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 Chinese-language post describes a stock selection rule using turnover and recent price weakness. It screens for shares with turnover between 3% and 12%, seven consecutive declining sessions, and a current maximum decline between 4% and 5%. The article…
The Detrended Price Oscillator (DPO) removes a moving-average trend component from price to make shorter-term fluctuations easier to inspect. The document presents it as a way to study price cycles and potential overbought or oversold areas without the…
The script describes a spread-trading approach linking methanol futures with polyethylene and polypropylene futures. It estimates an MTO production margin by valuing the two polymer contracts together and subtracting the methanol input cost, adjusted for…
The Mass Index is described as a way to watch for possible trend turns through changes in the distance between the highest and lowest prices. A widening range raises the index, while a narrowing range lowers it. The document attributes the indicator to…
This Chinese-language strategy note proposes screening equities with turnover between 3% and 12%, seven consecutive declining sessions, and a shareholder concentration measure between 20% and 70%. It provides example expressions for a charting platform and a…
This note describes a Chinese equity screen requiring turnover within a stated range, three consecutive declining sessions, and a 2019 dividend ratio above a specified threshold. It combines a trading-activity filter with a short-term price pattern and a…
The strategy defines a range using the high and low of the first four-hour candle of the New York day. Once that candle has formed, it waits for a five-minute close outside the range, followed by a close back inside. A move above the high and then back into…
The Market Cycle Projection Engine turns a Wyckoff-inspired cycle model into a five-state indicator: Accumulation, Markup, Distribution, Markdown, and Transition. It classifies bars using normalized linear-regression slope, the ratio of fast to slow ATR, and…
This example describes two ways to use the relative strength index (RSI) in an equity backtest. Its basic signal rule uses a smoothed moving average to calculate RSI, then takes a short position above 70 and a long position below 30, remaining flat between…
This proposed EUR/USD strategy on an hourly chart looks for a sharp move through a Bollinger Band followed by a close beyond the opposite band. The long setup also requires the positive directional indicator to exceed the negative one, while the short setup…
This indicator extends Cuttler’s adaptive EMA applied to RSI by adding floating levels as an additional condition for detecting trend changes. The stated motivation is to reduce false color changes: the adaptive RSI EMA’s slope may turn repeatedly during…
This indicator monitors the chart symbol’s Relative Strength Index across selectable timeframes, from M1 through MN1. It can alert when RSI reaches configured extreme zones, using 75 as the default upper threshold and 25 as the default lower threshold. The…
The document describes a CVI oscillator that measures how far price has moved from a moving average while accounting for the Average True Range. This normalization relates the deviation to recent volatility, so the oscillator is intended to express price…
This Chinese-language post describes a short-term stock screen combining a minimum daily amplitude, a daily decline constrained to a narrow interval, and a reversal candle pattern. The stated pattern requires the current session to open below the previous…
This page summarizes momentum and reversal as opposing patterns in stock returns. Momentum describes the tendency for stocks with stronger past performance to continue outperforming weaker past performers; the note associates it with trend trading and…
The distance approach forms pairs by rescaling each asset’s training-period prices to a common range, calculating the sum of squared differences between each pair’s normalized series, and selecting the closest matches. In the cited original study, the…
This document describes an equity screen that combines an engulfing-style reversal pattern with turnover constraints. The stated conditions require turnover between 3% and 12% while also requiring it to be above 2% and below 9%; taken together, the effective…
This document describes a chart indicator that combines ZigZag swing points with projected support and resistance levels and labels for higher highs, higher lows, lower highs, and lower lows. It detects pivot highs and lows over a configurable lookback,…
The document presents the Repulse oscillator as an indicator for identifying possible price rebounds or pullbacks near strong levels. It has a Repulse period and a signal period, which control the oscillator calculation and its signal line. The calculation…
This A-share stock screen selects shares with a 14-period RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and no limit-up close on the previous day. The stated rationale is to use RSI as a short-term weakness filter,…
This A-share stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, plus a stated control-ratio threshold. The article frames the conditions as a way to find technically weak stocks that may…
This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives…
This A-share screening proposal combines an RSI reading below 65, an outer-to-inner trading volume ratio above 1.3, and three consecutive declining closes. The article describes the conditions as a way to find stocks with weak recent price action that might…
This documentation landing page introduces ArbitrageLab, a Python library covering end-to-end pairs-trading strategies and tools for developing strategies. It organizes its subject matter around multiple approaches, including distance methods, cointegration,…