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.
16,761 documents
This document describes a Chinese stock screen for main board companies in the beverage and alcohol import-export sector. It selects shares with turnover between 3% and 12% and a daily gain above 1%, excluding specially treated stocks. It includes…
The code describes a strategy that compares two exponential moving averages calculated from Heikin-Ashi prices on configurable timeframes. A crossover of the faster average above the slower average triggers a long entry; a cross below triggers a short entry.…
This stock-selection example combines a 14-period RSI below 65 with MACD above its zero line, alongside a reference to the year 2021. The stated rationale is to seek stocks with relatively moderate RSI readings and positive trend momentum. The document…
This article outlines a daily stock backtest framework in which a natural-language screening query selects entries. The example framework also allows a maximum number of holdings, a holding-period exit, and optional take-profit and stop-loss thresholds.…
This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…
This guide explains how LumiBot’s OptionsHelper supports options selection and order construction. It covers finding expirations on or after a target date, selecting strikes by target delta, validating quote quality, and assembling common multi-leg…
The document describes an intraday strategy that combines classification and regression models built with XGBoost to rank stocks by predicted daily price change. Its features include overnight returns and opening-auction behavior, such as staged price moves,…
This article collects practical lessons from building supervised machine learning strategies for stock selection. It recommends keeping training and test data separate and splitting financial time series chronologically, since random splits can mix market…
This Chinese equity screening proposal combines three conditions: a price amplitude above 1%, free float no greater than 5.5 billion shares, and short-, medium-, and longer-term moving averages aligned upward. The article interprets the amplitude filter as…
This overview proposes using machine learning to support value investing by combining financial statements, market data, and macroeconomic information. It lists a broad set of candidate measures, spanning performance and risk statistics, valuation and…
This document describes a Chinese equity screen combining turnover between 3% and 12%, seven consecutive down days, and a morning price condition below 6%. It presents the setup as a way to find stocks in a pullback while accounting for trading activity and…
This report examines whether updating fundamental signals more frequently can improve stock selection during China’s annual report season. It argues that factor signals decay over time, but more frequent rebalancing offers limited benefit for fundamental…
This indicator marks the high and low reached during two user-selected intraday time intervals. It takes start and end times for each interval, finds the extremes within both, and draws them as horizontal levels. The example settings use two windows during…
The document describes an Expert Advisor that trades signals from the BvsB trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. For the EA to operate, the compiled indicator must be installed in the terminal’s…
This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…
This Chinese-language article outlines a stock screen combining a 14-period RSI below 65, three consecutive bearish candles, and return on equity above 15% across five years. The stated aim is to find stocks with recent technical weakness alongside a record…
This Chinese equity screening note combines an RSI threshold with an external-to-internal trading volume ratio and a morning star pattern signal. Its prose gives an RSI ceiling of 65, a volume ratio above 1.3, and the pattern condition as criteria for…
This post presents a rules-based foreign exchange strategy intended to trade rebounds within a trend. It uses a short moving average channel derived from prior highs and lows, together with MACD sign as a directional filter. Long entries are placed as limit…
This forum post describes a Chinese equity backtest comparison between standard regression models and a platform stock ranking model. The author trained XGBoost, LightGBM, and CatBoost regressors on five-day returns using rolling historical periods, then…
This study compares three futures signals: cumulative return over a lookback window, an average based on cumulative daily steps, and a trend measure incorporating Garman–Klass volatility. It reports information-coefficient statistics, groups contracts into…
This proposed screen selects mainland Chinese main-board stocks using three short-term conditions: amplitude above a threshold, a rising and diverging moving-average pattern, and a buy-side volume ratio above 1.3. The article interprets these as signals of…
The Edge Drift Detector compares closing-deal outcomes from a live Expert Advisor with a backtest baseline to assess whether average per-deal performance has weakened. Its central method is a cumulative-sum alarm calibrated by resampling baseline deals, with…
This script describes a three-leg futures strategy that treats hog value minus weighted corn and soybean meal costs as a proxy for livestock feeding profitability. It estimates the spread’s mean and standard deviation from daily bars, calculates a z-score,…
This article explains the All Weather approach as a way to build a portfolio without relying on precise economic-cycle forecasts. It frames the macro environment along growth and inflation dimensions, then describes matching stocks, bonds, commodities, gold,…