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
The post raises a portfolio accounting issue that can affect automated sell rules. After a cash dividend or share distribution, the stock price may adjust downward while a trading program still compares it with the pre-event holding cost. That mismatch can…
This document describes separate long and short intraday breakout rules intended for the CAC 40, with possible adaptation to the FTSE 100 and Euro Stoxx. The long setup places a buy stop above the previous seven hourly highs at 08:00; the short setup places…
This five-minute long-only strategy looks for sharp price weakness below a longer-term average and the lower Bollinger Band. It enters when the close is below the 50-period EMA and below 98.5% of the lower band, subject to a volume condition comparing…
The document briefly describes a MetaTrader Expert Advisor that calculates a trade lot size from a user-set risk percentage of free margin. Its example heading refers to a 100% risk setting, but no worked calculation, formula, or demonstration is included.…
This document explains a trend-following approach that enters on breakouts of recent highs or lows and exits when price crosses a shorter-period opposing boundary. It describes two channel settings: a main system using 20-day entries and 10-day exits, and a…
This document describes a Chinese equity selection rule combining daily amplitude above 1, a rounded or arc-like price shape, and a Morning Star candlestick pattern. It explains the pattern as a possible sign of a rebound after a market decline, while…
This document presents an Ornstein–Uhlenbeck (OU) process as a framework for distinguishing mean-reverting behavior from persistent drift. It contrasts the model with conventional volatility bands, arguing that bands around a moving average do not by…
This guide outlines a crypto pairs mean-reversion strategy built around cointegration rather than correlation alone. It proposes testing logged price series with the Engle–Granger method, estimating a regression hedge ratio, and checking the resulting spread…
This document describes a Chinese-equity screen requiring a reported increase in holdings above 5%, float market value between 5 billion and 10 billion yuan, and a 9:25 opening gain below 6%. The post interprets the net-buying measure as possible buying…
This document presents a Chinese-equity screening idea intended to find stocks that may rebound after a constrained prior session. The conditions combine prior-day amplitude above 1%, an opening price near the 10-day moving average, and a prior-day 9:15…
The document defines slippage as the gap between a trader’s expected price and the price at which an order executes. It identifies volatility, limited liquidity, large orders, and network delays as possible causes, and distinguishes favorable from…
The document presents an MT4 tool intended to help traders view trading information in percentage terms rather than monetary amounts. Its rationale is that emotional reactions to gains and losses can lead traders to hold losing positions too long or close…
This stock screen combines four conditions: daily high-to-low amplitude of at least 1%, market capitalization no greater than 10 billion yuan, positive net profit, and an intraday low between 4% and 5% below the open. The description frames the decline as a…
The document introduces ALGLIB, a numerical analysis library ported for use with MetaTrader. Its listed capabilities include linear algebra, optimization, interpolation, Fourier transforms, differential equations, statistical tests, and data analysis methods…
The post describes a stock screen combining a daily price condition with a profitability filter: select stocks whose intraday high-to-low range exceeds a stated threshold, whose current low is below the previous day’s low, and whose return on equity has…
This A-share screening proposal selects companies with market capitalization no greater than 10 billion yuan and no reported losses, then ranks them by capital-flow strength. The article frames the small-cap filter as a way to reduce the influence of market…
This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a condition based on yesterday's turnover multiplied by the ratio of today's opening-auction volume to…
This summary describes a single-stock strategy for Changchun High-Tech, a Chinese pharmaceutical company. It argues that steady fundamentals and stable analyst expectations for earnings growth create a valuation reference point. Using a price-to-earnings…
This brief description presents an automated trading strategy built around the Parabolic SAR indicator. It says the expert advisor includes AutoLot options and a built-in trailing stop, so the advertised system combines an indicator-based trading approach…
The document outlines an automated strategy that combines RSI and MACD divergence or convergence with moving averages and fractal-based trend lines. It says the EA trades using the open price of the current candle, and describes the trend line as a filter…
This Chinese-equity screening proposal combines three conditions: RSI below 65, a daily gain above 1%, and main-board listing status. It further requires large-order net buying above 0.05 hundred million yuan for at least three days. The rationale offered is…
The guide explains how to operate several automated trading strategies or crypto baskets at once through OctoBot Cloud. It presents diversification across strategy types, asset baskets, and exchanges as a way to spread exposure and reduce dependence on one…
This description outlines an expert advisor that combines three moving averages with candle-based trailing stops and take-profit controls. It says the system trades using the open price of the current candle and presents major forex pairs and NASDAQ stocks…
The article outlines three approaches to navigating a cryptocurrency bear market: hold unleveraged positions through the downturn, use dollar-cost averaging to add during declines, and hedge portfolio exposure, for example through short selling. It also…