests expose log entries through the engine’s logs collection. For live…
These notes summarize the Turtle trading approach as a systematic trend-following method built around breakouts, disciplined execution, and survival through losing periods. The described rules include entering when prices exceed a prior-period high or low,…
This expert-advisor description combines a historical candle-range comparison with a loss-responsive position size. It examines bullish and bearish bars over a configurable number of past days; if the summed size of bullish bars exceeds that of bearish bars,…
BandsFBA is described as a Bollinger Bands variant that applies filtering to the indicator’s leading behavior and damping. Its lagging line is said to respond asymmetrically in rising and falling markets, a design the description proposes for markets with…
This Chinese stock-selection post describes screening shares in the metaverse theme using two technical conditions: the prior close must be at or above its 250-day moving average, and the K value of a 9,3,3 stochastic indicator must be below 20. The moving…
The script constructs a Tic-Tac-Toe style chart for any symbol and timeframe. Users set a cell size in points and the number of cells needed to trigger a reversal; the documented defaults are tailored to EUR/USD quotes with five decimal places. After…
This Chinese equity screen combines three conditions: daily amplitude above 1, a positive weekly MACD histogram, and appearance on the previous day's Dragon-Tiger list, which highlights stocks with notable trading activity. The stated rationale is to find…