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 proposed Chinese equity screen combines a technical filter with a fundamental growth condition. It selects stocks with an RSI below 65 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at or below 100%,…
VAMA is described as a simple moving average that takes each bar’s tick volume into account. The indicator has two user settings: the calculation period and the applied price. The description identifies the indicator’s basic inputs and its volume-aware…
This indicator description presents a trend-change interpretation in which a move out of a flat price zone matters more than a moving average crossover by itself. It proposes avoiding trades while price remains inside the zone, using the zone as a filter…
This support exchange concerns an IndexError that occurs when a Chinese convertible bond data table is read during a backtest. The same table can be read outside the backtest, and comparable reads of other tables within the backtest reportedly succeed. That…
This description outlines a MetaTrader expert advisor that trades from price action around the open candle and can send mobile push notifications. It identifies hourly charts, major forex pairs, and NASDAQ stocks as intended markets, and recommends trying…
This document describes a MetaTrader trading panel built with the MasterWindows interface library. It displays a probability-style scale derived from price database analysis and allows a user to submit market orders, close positions, toggle stop-loss…
The article proposes screening Chinese A-share stocks using three conditions: a dividend payout ratio above 25% in 2019, RSI below 65, and MACD above its zero line. It describes the dividend measure as a fundamental filter and RSI and MACD as technical…
The report studies temporal changes in order-book depth and imbalance for Binance’s BTC/FDUSD market using minute-level data collected from July 1 to August 12, 2025. It describes an intraday depth peak around 11:00 UTC and a trough around 21:00 UTC,…
The indicator applies a percent-variation ZigZag to price and accumulates volume across each swing. When the ZigZag forms a peak or trough, it displays the volume accumulated during that segment and begins a new accumulation. The adjustable percent-variation…
The Buy Low Sell High Composite combines four technical measures—RSI, an EMA-difference Elliott Wave Oscillator, MACD histogram, and Money Flow Index—into one oscillator intended to summarize trend, momentum, and volume. It rescales components to a common…
This Chinese equity screening example combines three technical conditions: amplitude above 1%, an upward-moving short average or price crossing above a three-day average, and a rising or supported recent low. The document gives formula and Python-style…
This document describes a Chinese equity screening rule that selects Shenzhen main-board stocks with daily amplitude above 1%, a year filter for 2021, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. It provides both an…
This brief description presents an Expert Advisor that trades from the ICHI_OSC indicator. It generates a signal when a bar closes and the direction of the indicator histogram changes, making the histogram’s turn the central entry trigger. The system relies…
The document presents reusable M-language modules for quantitative trading, including percentage price change, new highs, price and volume surges, narrow ranges, moving-average alignment, prior-high locations, and price gaps. It also outlines moving…
This short BigQuant assignment describes a daily stock-ranking approach built from a combination of total equity and trailing-twelve-month average return on equity. Each day, the strategy holds stocks with comparatively high values of the combined factor. It…
This guide explains advanced ways to configure strategy hyperoptimization in Freqtrade. It shows how to define a custom loss function, which receives trade results and backtest context and returns a score where lower values are preferred. The example…
This Chinese-language post proposes a stock selection rule based on price amplitude, prior-day turnover, and the ratio of current auction volume to the previous day’s volume. It selects shares whose amplitude exceeds one and whose prior turnover multiplied…
This document describes an Expert Advisor that trades changes in trend direction as indicated by the ColorLeManTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The page also notes where to place the compiled…
This example configures a live-node application to run a Bollinger Band mean-reversion strategy against the Architect AX sandbox on a EUR/USD perpetual instrument, using one-minute midpoint bars. It sets a Bollinger period of 20 with a two-standard-deviation…
This Chinese-language post describes a stock screen combining daily price amplitude greater than 1, a three-day limit-up streak as of the previous day, and a positive price-to-earnings ratio. It frames the amplitude condition as a way to find active shares,…
This article describes a short-term Chinese stock screen based on daily price range, a high ranking for net large-order volume, and MACD above its zero line. It presents the combination as a way to find active stocks with positive momentum, and includes an…
This overview summarizes six ICML 2022 papers selected by G-Research staff. The topics include convex formulations for training two-layer ReLU networks, linear-time attention, branch-and-bound optimization of shallow decision trees, structured matrices for…
This article outlines a Chinese equities screen combining three signals: confluence among the 5-, 10-, 20-, 60-, and 120-day moving averages, appearance on the prior day’s market leaderboard, and a 20-day moving average above the 120-day average. The…
This comparison surveys AI-oriented trading and research projects by their agent workflows, ability to replay or backtest decisions, broker paths, deterministic strategy support, and hosting or monitoring features. It distinguishes research-focused tools…