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
A VeighNa forum user asks how to keep a displayed value C synchronized with inputs A and B. C is initially calculated as the difference between A and B, but editing either input leaves C at its previous value. The user also wants C to remain editable like…
This Chinese equities strategy looks for stocks with a bullish moving-average stack: the five-day average exceeds the ten-day, then the twenty-day, forty-day, and one-hundred-twenty-day averages. It adds a pullback condition: the day’s low must fall below…
This expert advisor uses an unconventional MACD approach: it calculates the area of the indicator above and below its zero line over a user-selected number of bars. A reverse-signal option determines whether the resulting signal opens a buy or sell position.…
This document describes a trading expert advisor that uses the iVIDyA indicator to generate signals. It checks for a signal only when a new bar begins, then opens a position with specified stop-loss and take-profit levels. It does not use a trailing stop and…
This release note describes changes in OctoBot 1.0.2. ChatGPT strategy profiles can now be backtested for some settings using prompts precomputed from historical exchange-pair data downloaded by the service. The ChatGPT profile also shifts from daily trading…
The document explains the USDX as a measure of the U.S. dollar against a six-currency basket: the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. It describes the index as a weighted geometric calculation and gives the basket…
This stock-selection method screens for companies listed in 2021, with turnover between 3% and 12%, and a price shape described as rounded over the previous 20 days. The article frames turnover and listing year as basic filters, then adds a recent…
This stock screen combines three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and a dividend ratio above 25% based on 2019 data. The article presents these filters as a way to combine a technical indicator, order-book…
This post describes a Chinese-equity screening rule that combines membership in the metaverse theme with positive net buying attributed to major participants during the opening auction. It further limits candidates to Shenzhen main-board stocks using…
The document explains Value at Risk (VaR) as a loss threshold for a portfolio over a specified period at a chosen confidence level. It outlines common uses, including setting risk limits for individual strategies and portfolios, comparing risk across…
This article outlines a Chinese stock selection screen using daily price range, market capitalization, profitability, and MACD. The initial rules look for stocks whose high-to-low range exceeds 1%, whose market value is below 10 billion yuan, whose net…
This Chinese-language article describes a mainland China stock screen combining technical and fundamental filters. It selects main-board shares with RSI below 65, a daily gain above 1%, market capitalization below 10 billion yuan, and positive net profit.…
This podcast recap discusses institutional participation in crypto, the launch of U.S. spot Bitcoin ETFs, the more modest reception of Ethereum ETFs, and regulatory barriers to further products. It describes how financial advisers and smaller offices can…
The Prevailing Trend oscillator represents bullish and bearish market components with separate lines labeled Up and Down. It estimates the Up line as a moving average of bullish candlesticks over a selected period, and the Down line as a moving average of…
This Chinese equity screening proposal combines trading activity with a past-event filter. It ranks stocks by volume ratio and selects the top 100, treating a higher ratio as a sign of stronger investor attention or fund activity. It also requires stocks to…
This code describes a volatility-sensitive adjustment to trading forecasts. It calculates daily percentage volatility, compares it with a rolling ten-year average, and converts the normalized volatility observations into quantile ranks. A multiplier…
This swing strategy looks for alignment among three stochastic measures with short, medium, and longer lookbacks. It enters long when the measures are ordered upward and their relative spread exceeds a threshold, provided either shorter-cycle momentum is…
This stock selection rule combines four daily conditions: price range relative to the close, at least two limit-up moves within a rolling 500-day window, current volume above 10,000 lots, and an opening price above the prior close. The document describes…
The document explains an extended Moving Slope Rate of Change indicator. The basic MSROC estimates price slope from a least-squares line rather than using the direct price change of conventional rate of change. The text says this smoothing reduces false…
This post describes a stock screen combining daily price amplitude above 1, positive institutional money flow, and a 10-day return greater than zero but below 35%. Its example indicator logic aggregates positive net institutional flow across five periods,…
This post outlines a Chinese A-share screening rule using three conditions: current trading volume above 10,000 lots, an opening price above the prior close, and a positive 10-day return below 35%. It presents the volume condition as a proxy for stronger…
This forum post reports a VeighNa CTA backtest that reaches the historical-data loading stage but loads zero records. The script then completes initialization and replay with no trades, before result calculation fails because the daily results table lacks a…
The document describes an indicator intended to estimate a slower-changing reference value for the market than the observed price or a moving average. Its direction is linked to the relationship between price and the indicator: it rises when price is above…
Gamma exposure (GEX) describes how an option’s delta changes as the underlying asset moves. The document explains why this matters in crypto options: as delta shifts, market makers may adjust their hedges, creating flows that can affect volatility and…