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 Chinese A-share screening example combines three conditions: price amplitude above 1%, a prior-day 9:15 matching price at the daily limit-down level, and turnover between 3% and 12%. The document presents the combination as a way to filter for unusual…
The document describes a simple Chinese A-share screening rule: select stocks whose high-to-low range exceeds 1%, restrict the data to 2021, and exclude stocks associated with Beijing. It gives example implementations for a charting platform and Python, and…
This Chinese equity screening idea combines three conditions: a dividend payout ratio above 25% in 2019, an auction-stage price change between -2% and 5%, and a stated increase in buying activity above 5%. The article interprets the latter as possible…
The document describes a PriceChannel calculation that tracks the highest and lowest prices over a selected period. Its library updates on every tick, allowing channel calculations without relying on standard chart bars, including custom-duration bars and…
This document describes an Expert Advisor that trades signals from the JSatl_Digit_System indicator. It enters when a bar closes with a colored signal bar, provided the preceding bar had the opposite color or no color. The strategy therefore uses a change in…
This guide explains three bounded momentum indicators for cryptocurrency trading: Stochastics, the Relative Strength Index (RSI), and Stochastic RSI. Stochastics compares a candle’s close with the recent high-low range, while RSI summarizes recent price…
The discussion explains why a natural-language stock query accepted by a web screening service may fail when used to initialize a stock universe in a backtest. The example is a daily TD buy-setup query: it works on the website, but the backtest reports that…
This brief platform report describes a suspected stock-price data problem in a backtest using TWAP-based adjustment prices. A newly added position in Ping An Bank appeared to generate a sudden large profit because its recorded average holding price was…
The document explains the traditional 60/40 allocation: 60% in equities and 40% in bonds, periodically rebalanced to restore those weights. It presents the portfolio as a simple, low-cost benchmark that can use domestic or global assets. Its rationale is…
This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…
The indicator plots a weekly seasonality curve from historical hourly price movements. It is intended to help traders inspect which hours of the day and days of the week have historically shown more favorable movements for long or short positions. Users can…
This guide explains a basic workflow for turning TradingView conditions into automated orders. Alerts can be triggered by price levels, indicator thresholds, or Pine Script strategy signals. A receiving trading bot or intermediary can interpret alert…
The article proposes an A-share screening rule that combines an RSI below 65 with an external-to-internal trading volume ratio above 1.3, plus a prior-day 9:15 matching price at the daily limit-down level. It presents the setup as a way to find stocks that…
This stock screen selects listed Shenzhen shares with turnover rates within a stated band, a positive daily return, and a pattern described as a reversal or engulfing move. The accompanying explanation treats turnover as a liquidity filter and combines…
This ProOrder strategy is designed for three-minute CAC 40 spread data. It builds upper and lower bands from a moving average and standard deviation, then tracks a trend state. A band break sets the initial direction and trailing-stop level; the stop follows…
This report tool exports one CSV row for each closed position, grouping deals by position identifier. Its fields include symbol, direction, entry and exit details, profit points, maximum favorable excursion (MFE), maximum adverse excursion (MAE), capture…
This introductory assignment defines quantitative investing as using computer programs and historical market data to identify assets and apply predefined buying and selling rules. It highlights the ability to scan a broad universe more quickly than a human…
This Expert Advisor evaluates the opening price alongside MACD, Stochastic, and RSI values when a new bar forms. It permits only one open position at a time and supports both netting and hedging account types. The indicator calculation timeframe is…
This document describes a competition built around Deep Alpha-CNN, an equity prediction model using a seven-layer one-dimensional convolutional neural network with residual connections. The report’s stated findings favor the deeper network over a two-layer…
This Expert Advisor uses the XMA Range Channel indicator to generate trades when a bar closes and its candle color changes from neutral to green or purple. Those changes represent a breakout through the channel formed by the indicator lines. The page…
This BigQuant forum post asks why account positions do not appear to update immediately after orders in a daily backtest, and how to schedule trades at specific intraday times. The example strategy selects up to ten Chinese stocks using listing age,…
This forum exchange explains why a strategy may show several long or short closing trades instead of one apparent exit. The proposed cause is that the strategy submitted multiple sell orders with distinct order IDs and left them active. When later market…
The document describes a China A-share screening rule for main-board stocks. It selects robot-concept names with turnover between 3% and 12%, circulating market value below 10 billion yuan, and a close above the prior day’s low. The stated rationale combines…
The document examines whether CTA strategies that resemble their peers perform differently from more distinctive strategies. It defines a strategy distinctiveness index (SDI) using rolling return correlations to peer groups formed by clustering, then…