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 A-share screening proposal looks for stocks with a daily range above 1%, a positive but limited 10-day gain, and a current session low below the prior session’s low. The post interprets the range and return filters as signs of recent strength, while the…
This documentation explains how an execution algorithm receives a primary order and can break it into spawned orders. Its built-in TWAP implementation divides an order across a configured time horizon and interval, submitting the first slice immediately and…
This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…
This expert advisor uses a moving average to generate directional entries. Four consecutive declining moving-average values establish a downward trend condition, with a price rebound above the latest average triggering a sell; four rising values establish an…
This Chinese-language post describes an equity screening rule combining price amplitude above a threshold, a rounded or arc-like price pattern, and a signal that the stock was controlled by major traders on the previous day. It presents the combination as a…
This long-only daily strategy seeks short-term rebounds in equity index CFDs while limiting entries to prices above a 200-period moving average. It sums RSI readings over the most recent two periods and enters when this cumulative measure falls below 35,…
This stock-selection idea combines three filters: a daily trading range above one percent of the previous close, a stock code beginning with 60, and a positive afternoon large-order flow signal. The code example operationalizes the range and code filters,…
This April 2020 market note reviews a sharp decline in Chinese equities amid weakening fundamentals and falling investor sentiment. It reports that large- and small-cap indexes had similar declines, while consumer and utility sectors held up better and…
This note outlines a screen for Chinese equities associated with the robotics concept. It combines turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a ratio of 2021 revenue to 2018 revenue above 1.1. The post includes…
This note describes a Chinese A-share filter combining a turnover rate between 3% and 12%, a Dragon-Tiger list appearance the previous day, and a floating market capitalization between 5 billion and 10 billion yuan. It presents this as a way to find actively…
The method treats signals from an indicator as candidate highs or lows rather than immediate trade entries. It uses zigzag-style logic to connect candidate pivots and checks whether each candidate can form a geometrically plausible leg. A candidate that…
This Chinese-language research summary discusses forecasting stock-selection factor returns after commonly used factors became more volatile. It focuses on screening timing variables with Lasso and Elastic Net regression, then extending factor timing with…
The post raises a backtesting concern: a user observes that a stock delisted on one date still appears sellable on a later scheduled rebalance date. A reply explains the platform behavior as a special backtest-engine rule: when a strategy does not handle a…
The post describes a proposed screen for main-board Chinese stocks. It combines a turnover-rate band, membership in the robotics concept, float market value below a stated threshold, and a prior-day 9:15 matching price at the daily limit down. The author…
This manual trading script places market or pending orders from a chart. Pending entries can be set at an absolute price or at a point distance from the current price, and can have an optional expiration. Stop loss can likewise be specified by price or…
This document describes a MetaTrader 5 utility for reviewing terminal global variables, which Expert Advisors often use to preserve state such as trade timestamps, balance references, and lock flags. Users can list or export variables, delete filtered…
This research summary proposes measuring capital flows between large-cap and small-cap styles to identify when style investors are shifting allocations. It treats flow intensity as a signal of changing conviction and risk: when intensity is high, investors…
This proposed stock screen combines three ideas: institutional buying activity above a stated share of trading volume, reported institutional accumulation near a price low, and a positive but capped ten-day gain. The article presents the combination as a way…
This proposed stock screen combines three conditions: amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a morning-star candlestick pattern. The document treats the amplitude filter as a way to find volatile stocks,…
The document proposes screening equities in the beverage and alcohol import-export industry using a relative strength index (RSI) threshold and a weekly moving-average crossover. Its initial description uses a cross above the 30-week average, while its final…
The submission contrasts discretionary and quantitative investing. It describes quantitative work as gathering and cleaning high-dimensional data, calculating factors, and using rules to make trades programmatically. It also suggests that machine learning…
This document explains the purpose and use of a repository of example strategies for Jesse, a trading research platform. The examples are intended to demonstrate different implementation approaches, indicators, and strategy functions. Users can copy a…
This document describes an Expert Advisor that runs two SilverTrend-based trading systems, one for long positions and one for short positions. Each side has separate settings, including its own identifier, trade sizing mode, and controls for permitting…
This post outlines a Chinese equity screen for companies associated with the metaverse theme. It combines an RSI reading below 65 with market capitalization below 10 billion yuan and a history described as having no losses. It also mentions filtering for…