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 overview explains controllers as reusable, configurable components in Hummingbot Strategy V2. A controller receives market data such as order books, trades, and candles, then emits actions that direct a parent script to create or stop executors.…
This note proposes a short-term A-share screen requiring price amplitude above 1%, a daily decline between 4% and 5%, and a sequence of higher recent lows. The rising-low condition is intended to identify stocks whose short-term price floor is moving upward…
This note outlines an A-share stock screen based on daily price amplitude above 1%, a share price of 18.5 yuan, and a rising K value from the KDJ stochastic indicator. It presents the amplitude threshold as a way to find stocks with notable price movement…
This note describes a daily A-share stock screen combining three filters: MACD above its zero line, a share price below 12 yuan, and previous-day trading value above 60 million yuan. It says the screen is run before the market opens and presents the turnover…
This expert advisor combines a moving average with MACD to open trades and add to losing positions. It checks for signals or additions when a new bar appears. A sample buy setup requires MACD below zero, its main line above its signal line, and price above…
This Chinese-language event listing outlines a dynamic trading approach for timing exchange-traded funds. It identifies three components: selecting a pool of highly liquid ETFs, ranking candidates with multiple momentum dimensions, and adjusting the approach…
Impermanent loss is the reduction in a liquidity provider’s pool value relative to simply holding the deposited assets. The document explains the setting: an automated market maker holds two assets in a smart-contract pool, and traders’ swaps change their…
This Chinese equity market report summarizes sector performance, index and industry valuations, market breadth, fund positioning, and an intermediate-term trend model. It reports that building materials, agriculture and forestry, utilities, light…
This configuration describes a Qlib experiment using a graph attention model, GATs, with an LSTM base model to predict near-term returns for CSI 300 constituents. It sets Chinese market data, defines a close-to-close forward return label, normalizes features…
This post presents a Chinese equity screen based on price amplitude above 1%, excluding Beijing-listed shares, and auction turnover above 0.26%. Its proposed refinement also filters for prices within 2% of a 60-day moving average and adds positive valuation…
This post outlines a Chinese stock screen using daily amplitude, a reversal-style candle condition, and a fixed closing price of 18.5 yuan. It provides both an indicator formula and Python example, with the latter also invoking candlestick pattern functions.…
This post describes a Chinese equity screen combining daily price movement, trading activity, and valuation. It selects stocks with amplitude above 1%, current volume above 10,000 lots, a higher open, and Shenzhen main-board listing, while requiring…
The document proposes screening equities for a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and then sorting selected names by a popularity measure. It frames range as a way to find volatile stocks, the pattern as a…
This brief note describes a version of a modified optimum elliptic filter indicator that adds a user-selectable chart timeframe. The example default is a four-hour period, while the input is intended to let a trader choose another timeframe for the…
The document describes a stock screen combining membership in the metaverse sector, a minimum circulating market capitalization, and weekly MACD above the zero line. Its stated rationale is to find larger companies in that sector whose trend indicator is…
The indicator measures each candle’s body relative to its full range, using the ratio to classify candles as strong, weak, or neutral. It presents the current candle’s body and wick proportions alongside a lookback summary of average body ratio and…
This equity screen looks for stocks with turnover in a specified range, a rising K value from the KDJ indicator, and greater displayed volume at the best bid than at the best ask. The article explains these as filters for trading activity, short-term…
This stock-screening idea combines daily range, a rising-bottom condition, and three consecutive declining closes. The article also gives a more specific indicator version using trend and Bollinger Band filters, then proposes selling when price or a candle…
This forum question examines why changing the initialization length of a trading system’s ArrayManager can materially alter a backtest. The strategy uses RSI generated through TA-Lib, and the author suspects that the indicator’s path dependence makes its…
This post describes an A-share stock screen combining a daily price-amplitude threshold, a nonempty convertible-bond name field, and a company classification filter that can be configured for criteria such as industry or state ownership. It proposes ranking…
This short Chinese-language note defines quantitative investing as using programs to invest based on collecting and analyzing substantial market data. It presents automation as a way to respond to market changes more quickly, follow a consistent process, and…
The recap compares Bitcoin and Ethereum options markets through realized and implied volatility, term structures, skew, and relative gamma pricing. It describes BTC shifting into contango as front-end implied volatility falls more sharply than longer-dated…
This stock-selection proposal combines three filters: RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%, and exclusion of stocks that hit the daily limit-up on the prior day. It…
This document describes a utility script for viewing open forex positions’ profit or loss in pips. It says the tool does not place or close trades, and reports four outputs: aggregate pip P&L across positions, the pip result for each position, the sum of…