Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
79,386 documentos
The document describes an expert advisor for stocks priced below a chosen ceiling. It places an initial small buy when price rises above a stochastic low level, then adds equal-sized lots after declines. A percentage step setting controls when another buy…
The document presents a ProBuilder implementation of the SuperTrend indicator. It builds upper and lower bands around median price using average true range over a configurable period and a multiplier. The trend state changes when closing price crosses the…
The document explains a rolling estimate of annualized variance using daily stock returns. First compute each daily return from consecutive closing prices, then calculate the variance over a 20-trading-day window and scale it by 250, an assumed count of…
The document presents a short-term Chinese equity screen combining prior-day price amplitude, a maximum tradable share count, and prior-day turnover within a specified band. Its rationale is that price movement may identify trading opportunities, smaller…
This article summarizes a study of machine-learning methods for fundamental equity valuation across 17 European countries. It estimates monthly fair values from 21 accounting variables, then defines a mispricing signal as the gap between model-implied value…
This research summary compares linear valuation models with machine-learning methods for estimating the monthly fundamental value of stocks in 17 European countries. It constructs a mispricing signal from the difference between estimated fair value and…
The document describes a Chinese equity screen combining daily price movement and trading activity with a profitability filter. It selects stocks with an amplitude above 1, current volume above 10,000 lots, a higher opening price, and return on equity above…
The document presents an indicator implementation for plotting Weis Wave, also called Wyckoff Wave, on a price chart and labeling the volume accumulated during rising and falling legs. It tracks directional moves using price thresholds, then updates swing…
This article describes a daily stock screen for companies classified in the metaverse sector. It looks for a fresh bullish KDJ crossover, requires the stock to have had trading activity in 2021, and limits selection to active stocks before 10:00. It provides…
The article presents five claimed strengths of quantitative investing: building models from processed data and backtests, using machine learning to handle information, applying systematic rules to reduce emotional decisions, analyzing broad datasets, and…
The document defines a generic perpetual contract instrument for perpetual swaps that are not represented by a crypto-specific contract type. It describes the metadata needed to model one consistently across venues: instrument identity, underlying and asset…
This article proposes a short-term Chinese equity screen combining three conditions: amplitude above 1, a prior-day 9:15 indicative match price at the limit-down price, and more than two limit-up days within the past ten days. It says the final candidates…
The article describes five intraday equity patterns and offers rules for interpreting price relative to the opening price, the intraday average-price line, volume, and recent swing highs and lows. It treats an early spike and pullback that holds above the…
This indicator derives yearly pivot levels from the prior year’s high and low, together with price inputs that vary by calculation mode. It offers three stated pivot formulas, using combinations of the yearly range, the prior close, and the current open.…
This document describes an alert layer for an XRSI candle and zero-line indicator. It can notify the user when the indicator crosses the zero line, when candle direction changes, when an overbought or oversold threshold is crossed, or when the indicator…
This indicator displays the colors and signal shapes produced by a separate Ichimoku candle indicator across ten configurable timeframes, ranging from hourly to monthly by default. It lets a trader compare trend conditions across several horizons on one…
This example outlines an end-to-end workflow for training and evaluating reinforcement learning agents for order execution. It covers preparing five-minute HS300 data and order files, configuring PPO and OPDS training tasks, saving checkpoints, and running a…
This short strategy description uses consecutive candlestick bars and the growth of their real bodies to generate contrarian signals. A run of N bullish bars, with each bar's body larger than the preceding one, is treated as a sell signal. Conversely, N…
This document describes a Chinese A-share stock screen that combines trading activity, a technical trigger, and a capital-flow ranking. It selects stocks with turnover between 3% and 12%, a newly formed KDJ golden cross, and positive price movement, then…
This stock-selection note proposes screening equities for an RSI below a stated threshold, seven consecutive down sessions, and turnover within a specified band. The criteria combine a momentum oscillator, a sustained decline, and a liquidity or…
This forum exchange discusses discrepancies in daily bars built from intraday data using VeighNa's PortfolioBarGenerator. A user reports that bars formed with a presumed close near the end of the session show the previous day's date and that live synthesized…
This note describes a Chinese equity screen requiring price amplitude above a threshold, a three-session limit-up sequence, and best-bid volume greater than best-ask volume. It interprets amplitude as a sign of volatility, the consecutive limit-ups as…
This article explains why individual investors may find it difficult to compete with quantitative trading firms. It highlights four claimed advantages: automated rules can reduce emotional decision-making; computational systems can monitor many securities…
The document proposes a Chinese equity screen that combines a prior-day appearance on the market's notable-trading list with a price-range filter and ownership-concentration rankings. Its stated criteria are daily amplitude above 1%, a prior-day notable-list…