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.
16,761 documents
This note describes a simple candlestick rule for flagging bearish shooting stars and bullish hammers. It first requires the high-to-low range to exceed twice the absolute distance between open and close, identifying candles with relatively small bodies. It…
This research tests Chinese industry rotation signals based on cross-sectional momentum and valuation. It reports stronger industry momentum over a one-month lookback and compares industries grouped by the percentile of their current valuation relative to…
This document outlines how to use Kraken through Lumibot’s shared CCXT broker path for cryptocurrency strategies. It describes API key and secret credentials, notes that the integration supports a live trading path, and identifies Kraken as the exchange…
This trading system uses the ADXDMIM oscillator to generate signals when a bar closes. It requires both a crossover between the indicator’s main and signal lines and a change in the indicator cloud’s color. The document also notes a dependency on a compiled…
This report summary examines whether separating overnight returns from intraday returns can improve equity reversal factors in China’s A-share market. It links the market’s T+1 trading convention with a possible low-open, rising-intraday pattern that may…
This tutorial explains a Bollinger Band strategy and outlines how to implement it in JavaScript using a CTA framework. The bands are built around a moving average with upper and lower boundaries based on price standard deviation. The described entry rule…
This document explains how to reproduce TradingView’s SuperTrend indicator in MQL5 and verify that the port matches bar by bar. It highlights three sources of divergence: using EMA smoothing instead of Wilder’s RMA for ATR, adopting a different true-range…
The document outlines a chart indicator that trains a support vector machine (SVM) to predict buy and sell signals. It selects technical indicators as model inputs, gathers historical indicator and price data, labels past opportunities according to whether…
This article argues that training one stock-selection model on all market data may struggle with noisy observations and changing factor behavior. Its proposed approach is to classify market conditions and maintain strategies suited to different regimes:…
The document outlines time utilities for handling weekly market schedules. It describes functions that identify Sunday and Friday boundary times, count Sundays or hourly candles between dates, and add a requested number of trading seconds to a timestamp. The…
The document presents a Chinese A-share screening idea centered on metaverse-related companies. Its stated conditions include an opening gain below a threshold at 9:25 and exclusion of Beijing-listed shares. It also discusses adding profitability and…
This post outlines an A-share stock-selection framework that uses eight cross-sectionally ranked features covering valuation, momentum and reversal, and liquidity. A LightGBM regression model predicts relative returns over a five-trading-day horizon; the…
This document describes a stock screen that combines membership in the metaverse industry, a rounded-base price pattern, and a turnover rate between 3% and 12%. Its example conditions use price relationships to moving averages and recent lows to approximate…
This indicator identifies swing highs and lows by comparing each candidate bar with a fixed number of bars on either side. A high must exceed the highs to its left and meet or exceed those to its right; lows use the mirrored rule. The indicator waits until…
This research summary compares ten equity valuation measures, including book-to-price, earnings-to-price, sales-to-price, dividend yield, growth-adjusted earnings multiples, cash-flow yields, and EBITDA relative to enterprise value. It describes what each…
This example outlines a long-term equity selection process inspired by fundamental value investing. A research agent reviews the latest company reports and current share prices, then selects businesses based on profitability, competitive durability, and…
This note reconstructs a Chinese ETF rotation strategy that selects a small pool of relatively uncorrelated assets, including equity index ETFs and gold. Every five trading days, it compares each fund’s 20-day return, holds the strongest when that return is…
This document describes two price-action patterns attributed to Larry Williams and presents them as possible reversal signals. The first pattern identifies a bar that moves beyond a recent low or high and then closes beyond the preceding bar’s corresponding…
This research note examines whether intraday stock market snapshots can support factors for stock selection. Snapshot data records prices, volumes, trade counts, and order-book quotes at regular intervals; the note contrasts it with trade-by-trade data and…
This article explains how historical Bitcoin market data can support research, strategy backtesting, volatility analysis, and comparisons with other assets. It describes API access as a way to request data over chosen periods and automate analysis. The data…
This report summary describes two models for China’s nonferrous metals sector: macroeconomic and industry-data timing for the sector, and multifactor stock selection within it. For timing, it uses mean t-tests to identify candidate indicators for both…
The guide explains how to enable public trade downloads in Freqtrade and configure order flow processing. Settings control cached candles, trade history depth, footprint price-bin size, and the volume and ratio thresholds used to identify imbalances.…
The document briefly introduces Murrey levels as a charting framework for interpreting possible changes in price movement. It attributes the method to ideas derived from Gann theory, specifically an eight-by-eight square used to relate price movement to…
This article explains factor investing as the practice of expressing a market hypothesis in a measurable rule, rather than focusing first on programming. It distinguishes factors used to select securities from those used to time trades. To illustrate the…