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 a chart indicator that plots three Bollinger Band channels derived from one moving average and displays the latest values as price labels. It is a visualization tool for viewing multiple volatility envelopes around a smoothed price…
This stock-selection screen combines three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and rising lows. The rising-lows condition is described as comparing the minimum low over a shorter recent window with the minimum…
The document examines relationships between half-hour returns in major Chinese equity indices and outlines intraday momentum and reversal trades. It reports stronger positive relationships among some afternoon intervals, a negative relationship between the…
This document describes a histogram version of Trend Envelopes that lets the user calculate the indicator from smoothed or filtered prices instead of raw prices. The filtering method is a parabolic weighted moving average, which the author characterizes as…
The document discusses a bar-style presentation of John Ehlers's Detrended Synthetic Price indicator, described as a basic oscillator displayed as colored bars on the main price chart. It contrasts this version with an approach that relies on fixed threshold…
This post proposes selecting stocks with RSI below a stated ceiling, seven consecutive sessions in which the close is no higher than the open, and a share price below a specified level. The article frames the RSI and down-day conditions as technical filters…
This post describes a stock-selection screen for Chinese equities that requires MACD to be above zero, a rising 30-day moving average, and a company-type criterion intended to represent business quality. The technical conditions are presented as signs of…
This post outlines an A-share stock screen combining a daily trading-range condition, a qualifying company type, and a dividend payout ratio above a stated threshold for 2019. It explains the range condition as a way to select stocks with price movement and…
This opinion article argues that quantitative trading has become entrenched in China’s A-share market despite retail investor criticism. It attributes its perceived advantage to rapid automated execution, access to data and signals, and institutional tools…
This document outlines a long-only breakout strategy attributed to an earlier system by Chuck LeBe and David Lucas. It uses a rising long-period moving average as a directional filter. A buy signal occurs when the closing price crosses upward through the…
The post describes an equity screen combining a technical condition, a fundamental growth condition, and a market-activity condition. It selects stocks with RSI below 65, year-over-year growth in parent-company net profit above 20% and at most 100%, and a…
The report outlines portfolio attribution methods for stocks and bonds, using both holdings and return series. For equity holdings, it applies a multifactor framework to separate common-factor returns from idiosyncratic returns, then estimates portfolio…
The document describes an indicator that presents trend information from the CronexChaikin indicator on a fixed timeframe. It derives its signal from the relative positions of the indicator’s main and signal lines, and displays the source indicator’s cloud…
This market snapshot examines the February 2024 crypto rally through spot-market activity, ETF flows, decentralized exchange volumes, lending deposits, miner supply behavior, and Bitcoin net unrealized profit and loss (NUPL). It presents the view that ETF…
This weekly Chinese equity market note combines market timing, sentiment, fund positioning, capital flows, and sector rotation. Its timing discussion uses an RSRS model on the Shanghai Composite, SSE 50, and ChiNext indexes. The model issued no new signals…
This document describes a one-minute EUR/USD scalping example built around virtual pending orders. A library simulates buy-stop and sell-stop orders, including stop-limit variants, by checking whether price or an indicator crosses specified thresholds.…
This guide explains how to create market, limit, stop-loss, and trailing-market orders with OctoBot Script. It describes order sizing for spot and futures trading, including fixed asset amounts, percentages of portfolio value, and percentages of available…
This article outlines a stock-selection screen combining a daily increase in reported holdings above a threshold, simultaneous bullish crossovers in three technical indicators, and a shortening MACD histogram on a 15-minute chart. It interprets the holdings…
This opinion article argues that retail traders face disadvantages against quantitative firms in short-term trading because of differences in data processing, execution speed, and trading infrastructure. It describes how large orders can be divided into many…
This article describes a daily Chinese equity screen that combines a positive MACD reading with a ranking by stock popularity, then limits candidates to profitable companies below a stated market-cap threshold. It frames MACD and popularity as ways to…
This report reviews ESG investing through active stock selection, benchmark optimization, and factor portfolios. It summarizes research using company ESG scores and components for five MSCI equity regions over 2010–2017, with quarterly portfolio rebalancing.…
This indicator applies a smoothed stochastic calculation to the midpoint of a rolling high-low range rather than directly to price. The midpoint is calculated from the highest high and lowest low over a lookback window. The document says this substitution…
This Expert Advisor uses a fixed alternating direction: it starts with a buy and switches between buys and sells on successive trades. It opens trades at candle starts and applies stop loss and take profit settings. After a losing trade, the next position…
This MetaTrader 5 Expert Advisor is a position-management utility for traders who enter trades manually. It does not create entry signals or open positions. For buys, it places an initial stop beyond a recent swing low; for sells, beyond a recent swing high.…