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
A trading-system forum discussion concerns orders that receive an order number but immediately show as canceled, even though market data, login, and displayed funds appear available. The response proposes several checks: determine whether pre-trade risk…
This forum response lists common reasons that take-profit and stop-loss orders may be rejected. It points to rapid price changes, prices outside exchange limits, exchange risk controls, insufficient margin, thin contract liquidity, network or system…
The snapshot combines macroeconomic news with market indicators for Bitcoin, Ether, and Solana. It discusses modest inflation relief alongside tariff and interest-rate concerns, a large loss from a highly leveraged Ether position, and the U.S. decision to…
This post presents a daily pre-open screen for Chinese stocks with MACD above zero, positive trailing earnings multiples, and prices below a stated threshold. It frames the MACD condition as a way to identify an upward trend, the positive P/E as a basic…
This community post describes a Chinese equity screen limited to stocks with codes beginning with 60. It combines a daily price-range condition with a previous-session opening-auction match price at the limit-down level, then ranks candidates by popularity.…
The report reassesses valuation, growth, technical, and risk factors in Chinese A-shares after removing industry and style influences. Its core method is to adjust factor data for exposures such as industry, market capitalization, or beta, then test whether…
This Chinese A-share screening idea combines three conditions: a positive ten-day return below 35%, a 14-period RSI below 65, and positive main-fund net inflow on the previous day. The accompanying description frames the return band and RSI as technical…
This MT5 indicator summarizes closed-deal history from the trading account and displays the results in a chart panel. It reads deals through the terminal’s history functions, aggregates them over a configurable lookback period, and refreshes on a timer. It…
The proposed Chinese equity screen combines a technical filter with a fundamental growth condition. It selects stocks with an RSI below 65 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at or below 100%,…
This description outlines a MetaTrader expert advisor that trades from price action around the open candle and can send mobile push notifications. It identifies hourly charts, major forex pairs, and NASDAQ stocks as intended markets, and recommends trying…
This document describes a MetaTrader trading panel built with the MasterWindows interface library. It displays a probability-style scale derived from price database analysis and allows a user to submit market orders, close positions, toggle stop-loss…
This guide explains advanced ways to configure strategy hyperoptimization in Freqtrade. It shows how to define a custom loss function, which receives trade results and backtest context and returns a score where lower values are preferred. The example…
This Chinese-language post describes a stock screen combining daily price amplitude greater than 1, a three-day limit-up streak as of the previous day, and a positive price-to-earnings ratio. It frames the amplitude condition as a way to find active shares,…
This article describes a short-term Chinese stock screen based on daily price range, a high ranking for net large-order volume, and MACD above its zero line. It presents the combination as a way to find active stocks with positive momentum, and includes an…
This comparison surveys AI-oriented trading and research projects by their agent workflows, ability to replay or backtest decisions, broker paths, deterministic strategy support, and hosting or monitoring features. It distinguishes research-focused tools…
This stock-selection rule requires the 20-day moving average to be above the 120-day average, RSI to be below 65, and current volume to exceed the prior day's volume by more than five percent. The article interprets the moving-average relationship as an…
This document describes a Chinese equity screen combining three conditions: price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and large-order net volume above 0.05 for at least three consecutive days. It…
This document presents a short-term Chinese stock selection idea using three conditions: amplitude above 1, a closing price below 20, and a prior-day 9:15 matching price at the limit-down level. It frames the filters as a way to find stocks with price…
This expert advisor trades after finding a configurable run of identical candlesticks: it buys following bullish candles and sells following bearish candles. Its inputs include the required run length, trade size, take-profit and stop-loss distances,…
This document describes a Chinese main-board stock screen that combines RSI below 65 with a daily gain above 1% and a rising-trend condition. The examples express the trend condition through moving-average alignment: the 5-day average exceeds the 20-day, the…
The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…
This documentation explains how a trading strategy can represent and submit orders, from basic market orders to limit, stop, stop-limit, and trailing-stop orders. It also describes a smart limit approach that moves through the bid–ask spread on a timed…
This post sketches an experimental model for identifying leading stocks, using gradient boosted regression to score shares within a rolling window. The proposed label gives higher scores to stocks that rise more, experience smaller drawdowns, and break out…
The document is a QuantStats tear sheet comparing a credit-spread strategy with SPY over January 4–22, 2026. It reports that the strategy had a slightly negative total return and annualized return, a small maximum drawdown, and negative Sharpe and Sortino…