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 summarizes a study of Alpha101 factors in China’s A-share market and a method for generating additional price-volume signals with genetic programming. It says the authors assessed existing factors using Rank IC, portfolio stratification, and…
The document describes a short-term stock screen combining a 14-period RSI below 65, three consecutive declining sessions, and a daily price change between -5% and 2.6%. It frames the conditions as a way to find weak stocks that may be positioned for a…
This Chinese equity screening strategy selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and return on equity above 15% for five consecutive years. The article presents the ROE filter as a way to favor firms with…
This forum discussion explains how to update stored bar data in VeighNa after users could no longer import the former database manager interface. Replies point to the current database accessor, which returns the database object. For incremental updates, a…
This document describes an Expert Advisor that trades from signals produced by the Stopreversal indicator. It generates a signal when a colored indicator arrow appears at a bar close, and requires the compiled indicator file to be available in the platform's…
This document describes a Chinese equity screening rule combining daily amplitude above a threshold, higher successive lows, and upward separation among short, medium, and longer moving averages. Its indicator example compares five-, ten-, and twenty-period…
The article compares cryptocurrency transfer and settlement times with conventional international payments and domestic payment systems. It explains that crypto networks use distributed participants to record and verify transactions, and presents examples of…
This expert-advisor strategy enters trades when a bar closes and the Open Oscillator Cloud changes color, which the document treats as a trend change. It adjusts trade volume according to recent outcomes in each direction: after a specified run of losing…
The indicator displays the DeMarker oscillator in a separate chart window after smoothing it with a moving average. It places arrow markers where the smoothed indicator intersects, presenting those intersections as potential trading signals. The document…
This description identifies Aeron as an Expert Advisor using a martingale technique and says its parameters are customizable. It offers a sizing illustration based on the broker’s minimum lot, the margin needed to open that lot at 100:1 leverage, and a…
This report examines whether removing stocks selected by high-frequency multi-factor short portfolios can improve a CSI 300 index-enhancement strategy. It compares three approaches: combine standardized factor scores, use a regression model to forecast…
This document describes a trading robot that sets position volume and stop loss using market volatility. The trader can choose the volatility lookback period, smoothing method, and whether volatility is measured from open and close prices or from the high…
The document presents a Chinese stock selection rule combining price behavior, a market control measure, a weekly moving average crossover, and fundamental filters. The initial screen looks for amplitude above one, a daily control reading above 21, and a…
The Range Filter aims to reduce minor price fluctuations so that directional moves are easier to see. It first smooths the absolute change in price, then scales that average range by a multiplier. The resulting threshold governs a filter line: price…
DayWPR is a version of Williams Percent Range whose lookback period is calculated automatically from the number of bars in the current trading day. The stated aim is to adapt the indicator calculation to the day’s bar count, and the document recommends using…
This document describes a semaphore indicator that marks trade signals when Heiken Ashi Smoothed candles change direction. Its central idea is to use a smoothed candle series to identify directional turns, then display a signal as the direction shifts. The…
The article surveys common cryptocurrency frauds, grouping them into attempts to gain access to a wallet and schemes that persuade victims to transfer assets. Examples include fake websites and apps, phishing, pump-and-dump promotions, romance and Ponzi…
This stock screening proposal selects shares with turnover between 3% and 12%, seven consecutive days of falling prices, and positive net buying attributed to major market participants on the prior day. The rationale is to look for heavily declining stocks…
This document describes a MetaTrader indicator based on a Fisher series, with background fills marking overbought and oversold regions. Users can adjust the upper, middle, and lower threshold levels, as well as the fill's size and position. The description…
This market recap interprets Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, option flows, and dealer gamma positioning. It describes Bitcoin volatility rising as spot tested resistance and Ethereum volatility…
This proposed Chinese stock screen targets companies classified in the metaverse theme, with market capitalization below 10 billion yuan, positive earnings, and an indicated gain below 6% at 9:25. The post frames the theme as a growth opportunity and…
This screening proposal selects Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the 9:25 indicated gain to be below 6%. It presents turnover as a way to target trading activity and liquidity while avoiding a…
This stock-selection idea combines three filters: alignment among the 5-, 10-, 20-, 30-, and 60-day moving averages, net buying by large orders in the afternoon, and more than two limit-up sessions within the previous ten days. The document interprets…
This document describes an automated strategy that trades signals from the XWPR_Histogram_Vol_Direct indicator. A signal occurs when a bar closes and the histogram changes direction, shown by a change in the color of its star markers. The approach therefore…