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 brief BigQuant forum exchange addresses a report that a configured holding period of ten days did not trigger a sale. The response points to the strategy’s complexity, which includes both profit-taking and stop-loss logic, as a possible obstacle to…
The document outlines an equity screening rule that looks for stocks with amplitude above one, rising bottoms, and a high equal to the highest level across two days. It adds a trend filter requiring the close to remain above its 60-day simple moving average,…
The document describes an automated strategy built around a head and shoulders pattern. It defines confirmation as a decline from the third peak below the lowest intervening valley. The EA draws trend lines using fractals and combines the pattern with two…
This study presents StockRanker, a supervised learning-to-rank method for selecting Chinese A-shares. It uses gradient-boosted trees to rank the market by expected future return. The input features are derived from seven basic price and volume series using…
This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…
This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…
This document outlines a short-term A-share screen for companies classified in the metaverse theme. It selects stocks that appeared on the prior day’s trading leaderboard, have current trading volume above the stated threshold, and open above the previous…
This document describes a Chinese A-share screening idea based on stocks with a daily price range above a stated threshold, more than one year since listing, and three consecutive limit-up sessions ending the previous day. It presents the run of limit-ups as…
FitFul 13 is described as an expert advisor that calculates its main levels on the weekly timeframe, with level settings specified using two additional timeframe inputs. It limits the number of simultaneously open positions to three. The advisor obtains…
This documentation explains how Lumibot represents cash flows separately from trading activity in strategy backtests and live broker data. It distinguishes deposits and withdrawals from performance while accounting for financing, dividends, fees, interest,…
The document explains how crypto data aggregators combine information from centralized and decentralized exchanges into normalized time series. It frames fragmentation across venues, trading pairs, and blockchains as an infrastructure problem for…
This proposed A-share screen combines price amplitude above 1, a dividend payout ratio above 25% for 2019, and membership in a short-term “reverse package” theme, a term the article does not define. The accompanying discussion frames these conditions as a…
This Chinese A-share screening idea combines three filters: a 2019 dividend payout ratio above 25%, positive net large-order flow in the afternoon, and ranking stocks by capital strength. Capital strength is defined as inflow relative to free-float market…
This post describes a Chinese stock selection screen combining price amplitude, a measure labeled today’s control, and a recent large daily gain. Its written logic adds a free-float market capitalization floor. The article also provides example formulas for…
This short description covers an expert advisor that tracks how long market orders have existed and generates an alert once for each order. It can retain its state across a terminal restart, write messages to a log, and use a configurable sound file stored…
This Chinese stock selection proposal combines turnover between 3% and 12%, an opening price near the 10-day moving average, and a prior-day signal described as main-force control. The formula reference adds conditions requiring the close to exceed both the…
This Chinese-language post proposes a stock screen combining three signals: today’s increase in holdings above five percent, an institutional buying indication, and shortening green MACD bars on a 15-minute chart. It interprets the first two as evidence of…
This note presents a Chinese equity screen combining turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and a closing price above the previous day’s low. It includes example formula and Python references for…
This note describes an A-share stock screen combining three conditions: membership in the metaverse industry, a positive return based on the latest close versus the prior close, and circulating market capitalization below 10 billion yuan. It also gives…
This note proposes screening metaverse-related stocks for elevated recent turnover and a low KDJ reading, then adds valuation and leverage constraints. Its final selection logic combines sector membership, a turnover condition, KDJ below a threshold,…
This document describes an automated trading system that seeks trades when price diverges from either the Relative Strength Index or Commodity Channel Index. It lists configurable indicator thresholds and a bar-count setting for waiting for a divergence,…
This brief description explains a simple position-sizing calculator for MetaTrader 5. The user supplies a desired risk as a percentage and a stop distance in pips, and the indicator returns a lot size intended to fit those inputs. The document therefore…
The document answers how to identify when a strategy’s maximum drawdown occurred in a backtest. It recommends adding a strategy risk overview module after the backtest module, which reports the drawdown and its associated date. The example reports a maximum…
This article presents five ways to manage exits from stock positions: set an initial price threshold before entry; raise the stop to break-even after a favorable move; trail it as the price advances; exit when price breaks a trend line or moving average; and…