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
The document outlines a Chinese equity screen combining daily amplitude above 1%, robot-sector membership, circulating market capitalization below 10 billion yuan, and three consecutive down sessions. It gives example indicator logic and Python-style code…
This document proposes screening Chinese stocks for amplitude above 1%, a nonempty outstanding convertible-bond name, non-ST status, and a five-session limit-up pattern. It presents the bond listing as a possible sign of company strength and treats…
This post outlines a stock screen requiring membership in a metaverse category, a positive recent return, and a positive institutional-interest signal. It suggests using a category identifier, comparing the latest close with the previous close, and…
The document proposes screening for stocks with daily amplitude above one percent, codes beginning with 60, and specified positive price-to-earnings and price-to-book ranges. It also describes a Shenzhen main-board filter and sorting candidates by…
This post describes a Chinese equity screen combining high daily amplitude, at least two limit-up events over a 500-day lookback, and exclusion of the STAR Market. It presents indicator conditions and a Python example intended to identify qualifying shares.…
This short support discussion concerns a simulated trading run that reportedly failed or stopped before reaching its intended endpoint, even though the available logs showed no clear error. Replies suggest two different observations: one participant saw a…
This stock selection proposal combines a momentum filter, a breakout condition, and a trading activity measure. It selects shares with RSI below 65, a positive product of price change and a measure derived from turnover and very large orders, and a close…
This Chinese stock-screening example begins with capital-flow strength, a stated share-price level, and more than two limit-up sessions within the prior ten days. Its analysis treats repeated limit-ups as a sign of attention and possible upward momentum. The…
This Expert Advisor tests a time-based breakout approach. At 15:00 Moscow time, it places a buy stop and a sell stop 100 points from the current price, with a 200-pip stop loss on each order and no take-profit target. If one order triggers, the other remains…
This A-share screening proposal combines a 2019 dividend payout ratio above 25%, a daily gain above 1% for main-board stocks, and reported buying activity above 5%. The article interprets the dividend measure as a possible sign of business strength and the…
This Chinese equity screening proposal combines an intraday high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and positive net buying attributed to major participants during the opening auction. The accompanying indicator…
This proposed Chinese stock screen selects companies associated with the metaverse theme, with a 14-period RSI below 65 and a positive 10-day return under 35%. The article frames RSI as a short-term sentiment gauge and the theme filter as a way to target a…
This A-share screening idea combines three signals: a reported increase in buying activity above 5%, year-over-year parent-company net profit growth above 20% and no more than 100%, and a positive 10-day return below 35%. The article then proposes adding…
This Freqtrade strategy defines long entries on a five-minute chart using MACD, RSI, and Bollinger Bands. It requires MACD to be above zero and its signal line, the upper Bollinger Band to be rising, and RSI to exceed 70. Long exits are triggered when RSI…
This report reviews 2024 activity in centralized crypto spot and derivatives markets. It describes how exchange and asset trading volumes changed through the year, noting periods of high activity across major venues and tokens. It suggests using volume…
This stock screen combines a daily price range threshold with a market capitalization ceiling, positive earnings, and an opening price near the 10-day moving average. The proposed refinement specifies positive net profits in each of the latest four quarters,…
This expert-advisor design periodically searches recent price history for RSI or MFI thresholds that produced the greatest simulated monetary profit. It tests buy and sell signals separately across candidate indicator levels, using crossings of oversold and…
The document explains how combinatorially symmetric cross-validation (CSCV) can estimate the probability of backtest overfitting (PBO). It distinguishes training overfitting, where a model performs poorly on held-out data, from backtest overfitting, where a…
The article summarizes Burton Malkiel’s broad investing principles: use index funds, choose capable fund managers, or invest independently after analysis. For individual stock selection, it emphasizes sustained above-market earnings growth, avoiding prices…
This introductory article presents ten practical points about machine learning for non-specialists. It emphasizes that machine learning finds patterns in data, so data quality, accurate labels, representative samples, and careful transformations often matter…
This document describes a trading-platform indicator for displaying statistics from closed trades. Users can optionally filter the history by a trade's magic number, allowing results to be isolated by strategy or identifier. A magic number can be entered…
This documentation explains spot trading commissions as the combination of standard, tax, and special rates. It distinguishes account commission queries, which report current rates for a symbol and include maker, taker, buyer, and seller components, from…
This overview explains Hummingbot executors as components that manage order lifecycles under conditions set by controllers using market data. It lists executor categories for positions, dollar-cost averaging, grids, arbitrage, time-weighted execution,…
This stock-screening method selects companies classified in the metaverse theme when their closing price is above the five-day moving average and a Morning Star candlestick signal is present. The article describes the pattern as a way to identify short-term…