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 stock-screening article starts with three filters: RSI below 65, exposure to the beverage and alcohol import-export industry, and a closing price above the previous day’s low. It then proposes a stricter version using a close above the 60-day moving…
This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…
This indicator recreates an Ichimoku-like display using moving averages. It assigns three average periods, described as Fibonacci-based, to replace the original components: a fast average, a slower average, and a third average used for the cloud. The…
This indicator classifies candles by dividing the distance between each bar’s high and low into three equal sections. It then compares where the open and close fall within those sections to determine a bullish or bearish pattern. The resulting display is…
This post presents a short-term equity selection screen using three signals: more than two limit-up sessions in the prior ten days, RSI below 65, and ranking by capital-flow strength. It interprets the RSI threshold as leaving room for further gains, capital…
This Chinese-language post describes an equity screen combining daily price range, five years of return on equity above 15%, and a daily price change between −5% and 2.6%. It also proposes adding a price-to-book ratio no higher than five and revenue growth…
This document proposes screening stocks in the metaverse sector for a recent limit-up event and greater volume on the best bid than on the best ask. It specifies selecting during the morning, before 10:00, for same-day trading. The post includes example…
This article describes a daily process for building a watchlist of strong stocks. After the close, rank shares by traded value and keep the top 30. From that group, look for stocks rising more than 3% on increased volume, giving extra attention to volume…
This document proposes a Chinese A-share selection screen combining a relative strength index below 65 with a ratio of external to internal trades above 1.3. It also filters for a product of the prior day’s turnover rate and the ratio of current auction…
This trading expert advisor opens and closes positions at user-specified times, with the time inputs interpreted to the minute. Before opening a position, it applies a directional moving-average condition: a buy requires the fast average on the first bar to…
This A-share selection method requires MACD to be above its zero line, parent-company net profit growth to be greater than 20% and no more than 100%, and more than two limit-up days within the past ten days. The examples show a possible weekly screening…
This document describes an A-share stock screen combining turnover of 3%–12%, a daily gain above 1%, main-board listing, and a top-50% return rank for 2021. It explains the turnover band as a way to focus on active stocks while avoiding extreme activity, and…
This Expert Advisor trades changes in the direction of the FineTuningMA moving average. It forms a signal when a bar closes and the indicator direction has changed, making the strategy dependent on the indicator and bar-close timing. The EA requires a…
DayRVI is an intraday Relative Vigor Index indicator whose lookback period is set automatically from the number of bars in the current day. It is intended for chart timeframes from one minute to one day, with the recommendation to use it as an input to…
This Chinese-language post describes a stock screen combining daily price range, positive institutional net flow, and a relative-volume band. The stated rules select stocks with an amplitude above one, institutional flow above zero, and volume ratio between…
This stock-screening idea selects companies whose codes begin with 60, whose amplitude exceeds one, and which were described as under major-player control on the previous day. The rationale is to narrow attention to volatile stocks with a potentially notable…
The document describes a lag-reduction adjustment applied to a simple moving average. It first calculates a moving average over a configurable period, then uses the ratio between its current and prior values, raised through a logarithmic and exponential…
The document presents a modified Commodity Channel Index display intended to reduce the number of signals produced by the standard indicator. It converts CCI into a step chart and treats only changes large enough to cross a chosen step size as meaningful.…
Flat Trend is a market-state indicator that combines directional movement information from ADX with Parabolic SAR. It assigns one of four colors according to whether the directional movement signal and SAR each indicate an upward or downward state. The…
The document proposes screening Chinese equities for membership in the metaverse sector, a rounded price pattern, and a specified share price. Its later explanation shifts from a fixed price to comparing the current price with a historical low, using a…
This Chinese-language post proposes placing a stock in a candidate pool when its amplitude exceeds 1%, it recorded at least one limit-up day in the prior 25 days, and the weekly five-period moving average crosses above the ten-period average. The stated…
This Chinese-language post describes an equity screening rule combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and the 20-day average above the 120-day average. The rationale…
The document explains an oscillator that tracks one lagged-return autocorrelation estimate through time. At each bar, it calculates Pearson correlation between returns in a rolling window and the same returns shifted by a configurable lag. Positive readings…
This document describes a chart indicator that plots price levels associated with the Special Theory of Price Discovery. Users select a reference period—daily, weekly, monthly, quarterly, or yearly—and can adjust the price expansion multiples used to place…