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
The document describes an MT5 scalping expert advisor that combines six entry filters: dual moving-average trend direction, ATR-based trend strength, price location relative to the averages, a volatility-buffered N-bar breakout, an RSI range check, and…
The article investigates why MACD values from TradingView and FMZ differ despite matching results across several FMZ indicator implementations. To isolate the discrepancy, the author compares EMA values and writes a manual EMA calculation, which agrees with…
This stock selection idea combines three technical conditions: a 14-period RSI below 65, three consecutive sessions with falling candles, and a newly formed bullish KDJ crossover. The intended rationale is to find shares that have recently weakened but may…
This post describes a Chinese equity factor inspired by a research report. Its volume component divides the trading session into five-minute intervals, measures each stock’s share of market volume, and uses Shannon entropy to characterize how that activity…
This Chinese-market equity screen selects stocks with a minimum price amplitude, a bounded product of prior turnover and a current-to-prior volume measure, and more than a year since listing. The article explains the approach as a technical screen focused on…
This document describes an Expert Advisor that trades signals from the BnB trend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA is presented as a way to automate entries based on that indicator event; the…
This report discusses how China’s changing investor mix may alter equity factor behavior, using earnings momentum as its example. It argues that institutionalization and international investment can support fundamental factors over the long term, while…
The document describes a script that exports values from built-in MQL5 indicators to a CSV dataset for analysis. It identifies several indicator buffers, including the center and outer Bollinger Bands, ADX lines, MACD and signal lines, RVI, Stochastic, tick…
This article outlines a stock-selection screen that combines institutional trading activity with price trends. The initial conditions are a daily increase in reported holdings above a stated threshold, positive institutional direction, and a rising 30-day…
The document describes a rules-based screen for mainland China main-board stocks. It selects shares with RSI below 65, a daily gain above 1%, and a positive ten-day return below 35%. The accompanying indicator logic also references a crossover where the J…
This research note proposes a price-spread deviation factor intended to measure whether a stock is relatively expensive or cheap compared with similar stocks. It frames the signal as a relative reversal measure: stocks that have recently lagged peers are…
This BigQuant example builds a daily Chinese equity strategy using a filtered stock universe and recent volume ratios. It screens stocks in the CSI 1000 universe across several board segments, excludes suspended and special-treatment stocks, and applies…
This document presents a daily equity screen for China’s main board. It selects stocks using three conditions: price range during the session above a stated threshold, an afternoon large-order net inflow condition, and a daily gain above a stated threshold.…
This document describes a data-conversion workflow for preparing Hyperliquid market feeds for HftBacktest. It reads timestamped stream records, handles trade and level-two book messages, and converts them into typed depth and trade events using configurable…
The document reports a historical test of a long-only EURCHF strategy on 15-minute bars, covering a short period in early 2014. Its listed settings include one-lot trades, a stop loss, a take profit, and a trailing stop. The report shows 67 completed trades,…
This document describes an Expert Advisor that combines two independent trading systems, one based on BykovTrend_V2 and the other on ColorX2MA. Each system can generate an entry when a bar closes and either indicator changes color to signal a trend change.…
This Chinese-language article proposes screening A-shares for turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, no losses, and at least one limit-up move during the preceding 25 days. It frames the recent limit-up…
This strategy accumulates long positions in the NASDAQ Composite when price crosses above prior highs measured over several lookback windows. Entries use five horizons, from short to longer, and require a rising weighted-average price filter. Each signal…
The document describes a pair of adaptive moving averages intended for use like slower conventional averages. The main average starts with a smoothing factor determined by a length setting. When price makes new rolling highs while above the average, or new…
This note describes a two-stage ranking factor for equities. For each stock, it ranks the recent ten-day low-price observations through time, then ranks those values across stocks on the same date. The intended interpretation is that a larger final factor…
This page catalogs trading bot examples built around AI agents, ranging from copying reported investor or insider holdings to sentiment signals, agent debates, options strategies, intraday rules, and macro or sector portfolio discussions. It outlines…
This quick-start example outlines a FinRL workflow using a stock-trading environment and a Dow 30 ticker universe. A command-line mode selects among training, testing, and trading paths. The example configures daily Yahoo Finance data, technical indicators,…
This post describes an equity screening recipe that ranks stocks by volume ratio, uses MACD to identify a purported rounded-bottom pattern, and limits the 10-day price gain to a stated range above zero and below 35. The intended logic is to find stocks with…
This example shows a simple stock-trading routine in the Tonghuashun research environment. At the opening auction, it closes every existing position, then submits orders to allocate one third of the portfolio to each of four specified A-share stocks. The…