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 study groups 50 Wind order-flow indicators into eight categories, then tests whether they help rank A-share stocks. Its framework combines industry-neutral portfolio sorts, cross-sectional regressions, and information coefficient analysis. The tests use…
This Chinese stock-screening note combines price range, turnover, auction volume relative to prior trading volume, and Bollinger Bands. Its stated logic seeks stocks with amplitude above 1, a turnover-and-volume ratio between 0.5 and 2, and a closing price…
This document describes an Expert Advisor that combines a moving average (MA), the Commodity Channel Index (CCI), and stochastic oscillator readings to generate buy and sell signals. A buy is triggered when CCI and stochastic are below their respective…
This guide explains how FMZ evaluates trading strategies on historical market data. It contrasts simulated Tick backtests, which construct intrabar price events from candles, with live-data Tick backtests, which replay collected tick, depth, and trade…
This Chinese-language post describes an A-share stock screen focused on the metaverse industry. It selects stocks with a volume ratio between 1.5 and 6 and ranks candidates by capital-flow strength. The post explains volume ratio as a measure of trading…
This French guide explains how to access OctoBot cloud strategies from an OctoBot trading bot, starting with version 1.0.4. Users can find the strategies in the bot’s Community tab and use them in either simulated or live trading. The guide describes…
The Expert Advisor described uses a stochastic-style indicator, StepSto_v1, to generate trades at bar close. A deal signal occurs when the purple signal line crosses the orange indicator line in the relevant direction. The purple line’s position relative to…
This short forum exchange addresses how to inspect and debug backtests in the Elite trading environment. A beginner asks about getting output in the console or a log file, starting backtests from the command line, and using an editor with breakpoints. One…
This article outlines a directional strategy for Chinese equity index futures based on a schedule of daily long, short, or no-trade signals prepared in advance for the week. It describes opening an initial position around 10 a.m., adding to it around 2 p.m.…
This report summary describes fundamental implied returns, or FIR, as a measure of fundamental momentum intended to use more information than conventional measures. FIR accounts for lagged fundamental variables and their time trends, and can be constructed…
This expert advisor trades when the DigitalF-T01 indicator cloud changes color. The entry signal is evaluated at bar close and depends on the oscillator crossing its signal line. The document describes the trigger and notes that the strategy requires a…
This research framework measures crowding in equity industries using price and trading activity. It groups candidate indicators into trend-oriented measures, including price deviation and moving-average dispersion; supplementary measures such as turnover,…
This DAX strategy seeks directional moves by combining the angle and slope of exponential moving averages. It calculates an angle from a 10-period average across 15 bars, then uses a second average’s slope and a smoothed trigger to define long and short…
This document describes a Chinese equity screen requiring a sizable trading range, at least one daily gain of 10% or more during the recent 25-session window, and exclusion of Beijing-listed A shares. The idea combines a volatility condition with evidence of…
This document describes an Expert Advisor that trades based on arrows from the WPRSIsignal indicator. It generates a signal when a colored arrow is present at the close of a bar. The EA depends on a separately compiled indicator file, and the accompanying…
This indicator method applies a linear regression channel to RSI values and treats excursions beyond the channel as potential mean-reversion signals. When RSI rises above the upper band, it marks a possible sell; when RSI falls below the lower band, it marks…
The document proposes adding a simple API to retrieve selected strategy performance metrics over a specified date range. Examples include the Sharpe ratio, annualized return, benchmark return, and alpha. The request responds to a gap between an existing…
This essay draws on Nassim Taleb’s The Fool’s Random Walk to argue that decisions should account for chance, uncertainty, and the role of luck in apparent success. For traders, its central distinction is between counting probabilities and gambling on…
This notebook demonstrates how to prepare synthetic prices and sparse event signals for Alphalens. It creates a small panel of prices for six securities, then marks selected date-security pairs in an event factor while leaving other entries missing. The…
The document briefly describes the Predictive Moving Average, attributing it to John Ehlers’s book Rocket Science for Traders. Its trading rule is based on the indicator’s color: buy while the line is green and sell while it is red. This is presented as one…
This post describes an A-share stock screen combining turnover between 3% and 12%, a K value below 20, and a current close above the previous session’s low. It presents the conditions as a way to identify stocks with potential for short-term gains, then…
This proposed equity screen selects stocks with turnover between 3% and 12%, a listing year of 2021, and a dividend ratio above 25% for 2019. The article presents these as activity, company-age, and historical payout filters. It cautions that relying on a…
This stock screening proposal ranks candidates by relative volume, which the source describes as a proxy for capital activity, and filters for turnover above 8% on the prior day. It also keeps stocks whose price change at 9:25 is below 6%, aiming to avoid…
This report applies behavioral finance to equity factor research, using the disposition effect and prospect theory to explain how investors' risk preferences may differ depending on whether they hold gains or losses. It constructs a capital gains overhang…