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 short-term stock screen selects Chinese equities using three conditions: daily amplitude above 1, the 9:25 price gain below 6%, and previous-day turnover above 60 million. The stated rationale is to find active, liquid stocks while avoiding stocks that…
This Expert Advisor develops an earlier MACD-based system by replacing standard MACD with Zero-Lag MACD. It can reverse signal direction and manages a series of positions by increasing the spacing between entries, take-profit distance, and trade size as the…
The article presents six discretionary rules for short-term trading: exit when a closing price falls below its five-day moving average, use a two-day moving average to judge the near-term trend, wait for preset entry conditions, and follow sell signals…
The article describes a Chinese stock-selection rule using an RSI below 65, a stated float-market-cap range of 5 to 10 billion yuan, and a latest close above the previous day’s low. The accompanying code excludes ST shares, obtains daily price data, applies…
The article proposes screening Chinese A-shares for turnover between 3% and 12%, listing in 2021, and non-ST status, then applying a short-term price-strength filter it calls a five-part limit-up method. Its description defines that method as the share of…
This document describes two technical indicators built around moving averages, Bollinger Bands, and trend phases inspired by an adoption-cycle concept. The first classifies price conditions into colored states such as bearish, rebound, opportunity, trend…
This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…
This Chinese-market stock screen looks for Shenzhen main-board companies with turnover between 3% and 12%, seven consecutive declining sessions, a price-to-earnings ratio above zero and below 29.01, and a price-to-book ratio above zero and below 3.11. The…
This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…
This stock screen selects companies associated with the metaverse theme whose closing price is above the five-day moving average and whose total market value is at least 200 million. It combines a thematic classification with a short-term price condition and…
This note describes a Chinese equity screening rule that combines a turnover band of 3% to 12%, first-level bid volume greater than ask volume, and an indicator labeled institutional bottom-fishing. The stated rationale is to find actively traded stocks…
This guide describes how NautilusTrader builds and maintains positions from fills. It covers signed exposure, average entry and exit prices, realized and unrealized PnL, commissions, funding adjustments, and closure when net quantity reaches zero. It…
Bridge Bands combine a price-based Bridge Range, Bollinger Bands, and a Hurst exponent to create a changing range around a security’s price. The described weighting uses Bollinger Bands when the Hurst estimate is near 0.5; as the estimate moves farther from…
This note proposes selecting Chinese stocks associated with both the metaverse theme and beverage or alcohol import-export businesses, subject to prior-day actual turnover between 3% and 28%. It frames thematic exposure as a possible source of growth and…
This note describes a simple China A-share stock screen combining a turnover range of 3% to 12%, market capitalization below 10 billion yuan, no reported loss, and a closing price of 18.5 yuan. It presents the screen as a way to identify candidates for…
This guide explains support and resistance as price areas where buying or selling pressure may stall or reverse a market move. It recommends starting with horizontal levels drawn around prior turning points, while emphasizing higher-timeframe references such…
The document describes an Expert Advisor that uses a three moving average cross to trigger trades and MACD as an additional entry check. A later update adds fixed percentage risk sizing and sets stop loss and take profit levels from ATR ranges, linking…
The post describes a time-based controller for starting and stopping automated domestic futures trading robots. It checks the current time and weekday, uses a status flag to avoid repeated starts, and calls platform functions to restart or stop two named…
This FORTS Expert Advisor places limit orders around the best bid and ask when its spread condition is met. The spread input is measured in minimum price steps, so the threshold is converted using the instrument’s tick size. Once an order is accepted and a…
This Chinese-language post describes an equity screen combining a volatility condition, at least one daily gain of 10% or more in the prior 25 trading days, and a stock concentration measure below 20%. It also proposes adding fundamental and valuation…
This tutorial shows how to build a long-only moving average crossover strategy by combining reusable strategy components from a Python backtesting library. It turns the relationship between a short and a longer moving average into entry signals, allocates…
This document proposes a stock screen requiring a daily price amplitude above a stated threshold, MACD above its zero line, and membership in the metaverse concept group. It presents the concept theme as an additional selection dimension and gives indicator…
This document outlines an equity screen combining a metaverse industry classification, an arc-shaped price pattern, and shortening green bars in a 15-minute MACD histogram. Its accompanying formula also applies price-range and moving-average conditions,…
The post proposes a Chinese equity screen combining three conditions: today’s position-growth share above 5%, share price below 12, and a 2019 dividend ratio above 25%. It interprets rising position share as possible capital inflow, low nominal price as an…