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 report presents a short backtest of a strategy labeled “momentum-news-generic” against SPY, using Yahoo data. Over the stated period, the strategy had a slightly negative total return, negative annualized return, negative Sharpe and Sortino ratios, and…
This guide explains how to construct, monitor, and trade synthetic spreads in the VeighNa SpreadTrading module. A spread can combine several contract legs using a formula, including pricing legs that are not traded, which supports relationships involving…
This Chinese-language strategy post outlines a mainland China equity screen combining capital strength, upward divergence of moving averages, and a profitability filter. The initial title specifies companies with market capitalization below 10 billion yuan…
This stock-selection idea combines three filters: MACD above its zero line, a share price below a stated threshold, and at least two limit-up sessions within a historical lookback. The post says the screen is run before the market opens each trading day. It…
This strategy describes frequent, small-target long trades on a one-minute chart, using a five-minute moving average as a broad trend filter. Entry conditions combine a fast stochastic crossover with configurable low readings in money flow and stochastic…
The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…
This stock-selection method looks within China’s metaverse sector for shares ranking among the top five by the day’s auction value, then filters for a 2019 stock-dividend ratio above 25%. The document gives screening logic and example implementations for two…
This essay argues that a trading system only helps when a trader can follow it and its demands fit the trader’s goals, temperament, and market. It outlines four recurring price structures—triangular consolidations, directional channels, ranges, and expanding…
This forum post documents a failure in a stock strategy’s trailing-stop routine. The routine reads each position’s last sale date, subtracts it from the current date to estimate holding days, and uses that value as the bar count when requesting historical…
This note describes an equity screen that ranks stocks by a capital-strength measure, such as turnover or volume ratio, and filters for turnover between 2% and 9%. It also requires the 20-day moving average to be above the 120-day moving average, using the…
This brief description introduces a two moving average crossover strategy. A trader chooses a shorter and a longer averaging period, then uses their intersection to identify a possible position entry. It gives a 50-day and 200-day pair as an example, but…
This brief Chinese-language page introduces a portfolio optimizer as a mathematical tool for selecting and weighting assets subject to constraints. It identifies three possible objectives: maximizing expected return, minimizing risk, or balancing the two.…
This document describes an Expert Advisor that trades signals from the custom BullsBearsEyes indicator. It opens a buy when the indicator value on the prior bar is 0.0 and a sell when that value is 1.0. The EA includes configurable stop-loss, take-profit,…
The document addresses a conflict between stop-loss logic and a machine-learning strategy's next-day buy list. A stock may be sold when it reaches a trailing stop, then selected again by the model on the following trading day. The proposed fix is to track…
This expert-advisor description explains an order trigger based on price crossing a moving average rather than on candle values. It says a hedge order can follow when a later candle produces another crossover relative to prior orders. The supplied logic…
This Freqtrade strategy seeks frequent small long trades on a one-minute chart. It calculates five-period EMAs of high, close, and low, a fast stochastic oscillator, and ADX. Entry requires the open below the low EMA, ADX above 30, both stochastic lines…
This strategy note selects Chinese convertible bonds using low price, low conversion premium, and low remaining issue balance. It ranks eligible bonds by the sum of price and conversion premium, favors the lowest scores, and describes equal-weight holdings…
This indicator combines an ATR-distance trailing stop with a candle-based estimate of buying and selling volume. It allocates bar volume according to candle range and open-close structure, averages the estimated buy and sell components, and normalizes their…
This document describes a trading rule that measures a spread’s latest value against its recent average and standard deviation. It uses separate lookback windows for the mean and standard deviation, then calculates a z-score to identify unusually high or low…
This Chinese stock-screening proposal combines current turnover, a previous-day appearance on the Longhu list, and turnover from the day before that. Its stated thresholds are current turnover between 3% and 12%, prior-day Longhu-list inclusion, and earlier…
This Chinese equity selection rule combines three signals: daily price amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move within the recent lookback window. The intended…
The author outlines an index-enhancement approach for Chinese large-cap and blue-chip equities. First, a human-selected universe emphasizes historically strong companies and stocks that held up against the broad market during declines. A machine-learning…
This note describes a daily stock screen for mainboard equities that combines an intraday range threshold with a market capitalization cap, positive net profit, and a daily price increase above 1%. It provides example indicator and Python expressions for…
This stock-selection note screens for shares with amplitude above 1, a prior-day 9:15 matched price at the limit-down level, and a close above the previous day’s low. Its revised version adds a close above the three-day moving average. The proposed…