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 Chinese stock-selection post proposes screening metaverse-related shares for positive institutional movement and a prior-day price pattern described as main-force control. It presents the conditions as a way to focus on a specific industry, follow…
The paper combines return prediction and portfolio construction in a single neural network, aiming to reduce the decision errors that can arise when forecasts are optimized separately. It compares a model-free network, which learns allocations directly, with…
This document explains a price-overlay indicator that marks supply zones at confirmed swing highs and demand zones at confirmed swing lows. Zone thickness scales with average true range, and the midpoint serves as a point of interest. A zone remains active…
This overview compares execution strategies that split orders over time or respond to market conditions. TWAP distributes an order evenly across intervals, making it simple to use when intraday volume is hard to estimate, though large slices can still move…
These release notes describe changes to Hummingbot’s client, Gateway, and related tools. Client updates include a headless command-line interface, new spot exchange connectors, connector fixes, and improvements to liquidity provision executors. The LP…
This document describes an Expert Advisor built around the CCFp, or Complex Common Frames percent, cluster indicator. It identifies the indicator as the basis for the automated system and lists controls for trade volume, stop loss, take profit, trailing…
The document explains grid trading as repeated buying during declines and selling during advances, with portfolio rebalancing used to harvest price fluctuations. Its central example, attributed to Shannon’s Demon, splits capital equally between shares and…
This article describes a market-level risk control for an equity strategy. It calculates the five-day cumulative return of the Shanghai Composite Index and uses that reading as a benchmark risk signal. If the index return falls below negative four percent,…
GodStra is a Freqtrade long strategy that builds a broad set of technical indicators and evaluates configurable entry and exit rules. Each rule compares a selected indicator with another indicator or a numeric threshold; supported operators include…
The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, requires daily high-low amplitude above 1%, and selects stocks with at least one daily gain of 10% or more in the previous 25 trading days. It outlines the rationale…
This stock screen combines three technical conditions: daily price amplitude of at least one percent, turnover above two percent and no greater than nine percent, and a pattern of rising lows. The accompanying explanation interprets the combination as…
This note describes a helper function for stopping an Expert Advisor’s timer routine from running on weekends. It is intended for systems that keep the trading terminal open when markets are closed, where repeated timer events could otherwise trigger…
This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…
The post describes a Chinese A-share screening rule that combines a daily price-range threshold, at least one limit-up event in the prior 25 trading days, and return on equity above 15% for five consecutive years. It presents the conditions as a way to find…
These reading notes explain how futures can offset exposure to changes in commodity prices, exchange rates, or other market variables. A short hedge suits a party that benefits when an asset price rises and loses when it falls, such as a producer planning a…
Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…
This note describes a Chinese equity screening rule combining daily price amplitude, turnover, and the direction of the 30-day moving average. It selects stocks with amplitude of at least 1%, turnover above 2% and below 9%, and a 30-day average close that…
The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…
This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…
The document describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…
The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…
The document presents a method for moderating drawdowns by reducing the capital base used to size trades as portfolio value falls. It first defines maximum drawdown as the largest peak-to-later-trough decline relative to the earlier value. Its adjustment…
This article proposes a compact framework for reviewing the equity market by sector rather than inspecting every stock individually. To gauge sector persistence, it counts stocks moving from an initial limit-up session to a second consecutive limit-up…
The primer explains how Curve developed from a stablecoin-focused automated market maker into a broader DeFi ecosystem. It contrasts Curve’s dynamic invariant with constant-product pricing: the curve is flatter when a pool is balanced to reduce slippage,…