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 Expert Advisor trades signals from the Volume_Weighted_MA_StDev indicator. A colored point appearing at a bar’s close forms a signal, while a change in the indicator’s direction against an open position is described as an exit signal. The system…
This Expert Advisor uses colored arrows from the XD-RangeSwitch indicator to make trading decisions. The described input controls whether trades follow the arrow direction or take the opposite direction. The document also notes that a supporting library can…
This note outlines an A-share selection process that filters for stocks with an amplitude above 1, excludes ST-designated stocks, and selects before 10 a.m. It then applies a five-session limit-up-style rule and ranks the remaining names by individual stock…
This note describes a stock screen that combines an intraday range threshold, at least one limit-up session in a recent lookback period, and current trading volume equal to at least 5% of circulating shares. The stated rationale is that larger ranges may…
This configuration describes a Qlib workflow for training a TCTS model on the CSI 300 universe using Alpha360 features. The data span 2008 to 2020, with training through 2014, validation over 2015–2016, and testing from 2017 to mid-2020. Feature processing…
The document summarizes three Chinese equity approaches: a low-valuation growth strategy based on earnings and valuation expansion, an earnings-preannouncement strategy, and a dynamically timed reversal strategy. The reversal method waits for a market…
The article answers practical questions about machine-learning stock strategies. It says the platform separates training and test periods by time, with the test interval serving as the backtest, and describes a setup without a separate validation set. It…
This post proposes screening Chinese metaverse-sector equities with circulating market capitalization above 10 billion yuan after their prior-day 9:15 opening-match price reached the limit-down level. The rationale is an expectation that stocks hit by an…
This report describes a Chinese equity strategy that predicts the future effectiveness of seven style factors and adjusts their portfolio weights over time. It uses historical information coefficients, macroeconomic data, and market variables as model…
This Expert Advisor combines two independent signal systems built around the SilverTrend_V2 and ColorJFatl_Digit indicators. Each system can generate an entry when a bar closes and either indicator shows a change in trend through a color change. The required…
This stock-screening idea combines three filters: companies without losses, a market capitalization below a stated ceiling, and a newly formed KDJ golden cross. It also ranks candidates by a measure of capital strength derived from turnover and trading…
This research note studies value-based stock selection in Hong Kong equities, using the Hang Seng Composite as its universe. Because Hong Kong main-board companies are not required to publish quarterly reports and may change their fiscal year-end, the…
The document presents an experimental moving-average formula built from simple moving averages at three multiples of a base period. It first describes one arrangement of the three averages, then reverses the sign of the middle term. The author says the…
This document presents a QuantStats tear sheet for a strategy labeled “insider-plain,” compared with SPY over January 4–22, 2026. It reports a 1% total return for the strategy and 0% for the benchmark, with annualized returns of 11.59% and 3.78%,…
This Expert Advisor trades one configured symbol and chooses a trade direction by comparing the combined profit of its existing buy positions with that of its sell positions. When the buy side has lower profit, it opens another buy; when the sell side has…
The discussion explains how to interpret a Chinese stock daily-bar dataset that stores fully back-adjusted prices. It says the dataset includes a back-adjustment factor and describes recovering the underlying market price by dividing the adjusted close by…
This expert-advisor description presents a crossover strategy based on the Chaikin Oscillator and a moving-average-smoothed version of that oscillator. A crossing between the two lines generates a trade signal. An optional zero-level filter makes buy signals…
This document outlines an Expert Advisor that trades signals from the ForceTrend indicator. A signal is generated when a bar closes and the indicator bar changes color. The system relies on a compiled indicator file and describes a supporting library for…
The document describes an Expert Advisor that generates a signal when a bar closes and the ColorJSatl_Digit indicator changes color. It requires the compiled indicator file to run and notes that a supporting trade library enables compatibility with brokers…
The document describes a continuously invested Renko strategy that changes direction after two consecutive bricks point the other way. It uses stop orders at the next Renko thresholds to enter long or short, with the brick size defining price movement rather…
This draft presents a research framework for estimating short-horizon crypto prices from fixed-interval data. It resamples futures and spot mid-prices at 100-millisecond intervals, derives returns, and preprocesses order-book imbalance features. The proposed…
This stock-selection rule targets main-board shares with turnover between 3% and 12%, a daily gain above 1% relative to stocks in the same sector, and previous-day auction turnover above 0.26. The article presents the auction-turnover filter as a way to…
The article outlines a Chinese equity screening idea that combines three signals: a high daily increase in position share, reported institutional buying near lows, and repeated limit-up sessions within a recent window. It interprets these conditions as signs…
The Expert Advisor generates signals from changes in the Color Schaff Momentum Trend Cycle oscillator. It waits for a bar to close and triggers when the oscillator crosses an overbought or oversold threshold. The document describes the signal rule and notes…