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 post describes a narrow Chinese equity screen for beverage and alcohol import-export companies. It selects stocks whose recent trading range exceeds a threshold and whose opening price lies within a band around the 10-day moving average. The examples…
This article explains a cross-sectional futures strategy that ranks commodity contracts by roll yield, going long markets in backwardation and short markets in contango. It distinguishes weekly signal-based direction changes from contract rolls: the former…
The document describes an expert advisor that manages stop loss, take profit, and trailing-stop levels on the trader’s computer rather than placing those levels with the broker. Its trailing stop uses three settings: the distance behind price, the profit…
This stock screen selects shares with a daily price range above a stated threshold, a condition described as prior-day major-player control, and a circulating share count no greater than 5.5 billion. The article interprets the range as a sign of active…
This trading script description presents a two-part exit plan. It calculates position size from account balance, stop distance, and a chosen percentage risk, then splits the position between an earlier profit target equal to the stop distance and a farther…
This document explains how NautilusTrader’s shared network clients add trading-system behavior to HTTP, WebSocket, and raw TCP transports. It covers quota sharing, proxy selection, connection reuse, retries, response limits, streaming deadlines, and…
This document describes an expert advisor that checks for trading signals when a new bar appears and only when it has no open position for the current symbol and its magic number. It averages the Bulls Power and Bears Power indicator readings across two…
This document outlines a Chinese equity screen combining membership in the metaverse theme with a price above its 250-day moving average and turnover between 2% and 9%. The stated rationale is to focus on a popular sector, favor stocks trading above a…
This post proposes a Chinese stock screen using three conditions: amplitude above one, a previous-day 9:15 matched price at the limit-down level, and a weekly price crossover of the 30-week moving average. It describes large amplitude as a source of…
This guide explains static and trailing stop losses, including trailing stops that switch to a tighter loss allowance after a profit threshold or begin trailing only after a specified offset. It also covers exchange-placed stops, comparing market orders,…
A stop-limit order waits for a specified trigger price, then submits a limit order at the chosen limit. This combines a conditional trigger with control over the worst acceptable execution price, making it useful for price-protected exits or breakout…
This short description presents an Expert Advisor that closes every position open in an account once the broker server time passes a configured deadline. Its inputs include the closing time and a maximum permitted price deviation, indicating that the close…
This document outlines a Chinese-equity selection idea using RSI below 65, price change combined with net large-order flow, exclusion of specially treated stocks, and a limit-up style condition. Its code example also filters for positive valuation fields and…
This document describes a Chinese-equity screening rule that combines an RSI reading below 65, the product of price change and net large-order volume, current trading volume above 10,000 lots, and a higher opening price. It presents these as technical,…
This article describes a Chinese stock screen that looks for turnover between 3% and 12%, at least one limit-up day in the prior 25 days, and a rising price base. Its rationale is that active trading and a recent sharp advance may identify stocks with upward…
This document presents an adapted Bollinger Bands Stops indicator for MetaTrader 5. It describes configurable calculation choices, including the type of moving average and a deviation sample correction, alongside alert and multi-timeframe options. The…
This document describes a MetaTrader expert advisor for adjusting trade levels by dragging chart objects. Its central idea is direct drag-and-drop interaction implemented in MQL, without relying on system DLLs. The interface is intended to let traders move…
This document describes a chart indicator for estimating position size from a planned order, stop loss, and take profit. The trader adds a starter line to the price chart; the indicator then displays separate order, stop, and target lines that can be moved…
This short assignment defines quantitative investing as making trading decisions with data-supported methods instead of relying on intuition. It frames the approach as a way to turn an investment idea into explicit rules and encode those rules in a strategy,…
This research summary examines whether macroeconomic and market indicators can predict returns to equity factors, with particular attention to the size and reversal factors in Chinese stocks. It uses IVX regression, presented as a response to endogeneity and…
The document describes a forex and stock trading EA that uses the DeMarker indicator and changes position size after losses. A user can configure the multiplier or lot-size increments, trading hours, trade limits, stop-loss and take-profit distances, and a…
This guide outlines U.S. federal tax reporting topics for digital asset activity during the 2025 tax year. It describes taxable disposals, including crypto-for-crypto trades, and treats staking rewards as income when the taxpayer gains the ability to control…
The proposed Chinese equity screen looks for companies with positive earnings, market capitalization within a stated ceiling, daily price amplitude above a threshold, and revenue growth between two specified years. The article frames the size and revenue…
The proposed stock screen ranks companies by capital strength, using measures such as trading volume and turnover to represent market attention. It also considers enterprise characteristics, including profitability and industry prospects, and excludes stocks…