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 proposes a daily pre-open stock screen centered on MACD being above the zero line, then ranks qualifying names by a measure of individual-stock attention. It also includes a listing-age filter, described as favoring companies that have been…
This document outlines a Chinese equity screen for stocks classified in the metaverse theme. Its stated conditions include a positive return, a threshold on the product of price change and very large order net volume relative to a volume benchmark, and a…
This document describes a Chinese equity screen that combines a prior-session price range above 1%, a circulating share count no greater than 5.5 billion, and best-level buy volume greater than sell volume. It presents the conjunction of these filters as a…
This document describes an Expert Advisor that combines an indicator signal from three timeframes: M1, M5, and H1. The H1 indicator value selects the permitted position direction, either buying or selling. The two shorter timeframes then provide entry…
This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…
This document describes a Chinese stock screen combining intraday amplitude above 1, a named morning-star candlestick condition, and a 9:25 price gain below 6%. It presents the combination as a way to find active stocks with potential upside while limiting…
The document describes two ways to construct a Lagrange polynomial in an indicator tool. One option detects local maxima and minima automatically and uses those points as the basis for the polynomial. The other builds the polynomial from points chosen by the…
This short description introduces an indicator that uses the X2MA moving average as the price series for an iSAR, or parabolic SAR, calculation. The stated aim is to smooth the parabolic indicator through the moving average, with the intention of making its…
The document describes a stock screen that combines three criteria: turnover between 3% and 12%, membership in a beverage and liquor import/export category, and a circulating share count no greater than 5.5 billion. It presents the screen as a way to narrow…
This brief technical note discusses implementing an exponential moving average (EMA) in a trading indicator. It focuses on execution speed and code reuse, noting that the calculation is relatively simple and that an implementation without nested loops should…
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 document outlines a Chinese equity screen that ranks by a capital-strength measure, such as turnover or volume ratio, and selects stocks with more than two limit-up sessions in ten days and a 20-day moving average above the 120-day average. The…
This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12%, a reversal pattern, and at least one limit-up event during the prior month. Its stated rationale is to identify recently popular stocks while using…
This indicator description presents large and small trigger lines as a visual aid for reading market direction alongside an existing trading strategy. It frames the large lines as a proxy for the broader or higher-timeframe trend and the small lines as a…
This Expert Advisor description explains how to configure separate long and short trading systems around changes in the color of the XDidi Index Cloud indicator. Each side has its own magic number, position sizing settings, and entry and exit switches,…
This Chinese equity screening proposal combines moving-average clustering with recent and historical limit-up activity. Its initial description looks for overlap among the 5-, 10-, 20-, 60-, and 120-day averages, more than two limit-up days in the last ten…
This post presents a Pine strategy example built around three exponential moving averages. It defines a bullish condition when the shortest average is above the middle average and the middle is above the longest, and a bearish condition when that ordering is…
This document outlines a Chinese stock-screening rule that combines a daily price-range threshold, a fresh two-day high, and at least two limit-up events over a 500-day lookback. It also includes a positive earnings-per-share condition. The proposed logic…
This document describes a Chinese equity screening strategy focused on companies classified in the metaverse sector. It selects stocks with actual turnover between 3% and 28% on the prior day and more than two limit-up days within a ten-day window. The…
This note outlines a short-term Chinese-equity screening idea that combines a daily price-range threshold, relative volume bounded by lower and upper limits, and a Morning Star candlestick pattern. The stated interpretation is that a wider range may identify…
This document explains a chart utility that derives standard timeframe charts from one-minute data and can optionally recreate the one-minute volume series before conversion. A configurable parameter controls the treatment: negative values below a threshold…
This note describes a Chinese-equity screen limited to the metaverse industry. It looks for stocks opening around the ten-day moving average and with prior-day actual turnover within a stated band. The intended rationale is to combine a price-position…
This post describes a stock screen combining an RSI below 65, the product of percentage price change and net flow from very large orders, and a listing history longer than three years. It presents these filters as a way to combine a technical condition,…
This post describes a Chinese stock-selection screen for robot-related companies. Its initial criteria are strong fund flow intensity, circulating market capitalization below 10 billion yuan, and a rising 30-day moving average. The final proposed screen adds…