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 overview explains how NautilusTrader simulates strategies against historical data. A backtest engine processes a historical data stream through components that are also used in live trading, including portfolios, strategies, execution algorithms, and…
This stock-selection idea looks for shares with an amplitude above 1 and more than two limit-up days in the prior ten days, while excluding shares that hit the limit yesterday. It uses recent limit-up frequency as a proxy for market attention and amplitude…
This essay argues that systematic traders should separate the quality of a signal from the trader’s execution of it. A trader following a defined process should execute each signal consistently rather than deciding whether to take a trade based on recent…
This broker integration guide explains how LumiBot handles Bitunix USDT perpetual futures. It covers account funding, leverage requests, hedge-mode requirements, order precision, reduce-only closes, and historical candle retrieval. The integration does not…
This A-share screening rule selects stocks with MACD above its zero line, a price below 12 yuan, and a shortening green MACD histogram on a 15-minute chart. The article says to run the screen before each trading day opens. It provides indicator formulas and…
This A-share screening idea combines an RSI reading below 65, a ratio of outside to inside trading volume above 1.3, and a rounded price pattern. The accompanying explanation interprets a rounded shape as a possible period of easing price swings and…
This FAQ explains how OctoBot Cloud users can evaluate strategies and crypto baskets through paper trading with virtual funds, and says strategy performance is assessed periodically through historical backtesting. It notes that results vary with market…
The post outlines a screen for Chinese convertible bonds associated with the metaverse sector. A candidate must show three bullish crossovers at the same time: MACD over its signal line, the 5-period moving average over the 10-period average, and the…
This post describes a rule-based screen for Chinese equities. It selects stocks with turnover between 3% and 12%, circulating market value from 5 billion to 10 billion yuan, and circulating share capital no greater than 5.5 billion shares. The stated…
The post proposes screening Chinese A-shares with a rising 30-day average, previous-day actual turnover between 3% and 28%, and a current-day position increase above 5%. It interprets these conditions as a combination of upward trend, trading activity, and…
This Chinese equity strategy selects stocks whose opening price is above the previous close and whose five-day closing-price average is above the ten-day average. It ranks qualifying stocks by price-to-earnings ratio in ascending order, selects up to ten,…
This Expert Advisor generates trades from the TrendlessAG histogram indicator. It forms a signal when a bar closes and the histogram changes direction, making the closing bar the stated decision point. The advisor depends on a separately compiled indicator…
This brief description introduces a histogram presentation of a precision trend indicator. It says the indicator is intended to help identify trends and colors histogram bars according to the current trend state. The author characterizes it as similar to an…
This Chinese stock-screening post proposes combining a relative strength index (RSI) threshold with company quality, profitability, and a market-cap limit. Its stated selection rules seek stocks with RSI below 65, positive earnings, and market capitalization…
The Detrended Price Oscillator (DPO) removes a moving-average trend component from price to make shorter-term fluctuations easier to inspect. The document presents it as a way to study price cycles and potential overbought or oversold areas without the…
The Enhanced Oscillator Trigger (EOT) combines three normalized oscillators with smoothing and regression-based components. Each oscillator applies a high-pass filter and a supersmoother to price-derived data, then uses a fast-attack, slow-decay peak…
WPRTrend_x10 displays Williams Percent Range (WPR) readings for ten timeframes in a single indicator. It colors each timeframe’s square according to the oscillator’s position relative to its overbought and oversold thresholds: green above the overbought…
This stock-screening method selects shares priced below 12 yuan that have MACD above zero and a weekly signal described as a red histogram. The accompanying indicator logic also uses RSI and two smoothed RSI series to identify an aligned bullish condition,…
This stock-selection proposal first limits candidates to the metaverse theme and stocks with a positive daily return. It then combines the previous day's turnover rate with a ratio comparing current opening-auction volume to the prior day's volume, keeping…
This brief indicator note describes a weighted deviation measure that applies linear weighting throughout its calculation. It distinguishes the measure from a built-in deviation function that uses a linear weighted moving average as its averaging method. The…
This Chinese stock-screening note combines three conditions: daily price amplitude above 1%, afternoon large-order net inflow, and a positive weekly MACD histogram. The author presents the screen as a way to select stocks showing volatility, buying pressure…
This short description covers an Expert Advisor designed to close open positions according to a selected scope: all positions, only positions currently in profit, or only positions currently at a loss. The note credits the original idea to James Malwitz and…
This trading system uses the ColorMETRO indicator to generate a deal signal when the indicator’s cloud changes color at a bar close. The document describes an Expert Advisor that applies this rule and refers to a historical deal chart and testing results for…
This note describes an indicator that represents financial asset price oscillations as a spectrum. Colored bands on the chart correspond to different oscillation harmonics, with their amplitudes displayed at the right side. The concept offers a visual way to…