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 stock selection approach filters for shares with amplitude above 1, excludes those that were limit-up the previous day, and removes stocks from China's STAR Market. The article frames the board exclusion as a way to avoid mixing securities with distinct…
This Chinese equity screen selects stocks with RSI below 65, a positive return over the prior ten days that remains below 35%, and no limit-up move on the previous day. The article presents these filters as a way to identify stocks with recent gains while…
This stock selection method combines three conditions: daily price amplitude above 1, positive institutional fund flow, and a newly formed bullish KDJ crossover. The accompanying examples calculate amplitude from the high, low, and opening price; sum…
This Chinese equity screening idea combines a daily price range above 1%, a rising 30-day average, and a morning-star-like short-term reversal pattern. The article describes these filters as a way to find active stocks where a short-term change in price…
This short-term Chinese stock screen looks within the metaverse sector for shares that had a limit-up day during the prior 25 days and then form what the article describes as a reversal or engulfing setup. It adds a condition that the opening price after the…
This Chinese equity screening idea selects stocks classified in the metaverse industry, with circulating shares no greater than 5.5 billion and prior-day trading value above 60 million. The criteria combine a thematic industry classification, a float-size…
This proposed Chinese equity screen combines three filters: daily high-low range above 1, return on equity above 15% in each of five years, and a turnover-weighted ratio of current auction volume to prior-day volume between 0.5 and 2. It is intended to pair…
This article describes a stock selection rule for Chinese equities. It looks for stocks with turnover between 3% and 12%, an external-to-internal trade volume ratio above 1.3, market capitalization no greater than 10 billion yuan, and nonnegative profits.…
This Chinese-language article describes an A-share stock screen combining three technical conditions: RSI below 65, MACD above its zero line, and a shortening green MACD histogram on a 15-minute chart. It presents the combination as a way to find stocks with…
IREA is an automated countertrend strategy based on the idea that unusually large price moves may be followed by movement in the opposite direction. It uses an InverseReaction indicator and enters against the shock on the next bar, provided the bar size…
This document describes an automated trading system that uses a volume-weighted moving average candle indicator. It generates a trade signal when a completed bar changes color from green to pink or from pink to green. The document does not specify which…
This April 2020 industry-allocation update describes a framework that combines earnings and valuation context with macroeconomic state signals, historical pattern matching, trend measures, and public-fund positioning. Its macro component responds to weaker…
This A-share stock selection example combines three signals: a 14-period RSI below 65, estimated external trading volume exceeding internal volume by a stated ratio threshold, and a shortening MACD histogram on a 15-minute chart. The post presents the rules…
This document explains how an MQL5 Expert Advisor can export its trade history after a Strategy Tester run. It describes creating a history-export object, calling its export method from the tester callback, and optionally attaching the expert’s name,…
This short forum post gives a data access pattern for retrieving historical benchmark or stock data from a trade module. The example requests closing prices and volume for a benchmark symbol over a specified lookback, using daily frequency, and assigns the…
This forum exchange explains why a VeighNa Trader account balance may stay unchanged when orders are routed through the PaperAccount module. PaperAccount simulates orders and fills locally, so activity handled by it does not reach a live trading server and…
XROC2_VG plots two selected price-change indicators, such as Momentum or different forms of Rate of Change, in one window. It supports several related calculations: absolute price change, percentage change, and price ratios on different scales. The resulting…
This post describes a technical stock screen combining three conditions: daily price amplitude above a stated threshold, the opening price near the ten-day moving average, and a pattern described as seven consecutive down days. The accompanying examples…
This Chinese-language post outlines an equity screen for stocks in the metaverse sector that had a positive return and appeared on the previous day’s “Dragon and Tiger” list, a market list associated with notable price moves and trading activity. It presents…
The Dynamic Momentum Index adapts the length of its calculation to changes in an asset’s volatility. Unlike the RSI’s fixed lookback, it shortens its period when volatility rises, making readings respond more quickly to price changes. The document describes…
This brief indicator guide explains the colors used in a candle-monitoring display. Red marks a previous candle with a negative direction, while lime marks a positive one. In a separate table column labeled “now,” red indicates that candle movement has…
The indicator estimates volatility using ATR, a Parkinson high-low estimator, or close-to-close return variation, then ranks the current reading against a rolling history as a percentile. Thresholds divide that percentile into five regimes, from unusually…
This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, a positive product of the current day's price change and net large-order volume, and a prior-day 9:15 matching price at the limit-down level. The accompanying…
This engineering guide explains how to build Rust-native adapters that connect NautilusTrader to exchanges and data providers. It covers venue-specific data and execution clients, configuration and Python exposure through PyO3, plus contracts for…