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 forum post asks how to use pyramiding in a strategy that combines a higher-level long signal with lower-level entry and exit signals. The author wants to add long entries whenever the smaller-scale long condition occurs while the larger long condition…
This post describes a Chinese A-share stock screen combining daily price range, company size, profitability, turnover activity, and a weekday filter. It selects stocks with a daily high-to-low range of at least 1%, market capitalization up to 10 billion…
This expert advisor trades within a configured time interval and uses the highest and lowest prices observed over a chosen number of bars as breakout levels. According to the description, a break below the low triggers a buy, while a break above the high…
This expert advisor is built on the idea that price crossing a moving average and traveling a specified distance may continue in that direction. It places Buy Stop and Sell Stop pending orders, then updates their distance from a long-period moving average at…
The document explains manual borrowing of USDC or USDT against supplied HYPE or BTC collateral for supported Hyperliquid account types. Borrow capacity is calculated from collateral quantity, oracle price, and the asset's loan-to-value ratio, with…
This stock-selection rule combines three filters: daily price range greater than 1%, closing price below 20, and prior-day trading value above 60 million. The article interprets the range as a sign of price movement and the trading-value threshold as a…
This stock screen combines a turnover range of 3% to 12%, appearance on the prior day’s market leaderboard, and a stated intraday drawdown between 4% and 5%. The article frames turnover as a liquidity filter, leaderboard presence as a sign of market…
The document presents a four-hour forex system: a breakout approach for NZD/USD and a reversal variant for AUD/NZD, described as using the same code with long and short orders reversed. The sample rules combine the direction of recent daily closes, a…
This Chinese equity screen combines three conditions: daily high-low range relative to the opening price above 1%, a ten-day return above zero and below 35%, and bullish technical filters. The accompanying Python example calculates moving averages of the…
This stock selection proposal combines a daily price-amplitude threshold, return on equity above 15% for five consecutive years, and a reversal or engulfing-style price factor. It presents the combination as a way to pair active price movement with a record…
This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…
This Chinese-language commentary argues that a severe equity-market decline could affect people who do not own stocks through several channels. It describes a potential feedback loop in which investor withdrawals and forced selling reduce market liquidity,…
This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…
The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…
This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…
This review summarizes research comparing highly rated ESG stocks with other stocks in US and developed international markets. It examines individual securities and randomly formed portfolios using MSCI ESG classifications and a Fama-French five-factor model…
This document outlines a technical A-share screen using RSI below a threshold, an external-to-internal trading volume ratio above a threshold, and a positive weekly MACD histogram. The accompanying explanation interprets the RSI condition as avoiding an…
This document presents an A-share selection rule combining a metaverse-sector classification, elevated prior-day turnover, and a stock-code prefix. Its final stated logic also ranks candidates by market value and selects the top portion. The accompanying…
This note proposes a short-term A-share screen requiring price amplitude above 1%, a daily decline between 4% and 5%, and a sequence of higher recent lows. The rising-low condition is intended to identify stocks whose short-term price floor is moving upward…
This expert advisor combines a moving average with MACD to open trades and add to losing positions. It checks for signals or additions when a new bar appears. A sample buy setup requires MACD below zero, its main line above its signal line, and price above…
This post presents a Chinese equity screen based on price amplitude above 1%, excluding Beijing-listed shares, and auction turnover above 0.26%. Its proposed refinement also filters for prices within 2% of a 60-day moving average and adds positive valuation…
This stock-screening idea combines daily range, a rising-bottom condition, and three consecutive declining closes. The article also gives a more specific indicator version using trend and Bollinger Band filters, then proposes selling when price or a candle…
This forum question examines why changing the initialization length of a trading system’s ArrayManager can materially alter a backtest. The strategy uses RSI generated through TA-Lib, and the author suspects that the indicator’s path dependence makes its…
This short Chinese-language note defines quantitative investing as using programs to invest based on collecting and analyzing substantial market data. It presents automation as a way to respond to market changes more quickly, follow a consistent process, and…