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 weekly crypto market note reviews Bitcoin’s rally, liquidation-driven price swings, upcoming US macro events, and the implications for options volatility. It connects a sharp move through prior price levels with short liquidations, a subsequent rapid…
The document presents two chart-based trading setups. In the 1-2-3 method, price breaks a prior trend line, retraces, and turns back in the opposite direction; a qualifying retracement must meet a stated fraction of the first move. The proposed entry follows…
The document outlines a Chinese equity screening rule combining a daily amplitude threshold, a previous session’s 9:15 matched price at the limit-down level, and year-over-year net profit growth attributable to parent-company shareholders within a specified…
The document describes a protective expert advisor that monitors account equity and can close open orders and disable automated trading when a configured threshold is reached. It presents two uses: an equity take profit that halts trading after gains reach a…
This indicator combines a moving average with Average True Range bands. It plots the moving average as a central reference, with upper and lower bands at 1.5 and 2 ATR distances. The proposed entry is a close across the moving average: a long signal follows…
This note describes a Chinese stock screen combining price amplitude above 1%, a prior-day main-fund-control condition, and exclusion of ChiNext and STAR Market stocks. It presents amplitude as a way to avoid low-movement securities and a main-fund-flow…
This note proposes a Chinese equity watchlist screen requiring daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and a listing age greater than one year. It presents volatility as a way to find stocks with larger price…
This article presents a revised dividend-factor stock selection strategy for Chinese equities and a simpler equal-weight alternative using dividend-themed ETFs. The V2 stock strategy expands the portfolio from 8 to 20 holdings, rebalances monthly instead of…
This note outlines a short-term Chinese equity screen that combines a daily price-range threshold, rising short-term moving-average behavior, and an increase in the K component of KDJ. It presents these conditions as signals of volatility and possible…
This note describes a Chinese equity screen combining turnover between 3% and 12%, a K value below 20, and positive MACD. It further frames selection around MACD behavior above the zero line, while its indicator example favors rising MACD and its Python…
This overview explains Chinese depositary receipts (CDRs) as securities traded domestically that represent rights in foreign shares through a depositary institution. It summarizes the historical pilot eligibility criteria described in the document, says…
This post describes a proposed A-share stock screen combining three filters: at least five moving averages clustered together, appearance on the previous day’s notable trading list, and a market capitalization below 10 billion yuan with no reported losses.…
This brief description introduces an expert advisor built around two moving averages. It pairs their signals with a trailing stop, which adjusts the exit level as a position moves favorably. The document credits one person with the trading idea and another…
This indicator classifies closes by their relationship to the previous bar and tracks the length of each resulting sequence. It describes internal closes as closes within the prior bar’s range, which may reflect sideways or slowly drifting price action; a…
This document proposes a Chinese stock-selection screen focused on companies associated with the robotics theme. Its initial criteria are daily amplitude above 1%, circulating market capitalization below 10 billion yuan, and return on equity above 15% in…
This proposed EUR/USD strategy on an hourly chart looks for a sharp move through a Bollinger Band followed by a close beyond the opposite band. The long setup also requires the positive directional indicator to exceed the negative one, while the short setup…
This Expert Advisor combines a random-number gate with a moving-average price relationship to decide whether to open a position. The random draw is compared with one of eight thresholds represented by poker-hand labels; if it falls below the selected…
The document introduces spot trading as buying or selling cryptocurrency at the current market price, where the trader transacts in the asset rather than a futures or options contract. It outlines basic setup: choose an exchange that lists the desired pair,…
This proposed stock screen selects shares with price amplitude above 1%, excludes Beijing-labeled A-shares, and requires a “today control” indicator above a stated threshold. The document supplies example formulas for these conditions and a Python-style…
This stock-selection rule combines three filters: daily price amplitude above 1%, data from 2021, and a reversal or engulfing-style condition. The document describes the reversal condition through comparisons of smoothed percentage changes in recent closing…
This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…
This MetaTrader indicator identifies supply and demand zones by finding sharp price moves relative to ATR, then marking the preceding base candle. It can measure total range or net body movement across a multi-candle window, merge nearby zones of the same…
The author recounts developing and repeatedly revising a set of strategies, then lays out a research-to-deployment process. It begins by defining intended capital capacity, trading costs and order size, the balance between win rate and payoff, training data…
This screen selects listed stocks outside the Beijing A-share market with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. The article frames the market-value range as a way to focus on stocks with a chosen size…