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 trading script that places a buy stop and a sell stop at equal distances from the current price. Its input settings cover trade size, allowed price deviation, entry distance, stop loss, take profit, retry count, and the pause…
This stock selection method looks for shares with daily price amplitude above 1%, a closing or average price above the five day moving average, and an opening price near the ten day moving average. The rationale is that larger price movement may offer…
This document describes an MQL5 indicator that estimates downside tail risk using the Peaks-Over-Threshold method. It converts price changes into loss magnitudes, selects a high quantile as a threshold, and fits a Generalized Pareto Distribution to losses…
This stock-screening idea combines metaverse-sector membership, an arc-shaped price pattern, and daily MACD above zero. The document then expands the proposed conditions with Bollinger Band width below three and a 20-day volatility measure below ten. Its…
The document proposes screening Chinese A-share stocks for a daily high-low range greater than one percent of the prior close, positive large-order net volume, and ranking by the day’s auction turnover to select the top five. It frames these conditions as a…
This document describes an indicator that marks crossings among three moving averages with arrow objects on a chart. Its stated behavior is that a crossing detected on the current bar can leave a signal behind even if the intersection later disappears. That…
This options-market newsletter reviews a strong week for Bitcoin and Ethereum amid hotter-than-expected inflation data, higher rates, and rising volatility in equity volatility products. It argues that Ethereum could attract attention as traders look for a…
This community post reports a failure in a VeighNa CTA backtest on Windows with a Tushare data service. Historical one-minute futures data downloads successfully and the strategy loads, but the run fails when the backtesting engine calculates performance…
This document describes a variation on the Commodity Channel Index (CCI). Instead of calculating the indicator from the usual typical-price moving average, it uses the average line of a Volatility Step Channel as its input. The channel line is described as…
The document describes a Chinese stock screen combining turnover between 3% and 12%, an appearance on the previous day's trading leaderboard, positive trailing price-to-earnings ratio, and a listing-age condition of more than one year. The stated intent is…
The document presents a position-sizing method that converts a chosen percentage of account equity into a trade volume. It estimates the loss for one lot from the entry-to-stop distance, tick size, and tick value, then divides the allowed monetary risk by…
The document describes a Chinese equity screen requiring a relative strength index below 65, a daily gain above 1%, main-board listing, a robotics concept classification, and circulating market value below 10 billion yuan. It combines a momentum condition…
This document describes an Expert Advisor built around a momentum entry signal. For a buy, it scans a series of MACD readings for a transition from negative to positive, then checks that the close of a selected bar is above its moving average by a…
This article collects practical advice for building and debugging deep learning models, using a generative adversarial network for manga coloring as its motivating example. It recommends beginning with a small working baseline, visualizing predictions and…
This post presents a simple Chinese equity screening rule based on daily price range and turnover, while excluding stocks from the STAR Market. The intended rationale is to find shares with both price movement and trading activity, potentially suitable for…
The study outlines China’s convertible bond market and develops a screening factor intended to identify bonds with relatively low embedded-option valuations. It decomposes convertible bond value into a discounted bond component and an option component. Under…
This document describes John Ehlers’ Adaptive Relative Strength Index, an oscillator whose lookback changes with an estimated market cycle. It first smooths the midpoint of each bar, then applies digital filters to derive in-phase and quadrature components.…
The study examines timing the basis between Chinese equity indices and their futures, motivated by persistent futures discounts and uncertainty for market-neutral funds. To reduce the influence of carry components such as rates, dividends, and time to…
The Alf Winner oscillator combines a price measure based on close, high, and low with volume. It normalizes that volume-weighted price against its recent range and applies two weighted moving average smoothing steps, whose periods can be adjusted. The…
The document describes a MetaTrader 5 variant of the ColorMaRsi-Trigger indicator that adds a selectable chart timeframe through an input parameter. Its example default is a four-hour period. The indicator depends on the base ColorMaRsi-Trigger file, which…
The document introduces the correlation coefficient as a measure of the direction and strength of a linear relationship between two variables. It defines the coefficient using covariance and the variables’ standard deviations, and explains that its values…
The document describes a Chinese equity screen for Shenzhen Main Board stocks. It selects stocks with amplitude above 1, price-to-earnings ratios from 0 to 29.01, price-to-book ratios from 0 to 3.11, and 10-day returns above 0 but below 35. The author frames…
This stock-selection rule screens for turnover between 3% and 12%, a rising K value from the KDJ indicator, and a daily price change bounded around the previous close. The article describes these as technical and market-activity filters intended to identify…
This expert-advisor example describes a reversal rule: when a position closes at its take-profit or stop-loss, the program opens a position in the opposite direction. A buy closure is followed by a sell, and a sell closure by a buy. The explanation focuses…