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 forum post asks about a “Golden Cross Winner” ETF strategy that uses an unusual MACD-style calculation. The author questions why the signal line, DEA, is calculated as a 26-period exponential moving average of DIF instead of the commonly cited 9-period…
This Chinese-language post proposes screening stocks for amplitude above 1, simultaneous bullish crossovers among three moving averages, and an upward-trending 30-day average. It frames the criteria as combining price movement, technical signals, and a…
This stock screen targets companies classified in the metaverse theme that recorded at least one limit-up event within the prior 25 days, while excluding Beijing-listed A-shares. The post presents this as a way to identify candidates with potential short- to…
This stock-selection example combines a relative strength index below 65 with a rise in current volume relative to the prior session, then applies a 2021 date condition. The post frames the RSI threshold as identifying weaker stocks and the volume condition…
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 document introduces an indicator that plots two channels of moving averages derived from high and low prices. Users can configure a fast and a slow channel by choosing the period and calculation method for each moving average. The examples illustrate…
This document describes a daily stock screen for companies classified in the metaverse industry. It selects stocks with a newly formed KDJ bullish crossover and a positive price-to-earnings ratio, then limits candidates to actively trading stocks identified…
The script runs an EMA-crossover backtest on USD/JPY five-minute bid bars built from one-minute FXCM data. It configures a simulated margin venue, balances, fees, rollover interest, and probabilistic fills, then collects bars and fills from the engine. The…
The document outlines a Chinese A-share stock screen that combines RSI below 65, an external-to-internal trade ratio above 1.3, and recent consecutive limit-up activity. It interprets the RSI threshold as avoiding an overbought condition, the trade ratio as…
This post outlines a Chinese equities screen that selects stocks with a stated amplitude above 1, a price below 20, and positive net buying attributed to major participants during the opening auction. It provides example indicator and Python-style…
This post describes a Chinese equities screening idea intended for use before 10 a.m. It combines a price ceiling below 20, a minimum amplitude threshold, exclusion of stocks marked ST, and a five-part limit-up method. The post also offers example formulas…
This indicator automatically draws horizontal reference levels near the current Forex price. It rounds the close to a nearby base level, then checks whether adjacent levels fall within a specified distance before drawing them. It uses one rounding scale for…
This indicator is a visual aid for reviewing trades produced by a strategy tester. It reads graphical objects created by the tester and changes which objects are displayed, while retaining their names and coordinates. Because it works with those existing…
This indicator describes a breakout approach built around a channel drawn through peaks from a Zigzag2_R indicator. It generates alerts when price moves outside the channel, with the stated purpose of signaling a possible change in direction. After a…
This Chinese stock selection proposal combines three filters: today’s increase in a stock’s position or holding share must exceed 5%, weekly MACD must be above zero, and the ten-day return must be positive but below 35%. The accompanying rationale treats the…
The document presents a stock screen based on three conditions: a rising 30-day moving average, prior-day trading value above a stated threshold, and a same-day position-increase ratio above a stated level. The intended interpretation is that the conditions…
The document describes a daily pre-market A-share screening rule that selects stocks with MACD above zero, a share price below a stated ceiling, and positive institutional-flow readings. The approach combines a technical momentum condition with a price…
The document outlines a proposed screen for Chinese equities that combines small market capitalization, profitability, moving average alignment, and recent limit-up activity. Its initial description calls for at least five overlapping moving averages,…
This document describes a market mode indicator attributed to John Ehlers. It applies a bandpass filter and estimates reference levels from the average of detected peaks and valleys. The filter’s position relative to those levels is then used to determine…
The Ulcer Index is presented as a measure of downside volatility, originally devised by Peter Martin for evaluating stock market funds. The document explains its use as a trend confirmation tool: a falling index alongside rising prices suggests downside…
This brief indicator description presents a trend-strength measure based on RSX, a smoothed variant of RSI. The general aim of a trend-strength indicator is to distinguish meaningful changes in an underlying indicator from smaller fluctuations, treating the…
This strategy uses hourly candles and technical indicators to identify directional momentum. It calculates ADX, positive and negative directional indicators, Parabolic SAR, and momentum. Long entries are signaled when ADX exceeds a threshold, momentum is…
The document introduces a quadruple exponential moving average indicator, describing it as repeated EMA smoothing with a defined period. It also notes that the plotted indicator can be shifted horizontally or vertically, allowing its display or alignment to…
This post describes a Chinese stock screen requiring turnover between 3% and 12%, at least one limit-up event within a recent 25-day window, and at least one daily gain of 10% or more during the latest 25 trading days. It presents the conditions as a way to…