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 document outlines an automated strategy that trades breakouts from a price range during configurable trading hours. Its settings cover start dates, position volume, risk per order, stop-loss placement, take profit, trailing stops, partial exits, and…
The article explains diversification as spreading cryptocurrency exposure across tokens to reduce the damage from a weak or failed holding. It proposes grouping assets by industrial use case, ecosystem solutions such as protocols and service providers,…
This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…
The document presents a daily, after-close stock-selection rule combining three signals: price amplitude above a threshold, institutional participation above a threshold, and a high ranking by stock attention. It frames amplitude as a measure of price…
The document describes a stock screen requiring turnover between 3% and 12%, a listing year of 2021, and a positive return. It presents these conditions as a basic selection rule and includes example implementations for screening stocks. The approach…
This post presents a China equity screening rule combining a turnover-rate band of 3% to 12%, outside volume greater than 1.3 times inside volume, and a rise of more than 5% in the stated close-position ratio. Its example formulas add a minimum volume…
The document explains that standard MetaTrader 4 candles are built from Bid prices, while the Ask price may be visible only as a live line and is not retained in ordinary historical chart data. Because sell positions can be stopped out when the Ask rises,…
The document describes a Chinese A-share screening approach that selects stocks with RSI below 65 and an external-to-internal trading volume ratio above 1.3. It frames the screen around 2021 data and adds a current-price filter that excludes stocks whose…
This guide defines a black swan as an outlier that is difficult to anticipate, has a large impact, and is often explained as foreseeable after it occurs. It applies that framework to crypto, where hacks, software flaws, fraud, regulation, or failures at…
This note describes a short-term screen for main-board stocks that combines intraday range, prior-day actual turnover, and a positive move on the current day. The stated criteria are an amplitude above 1, turnover between 3% and 28%, and a daily gain above…
The document proposes screening Chinese stocks using price amplitude, market-value concentration, and the gain at the market open. Its initial rule selects stocks with amplitude above a threshold, a stated concentration condition, and an opening gain below…
This BigQuant strategy tutorial outlines a framework for combining a broad-market risk signal with individual-stock timing and position management. The proposed workflow builds separate feature expressions for index-level risk and stock-level conditions,…
This Chinese stock-selection post describes a technical screen for shares with daily amplitude above one, excluding ST-designated companies and stocks that hit the daily price limit the previous day. The screen is intended for selections made before 10 a.m.…
The article compares a StockRanker stock-selection strategy with a Deepalpha deep neural network using the same 17 short-term factors, training data, and backtest setup. The strategy selects the top-ranked A-share stock each trading day and sells it the…
This document describes an Expert Advisor that places Buy Stop and Sell Stop orders at user-defined distances from the current price, with stop-loss and take-profit levels. When one side triggers, the other pending order is removed; after the resulting…
This document describes a Chinese A-share stock screen using a turnover ratio from 3% to 12%, circulating market value from 1 billion to 55 billion yuan, and exclusion of stocks whose names contain a Beijing reference. It gives equivalent screening logic and…
This Chinese equity screening proposal combines three conditions: a 20-day moving average above the 120-day average, an amplitude threshold, and exclusion of stocks that hit the upper price limit on the prior day. It presents the moving-average relationship…
This daily, after-close screen selects stocks whose MACD line is above zero and that have a nonempty name for an outstanding convertible bond. It then ranks eligible stocks by individual-stock popularity, with the stated intent of prioritizing names…
This stock selection rule screens companies in the metaverse industry using two recent turnover readings: actual turnover from two sessions earlier must be between 3% and 28%, while the prior session’s turnover must exceed 8%. The document presents the…
The document describes a MetaTrader 5 utility that manages existing positions by moving stop losses as trades become profitable. It does not select instruments, open trades, or generate entry signals. Traders set a profit threshold for activation, a trailing…
This stock screen selects for a large intraday price range, current volume above a stated threshold, a gap-up or strong opening condition, and a positive price-to-earnings ratio. The intended rationale is to combine signs of active trading and market…
This stock-selection method looks for a positive MACD reading, upward short-term moving-average conditions, strong current volume, and an opening price above the prior close. The accompanying formula adds price positioning relative to a short average and a…
This Chinese stock screen combines three conditions: daily price range must exceed one percent of the previous close, an afternoon large-order net-inflow proxy must be positive according to a stated formula, and the prior session’s high must have been below…
This indicator defines the Asian session range, then looks for a London or New York wick through one boundary followed by a close back inside. A signal requires a later close beyond the opposite end of the sweep bar within four bars. It enters at the next…