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.
22,592 documents
This reference explains Stochastic RSI as a stochastic calculation applied to RSI values rather than directly to price. It identifies six adjustable settings: the lookback periods for the stochastic %K and %D lines, a slowing period, the RSI period, and…
This stock-selection rule targets equities listed in 2021, with turnover between 3% and 12%, and a 20-day moving average above the 120-day moving average. The article explains the short-over-long moving-average relationship as a trend or buy-signal filter…
This Freqtrade strategy framework uses sets of generated buy and sell rules, called spells, assembled from technical indicators, operators, and numeric thresholds. Its documentation describes deriving the rules through hyperoptimization, then assigning…
This Chinese stock-screening note describes selecting equities with turnover between 3% and 12%, seven consecutive daily price declines, and a price above its 250-day moving average. It includes formula and Python examples intended to express those…
This Qlib documentation explains why historical strategies need the versions of financial data that were available at each past decision time. Financial statements can be revised after publication; using only the latest value in a historical simulation can…
The document describes a Chinese stock screen requiring daily amplitude above 1, RSI below 65, and circulating market value between 5 billion and 10 billion yuan. It presents amplitude as a measure of price movement, RSI as an indicator of overbought…
This post proposes screening Chinese metaverse-related stocks for a morning gain below 6% and a possible start of an upward move. Its technical description looks for a short moving average that was below a longer moving average and has since crossed above…
This report outlines ways to classify equities by market capitalization, growth, and value. It uses the median market capitalization to separate large and small companies, and describes three approaches to growth and value classification: composite ranking,…
This post describes a Chinese equity screen that selects stocks with daily amplitude above 1%, a positive but below 35% ten-day return, and a price under 12. It explains the intended rationale: seek active stocks that have risen without an extreme recent…
The proposed Chinese stock screen filters for daily turnover between 3% and 12%, excludes Beijing-listed A shares, and selects stocks described as being controlled by major holders on the previous day. The article discusses this holder-control signal as a…
This Chinese A-share screening idea combines three filters: membership in the beverage and alcohol import-export industry, RSI below 65, and a reversal-candle condition. The accompanying formula and Python example calculate a 14-period RSI and apply the…
The document describes a Chinese equity screening rule that selects stocks with positive returns below 35% over ten days and prior-day turnover above 60 million yuan, then ranks candidates by capital strength. It presents this as a way to find actively…
This short forum exchange concerns choosing a broker or trading counter for automated stock trading in China. One participant reports that a broker had announced it would stop allowing personally developed software to connect through its CTP interface.…
The document describes a Chinese equity screening rule that combines prior-day price range, a maximum share float, and price above a 250-day moving average. It presents the range filter as a way to find more active stocks, the float cap as a small-cap…
The document describes an on-chart presentation of the stochastic oscillator. Because the oscillator has bounded values, it can be mapped onto the price panel using a channel formed from the highest high and lowest low. This places the indicator alongside…
This stock selection recipe combines a daily price-range threshold, a minimum level of prior-day turnover, and a signal described as institutional buying. The article frames the range and turnover conditions as ways to find shares with activity and…
The document outlines a stock screen combining membership in the metaverse concept group, an upward-moving 30-day average, and positive returns. The technical filter is intended to capture improving price direction, while the return condition favors stocks…
The document describes an equity screen for stocks associated with the metaverse theme, combining a five-day price average condition with a weekly moving-average crossover involving the 30-week average. It presents the approach as a way to identify…
This stock selection rule combines three conditions: RSI below 65, displayed buy-side volume greater than sell-side volume, and a share price below 12. The article frames RSI as a measure of price conditions, the volume comparison as a sentiment signal, and…
This stock screen combines technical conditions with a historical dividend measure. It selects equities with at least five overlapping moving averages, weekly MACD above zero, and a dividend payout ratio above 25% in 2019. The article interprets…
This MetaTrader 5 demonstration describes constructing a three-dimensional surface from a series of moving average indicators. The surface is shown in a coordinate system that can be rotated by changing the slopes of the horizontal axes. Shifting the…
This daily stock screen combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a positive weekly MACD histogram. The post frames the MACD conditions as trend confirmation across daily and weekly horizons, while the valuation…
This stock-selection rule screens Chinese equities for companies in the metaverse industry with a tradable float no greater than 5.5 billion shares, then considers the highest prices across the latest two days. The article presents it as a short-term,…
This A-share screening rule combines three conditions: an intraday price range above one percent, a closing price of 18.5 yuan, and prior-day trading activity above the stated threshold of 60 million. It is presented as a way to identify stocks with…