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
This forum post asks how a factor dashboard calculates win rates for low and high factor quantiles and for a long–short portfolio. It contrasts two possible interpretations: counting individual stocks with positive returns, or counting rebalancing periods in…
This stock screen selects equities whose price range exceeds a threshold, that were not limit-up stocks on the prior session, and whose prior-day turnover measure exceeds 0.26. The article interprets elevated turnover as a possible sign of investor attention…
This equity screen combines a daily price-range filter, at least two limit-up sessions during a 500-day lookback, and a three-candle morning-star reversal pattern. The pattern is described as a long bearish candle, a small-bodied middle candle, and a bullish…
This overview explains how a crypto derivatives portfolio can combine instruments with positive and negative delta to keep net directional exposure near zero. Traders may then focus on changes in implied volatility, time decay, or other option effects rather…
This screen selects equities using three conditions: daily price range above a stated threshold, a 2019 dividend ratio above 25%, and a nonempty name for an outstanding convertible bond. The article presents the combination as a way to consider price…
The indicator description explains a way to combine moving-average trend readings from several chart intervals into one view of bullish, bearish, or sideways conditions. It also uses dots to flag possible sideways movement and arrows to mark whether a…
This stock screen targets companies classified in the metaverse industry. It looks for a fresh KDJ bullish crossover and positive large-order net-flow readings over several consecutive days, then selects a small set of candidates. The post describes the idea…
The document presents a stock-selection design that first ranks Chinese market sectors using a weighted combination of price momentum, money flows, and recent policy-related news. It then scores sub-sectors using reported net-profit growth and price…
The article compares eight forex expert advisers built around Martingale or grid trading. It describes their entry filters, position sizing, grid spacing, and exit methods. Examples include trend or oscillator filters for initial trades, ATR-based spacing,…
This indicator calculates volume-weighted average price from intraday bars and resets the calculation at the start of each trading day. It plots the VWAP alongside upper and lower bands at one, two, and three times a dispersion measure, intended to help…
This stock-selection proposal focuses on companies classified in the metaverse theme. It filters for prior-day actual turnover between 3% and 28% and a circulating market value above 10 billion yuan. The article explains turnover as a sign of market activity…
This article outlines a Chinese A-share screen that selects stocks associated with the metaverse concept, requires an upward-moving 30-day average, and excludes Beijing-listed shares. Its final suggested version also adds valuation filters: price-to-earnings…
This article describes a short-term stock screen using four conditions: daily amplitude above 1%, current volume above 10,000 lots, a higher open, and a bullish weekly bar. It presents these as signs of active trading and upward price movement. Its indicator…
This FAQ describes LumiBot, a Python framework for backtesting and live algorithmic trading across several asset classes and brokers. It outlines the shared strategy workflow, data-source requirements, and common operations such as handling fills, tracking…
This brief technical note explains a design for placing interactive buttons on a MetaTrader 5 chart. The buttons behave like chart objects with time and price coordinates, can be dragged, and remain positioned when the chart is scrolled. The technique may…
This Chinese stock-selection post describes screening equities with a 14-period RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and strong-buying volume during the opening auction. It also describes ranking qualifying stocks…
This A-share stock screen selects shares with a daily high-low range above 1%, at least one limit-up day in the previous 25 sessions, and a bullish weekly candlestick. The note frames the range condition as a marker of volatility, recent limit-ups as…
This report summary compares cross-sectional, market-neutral commodity futures strategies based on inventory deviation and historical momentum. The inventory signal favors commodities with inventories below their own trend and shorts those above trend. It is…
This brief description introduces an Expert Advisor that uses a moving average and standard deviation as trading indicators. It exposes a cap on the number of simultaneously open positions in one direction, giving the trader a way to limit directional…
This A-share screening idea combines a positive MACD reading, upward-dispersing moving averages on the current day, and a prior-day opening auction match price at the limit down. The document interprets the first two filters as signs of upward momentum and…
This note describes a Chinese equity screen requiring daily price amplitude above a stated threshold, circulating market capitalization above a stated level, and no limit-up move on the prior day. It supplies indicator logic and a Python-style example that…
This stock-selection note proposes filtering Chinese equities by turnover rate, a candlestick reversal concept, and the proportion of increased positions on the current day. It also includes a closing-price condition relative to a moving average and ranks…
This overview outlines a quantitative workflow: collect and clean data, develop a strategy, manage risk, backtest on historical data, and automate execution. It then sketches strategies for Chinese equities and futures, including Turtle-style breakouts,…
This document describes adapting several MT5 standard trading classes for use in MT4, with the goal of sharing an Expert Advisor codebase across both platforms. It sets two constraints: the program must avoid MT5-only classes unless they are also ported, and…