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
The document describes a Chinese equity screen that combines membership in the metaverse theme with price and limit-down conditions. Its stated selection logic uses a long moving-average comparison and a prior-day 9:15 matching-price limit-down signal; a…
This document presents an adaptation of the Bollinger Bands Stops indicator for MetaTrader 5 that uses the Jurik Moving Average in its calculation. It describes two possible roles: identifying the estimated direction of the market as a trend indicator, or…
This note argues against holding losing positions merely to avoid realizing a loss or repeatedly adding to them to lower the average cost. It frames a planned trade around four decisions made before entry: the entry level, stop-loss, profit target, and…
The proposed Chinese equity screen combines intraday price amplitude, pre-open auction price movement and large-order buying with a historical dividend-ratio filter. It describes selecting candidates during the ten minutes before the open, excluding limit-up…
This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…
PricerEA is described as a trading utility for placing stop or limit pending orders at user-selected prices. It can calculate the lot size for each order automatically and can apply a trailing stop after a pending order is triggered; trailing stops are…
The document presents a Chinese equity screen combining daily price behavior with company characteristics. Its initial conditions select robot-themed stocks with circulating market capitalization below the stated threshold, daily amplitude above 1%, and a…
The post describes a stock screen requiring price amplitude above 1, current volume above 10,000 lots, an opening above the prior close, and a specified daily decline between 4% and 5%. Its rationale is to find active, liquid stocks that open positively…
This dashboard snapshot describes a live Binance BTC/USDT futures robot running on an hourly candle interval. It reports account-level figures including equity, cumulative profit, drawdown, open positions, and win rate, alongside a large order history.…
The indicator marks potential supply and demand zones after a crossover between fast and slow exponential moving averages. After a bullish crossover, it finds the lowest low in the preceding lookback and uses that bar’s low and candle body to define a demand…
The article argues that markets are uncertain and that technical indicators cannot deliver dependable forecasts by themselves. It makes the broad claim that trend-following indicators may have accuracy below 50%, attributing this to lag and uncertainty, but…
The document describes a MetaTrader 5 expert advisor that combines filtered momentum entries with a grid and hedge recovery system. Its entry rules use a Z-score, multi-timeframe trend alignment, a zero-line crossover, and a minimum slope; an overextension…
This module implements analytical trading calculations for an Ornstein–Uhlenbeck mean-reverting process, following a published statistical-arbitrage model. Given an entry threshold, an exit threshold, and transaction costs, it computes expected trade length,…
This Chinese stock-selection post describes a screen for companies associated with the metaverse theme and a rounded price pattern. Its initial rule combines the prior day’s turnover rate with the ratio of current auction volume to the prior day’s volume,…
This report examines two style-allocation ideas for Chinese equities: rotating between value and growth using value spread, and reducing market exposure to systematic risk through low-beta investing. It argues that value spread tends to revert toward its…
The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…
This stock-selection example combines three filters: daily amplitude above 1%, circulating shares no greater than 5.5 billion, and simultaneous bullish crossovers among 5-, 10-, and 20-day moving averages. The article describes calculating amplitude from the…
The discussion addresses missing broad-market risk-control data in a rolling-training workflow. Its suggested remedy is to load benchmark index history directly in the backtest data-preparation function instead of relying on an external data merge. The…
This experiment describes a directional strategy for the APE-BUSD perpetual futures market that combines Bollinger Band position with the MACD line and histogram. It takes a long signal when %BB is below 0.2, the MACD histogram is positive, and the MACD line…
The document explains how Hyperliquid derives robust reference prices for perpetual futures to reduce exposure to market manipulation. Its oracle price is a weighted median of centralized-exchange prices and is used to calculate funding rates; because…
The article compares decentralized liquidity provision in automated market makers (AMMs) with liquidity mining on centralized exchange order books. In an AMM, providers supply assets while a smart contract sets prices; arbitrageurs trade against the pool and…
This market note reviews Bitcoin and Ether options around a period of banking stress and major US economic releases. It describes Bitcoin’s term structure moving into backwardation, with near-dated implied volatility elevated relative to longer maturities,…
This post describes a basic A-share momentum screen that excludes Beijing-listed stocks and selects for daily amplitude above 1% and a closing price at the two-day high. It frames amplitude and market location as filters and the recent price high as a…
This stock screen looks for daily amplitude above 1%, a current high matching the highest high over two sessions, and an intraday low that is 4% to 5% below the previous close. The post interprets the combination as selecting volatile stocks that have…