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 document introduces a VWAP indicator for intraday trading and describes its use in judging price relative to a volume-weighted average. It notes that algorithmic and institutional traders use VWAP as a reference, while day traders may use it to assess…
The document describes a Chinese stock selection rule that combines a technical screen with historical revenue growth. It selects stocks with RSI below 65, a rising MACD signal line (DEA), and 2021 revenue more than 10% above 2018 revenue. The accompanying…
The Quantitative Qualitative Estimator (QQE) combines a smoothed Relative Strength Index with fast and slow trailing levels. These levels are based on the variability of the smoothed RSI rather than directly on price ranges. To construct them, the method…
A Recursive Moving Average applies repeated smoothing to a price series, with the number of iterations controlling how smooth the result becomes. The description connects this approach to indicators such as double and triple exponential moving averages and…
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 description outlines an expert advisor that adds orders at set grid intervals after an initial position is opened. Traders can configure whether order size increases as the grid expands, and can use RSI and CCI signals at grid steps to filter additional…
This post describes a stock screen based on a trading-range threshold, three consecutive days of gains, and at least a year since listing. It presents the range condition as a way to find active stocks, the recent gains as a short-term strength signal, and…
This document describes a Tom DeMark-inspired moving average indicator that identifies a likely trend from changes in recent highs or lows. A bullish condition occurs when the current low exceeds prior lows over a configurable trend period; a bearish…
This document presents a stock selection rule for Chinese companies classified in the metaverse theme. It screens for previous-day actual turnover between 3% and 28% and requires the daily MACD difference line to be above its signal line. The text explains…
This document explains a chart indicator that builds Fibonacci levels from successive swings identified by the ZigZag indicator. Keyboard controls move through swings, while users can show, hide, drag, or extend a Fibonacci drawing and edit its levels.…
This stock screen combines three filters: at least five moving averages are described as converging, price-to-earnings and price-to-book ratios fall within specified ranges, and the 20-day moving average is above the 120-day average. The first condition is…
This short description presents a modified display of the Parabolic Stop and Reverse indicator in a separate chart window. Its additional function checks whether the charted instrument has an open position and issues an alert when the SAR signal moves…
This Chinese-language article outlines an A-share stock screen combining market capitalization, turnover, a KDJ bullish crossover, and a prior-day opening call-auction price near the daily limit-down level. The final stated criteria require market value…
This stock-selection approach screens companies in the metaverse sector for a bullish MACD crossover and a rising KDJ K value. The post also gives an example implementation that adds a market-cap range, though its code uses a KDJ-based RSI threshold and does…
The document describes a short-selling rule set for equities and indices. It opens a short position when the close is below the 200-day moving average and closes have risen for four consecutive days. The position is exited when the close falls below the…
This brief description introduces a Parabolic Moving Average indicator that displays standard deviation bands. It identifies three user-adjustable inputs: the moving-average period, the price series used for the calculation, and the band deviation. Together,…
This proposed A-share screen selects stocks with turnover from 3% to 12%, an opening price within roughly 5% of the ten-day moving average, a latest close at or above that average, and at least one limit-up event in the preceding month. The article frames…
This Chinese stock-selection proposal filters for turnover between 3% and 12%, a rising DEA signal, and at least one daily gain of 10% or more during the previous 25 trading sessions. The article presents these conditions as a combination of trading…
This proposed Chinese equity screen combines three conditions: at least five moving averages clustered near the closing price, floating market capitalization above 200 million, and more than two limit-up sessions within ten trading days. The article…
This stock screen combines daily price amplitude and a controlling-shareholder measure with valuation limits for Shenzhen main-board shares. It selects stocks with amplitude above 1, a stated control measure above 21, price-to-earnings ratios from 0 to…
This stock-selection rule screens for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a reversal-style candle condition. The stated pattern requires the current open to exceed the prior close while the current close falls below…
This documentation explains formulaic alpha factors: signals represented as mathematical expressions that can be computed from market data. It uses MACD as an example, defining the signal from the difference between short- and long-period exponential moving…
This brief document describes a higher-timeframe version of the HVR indicator. A user selects the indicator’s chart period through an input setting, allowing the HVR display to use a timeframe different from the chart where it is viewed. The description says…
This document describes an expert advisor built around crossovers between two moving averages, with a third moving average used as a filter. It exposes settings for each average’s period, shift, method, and display color, and describes plotting the averages…