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 forum post raises implementation questions about historical data warm-up in VeighNa portfolio strategies. The author considers a strategy whose longest signal period is 20 days and asks whether an ArrayManager size of 25 is sufficient, and whether that…
This document describes a Chinese equity screening rule combining daily price range, a reversal pattern, and a recent limit-up. Its refined version looks for a range above 1%, a reversal pattern within the latest three trading days, and at least one limit-up…
This post describes a daily screen for main-board stocks, excluding the technology-focused board. It selects shares with turnover between 3% and 12%, a gain above 1% relative to peers in the same board, and a day high that is the highest across two days. The…
This post describes a technical stock screen framed around price amplitude above one, a K-line condition below twenty, and an arc-shaped indicator. Its sample formulas add comparisons between the arc signal and its moving average, rising volume, and changes…
This Chinese stock-screening post proposes ranking equities by capital-flow strength, using measures such as net inflows and turnover, then selecting stocks where three technical indicators show simultaneous golden crosses. The examples named are Bollinger…
This trading system combines three Stochastic indicators operating on different timeframes. Two indicators establish directional bias by comparing each Stochastic reading with its signal line. A third, lower-timeframe indicator provides the entry trigger…
The document describes a Chinese stock screening strategy that combines technical and fundamental filters. It selects stocks with at least five moving averages on the daily chart, at least two limit-up sessions within the past 500 days, and a pre-open gain…
This indicator description adapts the pocket pivot concept associated with Chris Kacher and Gil Morales. It flags an up day when the close is above a longer-term moving average and the day's volume exceeds the largest volume seen on a down day in the recent…
This reference explains a chart tool that plots price values vertically and their frequencies horizontally, showing how bid and ask observations are distributed around the current bar. Histograms can extend left, right, or both ways, and can represent either…
This post describes an A-share screen requiring turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive income, while excluding stocks that hit the daily price limit the previous day. It presents the rationale as avoiding…
This stock-screening proposal combines three conditions: daily price amplitude above one percent, a newly formed KDJ golden cross, and positive recent price changes across several lookback periods. The article interprets the amplitude filter as selecting…
This note proposes screening stocks with RSI below 65, a rising MACD signal line (DEA), and a shortening negative MACD histogram on a 15-minute chart. It gives standard MACD and RSI parameter references and a Python example that iterates through stocks,…
This proposed Chinese equity screen looks for robot-concept stocks with an intraday amplitude above 1%, circulating market value below 10 billion, and an opening auction gain between -2% and 5%. The article’s proposed refinement adds a requirement that the…
The Max Deviation indicator measures the range between the highest high and lowest low across a configurable lookback window. Subtracting the window’s lowest low from its highest high produces a simple measure of the instrument’s total price movement during…
This A-share screening idea combines a 14-period RSI below 65 with year-over-year growth in parent-company net profit above 20% and no more than 100%. It also requires a daily gain above 1% and focuses on main-board stocks. The intended combination is a…
This expert advisor uses three moving averages to define entry conditions. A buy opens when the fast average crosses above the middle average while both remain below the slow average. The sell condition reverses the crossover direction and requires the fast…
This Chinese-language post describes a stock-selection screen for shares whose codes begin with 60, whose daily high-to-low range exceeds one percent of the opening price, and where the KDJ indicator has just formed a bullish cross. The post explains the…
The trading system described uses the ColorTrend_CF indicator to detect changes in trend direction. It generates a signal when a bar closes and the indicator’s cloud changes color. The document identifies a historical test on XAUUSD at the four-hour interval…
This overview introduces Solana as a blockchain platform designed for decentralized applications and describes its Proof of History and Proof of Stake components. Proof of History is presented as a way to timestamp events and establish an ordered record,…
This stock-selection example filters Chinese equities by a turnover rate between 3% and 12%, a K indicator below 20, and a daily price change between -5% and 2.6%. The article presents the screen as a way to find stocks with potential, then suggests adding…
This document describes a MetaTrader indicator that marks candle price changes once they exceed configured minimum thresholds. It reports changes in points and percentage, and lets users choose between comparing a candle’s close with its open or comparing…
This note explains a modified Stochastic oscillator that adds a sensitivity setting to the usual parameters. The added threshold is intended to ignore price fluctuations smaller than a specified number of points, so the indicator does not react to every…
The document describes a daily screen for stocks in the metaverse industry. It selects names where the KDJ indicator has just crossed into a bullish configuration, ranks them by that day’s opening auction amount, and keeps the top five. The approach combines…
This stock-screening idea combines a minimum intraday high-to-low price range with consistently high return on equity across five years and a limit on the stock’s gain at 9:25. The stated rationale is to seek profitable companies showing some price movement…