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 design document explains how NautilusTrader captures state-changing messages in a durable, ordered event log. Each run has its own sequence numbers, entries, and manifest; the log can be inspected, verified, or replayed to rebuild cache state. Captured…
This forum thread discusses futures brokers denying or threatening to revoke CTP quantitative trading access because VeighNa's risk controls may not meet newer requirements. A community contributor says an updated risk manager module adds support for the…
The document proposes screening Chinese equities for price amplitude above a threshold, a high daily control measure, and at least five overlapping or aligned moving averages. It presents this as a technical filter intended to narrow the universe, then…
This document outlines a simple foreign exchange Expert Advisor built around Williams Percent Range (WPR). It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal is…
This note describes a short-term A-share screening rule for stocks classified in the metaverse industry. It looks for an opening price crossing above the 10-day moving average after the previous close and open were below that average, along with a daily…
The document describes an automated strategy that places buy-stop and sell-stop orders around the current price. It uses a configurable initial distance and checks the spread before placing orders; if the spread is above a set limit, it skips placement. The…
This A-share screening idea selects stocks whose daily high-to-low range exceeds 1% of the opening price, whose codes begin with 60, and which appeared on the prior day’s top-trader list. The example code further filters for stocks near the upper end of…
This Chinese A-share screening proposal combines a metaverse industry filter and a custom arc-shaped price pattern with positive auction-period price change and large plus extra-large buy orders above 70 million yuan. Its refined version adds average…
This document describes a short-term stock screen that combines daily price amplitude above a threshold, afternoon large-order net inflows, and a positive ten-day return capped below another threshold. It explains the filters as a way to identify volatile…
This document describes a short-term stock screen combining price amplitude above a threshold, a morning star candlestick pattern, and a weekly five-period moving average crossing above a ten-period average. It explains amplitude as a measure of price…
This post describes a Chinese stock screen that selects shares with MACD above zero and ranks candidates by reported market attention, while also requiring the prior session’s 9:15 auction matching price to be at the lower price limit. Screening is intended…
This overview compares four crypto trading styles by holding period, activity, and typical analytical focus. Scalping seeks frequent small moves within a day and demands close monitoring; day trading holds positions for hours but generally closes them before…
This stock-screening post describes ranking candidates by capital strength, using measures such as net inflows and turnover, while requiring the 20-day moving average to exceed the 120-day average. It also discusses a share-price ceiling, stated in the body…
The proposed A-share screen combines turnover between 3% and 12%, market capitalization below 10 billion yuan, nonnegative earnings, and a newly formed KDJ golden cross. The crossover condition is presented as a way to find potential opportunities among…
Firebird v0.60 is described as an expert advisor that trades using a moving average and a configurable percentage distance between the price and the average. Before opening a position, it checks the time since the previous position was opened and skips a new…
This indicator modifies SuperTrend by grouping recent ATR observations into low, medium, and high volatility regimes with a three-cluster K-Means procedure. It initializes cluster centers from percentiles of the ATR range over a training window, repeatedly…
The article presents a stock grid method that divides a chosen price interval into a finite number of levels. As price falls, the trader divides remaining cash among lower grid levels; as price rises, remaining shares are divided among upper levels. It…
The article develops a relative-value framework for Chinese rebar and iron ore futures. Because iron ore is a major steelmaking input, their prices are linked, but the author argues that simple steel-margin formulas can be distorted by coke prices,…
The note explains how corporate actions such as stock splits, bonus shares, or ex-dividend adjustments can change a stock’s quoted price and share count without representing an equivalent loss in economic value. A backtest that compares unadjusted prices…
The guide explains how impermanent loss arises when the relative prices of two tokens change while they are held in an automated market maker (AMM) liquidity pool. It contrasts a liquidity position with simply holding the deposited assets, describes how…
This stock selection recipe combines trading activity, institutional participation, exchange segment, and valuation. It selects Shenzhen Main Board stocks after the close when the five-day amplitude measure is above 1, institutional participation exceeds 30,…
This A-share screening rule combines daily turnover between 3% and 12%, market capitalization below 10 billion yuan, a profitability condition based on return on equity, and price amplitude above 1. It is intended to focus on smaller companies that are…
The document explains how a trading system represents instruments across spot assets, futures, options, swaps, CFDs, betting markets, and synthetic instruments. Each instrument has a unique symbol-and-venue identity, while its definition carries details such…
EES Hedger is a utility for MetaTrader that opens a position opposite to a trade initiated manually or by another expert advisor. It detects trade events through the platform’s transaction mechanism and uses configured parameters to set the new position’s…