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
This stock-screening article starts with three filters: RSI below 65, exposure to the beverage and alcohol import-export industry, and a closing price above the previous day’s low. It then proposes a stricter version using a close above the 60-day moving…
This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…
This indicator recreates an Ichimoku-like display using moving averages. It assigns three average periods, described as Fibonacci-based, to replace the original components: a fast average, a slower average, and a third average used for the cloud. The…
This article explains why selecting useful input features matters in predictive modeling. Irrelevant variables can add training time, contribute to overfitting, and make it harder for a model to generalize. Feature selection is presented as a way to reduce…
This indicator classifies candles by dividing the distance between each bar’s high and low into three equal sections. It then compares where the open and close fall within those sections to determine a bullish or bearish pattern. The resulting display is…
This weekly market review describes how a rally in Bitcoin and Ether affected realized and implied volatility, option skew, term structure, trading flows, and dealer gamma. It reports that volatility rose with spot prices, call premiums deepened—especially…
This forum post responds to a question about selling after a 10% gain or cutting a position after a 10% loss. The included example checks open equity positions against current prices, retrieves the highest price since purchase, and exits when price falls 7%…
This article translates Steve Leuthold’s value-investing approach into a monthly stock-selection method for Chinese equities. It ranks candidates using low price-to-book, price-to-earnings, and price-to-cash-flow ratios relative to market averages, alongside…
This post presents a short-term equity selection screen using three signals: more than two limit-up sessions in the prior ten days, RSI below 65, and ranking by capital-flow strength. It interprets the RSI threshold as leaving room for further gains, capital…
This Chinese-language post describes an equity screen combining daily price range, five years of return on equity above 15%, and a daily price change between −5% and 2.6%. It also proposes adding a price-to-book ratio no higher than five and revenue growth…
This document proposes screening stocks in the metaverse sector for a recent limit-up event and greater volume on the best bid than on the best ask. It specifies selecting during the morning, before 10:00, for same-day trading. The post includes example…
This article describes a daily process for building a watchlist of strong stocks. After the close, rank shares by traded value and keep the top 30. From that group, look for stocks rising more than 3% on increased volume, giving extra attention to volume…
This document proposes a Chinese A-share selection screen combining a relative strength index below 65 with a ratio of external to internal trades above 1.3. It also filters for a product of the prior day’s turnover rate and the ratio of current auction…
This trading expert advisor opens and closes positions at user-specified times, with the time inputs interpreted to the minute. Before opening a position, it applies a directional moving-average condition: a buy requires the fast average on the first bar to…
The strategy rotates among China’s four largest banks using each stock’s current price relative to the previous close. When flat, it buys the bank with the weakest ratio if the spread between the strongest and weakest ratios exceeds a preset threshold. When…
This A-share selection method requires MACD to be above its zero line, parent-company net profit growth to be greater than 20% and no more than 100%, and more than two limit-up days within the past ten days. The examples show a possible weekly screening…
This document describes an A-share stock screen combining turnover of 3%–12%, a daily gain above 1%, main-board listing, and a top-50% return rank for 2021. It explains the turnover band as a way to focus on active stocks while avoiding extreme activity, and…
In this interview, market maker Harry Yeh discusses applying electronic trading and Hummingbot to cryptocurrency market making. He stresses that operators need to understand limit orders, bid-ask spreads, order levels, parameters, and cancellations before…
This document describes a historical analysis script intended to help day traders identify the times and days when a strategy performs best. It focuses on win-loss ratio and reward-risk ratio as measures for comparing strategy outcomes across trading…
This Expert Advisor trades changes in the direction of the FineTuningMA moving average. It forms a signal when a bar closes and the indicator direction has changed, making the strategy dependent on the indicator and bar-close timing. The EA requires a…
DayRVI is an intraday Relative Vigor Index indicator whose lookback period is set automatically from the number of bars in the current day. It is intended for chart timeframes from one minute to one day, with the recommendation to use it as an input to…
This Chinese-language article introduces a workflow for building custom stock-selection strategies on the older BigQuant platform. It contrasts platform-generated AI strategies, which learn from selected factors but may be difficult to interpret or tune,…
The document defines a stablecoin depeg as a departure from the value the token is intended to track. It uses a dollar-pegged token falling below its target as an illustration. It notes that small deviations can occur when liquidity is insufficient, while…
The document explains how delisting works for validator-operated perpetual contracts. Validators vote on whether an asset should be removed; if they approve delisting, the contract settles at the one-hour time-weighted spot oracle price from before the…