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 note describes a Chinese equity screen that ranks stocks by turnover ratio and keeps the top 100, then applies an opening-price condition: the stock was at its price limit at 9:15 and its gain by 9:25 is below 6%. It presents the conditions as a way to…
This example builds a BTCUSDT futures market-making strategy whose fair price is estimated from a spot reference price plus a smoothed spot–futures basis. It resamples spot and futures book-ticker mid-prices, carries observations forward, and calculates a…
The document introduces John Ehlers’ Center of Gravity indicator as a finite impulse response filter applied to price, with a configurable calculation period. It presents the indicator as a low-lag tool for spotting potential turning points. The basic signal…
This indicator adapts Williams Percent Range by calculating separate values for the open, close, high, and low, then combining them into a candle-style display. Its calculation differs from the standard WPR formula so that each of the four price inputs can…
This research summary examines the difference between monthly stock and industry behavior in Chinese equities: individual stocks are described as showing reversal, while industry indices show momentum. It proposes an industry-momentum factor based on the…
This indicator adapts the RSI calculation by first comparing the close with a configurable moving average of a selected price series. Positive and negative differences are separated into gain and loss inputs, then each side is smoothed with a configurable…
This stock-selection rule combines a 14-period RSI below 65, three consecutive declining sessions, and positive Chaikin Money Flow over 14 periods. The proposed interpretation is that recent weakness may leave room for a rebound while positive money flow…
The document introduces stationarity as a time series property in which statistical characteristics remain stable over time, then contrasts it with nonstationary series whose means can drift. It explains that a stationary series may tend to return toward its…
This Chinese equities screening idea combines several filters: exclude stocks marked ST, require an amplitude above one, apply a five-session closing-price high condition, and select stocks whose intraday low is down within a narrow four-to-five percent band…
The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…
This equity screen combines an RSI below 65 with three consecutive down sessions and more than two limit-up days in a ten-day window. The stated idea is to find stocks showing recent weakness while also having a record of sharp upward moves, which the author…
The document outlines a simple technical signal concept that combines a detector for consecutive candles with relative strength index levels. The user-configurable settings are the number of consecutive candles required to qualify as a signal, an RSI…
The document explains an adaptive lookback method for moving averages. It estimates a variable period by counting how many price bars are needed for a chosen number of swing highs or lows to form, then dividing the bar count by the swing count and rounding.…
This Chinese-market stock screen combines turnover, a reversal-style candle condition, and a daily price-decline band. It selects stocks with turnover between 3% and 12%, applies a reversal filter, and keeps candidates whose daily percentage change is…
This document describes a trading rule that measures a spread’s latest value against its recent average and standard deviation. It uses separate lookback windows for the mean and standard deviation, then calculates a z-score to identify unusually high or low…
This proposed Chinese stock screen looks for an RSI below 65, three consecutive bearish sessions, current trading volume above 10,000 lots, and an opening price more than 2% above the previous close. It pairs a momentum oscillator and recent price weakness…
This stock-selection note screens for shares with amplitude above 1, a prior-day 9:15 matched price at the limit-down level, and a close above the previous day’s low. Its revised version adds a close above the three-day moving average. The proposed…
The article compares eight forex expert advisers built around Martingale or grid trading. It describes their entry filters, position sizing, grid spacing, and exit methods. Examples include trend or oscillator filters for initial trades, ATR-based spacing,…
Haos Visual is described as a zero-centered histogram indicator built from two Williams %R oscillators smoothed with T3 calculations using different lookback periods. The shorter oscillator uses a 14-period Williams %R input, while the slower one uses a…
This crude oil strategy uses 15-minute bars to combine a five-bar average of candle fullness with a moving average oscillator built from five- and 50-period averages. Candle fullness is defined as the close-to-open move divided by the candle’s high-low…
This post describes a stock screen combining three conditions: volume ratio ranks among the top 100 stocks, the current day's decline falls between 4% and 5%, and the 10-day gain is positive but below 35%. The author interprets this mix of trading activity,…
This stock screen combines a turnover-rate range with seven consecutive declining sessions. Its initial conditions require turnover between 3% and 12%, plus current turnover above 2% and below 9%; together, these overlapping limits make the effective current…
This document describes a Chinese stock-selection screen using three conditions: RSI below 65, seven consecutive bearish days, and a stated “today control” measure above 21. It presents the screen as a way to find shares that have fallen for several sessions…
The document outlines three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…