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 index timing method fits a quadratic function to a local segment of a historical price series, using either closing prices or the average of opening and closing prices. It treats the slope at the newest fitted point as an indicator of whether the series…
This document describes an Expert Advisor that trades from signals produced by the iRSISign indicator. A signal is generated when the indicator displays a colored icon at a bar’s close. The strategy therefore uses the indicator’s signal as its entry trigger;…
This indicator overlays two kinds of bands calculated from log-transformed closing prices. The statistical bands use a rolling average and standard deviation, similar in spirit to Bollinger Bands. The regression bands use a rolling ordinary least squares…
The document describes a convertible-bond setup that enters after a V-shaped recovery when price rises through the left shoulder of the pattern, above its right shoulder. The right shoulder must be at least 3.5 points above the V’s low. The trader then uses…
The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude…
This short-term stock selection method combines three conditions: price amplitude above 1, yesterday’s turnover multiplied by today’s opening-auction volume divided by yesterday’s volume between 0.5 and 2, and an outside-to-inside volume ratio above 1.3. The…
The document outlines an equity screening rule combining a daily high-low range greater than one percent of the prior close, weekly MACD above zero, and exclusion of stocks that hit the daily upper price limit on the previous day. It presents these…
The document proposes screening Chinese A-share stocks using three conditions: daily price amplitude above 1%, a nonempty convertible-bond name, and at least one limit-up event within the preceding month. It interprets amplitude as a volatility filter, the…
The document explains moving averages as averages of recent closing prices and introduces Granville’s eight buy and sell signals. These compare price with a moving average, using line crossings, direction, and distance from the average to suggest entries or…
This brief description presents a Hull trend indicator that adds smoothing to the Hull moving average and rounds its output to a user-selected number of digits. The digit setting is an input parameter, so users can choose the displayed precision. The…
This stock-selection rule focuses on companies in the metaverse industry that recorded at least one limit-up day during the previous 25 days. It further requires the current volume ratio to be above 1.5 and below 6, where the ratio is described as trading…
This brief reference defines basic candlestick ranges. For a bullish candle, the body is the close minus the open; for a bearish candle, it is the open minus the close. The full high-low range is the high minus the low. The upper and lower wick ranges are…
This proposed Chinese equities screen selects non-special-treatment stocks with daily amplitude above 1 and a product between 0.5 and 2: the previous day's turnover rate multiplied by today's opening-auction volume divided by the previous day's volume. It…
This short description presents AnchoredMomentumCandle, an indicator that renders the output of the AnchoredMomentum algorithm as a sequence of candlesticks. It suggests this view may help analysis by making the processed price time series more informative,…
The document describes the Zero-Lag Exponential Moving Average, a modified exponential moving average intended to reduce lag. It identifies two configurable inputs: the calculation period and the applied price. The formula adjusts the current input using a…
This stock-selection proposal screens for amplitude above one, a price above the 5-day moving average, and a volume ratio between 1.5 and 6. The intended interpretation is that price strength may indicate an uptrend, while elevated but bounded trading…
This Chinese stock screening proposal combines three conditions: amplitude above one, a change in an institutional trading-volume measure, and an opening price within one percent of the 10-day moving average. It suggests running the screen after the market…
This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, main-board eligibility, and MACD above zero. It presents RSI as a way to identify comparatively weak stocks that may rebound, the daily gain as a short-term…
This note describes a mainland China stock screen that combines RSI below 65, a daily price gain above 1%, main-board eligibility, and weekly MACD above zero. The stated rationale is to pair a momentum signal from the day’s gain with a longer-term trend…
This Chinese equity screening approach combines three technical conditions: daily price amplitude above 1, a positive weekly histogram signal, and the 20-day moving average above the 120-day moving average. The stated rationale is that larger amplitude…
This screening method focuses on stocks in the metaverse industry. It selects shares where the KDJ indicator has just formed a bullish crossover and the circulating share count is no more than 5.5 billion. The proposed selection is run before 10 a.m. on each…
The DMI Difference oscillator represents directional movement by subtracting the minus directional indicator from the plus directional indicator. A positive difference indicates that plus DI is larger, while a negative difference indicates that minus DI is…
FloatPivot is described as an indicator that plots an estimated price channel rather than a channel derived directly from historical extrema. It applies light smoothing by averaging closing prices used in its calculations. The period should depend on the…
This Chinese stock-screening article combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and an opening price within five percent of the ten-day moving average. The approach uses RSI as a price-condition filter,…