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 tutorial explains a strategy framework that connects custom signal functions to exchange objects and translates their returned commands into trading actions. Its examples attach a moving-average crossover system to one exchange and a MACD crossover…
This post presents a Chinese stock-selection screen using daily amplitude, a measure described as current control above 21%, and a morning-star signal attributed to Kute Intelligent. Its discussion characterizes the setup as a short-term technical approach…
This document describes a short-term Chinese stock screen combining daily price amplitude above 1%, a newly formed KDJ crossover, and classification in the metaverse concept. Its indicator example calculates K, D, and J from recent closing prices and selects…
The document defines maximum drawdown as the largest decline from a historical net asset value peak to a subsequent trough within a selected period. It frames the measure as an estimate of the worst loss an investor might have experienced after buying a…
This article explains resistance as a price area where selling may emerge as an advancing market reaches prior highs. Its demonstration identifies local maxima by finding prices higher than the immediately preceding and following observations, then marks…
This Chinese stock-selection post describes screening for shares with an intraday range above a threshold, high current trading volume, a higher opening price, and signs of institutional buying. Its rationale is that active trading and a strong open may…
This document describes an Expert Advisor that uses the XMACandles indicator to generate trades. A signal occurs when a bar closes and the indicator’s candle color changes. Running the advisor requires the compiled indicator, and an auxiliary library is…
The script opens a buy and a sell market order shortly before a news release, aiming to capture a sharp move in whichever direction price breaks. The proposed setup uses stop losses so that an adverse move can close the losing side while the surviving…
The article explains how liquid factor portfolios can approximate some hedge fund returns, potentially offering an accessible, lower cost substitute for investments with limited liquidity, high fees, or high entry barriers. It reviews linear multifactor…
This strategy combines a valuation screen with price, volume, and trend signals. It favors stocks with low price-to-book ratios, a new 60-day high, short moving-average crossovers in sequence, a daily volume increase relative to the prior day, and a positive…
The document outlines an expert advisor that uses the Commodity Channel Index, ZigZag, and Impulse indicators. Its configurable inputs include initial position size, stop loss, take profit, trailing stop and step, a shared averaging period for Impulse and…
The document explains why closing a perpetual futures position may increase Available Balance by less than the margin shown for that position. It focuses on cross margin, where open positions share a common pool of collateral. If other positions have losses…
This trading system opens a position when a bar closes with a caudate candlestick signal from the CaudateXPeriodCandle indicator. It can also close the position after a preset holding period, making elapsed time an explicit exit rule. The example…
This note describes a Laguerre RSI variant that adjusts its calculation period using Average True Range (ATR). The adaptation is intended to make the indicator respond more quickly during high volatility and produce smoother readings during quieter periods.…
This post proposes screening metaverse-related stocks using positive institutional activity and a ranking based on large-order net volume. It presents these flow measures as indicators of investor attention and concentrated buying, then describes selecting…
This post outlines an equity screen combining three signals: reported buying activity above a threshold, seven consecutive sessions with falling closing prices, and a positive but capped return over the prior ten sessions. The intended interpretation is to…
This post describes a proposed screen for stocks associated with the metaverse theme. It combines a simultaneous bullish crossover condition across three technical indicators with a specified range for the day’s largest decline, aiming to identify stocks…
This essay presents futures trading as identifying a trend within a chosen time frame and trading in its direction. It suggests using longer charts to establish context and shorter charts to judge the trend or choose entries, with the specific chart…
This Chinese-language post outlines an equity screen intended to find possible short-term rebounds among stocks in a pullback. It combines three filters: prior-session amplitude above 1%, an opening price within 5% above or below the 10-day moving average,…
The document presents a Chinese A-share screening idea that combines a positive MACD reading, upward separation of short moving averages, and a session high matching the highest level over the prior two days. It explains these conditions as signals of…
The TN Alerts indicator describes a trend-following approach using fast and slow weighted moving averages. A long setup requires a rising slow average and consecutive closes above the fast average; a short setup mirrors those conditions. It can display…
This Chinese stock-screening example combines metaverse concept membership with a simple price condition: the current close must exceed the prior session’s low. It also limits candidates to companies below a stated market-cap threshold and requires positive…
The document proposes a short-term stock screen that selects shares with a daily amplitude above a threshold, a high equal to the highest of the current and prior sessions, and a volume ratio within a specified band relative to a moving average. It presents…
This stock screen combines three filters: an amplitude threshold, a dividend payout ratio above 25% for 2019, and return on equity above 15% for five consecutive years. The accompanying discussion treats the payout ratio and sustained ROE as signs of…