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 document describes a read-only MetaTrader 5 indicator for reviewing a proposed buy stop or sell stop on the chart’s current symbol. It compares the entered price and volume with broker contract details, including tick size, volume limits and increments,…
This A-share selection rule screens for stocks whose daily high-low range exceeds 1%, that did not hit the upper price limit on the previous day, and whose circulating share count is at most 5.5 billion shares. The article presents the range as a way to find…
This daily stock-selection proposal filters for shares priced below 12 yuan, market capitalization above 200 million yuan, and a MACD value above zero. The article says the scan is intended to run before the trading day, around 10 a.m. It frames positive…
This A-share screening proposal looks for stocks with a daily trading range above 1, actual turnover between 3% and 28% on the prior day, and three consecutive limit-up sessions as described in the article. It combines price volatility, trading activity, and…
This A-share screening idea combines a 14-period RSI below 65 with a sequence of declining sessions and bullish moving-average crossovers. The crossover conditions involve the 5-, 10-, and 30-period moving averages, and the code example also requires a…
This research summary describes a study of price spillovers from homes in Hong Kong identified as haunted. It reports progressively smaller average price declines across nearby properties: the affected unit, other units on the same floor, homes in the same…
The document describes an Expert Advisor that generates a signal when a bar closes and the i4_DRF_v2 indicator histogram changes color. It therefore uses a confirmed bar-close signal rather than reacting to an unfinished bar. Running the advisor requires the…
This document lays out a sequence of practical exercises for learning quantitative trading with VN.PY. The projects cover market data retrieval and database storage, vectorized indicator calculations, CTA strategy development, cleaning futures data, and…
This report examines whether changes in economic growth, inflation, interest rates, and risk premiums can help guide allocation among value and growth stocks and among large-, mid-, and small-cap Chinese equities. It uses GDP growth, CPI, the ten-year…
This document proposes a stock-selection screen that requires MACD to be above zero, price-to-earnings ratio to be positive, and RSI to be below 65. Its rationale is to select stocks with a positive momentum signal, a positive valuation measure, and less…
This Chinese-language research summary examines how differences between reported macroeconomic data and consensus forecasts may relate to returns in Chinese equities, bonds, and commodities. It compares forecast data sources, noting that Bloomberg records…
This document describes a Bollinger Band stop indicator intended to help identify trend direction and possible trend changes. It says that the usual approach derives a stop line from deviation-based risk, but a single line may not suit every use. The…
This document describes additions to a DeMarker-based trading strategy in its second version. It introduces configurable stop-loss and take-profit levels, plus a trailing activation threshold. The activation threshold is intended to move the stop to a…
This post describes a Chinese stock screen that starts with price amplitude, a daily control activity measure, and a comparison of the 20 day and 120 day moving averages. It interprets the moving average relationship as evidence of an intermediate to longer…
This community post presents a Chinese stock screen combining price amplitude above a threshold, a circulating share count cap, and a weekly bullish condition. Its example defines the bullish condition as the close being above several moving averages, then…
This report reviews U.S. mutual fund and ETF expense ratios through 2017, comparing equity, balanced, bond, money market, target date, active, and index products. It describes broad fee declines over time and relates them to investor demand for low cost…
This short indicator description explains that ColorRSI_X20_Cloud can calculate using a timeframe selected through an input parameter, with a four-hour period shown as the default. This lets a trader view the indicator on a chart while basing its calculation…
This stock-selection proposal screens for shares with an amplitude above 1, a dividend ratio above 25% in 2019, and positive price change associated with large buying orders during the auction. It also specifies that the combined very-large-order buy volume…
This Chinese stock-selection proposal combines a relative strength index below 65 with a price-change and very-large-order net-volume condition. It further limits candidates to robotics-related companies with circulating market capitalization below 10…
The eFibo Expert Advisor is presented as a manual trading aid that automatically executes a constant-step grid in a chosen direction. As price moves favorably, it adds positions at successive levels whose lot sizes can follow Fibonacci values, such as 1, 2,…
This indicator concept applies min-max normalization to Average True Range, a commonly used measure of market volatility. ATR itself is unbounded, so its raw value does not provide a fixed scale for deciding whether volatility is near a relative high or low.…
This Expert Advisor design runs separate long and short systems based on ColorSchaffJCCXTrendCycle signals. Each side has its own settings and magic number, allowing the trader to configure or test them independently. The document emphasizes that the two…
The document explains quantiles as cutpoints that divide a probability distribution or sample into groups with equal, or nearly equal, probability or observation counts. For a division into q groups, there are q − 1 cutpoints. It names familiar cases such as…
This expert advisor uses the Acceleration/Deceleration oscillator to generate buy and sell signals. It evaluates the indicator when a new bar appears and allows only one open position at a time, which supports both hedging and netting account modes. The…