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 Chinese equity screen selects main board stocks whose MACD is above zero, whose price has risen by more than 1% for the day, and whose stated 2019 dividend ratio exceeds 25%. The post gives indicator and Python examples and describes the conditions as a…
This Chinese stock screen combines metaverse concept membership with a rising 30-day moving average and a stock code beginning with 60, a filter associated with Shanghai-listed shares. The accompanying examples describe how to identify concept membership,…
This Chinese equity screening idea combines three filters: membership in the metaverse concept, positive net buying attributed to major investors during the auction, and classification in the beverage and alcohol import-export industry. The article frames…
This expert advisor monitors open positions across symbols and adjusts their stop losses as profit thresholds are reached. It supports up to three staged thresholds, each paired with a stop level to move to, and can optionally close one third of a position…
The article argues that retail traders often sell during fear and re-enter during excitement, while institutions may accumulate during declines and distribute into renewed demand. It recommends treating oneself as a follower, watching capital flows, and…
This Chinese equity screening proposal combines three conditions: price amplitude above a threshold, return on equity above 15% in each of the prior five years, and a shortening green histogram on a 15-minute MACD. The intended logic pairs a history of…
This Chinese stock screening proposal combines a daily price-range threshold, trading volume above 10,000 lots, a higher opening price, and a nonempty label for outstanding convertible bonds. It argues that larger price movement and greater volume may help…
This review of research on equity factor investing explains why low unconditional correlations between factors may not provide protection when macroeconomic conditions deteriorate. It describes selecting fast-moving state variables that reflect expectations…
This proposed A-share screen combines four conditions: a price-amplitude threshold above 1%, market capitalization no greater than 10 billion yuan, positive net profit, and first-level bid volume exceeding first-level ask volume. The post describes amplitude…
The document introduces spot trading as buying or selling cryptocurrency at the current market price with the asset intended for immediate delivery. It contrasts this with futures and options, which involve contracts tied to later transactions or specified…
The document describes a long-only DAX strategy on four-hour bars. It looks for entries on Mondays between 09:00 and 21:00 Berlin time, when the close is below the 50-period exponential moving average and the 1-period average crosses above the 2-period…
This stock screen selects shares listed for more than one year, with amplitude above 1 and a recent price change between −5% and 2.6%. The stated rationale is to seek stocks with some trading activity while excluding very new listings and limiting the…
This brief document describes a trading strategy built around the Average Directional Index (ADX), a moving average, and the close of the first bar. It also notes that the system uses different take-profit, stop-loss, and trailing levels for buy and sell…
PrecisionSniper combines trend, momentum, volume, and directional strength indicators into a weighted long or short score. Its eight conditions include EMA alignment and separation, price location relative to a trend EMA, RSI behavior, MACD histogram…
This document describes a demo trading panel built with the MasterWindows interface library for MQL5. It presents price-based signals as a probability scale and lets a user submit market orders, adjust position size, close positions, or enable autopilot. The…
The document explains how a crypto debit card funds purchases by converting crypto to fiat at the point of sale. It contrasts this with traditional debit cards and crypto credit cards, covering funding, liquidation timing, spending limits, rewards, credit…
This example implements a futures Turtle-style trend-following system. It enters long when price breaks above a prior Donchian channel high and short when price breaks below the channel low. Position size is based on account balance, contract multiplier, and…
This report examines why investment portfolios turn over, how to manage that turnover, and how turnover control affects portfolio outcomes. It frames the drivers across the research and trading process: alpha changes influence target holdings, optimization…
This short description introduces an expert advisor that moves each open position to its breakeven level. The stated function is position management: it adjusts trades so their stop or exit threshold reaches the trade’s entry price, aiming to remove the…
This document describes helper functions intended to support a breakout strategy during a prop firm challenge. One check compares account equity with a configured profit target. Another estimates the day’s closed-trade profit and loss from account history,…
The document proposes a stock screen combining daily price range, positive price-to-earnings ratio, and revenue growth. It selects stocks whose high-to-low range exceeds one percent of the previous close, whose P/E is positive, and whose revenue in 2021 is…
This article argues that China’s A-share T+1 settlement rule can constrain retail traders who buy shares during a session, while some institutions may approximate intraday trading through previously held inventory or short selling. It describes two proposed…
This Chinese equity screen selects stocks with a daily high-low range above a stated threshold, prior-day trading activity above a stated amount, and ownership concentration no greater than 70%. The note interprets range and trading activity as signs of…
This article presents a method for identifying time windows in which an existing trading system performs better. A library analyzes the system’s trading history, removes weaker intervals, and reports results for the remaining periods. In its scalper example,…