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 Chinese equity screening idea targets stocks in a metaverse category that have a positive return despite a prior-session price-limit-down condition associated with the opening match price. The note’s formula describes comparing the opening and low…
This screening recipe combines three main conditions: a daily high-to-low range greater than one percent, a reversal or engulfing-style price pattern, and prior-day turnover above eight percent. Its indicator examples also check that current volume exceeds…
This stock-selection idea filters for shares associated with the metaverse theme whose close is above the previous session’s low, then ranks candidates by trading heat. The provided examples use trading volume as a proxy for attention and select the…
This forum exchange discusses what happens to a futures strategy when it rolls from one lead contract to the next, especially when the contracts have a price gap. The reply explains that rolling changes the contract used by the strategy. During…
This utility describes managing each open order with virtual profit and loss thresholds. When an order reaches its configured level, the tool closes it, allowing a trader to apply exit rules without placing a conventional stop loss or take profit order. It…
The article lays out a process for finding, screening, and preparing algorithmic trading ideas for backtesting. It begins with personal constraints: temperament, available time, capital, programming ability, and whether the trader needs regular income or can…
This brief set of trading notes describes how to manage signals from an EMA crossover system. It advises closing a losing position when an opposite signal appears, on the premise that later gains may offset losses. It also gives conditions for standing…
This page is a beginner-oriented overview of cryptocurrency topics, including coin and token types, wallets and custody, transactions, stablecoins, tokenomics, staking, and major assets. Its FAQ section discusses energy use, potential payment and inclusion…
This short-term stock screen selects shares with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and a 14-period RSI below 65. The document frames turnover and leaderboard appearance as signs of trading activity, while…
This screen combines daily price range, a share-price ceiling, and a moving-average crossover. It seeks stocks with amplitude above 1%, a closing price below 20, and a 5-period moving average crossing above a 10-period average. The text describes the…
This stock screen combines three conditions: daily amplitude above 1%, circulating market value above 10 billion yuan, and a decline between 4% and 5% under the document’s stated calculation. It presents the setup as a way to find sizable, active stocks that…
This proposed A-share screen combines three short-term signals: a shorter 15-minute MACD histogram, a report that major investors controlled trading the previous day, and a daily increase in holdings above 5%. The document treats the capital-flow and control…
The article presents a discretionary framework for interpreting MACD through parameter choices, the zero line, and price-indicator divergence. It suggests shortening the conventional settings to (10, 20 or 22, 7), arguing that these better fit a five-day…
This module fits a bivariate mixture of Clayton, Student-t, and Gumbel copulas, motivated by a mixed-copula pairs trading approach. It first maps each input series to empirical cumulative probabilities, then estimates component parameters and mixture weights…
This document describes a chart-based trading assistant that lets a user place market orders with keyboard commands and configure pending buy-stop, sell-stop, buy-limit, and sell-limit orders by selecting entry, stop-loss, and take-profit prices on a chart.…
The document describes Roboost, a MetaTrader 4 expert advisor for major forex pairs on an hourly timeframe. It combines ideas from common forex robots, including RSI-based half-scalping, and can run on multiple pairs with separate settings. Its configurable…
This brief note describes a demonstration of labeling recently closed trades with their profit or loss. The example expert advisor places dummy trades so the labels can be seen in a strategy tester. It offers two rendering approaches: drawing with a Canvas…
The article proposes a short-term stock screen combining three conditions: daily high-low amplitude above one percent, a large-order net-flow ranking threshold, and exclusion of stocks listed on China's STAR Market. Candidates are then ranked by trading…
This Chinese-language post outlines an equity screen using three main conditions: amplitude above 1, rising bottoms, and exclusion of stocks that hit the daily limit the previous day. It provides sample indicator formulas and Python-like logic, and proposes…
This weekly market commentary reviews BTC and ETH options conditions during a period of falling realized and implied volatility alongside weaker spot prices. It discusses changes in volatility term structures, put and call skew, relative volatility between…
This stock-screening proposal combines three conditions: MACD above zero, bid volume greater than ask volume, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to identify stocks with positive momentum and improving…
The Expert Advisor is described as a pure hedging system that places and manages two opposing market orders. It is intended for currency pairs traded through brokers with tight spreads and low commissions; the stated cost guideline is a combined spread and…
This overview explains trading bots as programs that use market data and predefined rules to analyze conditions and place orders. Bots can run strategies such as dollar cost averaging or grid trading, and may connect technical indicators with risk management…
The Market Capture strategy starts with a market sell, then adds positions at fixed grid intervals as price moves. An upward move from the initial sell triggers a buy; continued movement adds further buys at intervals from the previous buy. If price reverses…