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 guide explains how BigTrader turns simulated strategy signals into live orders through a desktop trading terminal. Users connect an account and access credential, load a simulation task, review the resulting plans, adjust order sizes and times, then…
This note presents a proposed screen for Shenzhen main-board shares that excludes Beijing-listed A-shares. Its initial conditions limit price-to-earnings and price-to-book ratios to stated ranges and require daily high-low amplitude above a threshold. An…
The essay argues that traders should accept uncertainty instead of relying on confident market forecasts. It treats technical and fundamental interpretations as fallible explanations that may sometimes coincide with subsequent price moves, but cannot…
This page describes an expert advisor that measures the current spread, displays spread statistics on a chart, and prints collected statistics to the trading journal when it stops. The journal output can be used with a strategy tester to inspect historical…
The document discusses ICT and Smart Money Concept interpretations of market structure, contrasting a fractal view of price action with static pivot levels and Donchian channel boundaries. Donchian channels use the highest high and lowest low over a chosen…
The document describes a technical screen for stocks using three conditions: daily amplitude above 1%, weekly MACD above zero, and an opening gain between -5% and 2.6%. It interprets amplitude and the gain range as measures of market activity, while weekly…
This Chinese equity screen combines a non-ST requirement, a minimum intraday range, a five-session closing-price high, and a circulating market capitalization between 5 billion and 10 billion yuan. The article frames the conditions as a way to find active…
This essay presents a set of survival rules for trading Chinese equities during overheated bull markets, using the 2007 and 2015 market peaks as cautionary examples. It describes a recurring pattern of shakeouts, rapid speculative advances, and liquidity…
The screen combines daily price range above 1%, market capitalization below 10 billion yuan, positive profits, and appearance on the previous day’s top-trading list. The document presents these conditions as a blend of technical, fundamental, and flow or…
This Chinese stock-selection note combines a turnover filter, a cap on circulating share or market-cap size, and a condition described as at least five moving averages overlapping. Its final stated criteria specify turnover up to 12%, circulating market…
This guide describes a qualitative process for assessing cryptocurrencies as long-term investments. It distinguishes coins, which generally operate on their own blockchains, from tokens, which are issued on existing chains and depend on the intended…
This post proposes screening Chinese stocks associated with the metaverse theme, positive institutional activity, market capitalization below 10 billion yuan, and no losses over the prior two years. Its stated rationale combines a thematic growth area,…
This document describes Risk Guard, an account-level tool that monitors positions opened manually or by other trading systems. It does not generate trades. Its controls include risk-based lot-size estimates, a daily loss threshold, a cap on open positions,…
This indicator displays nested daily-range zones derived from average high-to-low movement over several lookback windows, including a 20-day measure. It draws rectangles around the current day’s range and marks levels offset from the current daily high and…
This short description outlines an expert advisor that trades when a ColorZerolag indicator cloud changes color. The stated trigger occurs at a bar close when the oscillator crosses its signal line, making the strategy a crossover-based entry approach. The…
This market recap examines BTC and ETH options during a sharp rally. It describes realized and implied volatility rising, with BTC’s move and volatility increase stronger than ETH’s. The commentary notes that higher short-dated implied volatility can leave…
LotLoss is a basic position-sizing tool for calculating a lot size from two inputs: the amount of money a trader is willing to lose and the stop-loss distance in points. The principle is to set the loss budget first, then scale the position so that a move to…
The document describes a cyclically smoothed Relative Strength Index (CRSI), intended to adapt RSI signals to market cycles. It begins with upward and downward price changes, smooths them exponentially using a period derived from the estimated dominant…
The post proposes a stock-selection screen combining three conditions: price amplitude above a threshold, a rounded price shape, and circulating market capitalization in a stated band. It interprets the amplitude condition as a way to find active but not…
This proposed equity screen combines price movement, order-flow activity, and turnover. It looks for stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and prior-day actual turnover between 3% and 28%. The…
This A-share screen targets metaverse-industry stocks with a newly formed KDJ bullish crossover, excludes ST-designated names, and requires five limit-up events over a five-day window. It is intended to run before 10:00 on each trading day for same-day…
This A-share screening idea selects stocks assigned to the metaverse industry that appeared on the Dragon-Tiger trading activity list the previous day and have a current-day price increase greater than 21% relative to the prior close. The article describes…
This Chinese A-share screening idea focuses on stocks classified in the metaverse industry. It selects names that had at least one limit-up event in the prior 25 days and whose 20-day moving average is above the 120-day average, using the longer average as a…
This screening approach targets main-board stocks associated with the robotics concept. It requires turnover between 3% and 12%, a circulating market value below 10 billion yuan, and a daily gain below 2.6% but above −5%. The article presents the combination…