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 article describes a Chinese main-board stock screen combining an RSI reading below 65, a daily gain above 1%, and relative volume bounded between 1.5 and 6. It presents the conditions as a way to find shares with positive short-term movement and…
The Float indicator analyzes prior chart history to estimate the current trend situation for a currency pair. It marks the apparent beginning and end of trends in a separate chart window and shows Fibonacci retracement and DiNapoli levels on the main chart.…
This GBPUSD expert advisor description outlines a system that opens four positions with separate take-profit levels. Stop-loss and take-profit distances are scaled using ATR coefficients. Once a position reaches its target, the remaining positions are moved…
This report utility converts daily account snapshots and trade records into tables, then calculates summary statistics for simulated futures accounts or stock accounts. For both account types it derives daily profit and returns, cumulative profit and loss…
This article explains how to measure whether active mutual fund managers adjust holdings in stocks with different downside market sensitivity ahead of market moves. It defines relative downside beta as the portfolio weighted downside beta minus conventional…
This stock selection method combines a technical filter with an earnings growth screen. It selects main-board Chinese equities with a 14-period RSI below 65, a daily price rise above 1%, and year-over-year growth in net profit attributable to parent-company…
This note presents a Chinese equity screen requiring price amplitude above a stated threshold, a stock code beginning with 60, and an association with the metaverse concept. It explains the filters as a combination of higher price variability, a market…
This note describes a Chinese equity screen combining price movement, a short-term trend condition, company size, and profitability. It selects stocks with amplitude above a stated threshold, an average price above the five-day moving average, market…
This document describes configurable settings for a MetaTrader 5 position risk monitor panel. Users can adjust where the panel appears on a chart, how often it refreshes, and how many open positions it displays. It also lists risk percentage thresholds used…
This document describes an indicator that plots stop-loss levels based on Average True Range. It provides an adjustable multiplier and ATR period, and includes helper functions so the calculation can be called from other code. The author says it can be used…
This indicator extends a price channel with two intermediate levels, crossover signals, and optional stop-loss and take-profit markers. It defines five channel levels: the high and low boundaries, the midpoint, and two intermediate levels positioned between…
This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…
This Chinese stock-screening post describes selecting shares with turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and an appearance on the previous day’s public top-trader list. It explains the list as a disclosure…
This stock screen combines a turnover-rate range with seven consecutive declining sessions. Its initial conditions require turnover between 3% and 12%, plus current turnover above 2% and below 9%; together, these overlapping limits make the effective current…
This indicator combines a configurable moving average with symmetric bands whose width is an ATR multiple. A persistent trend state turns bullish when price closes above the upper band and bearish when it closes below the lower band; it remains unchanged…
This document describes a MetaTrader 4 order-management system in which an Expert Advisor monitors trades and chart scripts create or adjust entry, stop-loss, and take-profit lines by drag and drop. Because the lines are monitored on the trader’s computer…
This research summary extends a framework for selecting functional equity funds for fund-of-funds portfolios. It distinguishes sectors where active stock selection may add value from those better served by sector ETFs. For consumer and growth exposures, it…
This Chinese-language post describes an equity screen using three conditions: price amplitude above 1%, a ten-day gain greater than zero but below 35%, and a positive institutional-flow measure. It explains these filters as seeking stocks with some recent…
This note proposes a short-term stock screen based on daily amplitude above 1, a condition described as main-force control on the prior day, and a 9:25 a.m. gain below 6%. It interprets the range as a sign of active price movement, the control measure as an…
This documentation explains how Zipline organizes risk and performance measurements for algorithm simulations. A metrics set defines which values a backtest tracks, and its metrics can report at different frequencies. The default set includes examples such…
The document describes two risks institutions may encounter in decentralized finance: scam tokens, especially liquidity-draining rug pulls, and crypto assets connected to illicit activity. It argues that blockchain data can support token due diligence by…
This indicator note explains a short-term trading idea based on alternating periods of small and large price ranges. Range is treated as the distance traveled over a chosen interval, and a narrow range is described as a possible warning that a wider move may…
V1N1 LONNY is described as a multi-symbol intraday Expert Advisor that trades breakouts during the London session. It treats the pre-London Asian range as a no-trade zone, placing buy stops above the range high and sell stops below its low. Entries use the…
This Chinese-market stock screen combines a metaverse industry filter with Shenzhen main-board eligibility, valuation bounds, and a recent KDJ bullish crossover. It selects stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0…