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
The document describes a chart indicator that applies the XRSX algorithm to a relevant price time series and displays the processed values as a sequence of candlesticks. The stated purpose is to make the indicator’s information more useful for visual…
This brief description presents an example of plotting a function’s spectrum using a Fast Fourier Transform library. The input can be either a test signal formed by summing three sinusoids with differing parameters or market closing prices. This outlines a…
This stock screen combines three conditions: prior-session price amplitude above 1%, tradable shares no greater than 5.5 billion, and prior auction turnover above 0.26. The article explains the intended rationale: a larger range may identify short-term…
The Fibo ZigZag indicator identifies successive price highs and lows, measures the distance between them, and plots retracement percentages from the swing extremes. The listed levels are 23.6%, 38.2%, 50%, and 61.8%. It is described as a revised version of…
This indicator uses a smoothed Average Directional Movement Index to mark trend direction and apparent strength on the price chart. It compares the positive and negative directional lines: when the positive line is higher, the chart displays a lime dot; when…
This document describes a simple Chinese equity screening rule: select stocks with turnover between 3% and 12%, a ten-day gain above zero but below 35%, and a price below 12. Its accompanying example code also excludes selected exchange segments, stocks…
This indicator first finds the median closing price within a rolling window, then averages successive median values using a simple moving-average calculation. The median is intended to represent the middle observation in a sample, while the later averaging…
This proposed stock screen looks for shares with daily amplitude above 1, a reversal or engulfing-style pattern, and no limit-up move on the previous day. Its intended logic is to find volatile stocks showing a change in recent price direction while…
This stock-screening proposal combines daily price amplitude above 1, upward divergence in moving averages, exclusion of special-treatment stocks, and a limit-up-related condition. It aims to find volatile shares with rising price action and liquidity. The…
This Backtrader example demonstrates how to monitor portfolio drawdown while running a simple moving-average crossover strategy. It calculates a 15-period simple moving average and uses a crossover between closing price and the average to generate buy and…
This document describes a Chinese equity screen for metaverse-related stocks. It combines a volume-ratio range with a morning-star candlestick signal, and also discusses adding market capitalization and other filters. The accompanying explanation frames the…
This Chinese-language post proposes screening A-shares associated with the metaverse theme when they appeared on the previous day’s trading alert list and the five-week moving average crosses above the ten-week average. It describes the conjunction of an…
This guide explains a strategy-level indicator accessor for calculating technical indicators using only market data available at the strategy’s current time. It describes built-in single- and multi-column indicators, Fibonacci retracement levels, and custom…
The article explains two tools for assessing cryptocurrency volatility. Bollinger Bands place an upper and lower standard deviation band around a moving average; widening bands indicate greater volatility, while contracting bands suggest quieter conditions.…
The document outlines a stock selection screen combining three conditions: daily price amplitude above a threshold, afternoon large-order net inflow, and a weekly close crossing above a 30-week moving average. It then says to select the strongest-gaining…
This document describes a version of the XCCX standard deviation indicator that lets the user select the timeframe used for its calculations. The example input sets the indicator to a four-hour period, while leaving the chart timeframe as a separate choice.…
The document outlines a stock screen requiring a 14-period RSI below 65, a favorable company type, and an opening move of less than 6% in absolute terms relative to the previous close. It frames the RSI condition as a way to avoid highly elevated readings…
The indicator constructs a central reference and four resistance and four support levels from the previous day’s high, low, and close. The previous close serves as the central pivot. Each surrounding level offsets that close by a fraction of the prior…
This stock screen combines three signals: price amplitude above a stated threshold, a condition described as upward divergence in the day’s moving averages, and afternoon large-order net inflow. Its rationale is to pair price movement and trend information…
The screen targets Chinese A-share stocks with an RSI below 65, seven consecutive sessions meeting a bearish-candle condition, and an intraday low between 4% and 5% below the reference price. A later version adds a circulating market-value range of 5–200…
This indicator estimates how far price traveled across both the regular session and the overnight gap. It starts with twice the high-to-low range, subtracts the absolute open-to-close change, then adds the absolute difference between the current open and the…
The post proposes a Chinese equity screen combining three criteria: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and market capitalization of at least 200 million. It frames RSI as a technical condition and…
The document briefly describes an indicator that combines the Commodity Channel Index (CCI) with Tilson’s ratio. It also notes that the implementation limits its calculations to a maximum of 100,000 bars and mentions an expert advisor that implements the…
This Chinese-language note proposes screening stocks with RSI below 65, seven consecutive sessions classified as down days, and appearance on the previous day’s market activity list. It describes the combination as a technical and capital-flow filter, and…