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 overview surveys recurring problems in quantitative trading, including unreliable or incomplete data, model risk, slippage and fees, parameter selection, real-time monitoring, and processing speed. It also discusses choosing machine-learning methods and…
This trend-following expert advisor uses the slope of a simple moving average, expressed as an angle, to distinguish directional markets from flat conditions. It also measures price distance from the average as a percentage to avoid entries after a move has…
This Chinese stock-selection post describes a screen for companies with positive MACD, year-over-year net profit growth above 20% and at most 100%, market capitalization below 10 billion yuan, and no reported losses. Its rationale is to combine price…
This Chinese stock-screening example combines three filters: a metaverse concept label, a close above the previous session’s low, and a recent high-price move intended to identify a limit-up event. It presents equivalent indicator and Python-style…
This Chinese community post describes an equity screen requiring amplitude above 1, prior-day “main force control,” and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify stocks with near-term…
This short note describes an elementary trailing-stop function for managing orders. It explains that the function can identify which orders it should manage by checking the financial instrument and, optionally, the order comment and magic number. These…
This proposed A-share screen combines a market-cap ceiling, positive net profit, an RSI threshold, and positive afternoon large-order net inflows. The intended rationale is to pair a basic profitability constraint with a price indicator and a measure of…
This post proposes a Chinese stock screen using three filters: a turnover-ratio ranking among the top 100 stocks, a positive but capped return over the past ten days, and an opening price gain below a stated ceiling. The intended idea is to combine relative…
This stock-selection approach combines three filters: daily amplitude above 1%, a proxy for afternoon large-order net inflow, and a condition described as at least five moving averages aligning. The accompanying indicator expressions and Python example show…
This stock screen combines a capital-flow measure with valuation and trend filters. It favors Shenzhen main-board stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0 to 3.11, then requires the 20-day moving average to be…
The document presents a trend-following indicator similar in purpose to Supertrend, but its trailing reversal level is set using a fixed percentage-like step from the close rather than a multiple of average true range. The level adjusts with the direction…
OsMaSter is an expert advisor that opens positions with a fixed volume and uses specified stop-loss and take-profit levels. The document lists its basic settings, including position volume and an identifier for the EA, but does not explain the entry or exit…
This post proposes screening equities for turnover within a specified range, seven consecutive down days, and a rising-bottom price pattern. It frames the combination as a way to examine stocks after a decline while looking for a possible base or rebound.…
This Chinese-language post proposes an equity screen using three conditions: amplitude above a threshold, rising price lows, and positive returns. The rationale is to exclude stocks with little movement, identify a potential base with progressively higher…
The document explains automated trading bots as programs that use market or other data to analyze conditions and place trades under a configured strategy. It describes potential benefits such as faster, more frequent execution and less emotion-driven…
This article describes a backtesting indicator for evaluating exit distances on a supplied trading signal. It simulates a single-unit position, closes equal portions at up to three take-profit levels, and exits the remaining position at the first stop level…
The post describes a stock-selection screen based on turnover between three and twelve percent, appearance on a market trading list the previous day, and a negative MACD reading from two days earlier. The accompanying formula adds further filters involving…
This document describes a function for producing directional signals from the OsMA indicator: one return value represents a buy and another represents a sell. It says the function can be included in an expert advisor and called to check the current signal.…
This annotated strategy describes a directional grid that can operate buy-first or sell-first. In buy-first mode, it places a sequence of buy orders below an initial price at fixed intervals. When a buy fills, it places a sell order above that fill by a…
This stock-selection idea screens Chinese equities for four conditions: membership in the metaverse theme, positive net buying by large participants during the opening auction, a robotics concept association, and circulating market capitalization below 10…
This tool description explains an expert advisor that monitors the combined net profit of a user-selected basket of currency pairs. It closes positions across the monitored pairs when the basket reaches a specified profit target; settings also include a…
This post outlines a Chinese equity screening approach combining three signals: high relative trading volume, rising short- and medium-term moving averages, and at least two limit-up sessions during the prior 500 days. It describes ranking by volume ratio,…
The document describes a framework for deciding whether a candidate multifactor strategy adds value alongside a portfolio of smart beta exposures. It models each advanced beta as a combination of exposures to a small set of investable “elementary” factors,…
Smart Trend Score is described as a MetaTrader 5 indicator that combines weighted moving averages, trend direction, market structure, ADX, ATR, and price action into a score. After a candle closes, it displays a buy, sell, or no-signal status, a confidence…