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 overview surveys practical considerations for AI and quantitative trading, from data quality and model choice to backtesting, risk controls, and portfolio allocation. It highlights that historical results can mislead when models are overfit or…
This proposed A-share screen looks for companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses, then selects stocks whose prior-day 9:15 indicative matching price was at the lower price limit. The…
This expert-advisor description outlines a once-per-day RSI strategy with separate buy and sell signals. For a buy, RSI must be above 50 on the hourly timeframe, and the stop distance must satisfy a configured maximum. The stop is placed beyond the prior…
The article compares crypto exchanges using security practices, fee structures, product range, geographic availability, transparency, and customer support. It profiles Kraken, Coinbase, Gemini, Crypto.com, Bitget, and Bybit, describing distinctions such as…
This document outlines an A-share stock screen built around five moving averages, a share-price threshold, market capitalization, and positive earnings. It describes the overlap of five averages as a way to favor comparatively stable prices, then adds size…
This stock-selection rule combines three conditions: daily price amplitude above a threshold, circulating shares at or below a stated limit, and a shortening negative MACD histogram on a 15-minute interval. The proposed interpretation is that a wide range…
This documentation explains how Hummingbot’s history command summarizes trading activity, asset inventory, pair prices, fees, and performance. It defines average execution price as total quote volume divided by total base volume, then compares the current…
The expert advisor described here uses a moving average to determine entries and offers two martingale variants. After a loss, one variant opens a larger trade in the opposite direction; the other opens a larger trade based on whether price is above or below…
This document describes an expert advisor built around Parabolic Stop and Reverse signals. A trade signal is generated after a bar closes and the indicated trend direction changes. The system can also apply a fixed maximum holding period, closing an open…
This introductory guide explains bull markets as sustained rising-price environments and bear markets as prolonged declines accompanied by weaker confidence. It connects market direction with investor sentiment and outlines several discretionary approaches:…
This Chinese stock screen combines a daily price range threshold, a fixed closing price, and a measure described as the proportion of trading attributed to dominant participants. The article explains that the range condition is intended to select more…
This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…
The document presents a trading-platform routine that limits a requested order size using a configured percentage of the account’s free margin. When the requested lots exceed the calculated cap, the routine reduces them and adjusts the result to the broker’s…
This document proposes a Chinese main-board stock screen combining price amplitude, institutional participation, and the balance of aggressive buying and selling. The final rule specifies an amplitude threshold over a 15-day window, institutional…
This document describes a Chinese equity screening rule that combines price movement, trend, momentum, and trading activity. Its final version selects stocks with amplitude above 1, MACD above zero, RSI(14) above 50, and prior-day auction turnover above…
The document explains how a backtest engine turns an investment strategy into simulated trades. It distinguishes strategy logic, such as selecting securities and generating signals, from trade logic, such as deciding position size, rebalance timing, order…
The document proposes a stock screen that combines price amplitude above one, a rising sequence of recent lows, and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify shares with substantial…
This post describes an equity screen that combines membership in the metaverse concept group with two price conditions: the close must exceed the previous session’s low, and the open must fall within ten percent above or below the ten-day simple moving…
This stock selection rule screens companies in the metaverse theme for a closing price above the five-day moving average, trading volume above the stated threshold, and an opening price above the previous close. The article presents these conditions as a way…
This article proposes screening stocks with turnover between three and twelve percent, displayed best-bid volume greater than best-ask volume, and a prior-day condition described as a 9:15 matched price at the daily limit-down. The first two filters are…
This article describes a stock-selection screen based on three conditions: a daily high-low range above a stated threshold, an opening price near the ten-day moving average, and at least five years since listing. The intended interpretation is that elevated…
This article outlines a Chinese equity screen for stocks in the metaverse sector. It combines bullish technical signals, including MACD and short moving-average crossovers, with a filter intended to exclude stocks that hit the daily price limit on the…
The stated screen looks for stocks with turnover between 3% and 12%, a listing year of 2021, and ownership concentration below 20%. The article treats lower concentration as a sign of more dispersed ownership and suggests that the turnover band may help…
This trading-platform script creates pending limit orders from horizontal chart lines named for entry, stop-loss, and take-profit levels. It supports up to four numbered orders. If an order omits an entry or stop-loss line, the script can inherit that level…