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 note describes a modified Aroon indicator for MetaTrader 5. It says the version addresses a common implementation issue in which the indicator does not reach the zero level, and adds the ability to view Aroon readings from multiple time frames. In…
This post proposes a short-term China A-share screen combining three conditions: prior-session amplitude above 1%, tradable shares no greater than 5.5 billion, and more than two limit-up days within ten sessions. The rationale is to find active, relatively…
This indicator fits a Lagrange interpolating polynomial to selected price points on a chart, then uses the polynomial to calculate subsequent points. The user selects a starting bar and an ending bar for the analysis, along with the number of bars to…
This document describes an Expert Advisor that trades signals from the FX Fish 2MA indicator, with EURUSD on an hourly chart given as its example. It buys when the Fish value is below zero and crosses its average, and sells when the Fish value is above zero…
This document introduces a Python library for engineering technical-analysis features from financial time series, using price and volume fields such as open, high, low, close, and volume. It catalogs indicators across volume, volatility, and trend…
The Coppock indicator is a momentum measure intended to flag the start of bullish market trends. Its underlying formula was introduced by Edwin Sedgwick Coppock in 1962. A signal occurs when the indicator rises through zero, which is interpreted as a…
This indicator displays the Relative Strength Index state across ten timeframes using a row of colored squares. Red marks a timeframe where the oscillator is below its oversold threshold, medium blue marks one where it is above its overbought threshold, and…
This meetup Q&A discusses several practical questions in quantitative research. It explains that traders can label chart patterns for AI training in principle, but visual labels may vary with chart scale and between annotators. A model can only learn useful…
The document describes an adaptive moving average that uses the efficiency ratio to adjust how an EMA responds to price movement. It attributes the efficiency ratio to Perry Kaufman and presents this version as a simplified alternative to his adaptive moving…
This document presents an A-share stock selection idea that combines turnover between 3% and 12%, a K indicator below 20, and three consecutive days of falling closing prices. It describes the signal as a technical screen for stocks that might merit…
This document outlines an equity screen beginning with stocks whose daily price range exceeds 1%, market capitalization is at most 10 billion yuan, and average net profit is positive, while excluding stocks that hit the daily limit on the prior session. Its…
This document presents an equity selection rule using a turnover range of 3% to 12%, seven consecutive down days, and a pattern described as the start of a strong advance. It gives indicator-formula and Python examples intended to identify the setup,…
This document describes an equities screening rule combining a turnover range, beverage and alcohol industry classification, and a comparison between displayed best bid and ask quantities. It presents the intended screen as selecting stocks with turnover…
This document explains an indicator that fits a linear regression channel from a user-selected date and time through the latest chart bar. It calculates the regression slope and intercept from closing prices, then estimates channel width using the standard…
This indicator highlights the bars with the largest and smallest high–low ranges within a user-selected search range. The user can independently choose whether to display the widest bar, the narrowest bar, or both. The description labels the widest bar as a…
This brief description introduces an indicator that marks fractals on a price chart and can display the bar number used to determine each fractal. Its input includes a configurable candle period, allowing the user to set the number of candles involved in the…
This stock-screening idea combines three conditions: a rising 30-day moving average, three consecutive declining sessions, and a reported increase in position or capital inflow greater than five percent. The rationale pairs a positive longer-term trend with…
This reference catalog groups Python libraries used across quantitative finance. It covers strategy research and backtesting, technical indicators, risk and portfolio analysis, scientific computing, derivatives pricing, factor and time-series analysis,…
This Chinese equity screen requires turnover between 3% and 12%, a rising DEA condition, and a reversal pattern described as a rebound after a short pullback. The note frames turnover as a measure of trading activity and rising DEA as evidence of an upward…
The post presents a Chinese-stock screening idea that combines a price-amplitude threshold with a range for yesterday’s turnover multiplied by today’s auction volume relative to yesterday’s volume. It also requires circulating market capitalization above a…
The post asks why a BigQuant strategy raises a parser error near FROM. Its factor expression defines several intraday features, including a bid-ask spread measure, weighted order-book volume imbalance, early-session price movement, and a volume ratio, then…
The document describes a TD-style timing system attributed to Thomas DeMark. It begins with a setup: compare each close with the close a fixed number of bars earlier, and require that relationship to persist for a specified run of bars. A falling sequence…
This brief note describes a higher-timeframe version of a Change of Volatility indicator. Its main feature is a user-selectable chart period, with a four-hour period shown as the default. The indicator is intended to display volatility-change information…
The document describes an indicator that modifies a simple moving average using a configurable lag reduction factor. Users choose the lookback period, applied price, and factor. The calculation raises the ratio of the current moving average to its previous…