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.
4,613 documents
The document presents a Chinese equities screening idea focused on beverage manufacturing stocks. It filters for turnover rates between 3% and 12% and a ratio of outside to inside trading volume above 1.3, with the sector described as having active beverage…
This BigQuant example shows how a China stock universe selector can be connected to a trading engine that reads a daily signal table. The engine filters rows to the current date, closes existing positions once the elapsed time since their last sale reaches…
This strategy-sharing article describes an enhanced China Securities 150 equity approach that blends model-based stock ranking with technical timing. The universe is manually narrowed to roughly 100–300 large, liquid constituent-style stocks. An AI model…
The script described opens buy positions with stop-loss and take-profit levels set at fixed point distances from the current price. Its money-management input controls trade volume as a proportion of the account deposit, linking position size to the funds…
This document describes an expert advisor that trades using signals from the T3MA-ALARM indicator. It explains that the advisor was rewritten from an earlier MQL4 version and identifies the indicator as its signal source. No entry rules, signal calculations,…
This document describes an automated MetaTrader 5 strategy that uses an EMA envelope to trigger entries when price reaches configured boundaries. If price moves against an open position, the system can add trades at configured grid intervals, increase…
This expert advisor uses an unconventional MACD approach: it calculates the area of the indicator above and below its zero line over a user-selected number of bars. A reverse-signal option determines whether the resulting signal opens a buy or sell position.…
This code describes a volatility-sensitive adjustment to trading forecasts. It calculates daily percentage volatility, compares it with a rolling ten-year average, and converts the normalized volatility observations into quantile ranks. A multiplier…
This stock selection idea combines membership in the metaverse concept group with two technical conditions: the close is above the prior day’s low, and the KDJ indicator has just produced a bullish K-over-D cross while its J value is rising. The document…
This Chinese stock-selection proposal combines an intraday range filter, afternoon large-order net inflows, exclusion of special-treatment stocks, and selection before 10 a.m. It then describes a five-step buying rule: add once for each 1% price rise, up to…
This short description explains an automated method for calculating price levels from the Average True Range (ATR). It sets a maximum level by adding ATR multiplied by a target parameter to the opening price, and a minimum level by subtracting the same…
This forum question concerns modifying a portfolio sell routine so that, when the stock allocation exceeds 60% of total portfolio value, the excess exposure is reduced by selling holdings from the bottom of a ranking. The supplied code builds a set of…
The article explains robust portfolio optimization as a way to reduce the effect of errors in expected-return forecasts. Rather than optimize only for a single set of estimates, the methods consider adverse plausible cases and seek a portfolio that performs…
This document outlines operational rules for an automated strategy associated with Bollinger Bands, although it does not specify the precise band conditions that trigger a buy or sell. The system evaluates signals on a new bar and allows the number of open…
This description covers four MetaTrader 5 scripts for opening short positions with stop-loss and take-profit levels set in points from the current price. Two variants send the position and attached orders together, intended for brokers with nonzero spreads…
This Expert Advisor uses three moving averages to generate directional entries. A long setup requires the fast average to cross above the middle average while both faster averages remain above the slow average across the current and prior bar comparisons.…
This document outlines an Expert Advisor designed to automate potential entries identified by candlestick formations. The user selects whether the EA should look for bullish or bearish setups and specifies trade volume. For bullish conditions, it lists…
This expert advisor places breakout entries using pending buy-stop and sell-stop orders, subject to an hour-of-day filter. When a new bar appears during one of three configured hours, it measures the current bar’s high and low and offsets the respective…
The article argues that frequent, impulsive trades can erode capital and damage a trader’s discipline. It defines low-value trading as entering on minor price moves or vague possibilities without assessing likely reward against the planned stop. Since…
This document describes an MT4 expert advisor designed to manage trades using virtual take-profit, stop-loss, breakeven, and trailing-stop levels. Because these levels are maintained by the advisor rather than sent as broker-side orders, the page says the…
This trading script opens a limit order at the price of a specially labeled chart line when triggered by a hotkey. A line above the current price produces a buy limit, while one below produces a sell limit. The user configures the lot size, maximum stop-loss…
This strategy looks for an intraday recovery after SPY falls at least 0.15% below VWAP and then closes back above it. A research agent checks the setup hourly, beginning only after 10:00, while a separate trading agent decides whether to enter. It buys only…
This beginner tutorial explains a complete daily equity strategy using one named Chinese stock as its example. It selects the instrument, retrieves 20 days of closing prices, calculates 5-day and 20-day simple moving averages, and buys when the shorter…
The document outlines a candle-based trailing stop rule. The routine checks for a newly formed candle and then adjusts the stop in the favorable direction using the previous candle’s low for a long position or its high for a short position. This makes the…