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.
31,205 documents
This tutorial shows how to implement a collection of Chinese stock features and screening rules in BigQuant AIStudio 3.0. It divides them into expression features and expression filters, then explains that the same calculations can be entered as a SQL query.…
This Chinese equity screen selects stocks associated with the robotics concept, with turnover from 3% to 12%, circulating market value below 10 billion yuan, and price amplitude above 1%. The stated rationale is to combine sector exposure and smaller float…
The document describes an ADXVMA-based trend indicator that represents market direction through calculated trend values. It says the measure resembles ADX-based values but differs enough to produce different readings, so it should not be assumed to match a…
This stock-selection method combines a daily turnover range of 3% to 12% with two recent market signals: a three-session limit-up streak and appearance on the previous day’s broker activity list. The rationale is that the streak captures short-term price…
The document describes a semaphore-style indicator that uses two JFatl indicators, one based on open prices and the other on close prices. It produces a signal when the difference between their values changes sign. This event is said to correspond to a…
The document outlines an expert advisor that combines three indicators sampled on different timeframes. MACD on a five-minute chart supplies the trade signal, RSI on an hourly chart checks whether conditions are overbought or oversold, and the Alligator on a…
The document describes an indicator for visualizing pair trading by overlaying one instrument’s price series on another. When the two series diverge, the example strategy sells the relatively higher pair and buys the lower one; both positions are closed when…
This indicator displays candles from a higher timeframe as filled rectangles over a chart. It colors the candle body and shadows according to the direction signaled by the VolatilityPivot indicator, using distinct palettes for the two trend directions. The…
This Chinese community post proposes a stock selection rule combining daily price range, a positive but bounded ten-day return, and positive afternoon net inflow from large orders. The stated rationale is to find stocks with some recent appreciation and…
This MetaTrader 5 Expert Advisor generates trades from an Oracle indicator that can redraw its historical signals. At bar close, it can trigger when the signal line crosses the zero level, changes direction, or crosses the indicator line, depending on the…
This indicator attempts to identify periods around a potential crossing between a shorter weighted moving average and a longer simple moving average. It marks a bullish zone when the weighted average is above the simple average while a second, smoothed…
This stock-selection idea screens Chinese equities associated with the metaverse theme, requires a positive institutional-flow reading, and selects stocks whose closing prices lie between the middle and upper Bollinger bands. The proposed rationale is to…
The document describes a weighted price average in which each bar receives weight according to its high minus low range. It places this method within a general weighted-average framework: price observations are multiplied by weights and divided by the sum of…
This proposed Chinese equity screen combines daily amplitude above 1, circulating market capitalization above 10 billion yuan, and convergence among five moving averages. The post presents amplitude as a measure of volatility, market capitalization as a size…
This stock-screening idea combines three conditions: amplitude above 1, a change in an institutional trading-volume measure, and at least one limit-up event within the prior month. The accompanying explanation treats volatility as a sign of active trading,…
This post proposes a Chinese equity screen combining price movement and Bollinger Band position. It selects stocks with a daily high-to-low range above a volatility threshold, at least one daily gain of 10% or more during the previous 25 trading days, and a…
This document describes an unnormalized oscillator using a Fisher transform in a RAVI indicator. Its stated signal occurs when the oscillator breaks through an upper or lower trigger level, which is set in the indicator parameters. The example configuration…
This document describes a display indicator for the Commodity Channel Index (CCI). It presents the oscillator value for a user-selected period across multiple timeframes in a text panel, with options to adjust the panel size and font and hide timeframes that…
This indicator identifies bullish or bearish engulfing candles using either candle bodies or full high-low ranges. A configurable lookback checks whether a chosen number of preceding closes moved consecutively in one direction, then requires that sequence…
The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…
DayDeMarker adapts the DeMarker indicator’s calculation period to the number of bars elapsed in the current day. It is presented for intraday decision support and is available on timeframes from one minute through one day. The description notes that…
This short page describes a simple way to view the intraday performance of individual currencies. Users can adjust line appearance and choose the hour and minute that define the start of a trading day, so the comparison can be aligned to a preferred session…
This Chinese-language post outlines a stock screen combining price movement, recent strength, and MACD. The initial criteria look for stocks with a large daily high-low range, at least one session with a gain of 10% or more in the recent 25 trading days, and…
This stock selection method screens after each trading day for shares whose MACD histogram is above zero and whose close is above the prior day's low. It then ranks qualifying names by reported stock heat, from highest to lowest, and the example code retains…