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
The document describes a chart-based planning aid for traders using MetaTrader 5. It is intended to help assess current market conditions and estimate the size of a hypothetical trade before the trader places an order manually or starts a separate trading…
This Chinese stock selection example combines three kinds of filters: membership in the metaverse concept group, an upward-sloping 30-day moving average, and buying activity during the opening auction. It further requires combined large and extra-large order…
This Chinese equity screening idea combines three filters: daily price amplitude above 1%, at least two qualifying limit-up moves within 500 days, and a circulating market capitalization between 5 and 10 billion yuan. The document provides formula examples…
DFQ-2020 is a risk model for mainland Chinese equities that combines style factors, industry factors, and a market factor. It retains 40 factors and revises the construction of the Trend, Growth, and state-owned-enterprise factors relative to its…
The document describes an MQL5 calculator for translating a chosen account risk percentage and stop-loss distance into a lot size for the current trading symbol. Its purpose is to make position sizing consistent with the account balance and planned exit…
The document describes a configurable expert advisor for scalping multiple currency pairs. It uses RSI, the Stochastic Oscillator, and Bollinger Bands, either separately or in combination, and offers trend-following and countertrend interpretations of…
This indicator method marks potential supply and demand areas from a base candle followed by a large directional candle. The breakout body must meet an ATR-based threshold; overlapping zones of the same type are discarded. A demand zone is removed after a…
This Chinese stock-screening proposal looks for shares with at least five moving averages clustered together, a price below 12, and a 9:25 a.m. gain below 6%. The document associates clustered averages with a stable or clearly defined trend, the price filter…
This Chinese equity screen combines amplitude above 1 with a top-five ranking by the day’s auction amount and a 20-day moving average above the 120-day moving average. The final stated selection logic also requires the previous day’s return to be positive.…
This Chinese stock-screening proposal combines three signals: amplitude above 1, a change in an institutional net-volume measure, and a reported control indicator above 21%. It says to select qualifying shares after the market opens. The rationale is that…
This indicator plots account balance and equity over trading history, with optional displays for used margin and free equity. It can also show period returns, maximum drawdown in absolute and percentage terms, profit factor, and recovery factor. Filters…
This strategy proposes shorting the DAX on a four-hour chart when price is above the 50-period exponential moving average but the most recent close is below the preceding close. It applies calendar and session filters: it excludes specified months, restricts…
This Chinese A-share screening idea combines a relative strength index threshold, a price-change and large-order-flow condition, and a Bollinger Band location. It selects stocks with RSI below 65, a positive product of percentage change and a measure of net…
This post outlines a stock screen using an increase-in-position ratio above 5%, a close above the prior day’s low, and a moving-average trend filter. The rationale is that rising reported buying activity and a recovery above the previous session’s low may…
The document shows how to display a daily account profit or loss percentage on a MetaTrader chart. Its calculation selects account deal history, sums the current day’s realized trading profit together with commission and swap, and adds current open profit to…
The document describes a simple forex trading pattern based on four consecutive candles. A bullish setup consists of two bearish candles followed by two bullish candles; a bearish setup consists of two bullish candles followed by two bearish candles. The…
The document introduces excess kurtosis and skewness as statistical measures for classifying market conditions. It proposes treating negative excess kurtosis as a sign of a trending market, then using positive skewness to indicate an upward bias and negative…
The document proposes a mainland China equity screen that selects main-board stocks with RSI below 65, a daily gain above 1%, and an industry concentration ratio between 20% and 70%. It also describes sorting qualifying stocks by a heat measure. The…
This research digest covers two portfolio topics. The first examines how the timing of book-to-price data affects the Fama–French HML value factor. It says more timely book-to-price measures can improve the use of value and momentum in risk adjustment and…
The document describes an expert advisor for applying stop-loss and take-profit levels to manually opened positions. It can manage only positions on the chart's pair or positions across all pairs from a single chart. Settings specify the stop and target…
This overview surveys risks that can cause portfolio outcomes to diverge from expectations. It covers market exposures such as equity prices, interest rates, currencies, and commodities; credit and liquidity risks; concentration and operational risks;…
This MetaTrader expert advisor manages open positions using virtual take-profit, stop-loss, and breakeven levels. It detects orders on a chart and displays the corresponding exit prices as labels, with separate colors identifying breakeven, stop-loss, and…
This Chinese equities screen selects stocks with turnover between 3% and 12%, a 2021 listing year, and an amplitude measure greater than 1. The article interprets the turnover band as selecting relatively active shares, the listing-year filter as targeting…
The article introduces OKX Nitro Spreads as a way to trade the price difference between futures and perpetual swap contracts through a single instrument. It describes spread trading as useful for hedging exposure or responding to price differences, with the…