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
This document proposes a daily stock screen that selects shares with amplitude above 1, at least two limit-up events in the past 500 days, and no limit-up move on the previous day. It provides indicator formulas and a Python example using historical stock…
This Chinese-language article outlines an equity screening approach based on intraday price range, a ranking for net large-order volume, and high turnover on the prior day. The rationale is that volatile, actively traded stocks with substantial trading…
This Expert Advisor uses a volume-weighted moving average indicator to generate trade signals. It checks for a change in the indicator line’s color when a bar closes, treating that change as a shift in direction. The description presents this as the rule…
This expert-advisor description outlines a tick-driven scalping system that compares short-window price returns with a rolling statistical baseline. It enters only when the move’s z-score exceeds a configurable threshold, then lets the user choose either…
This Chinese-language document presents an A-share stock screen based on turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and floating market value between 5 billion and 10 billion yuan. It includes a technical formula and a…
The document describes an Expert Advisor that opens positions from XOSignal indicator arrows confirmed at bar close. It then adds to a position when the most recent deal has gained more than a configurable point threshold. The number of additions and the…
This expert advisor combines two independent trading systems, one using BrainTrend2 and the other AbsolutelyNoLagLWMA. Each system generates a trade signal when a bar closes and its indicator shows a trend-color change. Position size is adjusted separately…
This document explains a price action setup associated with Smart Money Concepts: price briefly moves beyond a prior structural high or low, then fails to hold the breakout and closes back within the earlier range. The move beyond the level is interpreted as…
The document introduces Uniswap V3’s concentrated liquidity, where providers allocate liquidity within chosen price ranges, and explains how to examine decentralized exchange activity through trade records, prices, and OHLCV aggregates. Individual trades…
The document explains an automated approach to trading around scheduled economic news. At the opening of a candle, the expert advisor places both a buy stop and a sell stop at a configurable distance from the current opening price. When one order triggers,…
This document describes an Expert Advisor driven by changes in the direction of a Color Zero-Lag RSI oscillator histogram. It forms a signal when a bar closes and the oscillator turns, making the entry logic dependent on completed-bar direction changes. The…
This A-share selection rule looks for turnover between 3% and 12%, an opening price within 5% of the 10-day moving average of closing prices, and a positive return on the latest trading day. The article interprets these filters as selecting stocks with…
The article describes a Chinese equity screening rule using three filters: turnover rate between 3% and 12%, a positive 10-day gain below 35%, and free-float market value above 10 billion yuan. It presents the screen as a way to find relatively liquid,…
The note answers how to prevent a backtest from buying stocks that cannot realistically be traded because they are suspended or locked at a one-price limit. It says BigQuant's backtesting module handles these cases by automatically canceling an order when…
JMACandle_Chl is a chart indicator that displays two colored channels around indicator candles. The channel boundaries are based on standard deviations calculated from the candles’ high and low values. Its configurable inputs include a smoothing method and…
QlibRL organizes a reinforcement learning workflow for trading around an environment wrapper that connects a policy to a market simulator. The wrapper accepts actions, advances the simulated market, and returns updated states and rewards. Its components…
The document describes an equity screening rule that combines positive MACD, a share price below 12 yuan, and a control strength measure above 21. It defines control strength from the close’s position within the day’s high–low range, then averages that…
The post describes a Chinese A-share screen requiring amplitude above 1 and a ten-day return above zero but below 35%, while excluding Beijing-listed shares. It interprets amplitude as a sign of volatility and the return band as a way to avoid both falling…
The post proposes screening Chinese shares for daily amplitude above 1, a daily control measure above 21, and circulating market capitalization between 5 billion and 10 billion yuan. It frames the combination as a contrarian search for possible medium term…
This Expert Advisor description presents a trend-following system based on a fast and slow moving average. It enters long when the fast average crosses above the slow one and price closes above the fast average; the short setup reverses those conditions.…
This implementation builds a committee of neural network regressors, trains each member on the same training data with validation data and early stopping, then averages their predictions. The model class and parameters, committee size, training epochs, and…
The document explains why a single exchange depth stream may not capture every order-book change. It compares Binance Futures incremental Level 2 data with the more frequently updated book-ticker feed, then shows how to combine them into a consolidated feed…
This brief BigQuant support note explains a common cause of a “no data left after dropna” error when backtesting a strategy on the SSE 50 universe. The error can occur because the strategy’s filters leave no eligible stocks, rather than because the backtest…
This indicator adapts classic MACD divergence by calculating its moving averages with double exponential moving averages, intended to reduce lag. It records qualifying MACD signal-line crossovers and compares crossover values and closing prices across a…