Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
4,328 documents
This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…
The screen selects listed Chinese stocks with an amplitude above one, more than three years since listing, and closing prices that fell on each of the last three sessions. Its stated rationale is to seek actively traded shares while excluding newer listings,…
This document describes a daily stock screen that selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and an intraday low between 4% and 5% below the previous close. It provides equivalent selection logic in a…
ZoneUS30 is an Expert Advisor for the US30 index that opens short positions when its internal conditions detect an upward price extension that may be followed by a correction. The approach combines counter-trend mean reversion with the possibility of…
This stock screen combines a price-range filter with two momentum conditions. It looks for a range above 1%, a contracting negative MACD histogram on a 15-minute chart, and a KDJ value below 20. The document interprets the shrinking negative histogram as a…
The module implements the two-step Engle–Granger approach to constructing a portfolio intended to be mean reverting. It uses ordinary least squares to regress a chosen dependent asset’s price on the other price series, defaulting to the first input column as…
This research summary treats intraday stock prices as time series rather than isolated observations. It applies empirical mode decomposition (EMD) to separate trend-like price signals from noise, then uses their relative strength to form a signal-to-noise…
The indicator tracks a session’s developing high and low, freezes those levels when the session ends, and monitors subsequent price action for a sweep. A breach must exceed a configurable buffer; the signal is confirmed only if price closes back inside the…
This note outlines a technical stock screen that combines turnover between 3% and 12% with a reversal pattern and rising price lows. The accompanying indicator conditions use a high reversal score, a low stochastic K reading, and a short-period price bias…
This A-share stock-selection rule screens for turnover between 3% and 12%, excludes Beijing-listed shares, and selects stocks described as having fallen on each of the previous seven trading days. The post presents consecutive declines as a way to find…
This report studies whether stocks that suffer sustained, sharp declines later rebound, and how to identify such episodes. It uses rolling-window local extrema with a 15-period parameter to mark turning points, then applies pattern conditions to select 2,048…
This stock-selection method screens shares whose codes begin with 60 and whose turnover rate is between 3% and 12%, then selects those with three consecutive sessions where the close is below the open. It treats a run of down candles as a possible reversal…
This note describes a Chinese A-share screening rule for Shenzhen Main Board stocks. It combines daily amplitude above 1%, a reversal or engulfing-style signal, and positive price-to-earnings and price-to-book ratios below 29.01 and 3.11, respectively. The…
This indicator description combines the Williams %R oscillator with Bollinger Band boundaries to define overbought and oversold areas. The band thresholds are intended to adapt to the oscillator’s behavior, rather than relying only on fixed levels. The…
This indicator description defines alert conditions using Bollinger Bands and price envelopes together. A buy alert is triggered when a bullish candle opens and closes below both lower bands. A sell alert requires a bearish candle to open and close above…
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 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 code excerpt describes two operations used in a cointegration-based statistical arbitrage workflow. The first multiplies each asset’s price series by the corresponding coefficient in a cointegration vector and sums across assets, producing a portfolio…
This introduction explains how cointegration can help create a mean-reverting portfolio from price series that are not themselves mean-reverting. By combining multiple assets with suitable weights, a trader may construct a spread or portfolio whose value…
This post adapts the DeMarker oscillator into an on-chart display of possible reversal points. The indicator compares averaged upward high changes with averaged downward low changes and scales the result to a range from zero to one hundred. In the chart…
The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…
This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…
The document describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…
The document outlines a mean-reversion strategy for two assets selected for cointegration. It uses the Engle–Granger two-step approach: regress one price series on the other, test whether the residuals are stationary, then fit an error-correction model and…