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 document outlines an automated system that uses a Martingale position-sizing approach. It can restrict the hours when new positions are opened, while continuing to manage open positions and close the full set when their combined profit reaches a…
This document describes a MetaTrader 5 Expert Advisor that opens multiple buy or sell orders after a user clicks a corresponding button. Inputs include the number of orders, risk percentage per trade, stop loss, take profit, and slippage. The EA calculates…
This QuantStats tear sheet reports a backtest of an AI-operated iron condor strategy against SPY over a short period in January 2026. The report names Alpaca as its data source and provides a broad set of performance and risk measures, including returns,…
This post presents a short-term Chinese equity screen that requires a 14-period RSI below 65, a daily gain above 1%, main-board eligibility, and a closing price at the highest level over a two-day window. It combines a momentum condition with a limited…
This post describes a short-term Chinese stock screen combining daily amplitude, a proxy for main-force control, and a run of at least three consecutive advances. It frames the conditions as a way to find volatile stocks with strong recent price action. The…
This text compares two approaches to changing trade size after wins and losses. Under the classical Martingale approach, a trader begins with a minimum position and increases size after each loss, aiming for a later winning trade to recover the losses in the…
This stock-screening idea combines trading activity, recent price movement, and a qualitative early-uptrend condition. It selects shares with turnover between 3% and 12%, a positive ten-day gain below 35%, and a pattern described as the start of a major…
This market snapshot combines derivatives positioning, funding, order books, ETF flows, stablecoin activity, and macroeconomic data to assess crypto market conditions. It interprets BTC and ETH's unusually low 30-day correlation as a reason to question…
This essay contrasts two views of investment risk. Modern portfolio theory uses volatility, standard deviation, and beta as measurable proxies, treating diversifiable company-specific risk separately from market-wide risk. The value investing perspective…
This document describes an auxiliary MetaTrader expert advisor for managing existing positions. It moves positions to breakeven, calculates stop losses using the StopATR_auto indicator, and closes positions when two moving averages intersect. The advisor…
This post describes a short-term equity screen requiring daily price amplitude above 1, evidence of main-force control on the previous day, and a share price below 12. It characterizes the filters as combining technical and fundamental considerations,…
This brief description explains a position sizing function that calculates lot size from the distance to a stop loss and a specified risk budget. Its example states that a 2% risk setting combined with a stop 40 points away yields a lot size intended to lose…
This stock selection rule screens for turnover between 3% and 12%, a rising DEA indicator, and a maximum holder concentration value no greater than 20%. The article describes the concentration filter as a way to favor stocks with more dispersed holdings and…
The article explains constant proportion portfolio insurance (CPPI) by building it up through five related allocation strategies. It starts with investing only interest income in stocks, then considers the present value of future interest, reserving enough…
This Expert Advisor identifies trend conditions with three moving averages and uses Parabolic SAR to trigger orders. It can close a position on an opposite signal, trade only on selected days, reverse its signal, or keep a position open when an opposite…
This document compares long-only index funds, index-enhanced funds, and quantitative funds in the Chinese public fund market. It notes differences in fees and subscription or redemption efficiency, and frames market, sector, size, and other style exposures…
This Chinese-language post describes an equity screening rule that selects stocks with MACD above zero, a short moving average above a longer one, and at least one large daily gain during a recent lookback. It also gives example indicator definitions, a…
The document presents an Expert Advisor for managing positions opened manually or by another automated system. Its trailing stop is based on Average True Range (ATR), so the stop distance can respond to changing volatility instead of remaining a fixed number…
This document describes a script for submitting a buy stop-limit order and a sell stop-limit order at equal distances from the current price. Its configurable inputs cover trade size, price deviation, order distance, stop-limit offset, stop loss, take…
This guide describes a MetaTrader 5 script that creates a prompt file for customizing an AI assistant’s response language, persona, and numbered menu. Users can generate the file, apply it in the assistant, and edit the instructions, menu labels, and actions…
This roadmap sets out plans to develop Hummingbot from a market-making client into a framework for building and running cross-venue algorithmic strategies. Priorities include improving support for selected centralized and decentralized exchange connectors,…
This report discusses the Hong Kong listing of leveraged and inverse funds tracking the CSI 300, including a two-times long product and a one-times inverse product. It describes their use of swap contracts to maintain a fixed daily exposure and compares that…
The document explains how to size a forex position so that a stop-loss represents a chosen amount of account-currency risk. It distinguishes three currency relationships: a pair whose quote currency matches the account currency, a pair whose base currency…
This Chinese stock screen combines a 14-period RSI below 65 with bid-side quantity greater than ask-side quantity, current volume above 10,000 lots, and an opening price above the previous close. The article presents the conditions as a way to find stocks…