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 screening rule selects equities with turnover between 3% and 12%, a flag indicating appearance on the prior day's exchange activity list, and a price-to-earnings ratio below 20. The stated rationale is to combine a moderate level of trading activity…
This stock selection idea combines a price range condition, sustained profitability, and a recent price high. It seeks shares whose high-to-low movement exceeds a volatility threshold, whose return on equity stayed above 15% for five consecutive years, and…
This post outlines a Chinese-market stock screen that targets companies associated with the metaverse concept. It combines a rising 30-day moving average with a close above the previous session’s low. The article supplies indicator logic and a Python…
This brief overview presents cryptocurrency volatility as a source of both opportunity and substantial downside. It notes that rapid price moves can contribute to investors losing some or all of their capital over a short period, so exposure needs to be…
This article proposes screening Chinese stocks using three conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and a signal derived from beverage and alcohol import-export data. It describes the crossover as a possible sign of…
The BHS Expert Advisor uses an adaptive moving average (AMA) and nearby round-number prices to choose an initial pending order. When the current bar's close is above the indicator, it places a Buy Stop at the next upper round price; when the close is below,…
This post describes a stock screen using three conditions: amplitude above a threshold, a current-day maximum decline between the stated percentage bounds, and a previous session that was not limit-up. It provides a formula reference and a Python example…
The document presents a proposed screen for Chinese equities that combines a daily-range condition, a dividend payout ratio above 25% for 2019, and alignment among multiple moving averages. It explains the intended rationale as combining price volatility,…
This stock screening approach combines daily price movement, recent performance, and momentum with valuation and revenue growth filters. It selects shares whose daily high-low range exceeds one percent, whose ten-day return is positive but below 35%, and…
This post describes a Chinese stock screen that looks for price amplitude above a threshold, at least one large daily gain during the previous 25 trading days, and a ratio involving the prior day's turnover and the current auction volume relative to prior…
This post outlines a Chinese equity screen using price amplitude, current trading volume above a stated threshold, a higher open, and a 20-day moving average above the 120-day moving average. The short and long averages are intended to identify stocks whose…
This post describes a Chinese equity screening idea combining price amplitude above a threshold, ranking by net large-order volume, and a weekly MA5 crossing above MA10. It presents the combination as a way to consider short-term price action and trading…
The document describes a stock-selection screen that combines three conditions: daily high-low amplitude above one percent, a reversal or engulfing-style price pattern, and a positive measure labeled institutional trend. It sketches implementations in…
This note presents a Chinese stock screen combining a daily price range above 1%, a nonempty outstanding convertible-bond name, and at least two limit-up events over a 500-day window. The author frames the filters as measures of price volatility, company…
This collection of short anecdotes illustrates common pitfalls in statistical reasoning. The stories contrast an average river depth with local danger, show how a high-accident location can be misread as a reason to speed through it, and use a pair of…
This Chinese-language post describes an equity screen combining three criteria: membership in the metaverse concept group, a closing price above the previous session's low, and a specified company type. It frames the price condition as a way to filter…
This document describes a native MQL5 library for creating, training, and running feedforward neural networks inside MetaTrader 5. It outlines dense matrix operations, activation functions, layers with dropout and gradient clipping, optimizers, learning rate…
This document describes a Chinese A-share screening rule combining daily price range, recent limit-up activity, market capitalization, and positive earnings per share. It selects stocks with an intraday high-low range above 1%, at least one limit-up day in…
The document explains LumiBot's full-fill lifecycle callback, which runs after the broker reports that an order has been completely filled. The callback supplies the updated position, the filled order, fill price, quantity, and an options multiplier. It…
This configuration module sets parameters for a fast mean-reversion futures strategy and derives operating bounds for its estimated price range, R. It estimates that range from hourly high-low data: zero ranges are discarded, a rolling average is taken, and…
The guide describes two ways to protect exchange credentials used by the FMZ trading platform. It says sensitive account data and encrypted strategy parameters are encrypted in the browser and stored encrypted. It also advises keeping sensitive material out…
This article outlines a Chinese equity screen combining a prior session’s high-low range greater than 1% with an opening price near the 10-day moving average. It adds a company-characteristics filter, suggesting traits such as growth or dividend profile, and…
This script places a configurable sequence of pending orders above the current price. Inputs control the initial gap, spacing between orders, order type, number of orders, trade volume, stop loss, and take profit. The example uses buy-stop orders on AUDCAD,…
This article describes a short-term stock screen that combines daily amplitude above 1, a daily loss between 4% and 5%, and a “round arc” chart pattern. It presents the pattern as a way to identify possible support and resistance areas, while the amplitude…