這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。
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The document explains the correlation coefficient as a measure of how two financial instruments move together. Values near positive one indicate similar movement, values near negative one indicate opposite movement, and values around zero indicate little…
This stock screen combines daily price movement with technical signals. It seeks shares whose intraday range exceeds 1, whose low is between 4% and 5% below the prior close, and whose three selected indicators form bullish crossovers at the same time. The…
The document contains reusable strategy calculations for price returns, volatility scaling, trend following, and MACD signals. Its intermediate trend strategy combines the signs of one-month and one-year returns, weighted by a parameter, and applies that…
The document describes a Chinese stock screen that combines three conditions: MACD above its zero axis, a 20-day moving average above the 120-day average, and revenue growth between 2018 and 2021 exceeding a stated ratio threshold. It frames MACD and the…
This document presents the Ppv technical indicator, which uses closing, high, and low prices over a chosen lookback period to derive a midpoint and six price levels. Three levels are labeled as resistance and three as support in the indicator’s formula…
The document explains how to build a fund backtest in a platform whose standard workflow does not directly support fund data. The example strategy buys when a short moving average crosses above a longer one and sells when it crosses below. It describes…
This documentation entry directs coding agents to start from complete LumiBot examples for either AI-based or ordinary Python strategies. It describes the strategy lifecycle at a high level: create agents during initialization and invoke them during each…
This forum post raises a data-preparation problem in an LSTM trading strategy. The author reports that filtering rows before rolling sequence windows can remove observations that should remain part of the temporal context, causing later observations to shift…
This document outlines a stock screen requiring positive but less than 35% price appreciation over ten days, no limit-up session on the prior day, and a reported increase in holdings or capital allocation above 5% today. The author interprets these…
This document describes a Chinese stock selection rule combining a turnover range of 3% to 12%, first-level bid volume greater than ask volume, and at least one limit-up event during the previous month. It interprets these filters as indicators of liquidity,…
A trading-system forum discussion concerns orders that receive an order number but immediately show as canceled, even though market data, login, and displayed funds appear available. The response proposes several checks: determine whether pre-trade risk…
This forum response lists common reasons that take-profit and stop-loss orders may be rejected. It points to rapid price changes, prices outside exchange limits, exchange risk controls, insufficient margin, thin contract liquidity, network or system…
The snapshot combines macroeconomic news with market indicators for Bitcoin, Ether, and Solana. It discusses modest inflation relief alongside tariff and interest-rate concerns, a large loss from a highly leveraged Ether position, and the U.S. decision to…
This post asks how to obtain moving averages covering seven, fifteen, and thirty days through a trading platform’s data and technical-analysis functions. It shows sample calls that request records at several candle intervals and then apply moving-average…
This document introduces an MQL5 example for presenting market data with color scales, gradients, and heatmaps. It uses the RGB color model, which makes it possible to perform mathematical operations on color values, and mentions a standard conversion…
This document describes an MQL5 indicator that plots a colored, smoothed price-weighted moving average (PWMA) and displays its latest value as a price label. An input setting controls how many digits are used when rounding indicator levels, so users can…
This brief indicator description explains a chart display that combines two Keltner channels built around one moving average. The channels appear as a colored cloud, with the latest values shown as price labels. This describes a visualization of channel…
The article compares two ways to build equity strategies: train a predictive model on chosen factors and a defined stock universe, or specify screening conditions directly. The AI approach can be quicker to assemble, but its behavior may be hard to diagnose…
This Chinese-language post describes a stock screen for companies classified in the metaverse industry. Its core conditions combine the opening price’s relationship to a ten-day moving average with a bounded daily return. The post presents differing…
This indicator identifies consecutive bullish White Soldiers or bearish Black Crows candle sequences. Its parameters let the user choose how many candles must appear in a row and optionally require each candle's real body to exceed a chosen share of its full…
This post presents a daily pre-open screen for Chinese stocks with MACD above zero, positive trailing earnings multiples, and prices below a stated threshold. It frames the MACD condition as a way to identify an upward trend, the positive P/E as a basic…
This community post describes a Chinese equity screen limited to stocks with codes beginning with 60. It combines a daily price-range condition with a previous-session opening-auction match price at the limit-down level, then ranks candidates by popularity.…
The report reassesses valuation, growth, technical, and risk factors in Chinese A-shares after removing industry and style influences. Its core method is to adjust factor data for exposures such as industry, market capitalization, or beta, then test whether…
This Chinese-language article presents a daily stock screen using three conditions: amplitude above 1, a controlling-shareholder measure above 21 in absolute value, and the closing price above the previous day’s low. It provides example implementations in…