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 post describes a Chinese equity screening rule combining current turnover, top-of-book order volume, and previous-day turnover. It selects stocks with turnover between 3% and 12%, more displayed volume at the best bid than at the best ask, and prior…
The post proposes a Chinese equity screen for beverage and alcohol import or export stocks. It combines an amplitude threshold with three moving averages aligned in a bullish order, described as simultaneous golden crosses, then selects a limited number of…
This document is a brief summary of an A-share quantitative market-timing report titled around the possibility that a lower open can offer an opportunity. It reports contemporaneous observations on sector strength, index valuations, sector relative…
This A-share selection rule combines three conditions: a daily range above 1%, weekly MACD above zero, and at least two limit-up events within a 500-day lookback. The document presents repeated limit-up moves as a possible sign of strength, with the range…
This stock selection rule screens for A-shares with a daily high-low range above 1% and turnover between 2% and 9%. It combines a volatility measure with trading activity and a market classification filter. The document also sketches an implementation using…
The Math-System indicator presents a set of target support and resistance levels for an anticipated price move. The document points readers to related Murrey Math indicators, placing this tool in a family of chart-based level systems. It states that the…
The article describes an equity screen combining three conditions: membership in the metaverse theme, a prior-day close above the 250-day moving average, and a rising-bottom pattern. It explains the latter as a retest after a decline and rebound, where the…
This indicator visualizes a volume-weighted moving average as a cloud that fills the chart background. The moving average acts as the boundary separating the cloud’s colors, providing a visual reference for price movement around the average. It also displays…
This weekly report assesses the Chinese equity market after a rebound in early June 2022. Its timing framework compares 20-day and 120-day moving averages for a broad market index and combines their distance with a market breadth or “profit effect” measure.…
This Freqtrade strategy example applies an Almgren–Chriss style execution schedule to position entries and exits. It estimates a parameter called kappa from rolling price variability, candle range, and volume, using it to shape the fraction traded in each…
This brief Chinese-language forum answer addresses how to use the data parameter in a quantitative trading workflow. It notes that scheduled functions receive both data and context as inputs, pointing readers toward the platform documentation for details.…
This document describes a MetaTrader 5 version of EMA Levels that can display indicator values from timeframes other than the active chart. It supports the platform’s timeframes and offers automatic second- and third-higher-timeframe choices that adjust when…
This post proposes screening stocks in the metaverse industry using two conditions: price or average price above a five-day moving average, and prior-day auction turnover above 0.26. It interprets the moving-average condition as a short-term upward trend and…
This Chinese-language post presents an A-share screening rule that combines a 14-period RSI below 65, a ratio of outside-market to inside-market trading above 1.3, and a volume ratio between 1.5 and 6. It frames the order-flow ratio as a proxy for buying…
This Chinese stock-selection strategy filters for an RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and prior-day turnover above 8%. The accompanying Python example calculates a 14-period RSI, applies the three…
NDuet combines moving averages with a semaphore signal to guide trade timing. The two moving averages use different periods to define trend direction, while the semaphore indicator identifies a possible point to enter or settle a trade. The description says…
Super SAR combines Parabolic SAR direction changes with SuperTrend confirmation. Green or red arrows indicate a potential entry when SAR changes position and SuperTrend agrees. A gray arrow marks an SAR direction change without SuperTrend confirmation,…
This indicator summarizes trend direction across seven Blau stochastic indicators set to different timeframes. Each indicator is represented by a line whose color reflects whether its histogram is rising or falling: dark lime for growth and orange for…
The indicator counts false breaks of the previous bar’s high and low. An upside false break occurs when the current bar trades above the previous high but closes back below it; a downside false break occurs when price trades below the previous low and closes…
This indicator description presents a version of the instantaneous trend line that uses self-adjusting levels to filter signals. The stated motivation is that relying directly on the trend line’s slope can produce too many signals; adaptive levels are…
This indicator creates synthetic Japanese candlesticks over a configurable period by averaging the price series used in its calculations. It visually emphasizes candle shapes classified as hammers or inverted hammers, using separate colors for the two types.…
The document proposes an A-share stock screen combining daily price amplitude, a specified share-price level, and a weekly close above its 30-week moving average. It presents the rules as a way to combine volatility, a price filter, and a trend signal. It…
This A-share screening idea selects stocks with RSI below 65, seven consecutive down days, and an opening move below 6% at 9:25. It combines a technical condition, an extended run of declining sessions, and a limit on the current day's early price change.…
This document proposes screening stocks when MACD is above zero, the price-to-earnings ratio is positive, and the 15-minute MACD histogram's negative bars are shortening. The positive MACD condition is treated as evidence of an upward trend, while…