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 guide explains grid trading as a method of placing buy and sell orders at preset price intervals. As price moves through the levels, the orders aim to capture the difference between purchases and sales without requiring a forecast of the overall…
A stop-limit order combines a trigger price with a limit price. When the market reaches the stop, the exchange places a limit order at the specified price, allowing the trader to define when an order activates and the least favorable price they will accept.…
The post explains how a vn.py strategy can retrieve account positions and active orders through the main engine. It identifies the returned objects as position and order records, with fields such as instrument, direction, quantity, average price, profit and…
This stock screen selects shares with a turnover ratio between 3% and 12%, a previous-day Dragon-Tiger List appearance, and previous-day trading value above 60 million yuan. The article presents these conditions as a way to find actively traded stocks that…
This post proposes a short-term stock screen combining volatility, share float, and the opening price's proximity to a 10-day moving average. It selects stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and an opening…
This post describes a stock selection screen using four conditions: amplitude above 1, current trading volume above 10,000 lots, a higher opening price, and company size above 200 million. The rationale combines price movement and trading activity with a…
This post presents a Chinese equity screening rule based on price range, listing history, and a measure labeled the ratio of external to internal trading volume. It selects stocks with amplitude above 1, more than one year since listing, and an…
This document outlines an Expert Advisor that trades from signals produced by the Arrows_Curves indicator. It evaluates signals when a bar closes: a newly appearing colored point or a cross can trigger action, with points used for both opening and closing…
This document describes a trading script that sets stop-loss and take-profit levels for open positions using a chosen risk–reward ratio. The trader specifies a stop distance in pips, and the script calculates a corresponding take-profit distance. It can…
The article explains a trailing-stop approach for managing crypto positions during a rising altcoin market. A trader first enters manually or through a signal, then sets a profit threshold that activates a stop. As the price rises, the stop follows the…
HLCrossSigForRSI is presented as a trend-following indicator that aims to make trade decisions more systematic. It combines a breakthrough range with Heiken Ashi and RSI filters, and uses ATR and nearby highs or lows in calculating volatility and entry…
The document describes a MetaTrader script that checks tick-history availability month by month before a backtest. It classifies each month as having real ticks, partial tick coverage, bars without ticks, or no stored data. The distinction matters because a…
The document explains a simple automated strategy that opens a position only when none are active, then chooses buy or sell through a pseudo-random even-or-odd result. It describes how the order uses configured trade size, slippage, stop-loss, and…
The proposed stock screen looks for turnover between 3% and 12%, a circulating share count at or below 5.5 billion, and a daily maximum decline between 4% and 5%. The article frames the combination as a way to avoid very inactive stocks, limit exposure to…
This stock selection idea combines three screens: membership in the metaverse industry, a positive institutional activity reading, and a 10-day return above zero but no higher than 35%. The rationale is to focus on a growth-oriented theme and stocks with…
This short description introduces Average of ATR, a custom MetaTrader 4 indicator that compares the Average True Range with its own average. ATR is presented as a measure of market volatility over a selected period, and the comparison is suggested as a way…
This research summary explains how turnover controls affect portfolio construction and factor evaluation. Portfolio weights change as risk estimates and expected returns change, while portfolio constraints and relative stock performance can impose a minimum…
This live robot page describes an aggressive martingale approach on OKX USDT futures. It shows both long and short positions across many contracts, adding to positions in layers as prices move against them. The displayed settings specify an initial order…
This five-minute long-only strategy combines exponential moving average crossovers with Heikin-Ashi candle direction. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the 20-period EMA, and the Heikin-Ashi…
This overview characterizes quantitative futures trading through four themes: execution speed, short holding periods, flexible intraday exposure, and trading both long and short. It emphasizes that activity may cluster around the open and close, when…
This A-share strategy combines industry rotation with stock selection inside the chosen industries. It builds a regime measure from changes in industry return rankings: when that measure falls, it selects industries by longer-term momentum; when it rises, it…
This brief forum exchange addresses a discrepancy between the displayed profit or loss for a simulated stock trade and the trader's expectation that both entry and exit fees should be included. The example concerns a purchase and later automatic sale,…
This glossary explains spot pegged orders, which derive a limit price from the order book instead of requiring a fixed price. A primary peg references the best price on the same side of the book; a market peg references the best price on the opposite side.…
This article classifies volume and price behavior into twelve patterns across rising, falling, and sideways markets. It frames volume as trading activity and price movement as the outcome, emphasizing their relative efficiency: if similar volume produces…