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 indicator description introduces the Adaptive Composite Moving Average (ACMA), which combines distance-based weighting, recency weighting, and an efficiency-ratio measure of trend strength. It offers four modes: favor prices near the mean, favor recent…
This Chinese equity-screening note combines three price conditions: a daily range above a stated threshold, no limit-up close on the previous trading day, and a current high equal to the highest high across two days. The proposed rationale is that wide price…
This Chinese stock-screening note describes selecting companies associated with the metaverse theme, requiring the five-day moving average to rise from its prior value, and excluding STAR Market listings. It gives equivalent screening logic for a market-data…
LeManChanel is described as a technical indicator that estimates the possible boundaries and direction of the next bar. The document identifies the indicator’s original implementation as an MQL4 publication from 2009 and credits LeMan as its author. The…
This document describes an equity screen combining a 3%–12% turnover-rate range, a candlestick reversal condition, and a circulating-share limit of 5.5 billion shares. It gives a corresponding formula and sample data workflow that calculates a reversal…
The document describes a chart indicator that displays bull power and bear power together in one MetaTrader 5 window. Its stated motivation is that the two measures have different value ranges, which makes a direct overlay in a shared scale difficult to…
This post describes a Chinese equity screening rule using three conditions: daily high-low range above 1% of the prior close, a positive but less than 35% return over ten days, and at least one limit-up event during the prior 25 days. The stated rationale is…
This tutorial demonstrates a component-level backtest workflow using NautilusTrader. It loads historical Binance ETH/USDT trade ticks, configures a simulated spot venue with a cash account and maker-taker fees, and aggregates ticks into bars. A strategy…
This brief indicator description introduces a trend tool that displays a colored histogram based on the difference between a Hull Moving Average and an averaging of that moving average. Its stated purpose is to make the trend signal visible in histogram…
This Chinese-language post proposes a stock screen combining three conditions: daily amplitude above a threshold, today’s price relative to moving averages in an upward configuration, and a prior-session signal described as main-force control. The rationale…
The document describes an accumulated version of the Relative Strength Index (RSI). It forms a new oscillator by combining consecutive RSI calculations, then interprets that oscillator with adaptive thresholds such as floating levels or quantile bands. The…
The document describes an indicator that displays the current trend using values from the Skyscraper_Fix indicator on a fixed timeframe. The signal is derived from the color of the original indicator’s middle line. Markers appear on the chart when a bar…
This post outlines a rule-based screen for Shanghai-listed shares with codes beginning in 60. It first restricts candidates to stocks with turnover between 3% and 12%, then requires the previous day’s price to exceed its 250-day moving average. The stated…
The document describes a Chinese A-share stock screen focused on the metaverse sector. It selects stocks whose opening price is less than 6% above the prior close, whose price chart resembles a rounded arc, and whose Bollinger Band width is below 0.05. The…
This indicator description explains how to display JMACandle bars from a higher timeframe on a chart. It draws each candle as a filled rectangle using fill buffers, distinguishing the candle body from its shadows with separate colors. Up and down candle…
This Chinese stock-selection note describes a screen that ranks companies by descending capital strength, limits turnover to a band above 2% and below 9%, and selects firms with market capitalization under 10 billion yuan that are not loss-making. It…
The document describes an Average Daily Range indicator that uses historical price data to estimate a typical daily range. It compares the current day’s movement with that average and displays how much of the expected range has already been covered,…
The note describes a variation on the TRIX oscillator that uses a linear regression value as its signal line. It refers to an earlier argument that this approach may be preferable to using the oscillator’s slope, then presents the variation without…
This stock-selection example combines a historical dividend payout filter with a liquidity screen. It selects shares whose 2019 dividend payout ratio exceeded 25% and whose prior-day turnover was above 60 million, then ranks candidates by a stated measure of…
This Chinese equity screening idea combines a daily price range filter, a history of limit-up moves, and year-over-year earnings-per-share growth. It seeks stocks with an amplitude above one percent, at least two qualifying limit-up events within the…
This indicator description presents market strength as a way to distinguish directional trends from weak, range bound conditions. Its supplied logic uses the Average Directional Index (ADX) to mark changes in trend strength and a stochastic oscillator to…
This document presents a stock-selection idea that combines membership in the metaverse theme with a rising 30-day moving average and a positive weekly-price condition. It frames the combination as a way to find equities with recent strength and an upward…
This Chinese equities selection rule screens for turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a positive weekly price bar. The document presents these filters as a way to focus on actively traded stocks…
The document describes a Chinese equities screen using turnover between 3% and 12%, a positive product of price change and net large-order flow, and a limit on tradable shares. It frames these filters as a way to combine trading activity, capital flows,…