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 Chinese stock-screening article describes a rule-based selection method combining daily price amplitude, a weekly moving-average crossover, and circulating market capitalization. It targets shares whose weekly five-period moving average crosses above…
This Chinese A-share screening concept selects stocks whose daily high-low range exceeds a stated threshold, excludes stocks that reached the daily price limit the previous day, and ranks the remaining names by individual-stock market heat. The rationale is…
This document describes an Expert Advisor based on the 2pbIdealXOSMA indicator. It opens a trade when the indicator’s histogram changes direction, with the signal evaluated at the close of a bar. The described setup is a rules-based technical approach whose…
This tutorial demonstrates parameter optimization and result analysis using a moving average crossover strategy with separate averages for trend, entry, and exit decisions. It first applies randomized grid search across constrained parameter combinations and…
This document describes an Expert Advisor strategy that uses the XDeMarker_Histogram_Vol_Direct indicator. It opens trades when a bar closes and the indicator histogram changes direction, shown by a change in the color of its star markers. The description…
This document presents an equity screening rule that combines daily price range with MACD histogram behavior on two time scales. It seeks stocks whose amplitude exceeds a threshold, whose 15-minute MACD histogram is negative but contracting, and whose weekly…
The document describes the MIT oscillator, a momentum measure anchored to a user-selected time of day. It compares the current bar’s price with the price at the specified start time, producing a price difference that tracks movement since that anchor. Two…
This Expert Advisor uses the Fractal Weight Oscillator to generate signals at bar close. It buys when the oscillator crosses upward through its oversold level and sells when it crosses downward through its overbought level. A higher-timeframe indicator is…
This post describes a Chinese equity screen that combines a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, Shenzhen main-board listing, and specified price-to-earnings and price-to-book ranges. It presents the…
This post describes an equity screen restricted to the metaverse industry. It selects companies with simultaneous bullish crossovers in MACD, the five-day and ten-day moving averages, and the five-day and twenty-day moving averages. It further requires…
This assignment response translates two discretionary stock approaches into rule-based proposals. One combines recent institutional fund inflows, positive company earnings, improving per-share profit, elevated trading volume, and a price ceiling relative to…
This Chinese stock-screening post proposes selecting shares with daily amplitude above 1, more than one year since listing, and seven consecutive down sessions. The author frames large amplitude as a sign of active trading and the extended decline as a…
This meetup Q&A contrasts futures CTA strategies, often framed around trend following, with equity multi-factor strategies that combine signals such as value, momentum, quality, and size. It outlines a Bollinger Band example for futures: calculate a…
This document describes a Chinese equity screen that combines a 14-period RSI below 65, market capitalization of at least 200 million, and earnings growth in 2021. It presents the screen as a way to join a technical condition with size and fundamental growth…
The document describes a Chinese stock screen using ranked fund-flow strength, a 2019 dividend ratio above 25%, and a 15-minute MACD histogram whose negative bars are shortening. The MACD condition is presented as a possible sign of improving short-term…
The document presents a Chinese equity screen combining a daily price range greater than 1%, market capitalization below 10 billion yuan, positive net profits over the latest four quarters, and a share price of at least 18.5 yuan. It frames these conditions…
This stock-selection approach combines a daily turnover band of 3% to 12%, a positive product of price change and large-order net flow, and a Morning Star candlestick signal associated with Kute Intelligent. The document describes the pattern as a way to…
This document presents an A-share selection rule combining turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an intraday range of at least 1% relative to the prior close. It frames turnover and range as measures…
This proposed daily screen selects stocks in the metaverse sector when KDJ has just formed a bullish crossover and the previous trading day was not a limit-up session. It proposes making the selection before 10 a.m. for trading on the same day. The note…
This proposed stock screen combines a daily volatility filter, a price trend signal, and a profitability criterion. It looks for stocks with an intraday range above 1%, a close crossing above a five-period moving average, and return on equity above 15% for…
This proposed screen targets stocks classified in the metaverse sector that show a bullish MACD crossover and had a dividend ratio above 25% in 2019. It aims to combine a technical signal with a historical shareholder-payout measure. The article describes…
This indicator estimates how often price has crossed levels above the prior candle’s high or below its low, separated according to whether that prior candle was bullish or bearish. It displays the historical percentages at several successive levels on the…
This indicator displays the daily change over a selected number of bars and can play configured alert sounds when the current bar reaches a specified limit. Its purpose is to make a chosen change threshold visible and noticeable on a chart. The document…
This indicator counts consecutive identical candles across currency pairs and lets the user change the displayed text size. Its proposed use is to notice when a long run of matching candles may precede a correction or reversal. The description provides a…