Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
79,386 na dokumento
This document describes an Expert Advisor that combines two independent trading systems based on the Skyscraper_Fix and ColorAML indicators. It generates a signal when a bar closes and either indicator changes color, which the document treats as a change in…
This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active…
This stock-screening proposal selects shares with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and previous-session trading activity above the stated threshold. It then takes the first ten qualifying symbols. The…
The document explains three spot-trading fee categories: standard commissions, tax commissions, and special commissions. It distinguishes account and symbol rate queries, which show current rates and buyer or seller components, from a test-order calculation…
CloseAgent is presented as an automated position-closing tool that combines Bollinger Bands with the Relative Strength Index. It is intended to identify overbought or oversold conditions as potential exit points, particularly for residual positions near the…
Liquidex_V1 is described as an educational automated trading system that seeks entries using a simple moving average and price range, then exits with a trailing stop. The account characterizes it as a very short-term approach and says it is intended for…
The document describes a stock selection rule that filters for turnover between 3% and 12%, companies listed in 2021, and an observation at 9:25 with a price increase below 6%. It presents the screen as a way to refine entry timing and avoid buying after a…
Wildhog is an oscillator intended to flag overbought and oversold conditions and identify divergences. It is described as usable across timeframes and uses the most recent high, low, and close data over a configurable lookback period. The user can set the…
This podcast summary discusses crypto market structure, decentralized finance, governance, and emerging chain ecosystems. Its trading content centers on automated arbitrage between centralized exchanges: bots use exchange APIs to act on price differences,…
This Chinese-language post proposes a short-term stock screen combining turnover between 3% and 12%, a reversal or engulfing-style pattern, and auction-period buying attributed to large and very large orders. The stated flow threshold is more than 0.7…
The article explains Active Fundamental Performance (AFP), a measure intended to identify mutual fund managers who select stocks well on fundamental information. For each fund, it computes the covariance between benchmark-adjusted portfolio weights, or…
The document explains the Volume Flow Indicator (VFI), a volume-based measure described as a modified form of On Balance Volume. It uses typical price rather than the close, applies a volatility threshold so small price changes do not count as directional…
This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…
The document outlines an automated trading system for MetaTrader 5 that uses RSI thresholds to identify mean-reversion entries. Its default overbought and oversold levels are 80 and 20, and it detects threshold crossings as signals. An open position is…
This forum exchange clarifies a difference between ScriptTrader and VeighNa’s CTA strategy module. A user asks whether ScriptTrader supports stop orders, noting that the module is described as supporting multiple exchanges and instruments, hedging between…
This proposed stock screen combines three signals: a historical dividend payout condition, high capital-flow intensity, and low concentration of those flows. The article interprets the flow measures as indicating substantial but broadly distributed inflows,…
This stock-selection screen combines a price-movement condition, a small-company size limit, positive net profit, and an upward weekly trend condition described as crossing above a 30-week moving average. The article presents the combination as a way to find…
This strategy uses a public disclosure page as a signal for trading stocks or exchange-listed units. A research agent retrieves the page and checks when it was published; the strategy proceeds only when the disclosure predates the trading session and reports…
This proposed Chinese equity screen selects stocks in the metaverse sector that had at least one limit-up day during the preceding 25 days and traded more than 60 million yuan in value on the previous day. The article says to run the selection before 10 a.m.…
The article summarizes research on whether information spreads through mutual fund families and how that relates to fund performance. It describes a diffusion measure based on the order in which affiliated funds buy a stock after it first appears in a family…
This stock selection idea combines three filters: at least five moving averages clustered together, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. The author interprets clustered averages as a sign of relatively…
This document describes a smoothed version of the Trend Direction and Force Index. Its stated motivation is that the original indicator can generate too many signals in some cases; applying a smoothing method is intended to reduce their number. Four…
This document describes a trend indicator that derives its values from signals in Williams Percent Range and a group of signal lines whose periods increase in an arithmetic progression. The combination is presented as a way to determine trend direction from…
The article argues that quantitative funds may find China’s A-share market more attractive than US equities. It points to a large listed-company universe, active and volatile small-cap stocks, and lower trading costs as conditions that could support…