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 post combines three dimensions: a 20-day moving average above the 120-day moving average, market capitalization below 10 billion yuan with no losses, and fund-flow strength ranked from high to low. The proposed procedure ranks…
This Chinese stock-screening post describes a rule combining daily price amplitude above 1, an indicator of main-force control on the previous day, and a circulating market capitalization between 5 billion and 10 billion yuan. It presents the conditions as a…
The proposed stock screen combines a technical condition with valuation and dividend criteria: select shares with RSI below 65, positive price-to-earnings ratios, and a dividend payout ratio above 25% for 2019. The accompanying rationale treats the RSI…
The article describes a risk-model framework for evaluating fund managers beyond headline returns, Sharpe ratio, or drawdown. It decomposes active returns into factor and stock-specific contributions, and examines risk contributions from a fund’s style…
The Fill Channel is a chart indicator intended to help traders plan entries, stop losses, profit targets, and position size. It draws a regression-based central line with surrounding bands, then uses those levels to display potential long or short entry…
This first-person account describes problems encountered when commissioning a custom trading strategy through a community marketplace. The author says the requirements were fixed, the quoted price was accepted, and deadline extensions were tolerated, yet the…
This strategy is designed to capture short-term forex trends on a four-hour timeframe. It enters long when the 10-period RSI, calculated from the midpoint of open and close, crosses above 50 at the same time that the five-period EMA crosses above the…
The document describes a high risk recovery approach that opens an opposite trade when price moves against an existing position by a defined pip distance. If price continues in the new direction, the gains on the newer position may eventually offset the…
The article describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and concentration below 20%. It presents the decline pattern as a technical condition and describes the…
This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…
This document describes an expert advisor that trades manually drawn support and resistance lines in either of two modes: entering after a retreat from a line or when price breaks through it. The trader places the lines with a chart trend-line tool. In…
This article proposes a short-term Chinese equity screen using three conditions: a daily range greater than one, a prior-day 9:15 indicative matching price at the limit-down level, and a 10-day return above zero but below 35%. It adds an exclusion for stocks…
This Chinese-language research report outlines an equity index evaluation framework based on Barra-style risk factors. It proposes decomposing index returns into market, industry, and style contributions, including size, valuation, and volatility, then using…
This Chinese equity screening idea selects non-ST stocks with turnover between 3% and 12% after seven consecutive declining sessions, with selection intended before 10 a.m. It describes a contrarian premise: a prolonged decline may create a rebound…
This post presents a rules-based foreign exchange strategy intended to trade rebounds within a trend. It uses a short moving average channel derived from prior highs and lows, together with MACD sign as a directional filter. Long entries are placed as limit…
This Chinese-language post proposes a stock screen requiring MACD to be above zero, a descending ranking of capital-flow strength, and a rising 30-day moving average. The stated intent combines a positive trend filter with a measure of fund activity. It…
This Chinese-language post outlines a short-term stock screen using three conditions: daily amplitude above 1, turnover between 2% and 9%, and a shrinking negative MACD histogram on a 15-minute timeframe. The intended rationale is to combine price movement…
This operational note describes using an internet-connected smart plug as an emergency way to stop an unattended trading system when remote login, network access, or the program itself has failed. One setup powers the strategy computer through the plug,…
This technical screen looks for stocks with amplitude above 1, at least two limit-up events within the previous 500 days, and declines across seven consecutive sessions. The proposed interpretation is that the screen identifies weak recent price action in…
The Edge Drift Detector compares closing-deal outcomes from a live Expert Advisor with a backtest baseline to assess whether average per-deal performance has weakened. Its central method is a cumulative-sum alarm calibrated by resampling baseline deals, with…
This article explains the All Weather approach as a way to build a portfolio without relying on precise economic-cycle forecasts. It frames the macro environment along growth and inflation dimensions, then describes matching stocks, bonds, commodities, gold,…
These release notes describe Hummingbot 2.5 changes relevant to automated trading. A Strategy V2 feature called PositionsHeld tracks spot balances and perpetual positions retained by stopped executors. Strategies can keep positions when execution stops,…
The proposed screen ranks stocks by trading volume or capital strength and filters for companies with market capitalization below the stated ceiling, no losses, and a pre-open gain below the stated threshold. The article presents these conditions as a way to…
This stock screen combines three conditions: prior-day appearance on an exchange top-trading list, a stated price amplitude threshold, and positive large-order net inflow during the current afternoon. The article presents the combination as a way to find…